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MarketRuleHelperWhenMarketDepthChanged Method (BasketSecurity, IConnector)

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

Namespace:  StockSharp.Algo
Assembly:  StockSharp.Algo (in StockSharp.Algo.dll) Version: 4.4.16.0 (4.4.16)
Syntax
C#
public static MarketRule<Security, MarketDepth> WhenMarketDepthChanged(
	this BasketSecurity security,
	IConnector connector
)

Parameters

security
Type: StockSharp.AlgoBasketSecurity
Instruments basket to be traced for the event of order books change by internal instruments.
connector
Type: StockSharp.BusinessEntitiesIConnector
Connection to the trading system.

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 BasketSecurity. 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