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
Methods
Update(ExecutionMessage)
Process order log item.
QuoteChangeMessage Update(ExecutionMessage item)
Parameters
item
ExecutionMessageOrder log item.
Returns
- QuoteChangeMessage
Market depth.