OrderBookSnapshotHolder
StockSharp.Messages
QuoteChangeMessage snapshots holder.
Inherits: BaseLogReceiver
Implements: ISnapshotHolder<QuoteChangeMessage>
Constructors
OrderBookSnapshotHolder
public OrderBookSnapshotHolder()orderBookSnapshotHolder = OrderBookSnapshotHolder()Initializes a new instance of the OrderBookSnapshotHolder.
Methods
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 .
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)