OrderBookTruncateManagerState

StockSharp.Algo

Default implementation of IOrderBookTruncateManagerState.

Implements: IOrderBookTruncateManagerState

Properties

HasDepths
public bool HasDepths { get; }
value = orderBookTruncateManagerState.HasDepths

Whether any depths are tracked.

Methods

AddDepth
public void AddDepth(long transactionId, int depth)
orderBookTruncateManagerState.AddDepth(transactionId, depth)

Add depth for subscription.

Clear
public void Clear()
orderBookTruncateManagerState.Clear()

Clear all state.

GroupByDepth
public IEnumerable<ValueTuple<int?, long[]>> GroupByDepth(long[] subscriptionIds)
result = orderBookTruncateManagerState.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 = orderBookTruncateManagerState.RemoveDepth(transactionId)

Remove depth for subscription.

TryGetDepth
public int? TryGetDepth(long transactionId)
result = orderBookTruncateManagerState.TryGetDepth(transactionId)

Try get depth for subscription.