Class PlazaOrderLogMarketDepthBuilder
- Namespace
- StockSharp.Plaza
- Assembly
- StockSharp.Plaza.dll
Построитель стакана из лога заявок Plaza 2.
public class PlazaOrderLogMarketDepthBuilder : IOrderLogMarketDepthBuilder
- Inheritance
-
PlazaOrderLogMarketDepthBuilder
- Implements
- Inherited Members
- Extension Methods
Constructors
PlazaOrderLogMarketDepthBuilder(QuoteChangeMessage)
Создать PlazaOrderLogMarketDepthBuilder.
public PlazaOrderLogMarketDepthBuilder(QuoteChangeMessage depth)
Parameters
depth
QuoteChangeMessageСтакан.
PlazaOrderLogMarketDepthBuilder(SecurityId)
Создать PlazaOrderLogMarketDepthBuilder.
public PlazaOrderLogMarketDepthBuilder(SecurityId securityId)
Parameters
securityId
SecurityIdИдентификатор инструмента.
Properties
ClearingBeginTime
Clearing begin time.
public TimeSpan ClearingBeginTime { get; set; }
Property Value
WorkingTime
public WorkingTime WorkingTime { get; set; }
Property Value
Methods
Update(ExecutionMessage)
Process order log item.
public QuoteChangeMessage Update(ExecutionMessage item)
Parameters
item
ExecutionMessageOrder log item.
Returns
- QuoteChangeMessage
Market depth.