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
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.
字段
SecurityId
public readonly SecurityId SecurityIdvalue = orderBookIncrementBuilder.SecurityId金融工具标识。