IOrderBookIncrementManagerState

StockSharp.Algo

State storage for OrderBookIncrementManager. Stores subscription tracking and order book increment builders.

Properties

public bool HasAnySubscriptions { get; }

value = iOrderBookIncrementManagerState.HasAnySubscriptions

Whether there are any tracked subscriptions at all.

public void AddAllSecPassThrough(long transactionId)

iOrderBookIncrementManagerState.AddAllSecPassThrough(transactionId)

Add an all-security pass-through subscription.

public void AddAllSecSubscription(long transactionId)

iOrderBookIncrementManagerState.AddAllSecSubscription(transactionId)

Add an all-security subscription.

public void AddPassThrough(long transactionId)

iOrderBookIncrementManagerState.AddPassThrough(transactionId)

Add a pass-through subscription (no increment building).

public void AddSubscription(long transactionId, SecurityId securityId, ILogReceiver builderParent)

iOrderBookIncrementManagerState.AddSubscription(transactionId, securityId, builderParent)

Add a new order book increment subscription.

Clear

public void Clear()

iOrderBookIncrementManagerState.Clear()

Clear all state.

public bool ContainsSubscription(long subscriptionId)

result = iOrderBookIncrementManagerState.ContainsSubscription(subscriptionId)

Check if subscription exists in by-id tracking.

public long[] GetAllSecSubscriptionIds()

result = iOrderBookIncrementManagerState.GetAllSecSubscriptionIds()

Get all-security subscription IDs.

public bool IsAllSecPassThrough(long subscriptionId)

result = iOrderBookIncrementManagerState.IsAllSecPassThrough(subscriptionId)

Check if subscription is all-security pass-through.

IsPassThrough

public bool IsPassThrough(long subscriptionId)

result = iOrderBookIncrementManagerState.IsPassThrough(subscriptionId)

Check if subscription is pass-through.

public void OnSubscriptionOnline(long transactionId)

iOrderBookIncrementManagerState.OnSubscriptionOnline(transactionId)

Mark subscription as online (transition from by-id to security-keyed tracking).

public bool RemoveSubscription(long id)

result = iOrderBookIncrementManagerState.RemoveSubscription(id)

Remove subscription.

Returns: if subscription was found and removed.

TryApply

public QuoteChangeMessage TryApply(long subscriptionId, QuoteChangeMessage quoteMsg, Int64[] subscriptionIds)

result = iOrderBookIncrementManagerState.TryApply(subscriptionId, quoteMsg, subscriptionIds)

Try apply an incremental quote update for a subscription.

subscriptionId: Subscription ID.
quoteMsg: The incremental quote message.
subscriptionIds: Output: all subscription IDs that should receive this data.

Returns: The built full order book, or null if not applicable.