OrderBookIncrementManagerState

HasAnySubscriptions

public bool HasAnySubscriptions { get; }

value = orderBookIncrementManagerState.HasAnySubscriptions

Whether there are any tracked subscriptions at all.

AddAllSecPassThrough

public void AddAllSecPassThrough(long transactionId)

orderBookIncrementManagerState.AddAllSecPassThrough(transactionId)

Add an all-security pass-through subscription.

AddAllSecSubscription

public void AddAllSecSubscription(long transactionId)

orderBookIncrementManagerState.AddAllSecSubscription(transactionId)

Add an all-security subscription.

AddPassThrough

public void AddPassThrough(long transactionId)

orderBookIncrementManagerState.AddPassThrough(transactionId)

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

AddSubscription

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

orderBookIncrementManagerState.AddSubscription(transactionId, securityId, builderParent)

Add a new order book increment subscription.

Clear

public void Clear()

orderBookIncrementManagerState.Clear()

Clear all state.

ContainsSubscription

public bool ContainsSubscription(long subscriptionId)

result = orderBookIncrementManagerState.ContainsSubscription(subscriptionId)

Check if subscription exists in by-id tracking.

GetAllSecSubscriptionIds

public long[] GetAllSecSubscriptionIds()

result = orderBookIncrementManagerState.GetAllSecSubscriptionIds()

Get all-security subscription IDs.

IsAllSecPassThrough

public bool IsAllSecPassThrough(long subscriptionId)

result = orderBookIncrementManagerState.IsAllSecPassThrough(subscriptionId)

Check if subscription is all-security pass-through.

IsPassThrough

public bool IsPassThrough(long subscriptionId)

result = orderBookIncrementManagerState.IsPassThrough(subscriptionId)

Check if subscription is pass-through.

OnSubscriptionOnline

public void OnSubscriptionOnline(long transactionId)

orderBookIncrementManagerState.OnSubscriptionOnline(transactionId)

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

RemoveSubscription

public bool RemoveSubscription(long id)

result = orderBookIncrementManagerState.RemoveSubscription(id)

Remove subscription.

Returns: if subscription was found and removed.

TryApply

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

result = orderBookIncrementManagerState.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.