Level1DepthBuilderManagerState
StockSharp.Algo
Default implementation of ILevel1DepthBuilderManagerState.
实现: ILevel1DepthBuilderManagerState
属性
HasAnySubscriptions : bool
Whether there are any tracked subscriptions.
方法
AddSubscription(long, SecurityId)
Add a new Level1-to-depth subscription.
Clear()
Clears all adapter states and resets current state to Disconnected.
ContainsSubscription(long) : bool
Check if subscription exists.
OnSubscriptionOnline(long)
Mark subscription as online.
RemoveSubscription(long)
Remove subscription.
TryBuildDepth(long, Level1ChangeMessage, Int64[]) : QuoteChangeMessage
Process a Level1 change message for a subscription and build order book.
- subscriptionId
- Subscription ID.
- l1Msg
- Level1 change message.
- subscriptionIds
- All subscription IDs that should receive this data.
返回值: Built order book, or null.