Class TrendMarketDepthGenerator
- Namespace
- StockSharp.Algo.Testing
- Assembly
- StockSharp.Algo.dll
The order book generator, accounting for trades sequence.
public class TrendMarketDepthGenerator : MarketDepthGenerator
- Inheritance
-
TrendMarketDepthGenerator
- Inherited Members
- Extension Methods
Constructors
TrendMarketDepthGenerator(SecurityId)
Initializes a new instance of the TrendMarketDepthGenerator.
public TrendMarketDepthGenerator(SecurityId securityId)
Parameters
securityId
SecurityIdThe identifier of the instrument, for which data shall be generated.
Methods
Clone()
Create a copy of TrendMarketDepthGenerator.
public override MarketDataGenerator Clone()
Returns
- MarketDataGenerator
Copy.
Init()
To initialize the generator state.
public override void Init()
OnProcess(Message)
Process message.
protected override Message OnProcess(Message message)
Parameters
message
MessageMessage.