Interface IOrderLogMarketDepthBuilder

Namespace

StockSharp.Messages

Assembly

StockSharp.Messages.dll

Base interface for order book builder.

public interface IOrderLogMarketDepthBuilder

Extension Methods

XamlHelper.CopyToClipboard<T>(T)

Paths.SerializeToString<T>(T, bool)

Paths.Serialize<T>(T, bool)

Paths.Serialize<T>(T, string, bool)

EditorExtensions.ToItemsSource(object, Type, bool?, ListSortDirection?, Func<IItemsSourceItem, bool>, Func<object, string>, Func<object, string>)

XamlHelper.EnsureUIThread(object)

XamlHelper.ShowModel<TWindow>(object, DependencyObject)

XamlHelper.WpfCast<T>(object)

VirtualPropertyRegistry.TryGetVirtualValue(object, string, out object)

Methods

GetSnapshot(DateTimeOffset)

Get snapshot.

QuoteChangeMessage GetSnapshot(DateTimeOffset serverTime)

Parameters

serverTime DateTimeOffset

ServerTime

Returns

QuoteChangeMessage

Snapshot.

Update(ExecutionMessage)

Process order log item.

QuoteChangeMessage Update(ExecutionMessage item)

Parameters

item ExecutionMessage

Order log item.

Returns

QuoteChangeMessage

Market depth.