Interface IOrderLogMarketDepthBuilder
- Namespace
- StockSharp.Messages
- Assembly
- StockSharp.Messages.dll
Base interface for order book builder.
public interface IOrderLogMarketDepthBuilder- Extension Methods
Methods
GetSnapshot(DateTimeOffset)
Get snapshot.
QuoteChangeMessage GetSnapshot(DateTimeOffset serverTime)Parameters
- serverTimeDateTimeOffset
Returns
- QuoteChangeMessage
- Snapshot. 
Update(ExecutionMessage)
Process order log item.
QuoteChangeMessage Update(ExecutionMessage item)Parameters
- itemExecutionMessage
- Order log item. 
Returns
- QuoteChangeMessage
- Market depth.