ATAS.DataFeedsCore.Dom.DomManager< TMarketDepth > Class Template Reference

Maintains Depth of Market state for the security. More...

Inheritance diagram for ATAS.DataFeedsCore.Dom.DomManager< TMarketDepth >:

Collaboration diagram for ATAS.DataFeedsCore.Dom.DomManager< TMarketDepth >:

Public Member Functions
void	Clear ()
void	Update (TMarketDepth depth)
IReadOnlyCollection< TMarketDepth >	Update (IReadOnlyCollection< TMarketDepth > depths)
TMarketDepth	UpdateLevel1 (TMarketDepth depth)
SortedDictionary< decimal, TMarketDepth >	CloneState (MarketDataType side)
IEnumerable< TMarketDepth >	RemoveOverlappingQuotes ()
void	Clear ()
IReadOnlyCollection< TMarketDepth >	Update (IReadOnlyCollection< TMarketDepth > depths)
TMarketDepth	UpdateLevel1 (TMarketDepth depth)

Properties
SyncRoot	SyncRoot [get]
IEnumerable< TMarketDepth >	Asks [get]
IEnumerable< TMarketDepth >	Bids [get]
IEnumerable< TMarketDepth >	All [get]
TMarketDepth?	BestBid [get]
TMarketDepth?	BestAsk [get]
Properties inherited from ATAS.DataFeedsCore.Dom.IDomManager< TMarketDepth >
SyncRoot	SyncRoot [get]
IEnumerable< TMarketDepth >	Asks [get]
IEnumerable< TMarketDepth >	Bids [get]
IEnumerable< TMarketDepth >	All [get]

Detailed Description

Maintains Depth of Market state for the security.

Type Constraints

TMarketDepth	:	class
TMarketDepth	:	IMarketDepth
TMarketDepth	:	new()

Member Function Documentation

Clear()

void ATAS.DataFeedsCore.Dom.DomManager< TMarketDepth >.Clear

(

)

Implements ATAS.DataFeedsCore.Dom.IDomManager< TMarketDepth >.

CloneState()

SortedDictionary< decimal, TMarketDepth > ATAS.DataFeedsCore.Dom.DomManager< TMarketDepth >.CloneState

(

MarketDataType

side

)

RemoveOverlappingQuotes()

IEnumerable< TMarketDepth > ATAS.DataFeedsCore.Dom.DomManager< TMarketDepth >.RemoveOverlappingQuotes

(

)

Update() [1/2]

IReadOnlyCollection< TMarketDepth > ATAS.DataFeedsCore.Dom.DomManager< TMarketDepth >.Update

(

IReadOnlyCollection< TMarketDepth >

depths

)

Implements ATAS.DataFeedsCore.Dom.IDomManager< TMarketDepth >.

Update() [2/2]

void ATAS.DataFeedsCore.Dom.DomManager< TMarketDepth >.Update

(

TMarketDepth

depth

)

UpdateLevel1()

TMarketDepth ATAS.DataFeedsCore.Dom.DomManager< TMarketDepth >.UpdateLevel1

(

TMarketDepth

depth

)

Implements ATAS.DataFeedsCore.Dom.IDomManager< TMarketDepth >.

Property Documentation

All

IEnumerable<TMarketDepth> ATAS.DataFeedsCore.Dom.DomManager< TMarketDepth >.All

get

Implements ATAS.DataFeedsCore.Dom.IDomManager< TMarketDepth >.

Asks

IEnumerable<TMarketDepth> ATAS.DataFeedsCore.Dom.DomManager< TMarketDepth >.Asks

get

Implements ATAS.DataFeedsCore.Dom.IDomManager< TMarketDepth >.

BestAsk

TMarketDepth? ATAS.DataFeedsCore.Dom.DomManager< TMarketDepth >.BestAsk

get

BestBid

TMarketDepth? ATAS.DataFeedsCore.Dom.DomManager< TMarketDepth >.BestBid

get

Bids

IEnumerable<TMarketDepth> ATAS.DataFeedsCore.Dom.DomManager< TMarketDepth >.Bids

get

Implements ATAS.DataFeedsCore.Dom.IDomManager< TMarketDepth >.

SyncRoot

SyncRoot ATAS.DataFeedsCore.Dom.DomManager< TMarketDepth >.SyncRoot

get

Implements ATAS.DataFeedsCore.Dom.IDomManager< TMarketDepth >.

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The documentation for this class was generated from the following file:

• DomManager.cs