Method | Description | |
---|---|---|
EnqueueAddedLimitOrder ( ILimitOrder limitOrder ) : void | ||
EnqueueAddedStopLimitOrder ( IStopLimitOrder stopLimitOrder ) : void | ||
EnqueueClientExecution ( INewExecution execution ) : void | ||
EnqueueDeletedLimitOrder ( ILimitOrder limitOrder ) : void | ||
EnqueueDeletedStopLimitOrder ( IStopLimitOrder stopLimitOrder ) : void | ||
EnqueueLevel1Update ( IOrderBookBestBidAsk orderBookBestBidAsk ) : void | ||
EnqueueLimitOrderSnapshot ( int clientId, List |
||
EnqueueMessage ( int clientId, string message ) : void | ||
EnqueueStopLimitOrderSnapshot ( int clientId, List |
||
EnqueueUpdatedLimitOrder ( ILimitOrder limitOrder, int oldQuantity, double oldPrice ) : void | ||
EnqueueUpdatedStopLimitOrder ( IStopLimitOrder stopLimitOrder ) : void | ||
OutgoingQueue ( ILogger logger, IMessagePublisher publisher ) : System | ||
Start ( ) : void | ||
Stop ( ) : void |
Method | Description | |
---|---|---|
Enqueue ( ) : void |
public EnqueueAddedLimitOrder ( ILimitOrder limitOrder ) : void | ||
limitOrder | ILimitOrder | |
return | void |
public EnqueueAddedStopLimitOrder ( IStopLimitOrder stopLimitOrder ) : void | ||
stopLimitOrder | IStopLimitOrder | |
return | void |
public EnqueueClientExecution ( INewExecution execution ) : void | ||
execution | INewExecution | |
return | void |
public EnqueueDeletedLimitOrder ( ILimitOrder limitOrder ) : void | ||
limitOrder | ILimitOrder | |
return | void |
public EnqueueDeletedStopLimitOrder ( IStopLimitOrder stopLimitOrder ) : void | ||
stopLimitOrder | IStopLimitOrder | |
return | void |
public EnqueueLevel1Update ( IOrderBookBestBidAsk orderBookBestBidAsk ) : void | ||
orderBookBestBidAsk | IOrderBookBestBidAsk | |
return | void |
public EnqueueLimitOrderSnapshot ( int clientId, List |
||
clientId | int | |
orders | List |
|
return | void |
public EnqueueMessage ( int clientId, string message ) : void | ||
clientId | int | |
message | string | |
return | void |
public EnqueueStopLimitOrderSnapshot ( int clientId, List |
||
clientId | int | |
orders | List |
|
return | void |
public EnqueueUpdatedLimitOrder ( ILimitOrder limitOrder, int oldQuantity, double oldPrice ) : void | ||
limitOrder | ILimitOrder | |
oldQuantity | int | |
oldPrice | double | |
return | void |
public EnqueueUpdatedStopLimitOrder ( IStopLimitOrder stopLimitOrder ) : void | ||
stopLimitOrder | IStopLimitOrder | |
return | void |
public OutgoingQueue ( ILogger logger, IMessagePublisher publisher ) : System | ||
logger | ILogger | |
publisher | IMessagePublisher | |
return | System |