dxFeed .Net API
5.13.0
dxFeed .Net API library intended to provide market data access for DX clients
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Public Member Functions | |
OrderViewSubscription (NativeConnection connection, IDxOrderViewListener listener) | |
Constructor More... | |
void | AddSymbol (string symbol) |
Add symbol to subscription. More... | |
void | AddSymbol (CandleSymbol symbol) |
This method is not allowed. Throws exception. More... | |
void | AddSymbols (params string[] symbols) |
Add multiply symbols to subscription. More... | |
void | AddSymbols (params CandleSymbol[] symbols) |
This method is not allowed. Throws exception. More... | |
void | RemoveSymbols (params string[] symbols) |
Remove multiply symbols from subscription. More... | |
void | RemoveSymbols (params CandleSymbol[] symbols) |
This method is not allowed. Throws exception. More... | |
void | SetSymbols (params string[] symbols) |
Set multiply symbols to subscription. More... | |
void | SetSymbols (params CandleSymbol[] symbols) |
Inherited from IDxSubscription This method is not allowed. Throws exception. More... | |
void | Clear () |
Clear all symbols from subscription. More... | |
IList< string > | GetSymbols () |
Get all symbols from subscription. More... | |
void | AddSource (params string[] sources) |
Add events.OrderSource to subscription. More... | |
void | SetSource (params string[] sources) |
Remove existing events.OrderSource from subscription and set new. More... | |
void | Dispose () |
This code added to correctly implement the disposable pattern. More... | |
void | OnOrder< TB, TE > (TB buf) |
On Order event received. More... | |
Protected Member Functions | |
virtual void | Dispose (bool disposing) |
This code added to correctly implement the disposable pattern. More... | |
Private Types | |
enum | SnapshotState { SnapshotState.Unbroken, SnapshotState.Broken } |
used for snapshotsStates More... | |
enum | OrderViewState : int { OrderViewState.Update = 0x01, OrderViewState.Ready = 0x02, OrderViewState.Pending = 0x04 } |
States of the order view subscription: More... | |
Private Member Functions | |
void | RemoveSymbolSourcePair (string symbolSource) |
void | SnapshotEndFlagReceived< TB, TE > (TB buf) |
Static Private Member Functions | |
static string | CreateCompoundKey (ulong snapshotKey, string symbol, IndexedEventSource source) |
static IDxOrder | ZeroOrder (IDxOrder order) |
static bool | IsZeroOrder (IDxOrder order) |
Private Attributes | |
readonly IDxOrderViewListener | listener |
NativeConnection | connection |
IDxSubscription | subscription |
readonly IDictionary< string, OrderEventBuffer > | snapshots = new Dictionary<string, OrderEventBuffer>() |
All snapshots, access by unique key (string) A key is a string which consists of snapshot key of received snapshot, symbol and source More... | |
readonly IDictionary< string, SnapshotState > | snapshotsStates = new Dictionary<string, SnapshotState>() |
used when snapshot ends with flags EventFlag.TxPending combined with EventFlag.SnapshotEnd or EventFlag.SnapshotSnip More... | |
readonly IDictionary< string, IList< string > > | symbolSourceToKey = new Dictionary<string, IList<string>>() |
Map between Symbol + Source string and unique snapshot key in snapshots dictionary More... | |
readonly ISet< IndexedEventSource > | sources = new HashSet<IndexedEventSource>() |
readonly ISet< string > | symbols = new HashSet<string>() |
readonly IDictionary< string, ISet< IndexedEventSource > > | receivedSnapshots |
All received snapshots, empty set means no received snapshots yet. Key - means symbol, value - set of received snapshots sources. More... | |
readonly IDictionary< string, OrderViewState > | orderViewStates = new Dictionary<string, OrderViewState>() |
The dictionary os states for each order view in the format: More... | |
const string | AddSymbolBeforeSourceErrorText |
const string | AddCandleSymbolErrorText = "Candle symbols is not allowed for OrderViewSubscription." |
bool | disposedValue = false |
Client will be notified about first combined snapshot from different sources, and, after that, about separate orders
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strongprivate |
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strongprivate |
used for snapshotsStates
Enumerator | |
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Unbroken | |
Broken |
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inline |
Constructor
connection | IDxConnection connection |
listener | OrderView listener |
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inline |
Add events.OrderSource to subscription.
Implements com.dxfeed.api.IDxSubscription.
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inline |
Add symbol to subscription.
Implements com.dxfeed.api.IDxSubscription.
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inline |
This method is not allowed. Throws exception.
Add candle symbol to subscription.
T:System.InvalidOperationException | Candle symbols is not allowed for T:com.dxfeed.native.OrderViewSubscription |
Implements com.dxfeed.api.IDxSubscription.
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inline |
Add multiply symbols to subscription.
Implements com.dxfeed.api.IDxSubscription.
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inline |
This method is not allowed. Throws exception.
Add multiply candle symbols to subscription.
T:System.InvalidOperationException | Candle symbols is not allowed for T:com.dxfeed.native.OrderViewSubscription |
Implements com.dxfeed.api.IDxSubscription.
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inline |
Clear all symbols from subscription.
DxException |
Implements com.dxfeed.api.IDxSubscription.
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inlinestaticprivate |
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inlineprotectedvirtual |
This code added to correctly implement the disposable pattern.
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inline |
This code added to correctly implement the disposable pattern.
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inline |
Get all symbols from subscription.
Implements com.dxfeed.api.IDxSubscription.
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inlinestaticprivate |
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inline |
On Order event received.
TB | Event buffer type. |
TE | Event type. |
buf | Event buffer object. |
Implements com.dxfeed.api.IDxOrderListener.
TB | : | IDxEventBuf<TE> | |
TE | : | IDxOrder |
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inline |
Remove multiply symbols from subscription.
Implements com.dxfeed.api.IDxSubscription.
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inline |
This method is not allowed. Throws exception.
Remove multiply symbols from subscription.
T:System.InvalidOperationException | Candle symbols is not allowed for T:com.dxfeed.native.OrderViewSubscription |
Implements com.dxfeed.api.IDxSubscription.
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inlineprivate |
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inline |
Remove existing events.OrderSource from subscription and set new.
Implements com.dxfeed.api.IDxSubscription.
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inline |
Set multiply symbols to subscription.
Implements com.dxfeed.api.IDxSubscription.
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inline |
Inherited from IDxSubscription This method is not allowed. Throws exception.
symbols | list of symbols |
InvalidOperationException | Candle symbols is not allowed for OrderViewSubscription |
Implements com.dxfeed.api.IDxSubscription.
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inlineprivate |
TB | : | IDxEventBuf<TE> | |
TE | : | IDxOrder |
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inlinestaticprivate |
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private |
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The dictionary os states for each order view in the format:
map[symbol-of-order-view] = state
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All received snapshots, empty set means no received snapshots yet. Key - means symbol, value - set of received snapshots sources.
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All snapshots, access by unique key (string) A key is a string which consists of snapshot key of received snapshot, symbol and source
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private |
used when snapshot ends with flags EventFlag.TxPending combined with EventFlag.SnapshotEnd or EventFlag.SnapshotSnip
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private |
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Map between Symbol + Source string and unique snapshot key in snapshots dictionary