LatencyManager

LatencyManager

public LatencyManager(ILatencyManagerState state)

latencyManager = LatencyManager(state)

Orders registration delay calculation manager.

state

State storage.

LatencyCancellation

public TimeSpan LatencyCancellation { get; }

value = latencyManager.LatencyCancellation

The aggregate value of cancelling delay by all orders.

LatencyRegistration

public TimeSpan LatencyRegistration { get; }

value = latencyManager.LatencyRegistration

The aggregate value of registration delay by all orders.

Clone

public ILatencyManager Clone()

result = latencyManager.Clone()

Creates a clone of this manager with new state.

Returns: Cloned manager.

Load

public void Load(SettingsStorage storage)

latencyManager.Load(storage)

Load settings.

storage

Storage.

ProcessMessage

public TimeSpan? ProcessMessage(Message message)

result = latencyManager.ProcessMessage(message)

To process the message for transaction delay calculation. Messages of OrderRegisterMessage, OrderReplaceMessage, OrderCancelMessage and ExecutionMessage types are accepted.

message

Message.

Returns: The transaction delay. If it is impossible to calculate delay, will be returned.

Reset

public void Reset()

latencyManager.Reset()

To zero calculations.

Save

public void Save(SettingsStorage storage)

latencyManager.Save(storage)

Save settings.

storage

Storage.