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MessageConverterHelperToMarketDepth Method (QuoteChangeMessage, MarketDepth, FuncSecurityId, Security)

To convert the message into order book.

Namespace:  StockSharp.Algo
Assembly:  StockSharp.Algo (in StockSharp.Algo.dll) Version: 4.4.16.0 (4.4.16)
Syntax
C#
public static MarketDepth ToMarketDepth(
	this QuoteChangeMessage message,
	MarketDepth marketDepth,
	Func<SecurityId, Security> getSecurity = null
)

Parameters

message
Type: StockSharp.MessagesQuoteChangeMessage
Message.
marketDepth
Type: StockSharp.BusinessEntitiesMarketDepth
Market depth.
getSecurity (Optional)
Type: SystemFuncSecurityId, Security
The function for getting instrument.

Return Value

Type: MarketDepth
Market depth.

Usage Note

In Visual Basic and C#, you can call this method as an instance method on any object of type QuoteChangeMessage. 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