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OrderBookIncrementBuilder

StockSharp.Messages

Orderbuch Builder, verwendet inkrementelle QuoteChangeMessage.

Erbt von: BaseLogReceiver

Konstruktoren

OrderBookIncrementBuilder 
public OrderBookIncrementBuilder(SecurityId securityId)
orderBookIncrementBuilder = OrderBookIncrementBuilder(securityId)

Initialisiert eine neue Instanz von OrderBookIncrementBuilder.

securityId
Kennung des Finanzinstruments.

Methoden

GetSnapshot 
public QuoteChangeMessage GetSnapshot(int? maxDepth)
result = orderBookIncrementBuilder.GetSnapshot(maxDepth)

The book as it stands.

maxDepth
How many of the best levels of each side to state; every level when .

Rückgabe: The book. It carries no time: when it was so is the caller's to say.

TryApply 
public QuoteChangeMessage TryApply(QuoteChangeMessage change, long subscriptionId)
result = orderBookIncrementBuilder.TryApply(change, subscriptionId)

Versuchen Sie, ein vollständiges Buch zu erstellen.

change
Buchwechsel.
subscriptionId
Zeichnung.

Rückgabe: Vollständiges Buch.

TryFold 
public bool TryFold(QuoteChangeMessage change, long subscriptionId)
result = orderBookIncrementBuilder.TryFold(change, subscriptionId)

Applies a change to the book without stating the book it leaves.

change
Book change.
subscriptionId
Subscription.

Rückgabe: when a whole book stands after the change; when the change was refused, or belongs to a snapshot that is still being sent.

Felder

SecurityId 
public readonly SecurityId SecurityId
value = orderBookIncrementBuilder.SecurityId

Kennung des Finanzinstruments.