Table of Contents

Interface IOrderLogMarketDepthBuilder

Namespace
StockSharp.Messages
Assembly
StockSharp.Messages.dll

Base interface for order book builder.

public interface IOrderLogMarketDepthBuilder
Extension Methods

Properties

Snapshot

Snapshot.

QuoteChangeMessage Snapshot { get; }

Property Value

QuoteChangeMessage

Methods

Update(ExecutionMessage)

Process order log item.

QuoteChangeMessage Update(ExecutionMessage item)

Parameters

item ExecutionMessage

Order log item.

Returns

QuoteChangeMessage

Market depth.