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TraderHelperToOrderBooks Method

To convert level1 data into order books.

Namespace:  StockSharp.Algo
Assembly:  StockSharp.Algo (in StockSharp.Algo.dll) Version: 4.4.16.0 (4.4.16)
Syntax
C#
public static IEnumerable<QuoteChangeMessage> ToOrderBooks(
	this IEnumerable<Level1ChangeMessage> level1
)

Parameters

level1
Type: System.Collections.GenericIEnumerableLevel1ChangeMessage
Level1 data.

Return Value

Type: IEnumerableQuoteChangeMessage
Market depths.

Usage Note

In Visual Basic and C#, you can call this method as an instance method on any object of type IEnumerableLevel1ChangeMessage. 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