OrderBookIncrementBuilder

OrderBookIncrementBuilder

public OrderBookIncrementBuilder(SecurityId securityId)

orderBookIncrementBuilder = OrderBookIncrementBuilder(securityId)

Инициализирует новый экземпляр OrderBookIncrementBuilder.

securityId

идентификатор финансового инструмента.

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 .

Возвращает: 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)

Попробуйте создать полную книгу.

change

Смена книги.

subscriptionId

Подписка.

Возвращает: Полная книга.

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.

Возвращает: when a whole book stands after the change; when the change was refused, or belongs to a snapshot that is still being sent.

SecurityId

public readonly SecurityId SecurityId

value = orderBookIncrementBuilder.SecurityId

идентификатор финансового инструмента.