Class OrderBookIncrementBuilder
- Namespace
- StockSharp.Messages
- Assembly
- StockSharp.Messages.dll
Order book builder, used incremental QuoteChangeMessage.
public class OrderBookIncrementBuilder : BaseLogReceiver, IPersistable, ILogReceiver, ILogSource, IDisposable
- Inheritance
-
OrderBookIncrementBuilder
- Implements
-
IPersistable
- Inherited Members
- Extension Methods
Constructors
OrderBookIncrementBuilder(SecurityId)
Initializes a new instance of the OrderBookIncrementBuilder.
public OrderBookIncrementBuilder(SecurityId securityId)
Parameters
securityId
SecurityIdSecurity ID.
Fields
SecurityId
Security ID.
public readonly SecurityId SecurityId
Field Value
Methods
TryApply(QuoteChangeMessage, long)
Try create full book.
public QuoteChangeMessage TryApply(QuoteChangeMessage change, long subscriptionId = 0)
Parameters
change
QuoteChangeMessageBook change.
subscriptionId
longSubscription.
Returns
- QuoteChangeMessage
Full book.