QuotesBinarySnapshotSerializer
StockSharp.Algo.Storages.Binary.Snapshot
实施ISnapshotSerializer二进制格式,用于QuoteChangeMessage.
实现: ISnapshotSerializer<SecurityId, QuoteChangeMessage>
属性
MaxDepth
public int? MaxDepth { get; set; }value = quotesBinarySnapshotSerializer.MaxDepth
quotesBinarySnapshotSerializer.MaxDepth = value订单书的最大深度.