OrderBookIncrementBuilder
StockSharp.Messages
オーダーブックビルダー、インクリメンタルQuoteChangeMessage@
継承元: BaseLogReceiver
コンストラクター
OrderBookIncrementBuilder
public OrderBookIncrementBuilder(SecurityId securityId)orderBookIncrementBuilder = OrderBookIncrementBuilder(securityId)OrderBookIncrementBuilder の新規インスタンスを初期化します。
- securityId
- 金融商品ID
メソッド
GetSnapshot
public QuoteChangeMessage GetSnapshot(int? maxDepth)result = orderBookIncrementBuilder.GetSnapshot(maxDepth)The book as it stands.
- maxDepth
- How many of the best levels of each side to state; every level when .
戻り値: The book. It carries no time: when it was so is the caller's to say.
TryApply
public QuoteChangeMessage TryApply(QuoteChangeMessage change, long subscriptionId)result = orderBookIncrementBuilder.TryApply(change, subscriptionId)完全な本を作成してみてください。
- change
- 変更を予約します。
- subscriptionId
- サブスクリプション。
戻り値: 完全本。
TryFold
public bool TryFold(QuoteChangeMessage change, long subscriptionId)result = orderBookIncrementBuilder.TryFold(change, subscriptionId)Applies a change to the book without stating the book it leaves.
- change
- Book change.
- subscriptionId
- Subscription.
戻り値: when a whole book stands after the change; when the change was refused, or belongs to a snapshot that is still being sent.
フィールド
SecurityId
public readonly SecurityId SecurityIdvalue = orderBookIncrementBuilder.SecurityId金融商品ID