OrderBookIncrementBuilder
StockSharp.Messages
Orden de construcción de libros, utilizado incremental QuoteChangeMessage.
Hereda de: BaseLogReceiver
Constructores
OrderBookIncrementBuilder
public OrderBookIncrementBuilder(SecurityId securityId)orderBookIncrementBuilder = OrderBookIncrementBuilder(securityId)Inicia una nueva instancia de la OrderBookIncrementBuilder.
- securityId
- identificación de instrumentos financieros.
Métodos
GetSnapshot
public QuoteChangeMessage GetSnapshot(int? maxDepth)result = orderBookIncrementBuilder.GetSnapshot(maxDepth)The book as it stands.
- maxDepth
- How many of the best levels of each side to state; every level when .
Devuelve: The book. It carries no time: when it was so is the caller's to say.
TryApply
public QuoteChangeMessage TryApply(QuoteChangeMessage change, long subscriptionId)result = orderBookIncrementBuilder.TryApply(change, subscriptionId)Prueba a crear un libro completo.
- change
- Cambio de libro.
- subscriptionId
- Suscripción.
Devuelve: Libro completo.
TryFold
public bool TryFold(QuoteChangeMessage change, long subscriptionId)result = orderBookIncrementBuilder.TryFold(change, subscriptionId)Applies a change to the book without stating the book it leaves.
- change
- Book change.
- subscriptionId
- Subscription.
Devuelve: when a whole book stands after the change; when the change was refused, or belongs to a snapshot that is still being sent.
Campos
SecurityId
public readonly SecurityId SecurityIdvalue = orderBookIncrementBuilder.SecurityIdidentificación de instrumentos financieros.