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TraderHelperSparse Method (MarketDepth, Decimal)

To create from regular order book a sparse one.

Namespace:  StockSharp.Algo
Assembly:  StockSharp.Algo (in StockSharp.Algo.dll) Version: 4.4.16.0 (4.4.16)
Syntax
C#
public static MarketDepth Sparse(
	this MarketDepth depth,
	decimal priceStep
)

Parameters

depth
Type: StockSharp.BusinessEntitiesMarketDepth
The regular order book.
priceStep
Type: SystemDecimal
Minimum price step.

Return Value

Type: MarketDepth
The sparse 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).
Remarks
In sparsed book shown quotes with no active orders. The volume of these quotes is 0.
See Also