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TraderHelperGetDelta Method (QuoteChangeMessage, QuoteChangeMessage)

To calculate the change between order books.

Namespace:  StockSharp.Algo
Assembly:  StockSharp.Algo (in StockSharp.Algo.dll) Version: (4.4.17)
public static QuoteChangeMessage GetDelta(
	this QuoteChangeMessage from,
	QuoteChangeMessage to


Type: StockSharp.MessagesQuoteChangeMessage
First order book.
Type: StockSharp.MessagesQuoteChangeMessage
Second order book.

Return Value

Type: QuoteChangeMessage
The order book, storing only increments.

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