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QuotesBinarySnapshotSerializer

StockSharp.Algo.Storages.Binary.Snapshot

Implementation of ISnapshotSerializer in binary format for QuoteChangeMessage.

Implements: ISnapshotSerializer<SecurityId, QuoteChangeMessage>

Properties

MaxDepth 
public int? MaxDepth { get; set; }
value = quotesBinarySnapshotSerializer.MaxDepth
quotesBinarySnapshotSerializer.MaxDepth = value

The maximum depth of order book.