Class PlazaOrderLogMarketDepthBuilder
Построитель стакана из лога заявок Plaza 2.
Implements
Inherited Members
Namespace: StockSharp.Plaza
Assembly: StockSharp.Plaza.dll
Syntax
public class PlazaOrderLogMarketDepthBuilder : IOrderLogMarketDepthBuilder
Constructors
PlazaOrderLogMarketDepthBuilder(QuoteChangeMessage)
Создать PlazaOrderLogMarketDepthBuilder.
Declaration
public PlazaOrderLogMarketDepthBuilder(QuoteChangeMessage depth)
Parameters
Type | Name | Description |
---|---|---|
QuoteChangeMessage | depth | Стакан. |
PlazaOrderLogMarketDepthBuilder(SecurityId)
Создать PlazaOrderLogMarketDepthBuilder.
Declaration
public PlazaOrderLogMarketDepthBuilder(SecurityId securityId)
Parameters
Type | Name | Description |
---|---|---|
SecurityId | securityId | Идентификатор инструмента. |
Properties
ClearingBeginTime
Clearing begin time.
Declaration
public TimeSpan ClearingBeginTime { get; set; }
Property Value
Type | Description |
---|---|
TimeSpan |
Methods
Update(ExecutionMessage)
Добавить новую строчку из лога заявок к стакану.
Declaration
public QuoteChangeMessage Update(ExecutionMessage item)
Parameters
Type | Name | Description |
---|---|---|
ExecutionMessage | item | Строчка лога заявок. |
Returns
Type | Description |
---|---|
QuoteChangeMessage | Market depth. |
Explicit Interface Implementations
IOrderLogMarketDepthBuilder.get_Snapshot()
Declaration
QuoteChangeMessage IOrderLogMarketDepthBuilder.get_Snapshot()
Returns
Type | Description |
---|---|
QuoteChangeMessage |