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TraderHelperJoin Method

To merge the initial order book and its sparse representation.

Namespace:  StockSharp.Algo
Assembly:  StockSharp.Algo (in StockSharp.Algo.dll) Version: 4.4.16.0 (4.4.16)
Syntax
C#
public static MarketDepth Join(
	this MarketDepth original,
	MarketDepth rare
)

Parameters

original
Type: StockSharp.BusinessEntitiesMarketDepth
The initial order book.
rare
Type: StockSharp.BusinessEntitiesMarketDepth
The sparse order book.

Return Value

Type: MarketDepth
The merged 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