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dxFeed .Net API 8.6.0
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@github-actions github-actions released this 24 Feb 19:51
· 23 commits to master since this release
8.6.0
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  • [DXFC-297] Improved the handling of transaction flags and signs of transaction flags.
    Added a HasSize method to the Order SpreadOrder classes
  • [DXFC-295] Fixed a bug with incorrect filtering of orders based on MM and Quotes.
  • [DXFC-298] Added the new PLB (Price Level Book) building mechanism. Added the ability to specify the number of the price levels.
    Added the ability to subscribe to incremental price level updates.
    API changes:
    • Added the new class for PLB - PriceLevelBook
    • Added the new handlers interfaces: IDxOnNewPriceLevelBookHandler, IDxOnPriceLevelBookIncChangeHandler, IDxOnPriceLevelBookUpdateHandler
    • A new method has been added to the NativeConnection class to construct a PLB : IPriceLevelBook CreatePriceLevelBook(string symbol, string source, int levelsNumber)
      See dxf_price_level_book_sample and documentation.
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