OrderBookSnapshotHolder
StockSharp.Messages
QuoteChangeMessage snapshots holder.
继承自: BaseLogReceiver
实现: ISnapshotHolder<QuoteChangeMessage>
构造函数
OrderBookSnapshotHolder
public OrderBookSnapshotHolder()orderBookSnapshotHolder = OrderBookSnapshotHolder()初始化了 & ##OrderBookSnapshotHolder+#的新实例.
属性
Securities
public IEnumerable<SecurityId> Securities { get; }value = orderBookSnapshotHolder.SecuritiesSecurities a snapshot is held for.
方法
GetErrorCount
public int? GetErrorCount(SecurityId securityId)result = orderBookSnapshotHolder.GetErrorCount(securityId)尝试为指定的金融工具获取当前错误计数器 。
- securityId
- 金融工具标识。
返回值: 如果快照存在,则错误计数;否则。
HasSnapshot
public bool HasSnapshot(SecurityId securityId)result = orderBookSnapshotHolder.HasSnapshot(securityId)Whether a book is held for .
- securityId
- Security ID.
返回值: if a snapshot exists.
Process
public QuoteChangeMessage Process(QuoteChangeMessage quoteMsg)result = orderBookSnapshotHolder.Process(quoteMsg)
ResetSnapshot
public void ResetSnapshot(SecurityId securityId)orderBookSnapshotHolder.ResetSnapshot(securityId)重置指定金融工具的快照 。
- securityId
- 金融工具标识。
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.
返回值: 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.
返回值: if a snapshot exists.