IOrderLogMarketDepthBuilder
StockSharp.Messages
Base interface for order book builder.
Methods
GetSnapshot
public QuoteChangeMessage GetSnapshot(DateTime serverTime)result = iOrderLogMarketDepthBuilder.GetSnapshot(serverTime)Get snapshot.
- serverTime
- ServerTime
Returns: Snapshot.
Update
public QuoteChangeMessage Update(ExecutionMessage item)result = iOrderLogMarketDepthBuilder.Update(item)Process order log item.
- item
- Order log item.
Returns: Market depth.