OrderBookSnapshotHolder

OrderBookSnapshotHolder

public OrderBookSnapshotHolder()

orderBookSnapshotHolder = OrderBookSnapshotHolder()

Инициализирует новый экземпляр 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)

Попробуйте получить текущий счетчик ошибок для указанного финансового инструмента.

securityId

идентификатор финансового инструмента.

Возвращает: Значение счетчика ошибок, если снимок существует; в противном случае .

HasSnapshot

public bool HasSnapshot(SecurityId securityId)

result = orderBookSnapshotHolder.HasSnapshot(securityId)

Whether a book is held for .

securityId

Security ID.

Возвращает: if a snapshot exists.

Process

public QuoteChangeMessage Process(QuoteChangeMessage quoteMsg)

result = orderBookSnapshotHolder.Process(quoteMsg)

ResetSnapshot

public void ResetSnapshot(SecurityId securityId)

orderBookSnapshotHolder.ResetSnapshot(securityId)

Сбросить снимок для указанного финансового инструмента.

securityId

идентификатор финансового инструмента.

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.

Возвращает: 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.

Возвращает: if a snapshot exists.