TrendMarketDepthGenerator

TrendMarketDepthGenerator

public TrendMarketDepthGenerator(SecurityId securityId)

trendMarketDepthGenerator = TrendMarketDepthGenerator(securityId)

The order book generator, accounting for trades sequence.

securityId

The identifier of the instrument, for which data shall be generated.

Clone

public override MarketDataGenerator Clone()

result = trendMarketDepthGenerator.Clone()

Create a copy of TrendMarketDepthGenerator.

Returns: Copy.

Init

public override void Init()

trendMarketDepthGenerator.Init()

To initialize the generator state.

OnProcess

protected override Message OnProcess(Message message)

result = trendMarketDepthGenerator.OnProcess(message)

Process message.

message

Message.

Returns: The result of processing. If is returned, then generator has no sufficient data to generate new message.