OrderBookIncrementBuilder
StockSharp.Messages
订单书的构建器, 使用增量的 QuoteChangeMessage 。
继承自: BaseLogReceiver
构造函数
OrderBookIncrementBuilder
public OrderBookIncrementBuilder(SecurityId securityId)orderBookIncrementBuilder = OrderBookIncrementBuilder(securityId)初始化了 & ##OrderBookIncrementBuilder+#的新实例.
- securityId
- 金融工具标识。
方法
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 .
返回值: 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)试着创造出完整的书。
- change
- 书更相.
- subscriptionId
- 订阅.
返回值: 满书.
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.
返回值: when a whole book stands after the change; when the change was refused, or belongs to a snapshot that is still being sent.
字段
SecurityId
public readonly SecurityId SecurityIdvalue = orderBookIncrementBuilder.SecurityId金融工具标识。