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
securityIdSecurityIdSecurity ID.
Returns
Process(QuoteChangeMessage)
Process
public QuoteChangeMessage Process(QuoteChangeMessage quoteMsg)
Parameters
quoteMsgQuoteChangeMessage
Returns
- QuoteChangeMessage
change (diff or snapshot clone on first call).
ResetSnapshot(SecurityId)
Reset snapshot for the specified security.
public void ResetSnapshot(SecurityId securityId)
Parameters
securityIdSecurityIdSecurity ID.
TryGetSnapshot(SecurityId, out QuoteChangeMessage)
Try get snapshot for the specified security.
public bool TryGetSnapshot(SecurityId securityId, out QuoteChangeMessage snapshot)
Parameters
securityIdSecurityIdSecurity ID.
snapshotQuoteChangeMessageSnapshot if exists, otherwise null.
Returns
- bool
trueif snapshot exists; otherwisefalse.