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TraderHelperGroup Method (MarketDepth, Unit)

To group the order book by the price range.

Namespace:  StockSharp.Algo
Assembly:  StockSharp.Algo (in StockSharp.Algo.dll) Version: 4.4.16.0 (4.4.16)
Syntax
C#
public static MarketDepth Group(
	this MarketDepth depth,
	Unit priceRange
)

Parameters

depth
Type: StockSharp.BusinessEntitiesMarketDepth
The order book to be grouped.
priceRange
Type: StockSharp.MessagesUnit
The price range, for which grouping shall be performed.

Return Value

Type: MarketDepth
The grouped order book.

Usage Note

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