Table of Contents

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 SecurityId

The 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 Message

Message.

Returns

Message

The result of processing. If null is returned, then generator has no sufficient data to generate new message.