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