Builds and maintains a DOM for a connector
Allows to obtain best prices if connector does not give them
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Collaboration diagram for ATAS.DataFeedsCore.Dom.DomBuilder:

Classes
class	DomChangesTracker

Public Member Functions
Dictionary< decimal, MarketDepth >?	GetDom (string securityCode)

ICollection< string >	RecordedInstruments ()

DomChangesTracker	BeginChanges (string securityCode)
	Initiates changes in the DOM by returning a special object `DomChangesTracker` After tracking, call `GetChanges()` to commit all changes to the parent dom builder.

void	Clear ()

void	Clear (string securityCode)

MarketDepth?? MarketDepth BestAsk	GetBestPricesFor (string securityCode)

Public Attributes
MarketDepth?	BestBid
	Returns a tuple of best Bid and Ask prices, or null Double nulls are possible if no DOM were loaded yet.

Protected Attributes
readonly Dictionary< string, Dictionary< decimal, MarketDepth > >	_domBySecurity = new()

Detailed Description

Builds and maintains a DOM for a connector
Allows to obtain best prices if connector does not give them

This class is intended to use in thread safe environment

Member Function Documentation

◆ BeginChanges()

DomChangesTracker ATAS.DataFeedsCore.Dom.DomBuilder.BeginChanges ( string securityCode )

Initiates changes in the DOM by returning a special object DomChangesTracker
After tracking, call GetChanges() to commit all changes to the parent dom builder.

Parameters

securityCode

Returns

◆ Clear() [1/2]

void ATAS.DataFeedsCore.Dom.DomBuilder.Clear ( )

◆ Clear() [2/2]

void ATAS.DataFeedsCore.Dom.DomBuilder.Clear ( string securityCode )

◆ GetBestPricesFor()

MarketDepth?? MarketDepth BestAsk ATAS.DataFeedsCore.Dom.DomBuilder.GetBestPricesFor ( string securityCode )

◆ GetDom()

Dictionary< decimal, MarketDepth >? ATAS.DataFeedsCore.Dom.DomBuilder.GetDom ( string securityCode )

◆ RecordedInstruments()

ICollection< string > ATAS.DataFeedsCore.Dom.DomBuilder.RecordedInstruments ( )

Member Data Documentation

◆ _domBySecurity

readonly Dictionary<string, Dictionary<decimal, MarketDepth> > ATAS.DataFeedsCore.Dom.DomBuilder._domBySecurity = new()

protected

◆ BestBid

MarketDepth? ATAS.DataFeedsCore.Dom.DomBuilder.BestBid

Returns a tuple of best Bid and Ask prices, or null
Double nulls are possible if no DOM were loaded yet.