OrderLogMarketDepthBuilder
StockSharp.Messages
Default implementation of IOrderLogMarketDepthBuilder.
Implements: IOrderLogMarketDepthBuilder
Constructors
OrderLogMarketDepthBuilder
public OrderLogMarketDepthBuilder(SecurityId securityId)
orderLogMarketDepthBuilder = OrderLogMarketDepthBuilder(securityId)
Initializes a new instance of the OrderLogMarketDepthBuilder.
- securityId
- Security ID.
OrderLogMarketDepthBuilder
public OrderLogMarketDepthBuilder(QuoteChangeMessage depth)
orderLogMarketDepthBuilder = OrderLogMarketDepthBuilder(depth)
Initializes a new instance of the OrderLogMarketDepthBuilder.
- depth
- Messages containing quotes.