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MarketDepthUpdate Method (IEnumerableQuote, IEnumerableQuote, Boolean, DateTimeOffset)

Update the order book by new bids and asks.

Namespace:  StockSharp.BusinessEntities
Assembly:  StockSharp.BusinessEntities (in StockSharp.BusinessEntities.dll) Version: 4.4.16.0 (4.4.16)
Syntax
C#
public MarketDepth Update(
	IEnumerable<Quote> bids,
	IEnumerable<Quote> asks,
	bool isSorted = false,
	DateTimeOffset lastChangeTime = null
)

Parameters

bids
Type: System.Collections.GenericIEnumerableQuote
The new bids.
asks
Type: System.Collections.GenericIEnumerableQuote
The new asks.
isSorted (Optional)
Type: SystemBoolean
Are quotes sorted. This parameter is used for optimization in order to prevent re-sorting.
lastChangeTime (Optional)
Type: SystemDateTimeOffset
Last change time.

Return Value

Type: MarketDepth
Market depth.
Remarks
The old quotes will be removed from the book.
See Also