ILevel1DepthBuilderManagerState

HasAnySubscriptions

public bool HasAnySubscriptions { get; }

value = iLevel1DepthBuilderManagerState.HasAnySubscriptions

是否有履带订阅.

AddSubscription

public void AddSubscription(long transactionId, SecurityId securityId)

iLevel1DepthBuilderManagerState.AddSubscription(transactionId, securityId)

新增一级至深度订阅.

Clear

public void Clear()

iLevel1DepthBuilderManagerState.Clear()

清净一切州.

ContainsSubscription

public bool ContainsSubscription(long subscriptionId)

result = iLevel1DepthBuilderManagerState.ContainsSubscription(subscriptionId)

检查订阅是否存在 。

OnSubscriptionOnline

public void OnSubscriptionOnline(long transactionId)

iLevel1DepthBuilderManagerState.OnSubscriptionOnline(transactionId)

将订阅标记为在线.

RemoveSubscription

public void RemoveSubscription(long id)

iLevel1DepthBuilderManagerState.RemoveSubscription(id)

删除订阅 。

TryBuildDepth

public QuoteChangeMessage TryBuildDepth(long subscriptionId, Level1ChangeMessage l1Msg, Int64[] subscriptionIds)

result = iLevel1DepthBuilderManagerState.TryBuildDepth(subscriptionId, l1Msg, subscriptionIds)

处理 a 订阅的 Less 1 更改消息并构建命令簿 。

subscriptionId

订阅身份证明.

l1Msg

1级更改消息.

subscriptionIds

所有应接收此数据的订阅ID.

返回值: 所建之令书,或作作作作.