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.
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.