OrderBookIncrementBuilder
StockSharp.Messages
Order book builder, used incremental QuoteChangeMessage.
Hereda de: BaseLogReceiver
Constructores
OrderBookIncrementBuilder(SecurityId)
Initializes a new instance of the OrderBookIncrementBuilder.
- securityId
- Security ID.
Métodos
TryApply(QuoteChangeMessage, long) : QuoteChangeMessage
Try create full book.
- change
- Book change.
- subscriptionId
- Subscription.
Devuelve: Full book.
Campos
SecurityId : SecurityId
Security ID.