OrderBookIncrementBuilder
StockSharp.Messages
Order book builder, used incremental QuoteChangeMessage.
Наследует: BaseLogReceiver
Конструкторы
OrderBookIncrementBuilder(SecurityId)
Initializes a new instance of the OrderBookIncrementBuilder.
- securityId
- Security ID.
Методы
TryApply(QuoteChangeMessage, long) : QuoteChangeMessage
Try create full book.
- change
- Book change.
- subscriptionId
- Subscription.
Возвращает: Full book.
Поля
SecurityId : SecurityId
Security ID.