IOrderBookTruncateManagerState
StockSharp.Algo
State storage for OrderBookTruncateManager.
Properties
HasDepths
public bool HasDepths { get; }
value = iOrderBookTruncateManagerState.HasDepths
Whether any depths are tracked.
Methods
AddDepth
public void AddDepth(long transactionId, int depth)
iOrderBookTruncateManagerState.AddDepth(transactionId, depth)
Add depth for subscription.
GroupByDepth
public IEnumerable<ValueTuple<int?, long[]>> GroupByDepth(long[] subscriptionIds)
result = iOrderBookTruncateManagerState.GroupByDepth(subscriptionIds)
Group subscription IDs by their associated depths. Returns null-keyed group for IDs without depth tracking.
RemoveDepth
public bool RemoveDepth(long transactionId)
result = iOrderBookTruncateManagerState.RemoveDepth(transactionId)
Remove depth for subscription.
TryGetDepth
public int? TryGetDepth(long transactionId)
result = iOrderBookTruncateManagerState.TryGetDepth(transactionId)
Try get depth for subscription.