OrderBookIncrementBuilder
StockSharp.Messages
Construtor de livros de encomendas, usado incremental QuoteChangeMessage.
Herda de: BaseLogReceiver
Construtores
OrderBookIncrementBuilder
public OrderBookIncrementBuilder(SecurityId securityId)orderBookIncrementBuilder = OrderBookIncrementBuilder(securityId)Inicializa uma nova instância do OrderBookIncrementBuilder.
- securityId
- ID do instrumento financeiro.
Métodos
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 .
Retorna: 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)Tente criar um livro completo.
- change
- Mudança de livro.
- subscriptionId
- Assinatura.
Retorna: - Livro completo.
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.
Retorna: when a whole book stands after the change; when the change was refused, or belongs to a snapshot that is still being sent.
Campos
SecurityId
public readonly SecurityId SecurityIdvalue = orderBookIncrementBuilder.SecurityIdID do instrumento financeiro.