OrderBookIncrementBuilder
StockSharp.Messages
Order book builder, used incremental QuoteChangeMessage.
Inherits: BaseLogReceiver
Constructors
OrderBookIncrementBuilder(SecurityId)
Initializes a new instance of the OrderBookIncrementBuilder.
- securityId
- Security ID.
Methods
TryApply(QuoteChangeMessage, long) : QuoteChangeMessage
Try create full book.
- change
- Book change.
- subscriptionId
- Subscription.
Returns: Full book.
Fields
SecurityId : SecurityId
Security ID.