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TraderHelperGetDelta Method (IEnumerableQuoteChange, IEnumerableQuoteChange, Sides)

To calculate the change between quotes.

Namespace:  StockSharp.Algo
Assembly:  StockSharp.Algo (in StockSharp.Algo.dll) Version: 4.4.16.0 (4.4.16)
Syntax
C#
public static IEnumerable<QuoteChange> GetDelta(
	this IEnumerable<QuoteChange> from,
	IEnumerable<QuoteChange> to,
	Sides side
)

Parameters

from
Type: System.Collections.GenericIEnumerableQuoteChange
First quotes.
to
Type: System.Collections.GenericIEnumerableQuoteChange
Second quotes.
side
Type: StockSharp.MessagesSides
The direction, showing the type of quotes.

Return Value

Type: IEnumerableQuoteChange
Changes.

Usage Note

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