ATAS.DataFeedsCore.MarketByOrdersManager Class Reference

Manager that provides access to market by order data. More...

Inheritance diagram for ATAS.DataFeedsCore.MarketByOrdersManager:

Collaboration diagram for ATAS.DataFeedsCore.MarketByOrdersManager:

Public Member Functions
void	Update (IReadOnlyCollection< MarketByOrder > values)
	Update an snapshot of the current market by order data. Update and Clear must be called from a single writer (the instrument's market data processing thread): mutation and the Changed notification are not one atomic operation, so concurrent writers can publish updates out of order with the book state.
MarketByOrder[]	Clear ()
	Drops all orders from the book. Orders removed while the connection was down never receive a MarketByOrderUpdateTypes.Delete update, so the book must be cleared before a full snapshot is applied. Subscribers are notified with synthesized delete updates. Must be called from the same single writer as Update (see its remarks).

Properties
IEnumerable< MarketByOrder >	MarketByOrders [get]
	Gets a snapshot of the current market by order data.
Properties inherited from ATAS.DataFeedsCore.IMarketByOrdersManager
IEnumerable< MarketByOrder >	MarketByOrders [get]
	Gets a snapshot of the current market by order data.

Events
Action< IEnumerable< MarketByOrder > >?	Changed
Events inherited from ATAS.DataFeedsCore.IMarketByOrdersManager
Action< IEnumerable< MarketByOrder > >?	Changed
	Event that is raised when real-time market by order data have changed.

Detailed Description

Manager that provides access to market by order data.

Member Function Documentation

Clear()

MarketByOrder[] ATAS.DataFeedsCore.MarketByOrdersManager.Clear

(

)

Drops all orders from the book. Orders removed while the connection was down never receive a MarketByOrderUpdateTypes.Delete update, so the book must be cleared before a full snapshot is applied. Subscribers are notified with synthesized delete updates. Must be called from the same single writer as Update (see its remarks).

Returns

The synthesized delete updates (empty if the book was already empty).

Update()

void ATAS.DataFeedsCore.MarketByOrdersManager.Update

(

IReadOnlyCollection< MarketByOrder >

values

)

Update an snapshot of the current market by order data. Update and Clear must be called from a single writer (the instrument's market data processing thread): mutation and the Changed notification are not one atomic operation, so concurrent writers can publish updates out of order with the book state.

Parameters

values

Changed items.

Property Documentation

MarketByOrders

IEnumerable<MarketByOrder> ATAS.DataFeedsCore.MarketByOrdersManager.MarketByOrders

get

Gets a snapshot of the current market by order data.

Implements ATAS.DataFeedsCore.IMarketByOrdersManager.

Event Documentation

Changed

Action<IEnumerable<MarketByOrder> >? ATAS.DataFeedsCore.MarketByOrdersManager.Changed

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

• MarketByOrdersManager.cs