Class OrderBookIncrementBuilder
Order book builder, used incremental QuoteChangeMessage.
Inherited Members
Namespace: StockSharp.Algo
Assembly: StockSharp.Algo.dll
Syntax
public class OrderBookIncrementBuilder : BaseLogReceiver, IPersistable, ILogReceiver, ILogSource, IDisposableConstructors
OrderBookIncrementBuilder(SecurityId)
Создать OrderBookIncrementBuilder.
Declaration
public OrderBookIncrementBuilder(SecurityId securityId)Parameters
| Type | Name | Description |
|---|---|---|
| SecurityId | securityId | Security ID. |
Fields
SecurityId
Security ID.
Declaration
public readonly SecurityId SecurityIdField Value
| Type | Description |
|---|---|
| SecurityId |
Methods
TryApply(QuoteChangeMessage, Int64)
Try create full book.
Declaration
public QuoteChangeMessage TryApply(QuoteChangeMessage change, long subscriptionId = 0L)Parameters
| Type | Name | Description |
|---|---|---|
| QuoteChangeMessage | change | Book change. |
| Int64 | subscriptionId | Подписка. |
Returns
| Type | Description |
|---|---|
| QuoteChangeMessage | Full book. |
Implements
Ecng.Serialization.IPersistable