S# STOCKSHARPDokumentation

IOrderLogMarketDepthBuilder

StockSharp.Messages

Base interface for order book builder.

Methoden

GetSnapshot(DateTime) : QuoteChangeMessage

Get snapshot.

serverTime: ServerTime

Rückgabe: Snapshot.

Update(ExecutionMessage) : QuoteChangeMessage

Process order log item.

item: Order log item.

Rückgabe: Market depth.