IOrderBookMessage

Asks

public QuoteChange[] Asks { get; }

value = iOrderBookMessage.Asks

Котировки на продажу.

Bids

public QuoteChange[] Bids { get; }

value = iOrderBookMessage.Bids

Котировки на покупку.

State

public QuoteChangeStates? State { get; set; }

value = iOrderBookMessage.State
iOrderBookMessage.State = value

- В штат заказов.