OrderBookSnapshotHolder

OrderBookSnapshotHolder

public OrderBookSnapshotHolder()

orderBookSnapshotHolder = OrderBookSnapshotHolder()

Initializes a new instance of the OrderBookSnapshotHolder.

Securities

public IEnumerable<SecurityId> Securities { get; }

value = orderBookSnapshotHolder.Securities

Securities a snapshot is held for.

GetErrorCount

public int? GetErrorCount(SecurityId securityId)

result = orderBookSnapshotHolder.GetErrorCount(securityId)

Try get current error counter for the specified security.

securityId

Security ID.

Returns: Error counter value if snapshot exists; otherwise .

HasSnapshot

public bool HasSnapshot(SecurityId securityId)

result = orderBookSnapshotHolder.HasSnapshot(securityId)

Whether a book is held for .

securityId

Security ID.

Returns: if a snapshot exists.

Process

public QuoteChangeMessage Process(QuoteChangeMessage quoteMsg)

result = orderBookSnapshotHolder.Process(quoteMsg)

ResetSnapshot

public void ResetSnapshot(SecurityId securityId)

orderBookSnapshotHolder.ResetSnapshot(securityId)

Reset snapshot for the specified security.

securityId

Security ID.

TryGetSnapshot

public bool TryGetSnapshot(SecurityId securityId, QuoteChangeMessage snapshot)

result = orderBookSnapshotHolder.TryGetSnapshot(securityId, snapshot)

TryGetSnapshot

public bool TryGetSnapshot(SecurityId securityId, int maxDepth, QuoteChangeMessage snapshot)

result = orderBookSnapshotHolder.TryGetSnapshot(securityId, maxDepth, snapshot)

The best levels of the book of , as a message the caller is free to change and send on.

securityId

Security ID.

maxDepth

How many of the best levels of each side to state.

snapshot

The book, cut to the depth.

Returns: if a snapshot exists.

TryPeekSnapshot

public bool TryPeekSnapshot(SecurityId securityId, QuoteChangeMessage snapshot)

result = orderBookSnapshotHolder.TryPeekSnapshot(securityId, snapshot)

The current snapshot of as the holder keeps it, without copying it.

securityId

Security ID.

snapshot

The holder's own snapshot instance.

Returns: if a snapshot exists.