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TraderHelperTruncate Method

Truncate the specified order book by max depth value.

Namespace:  StockSharp.Algo
Assembly:  StockSharp.Algo (in StockSharp.Algo.dll) Version: 4.4.16.0 (4.4.16)
Syntax
C#
public static MarketDepth Truncate(
	this MarketDepth depth,
	int maxDepth
)

Parameters

depth
Type: StockSharp.BusinessEntitiesMarketDepth
Order book.
maxDepth
Type: SystemInt32
The maximum depth of order book.

Return Value

Type: MarketDepth
Truncated 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