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MarketRuleHelperWhenFilteredMarketDepthChanged Method

To create a rule for the event of order book change by instrument.

Namespace:  StockSharp.Algo
Assembly:  StockSharp.Algo (in StockSharp.Algo.dll) Version: 4.4.17.0 (4.4.17)
Syntax
C#
public static MarketRule<Security, MarketDepth> WhenFilteredMarketDepthChanged(
	this Security security,
	IMarketDataProvider provider
)

Parameters

security
Type: StockSharp.BusinessEntitiesSecurity
The instrument to be traced for the event of order book change by instrument.
provider
Type: StockSharp.BusinessEntitiesIMarketDataProvider
The market data provider.

Return Value

Type: MarketRuleSecurity, MarketDepth
Rule.

Usage Note

In Visual Basic and C#, you can call this method as an instance method on any object of type Security. When you use instance method syntax to call this method, omit the first parameter. For more information, see Extension Methods (Visual Basic) or Extension Methods (C# Programming Guide).
See Also