Table of Contents

Class OrderBookIncrementBuilder

Namespace
StockSharp.Messages
Assembly
StockSharp.Messages.dll

Order book builder, used incremental QuoteChangeMessage.

public class OrderBookIncrementBuilder : BaseLogReceiver, IPersistable, ILogReceiver, ILogSource, IDisposable
Inheritance
OrderBookIncrementBuilder
Implements
IPersistable
Inherited Members
Extension Methods

Constructors

OrderBookIncrementBuilder(SecurityId)

Initializes a new instance of the OrderBookIncrementBuilder.

public OrderBookIncrementBuilder(SecurityId securityId)

Parameters

securityId SecurityId

Security ID.

Fields

SecurityId

Security ID.

public readonly SecurityId SecurityId

Field Value

SecurityId

Methods

TryApply(QuoteChangeMessage, long)

Try create full book.

public QuoteChangeMessage TryApply(QuoteChangeMessage change, long subscriptionId = 0)

Parameters

change QuoteChangeMessage

Book change.

subscriptionId long

Subscription.

Returns

QuoteChangeMessage

Full book.