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TraderHelperGetFilteredQuotes Method

To filter the order book from own orders.

Namespace:  StockSharp.Algo
Assembly:  StockSharp.Algo (in StockSharp.Algo.dll) Version: 4.4.16.0 (4.4.16)
Syntax
C#
public static IEnumerable<Quote> GetFilteredQuotes(
	this IEnumerable<Quote> quotes,
	IEnumerable<Order> ownOrders,
	IEnumerable<Order> orders
)

Parameters

quotes
Type: System.Collections.GenericIEnumerableQuote
The initial order book to be filtered.
ownOrders
Type: System.Collections.GenericIEnumerableOrder
Active orders for this instrument.
orders
Type: System.Collections.GenericIEnumerableOrder
Orders to be ignored.

Return Value

Type: IEnumerableQuote
The filtered order book.

Usage Note

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