IOrderBookMessage
StockSharp.Messages
Interface describes an order book message.
实现: ISecurityIdMessage, ISeqNumMessage, IServerTimeMessage, IGeneratedMessage, ICurrencyMessage, ILocalTimeMessage, ICloneable
属性
Asks : QuoteChange[]
Quotes to sell.
Bids : QuoteChange[]
Quotes to buy.
State : QuoteChangeStates?
Order book state.