SecurityState
StockSharp.MatchingEngine
Per-security state for matching engine. Contains order book, order manager, and security definition.
Konstruktoren
SecurityState(SecurityId)
Per-security state for matching engine. Contains order book, order manager, and security definition.
Eigenschaften
HasDepthSubscription : bool
Whether depth subscription is active.
OrderManager : OrderLifecycleManager
Active order manager.
SecurityId : SecurityId
Security identifier.
VolumeStep : decimal
Volume step from security definition or auto-detected.
Methoden
ProcessMarketData(MarketDataMessage)
Process market data subscriptions (depth only).
ProcessQuoteChange(QuoteChangeMessage, List<Message>)
Process quote change (snapshot) — update order book.
ProcessSecurity(SecurityMessage)
Process security definition message.
UpdateSteps(decimal, decimal?)
Auto-detect price/volume step from market data.