IOrderBookIncrementManagerState

HasAnySubscriptions : bool

Whether there are any tracked subscriptions at all.

AddAllSecPassThrough(long)

Add an all-security pass-through subscription.

AddAllSecSubscription(long)

Add an all-security subscription.

AddPassThrough(long)

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

AddSubscription(long, SecurityId, ILogReceiver)

Add a new order book increment subscription.

Clear()

Clear all state.

ContainsSubscription(long) : bool

Check if subscription exists in by-id tracking.

GetAllSecSubscriptionIds() : long[]

Get all-security subscription IDs.

IsAllSecPassThrough(long) : bool

Check if subscription is all-security pass-through.

IsPassThrough(long) : bool

Check if subscription is pass-through.

OnSubscriptionOnline(long)

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

RemoveSubscription(long) : bool

Remove subscription.

Devuelve: if subscription was found and removed.

TryApply(long, QuoteChangeMessage, Int64[]) : QuoteChangeMessage

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.

Devuelve: The built full order book, or null if not applicable.