Table of Contents

Class OrderBookSnapshotHolder

Namespace
StockSharp.Messages
Assembly
StockSharp.Messages.dll

QuoteChangeMessage snapshots holder.

public class OrderBookSnapshotHolder : BaseLogReceiver, IPersistable, ILogReceiver, ILogSource, IDisposable, ISnapshotHolder<QuoteChangeMessage>
Inheritance
OrderBookSnapshotHolder
Implements
Inherited Members
Extension Methods

Constructors

OrderBookSnapshotHolder()

Initializes a new instance of the OrderBookSnapshotHolder.

public OrderBookSnapshotHolder()

Methods

GetErrorCount(SecurityId)

Try get current error counter for the specified security.

public int? GetErrorCount(SecurityId securityId)

Parameters

securityId SecurityId

Security ID.

Returns

int?

Error counter value if snapshot exists; otherwise null.

Process(QuoteChangeMessage)

Process change.

public QuoteChangeMessage Process(QuoteChangeMessage quoteMsg)

Parameters

quoteMsg QuoteChangeMessage

Returns

QuoteChangeMessage

change (diff or snapshot clone on first call).

ResetSnapshot(SecurityId)

Reset snapshot for the specified security.

public void ResetSnapshot(SecurityId securityId)

Parameters

securityId SecurityId

Security ID.

TryGetSnapshot(SecurityId, out QuoteChangeMessage)

Try get snapshot for the specified security.

public bool TryGetSnapshot(SecurityId securityId, out QuoteChangeMessage snapshot)

Parameters

securityId SecurityId

Security ID.

snapshot QuoteChangeMessage

Snapshot if exists, otherwise null.

Returns

bool

true if snapshot exists; otherwise false.