Level1DepthBuilderManagerState

HasAnySubscriptions

public bool HasAnySubscriptions { get; }

value = level1DepthBuilderManagerState.HasAnySubscriptions

Whether there are any tracked subscriptions.

AddSubscription

public void AddSubscription(long transactionId, SecurityId securityId)

level1DepthBuilderManagerState.AddSubscription(transactionId, securityId)

Add a new Level1-to-depth subscription.

Clear

public void Clear()

level1DepthBuilderManagerState.Clear()

Clear all state.

ContainsSubscription

public bool ContainsSubscription(long subscriptionId)

result = level1DepthBuilderManagerState.ContainsSubscription(subscriptionId)

Check if subscription exists.

OnSubscriptionOnline

public void OnSubscriptionOnline(long transactionId)

level1DepthBuilderManagerState.OnSubscriptionOnline(transactionId)

Mark subscription as online.

RemoveSubscription

public void RemoveSubscription(long id)

level1DepthBuilderManagerState.RemoveSubscription(id)

Remove subscription.

TryBuildDepth

public QuoteChangeMessage TryBuildDepth(long subscriptionId, Level1ChangeMessage l1Msg, Int64[] subscriptionIds)

result = level1DepthBuilderManagerState.TryBuildDepth(subscriptionId, l1Msg, subscriptionIds)

Process a Level1 change message for a subscription and build order book.

subscriptionId

Subscription ID.

l1Msg

Level1 change message.

subscriptionIds

All subscription IDs that should receive this data.

Returns: Built order book, or null.