Fix ALL-security subscriptions returning wrong SecurityId in OrderBookIncrementManager

For ALL-security subscriptions, TryApply() cached _byId[subscriptionId] = first security's BookInfo.
Since ALL subscriptions share one subscriptionId across all securities, every subsequent security
incorrectly reused the first security's builder, producing QuoteChangeMessages with wrong SecurityId.

Remove _byId.Add for ALL-sec subscriptions so each call goes through _online[securityId] lookup,
giving each security its own OrderBookIncrementBuilder.

Author: mikasoukhov

Algo/OrderBookIncrementManagerState.cs

@@ -94,8 +94,6 @@ public QuoteChangeMessage TryApply(long subscriptionId, QuoteChangeMessage quote
 						info.SubscriptionIds.Add(subscriptionId);
 						_online.Add(secId, info);
 					}
-
-					_byId.Add(subscriptionId, info);
 				}
 				else
 					return null;

Tests/OrderBookIncrementManagerStateTests.cs

@@ -173,6 +173,45 @@ public void TryApply_AllSecSubscription_OnlyBuildsBookDynamically()
 		subscriptionIds.Any(id => id == 42L).AssertTrue();
 	}
 
+	[TestMethod]
+	public void TryApply_AllSecSubscription_MultipleSecurities_EachGetsOwnBuilder()
+	{
+		// Reproduces the bug: ALL subscription shares one subscriptionId for all securities.
+		// The old code cached _byId[subscriptionId] = first security's BookInfo,
+		// so all subsequent securities incorrectly got the first security's SecurityId.
+		var state = new OrderBookIncrementManagerState();
+
+		state.AddAllSecSubscription(42);
+
+		var secId1 = new SecurityId { SecurityCode = "SEC1", BoardCode = "TEST" };
+		var secId2 = new SecurityId { SecurityCode = "SEC2", BoardCode = "TEST" };
+		var secId3 = new SecurityId { SecurityCode = "SEC3", BoardCode = "TEST" };
+
+		// First security
+		var snap1 = CreateSnapshot(secId1, [42]);
+		var result1 = state.TryApply(42, snap1, out _);
+		result1.AssertNotNull();
+		result1.SecurityId.AssertEqual(secId1);
+
+		// Second security — must get its OWN builder, not SEC1's
+		var snap2 = CreateSnapshot(secId2, [42]);
+		var result2 = state.TryApply(42, snap2, out _);
+		result2.AssertNotNull();
+		result2.SecurityId.AssertEqual(secId2);
+
+		// Third security
+		var snap3 = CreateSnapshot(secId3, [42]);
+		var result3 = state.TryApply(42, snap3, out _);
+		result3.AssertNotNull();
+		result3.SecurityId.AssertEqual(secId3);
+
+		// Re-verify first security still works correctly
+		var snap1b = CreateSnapshot(secId1, [42]);
+		var result1b = state.TryApply(42, snap1b, out _);
+		result1b.AssertNotNull();
+		result1b.SecurityId.AssertEqual(secId1);
+	}
+
 	[TestMethod]
 	public void Clear_RemovesAll()
 	{

Tests/OrderBookIncrementManagerTests.cs

@@ -437,6 +437,58 @@ public void AllSecSubscription_AppendsToBuiltBook()
 		built.GetSubscriptionIds().OrderBy(i => i).SequenceEqual([1L, 99L]).AssertTrue();
 	}
 
+	[TestMethod]
+	public void AllSecSubscription_MultipleSecurities_EachGetsCorrectSecurityId()
+	{
+		var logReceiver = new TestReceiver();
+		var manager = new OrderBookIncrementManager(logReceiver, new OrderBookIncrementManagerState());
+
+		var secId1 = new SecurityId { SecurityCode = "MULTI1", BoardCode = "TEST" };
+		var secId2 = new SecurityId { SecurityCode = "MULTI2", BoardCode = "TEST" };
+		var secId3 = new SecurityId { SecurityCode = "MULTI3", BoardCode = "TEST" };
+
+		// Subscribe to ALL securities
+		manager.ProcessInMessage(new MarketDataMessage
+		{
+			IsSubscribe = true,
+			TransactionId = 100,
+			SecurityId = default,
+			DataType2 = DataType.MarketDepth,
+		});
+
+		// Snapshot for MULTI1
+		var snap1 = CreateIncrement(secId1, DateTime.UtcNow, QuoteChangeStates.SnapshotComplete, [100],
+			bids: [new QuoteChange(100m, 10m)],
+			asks: [new QuoteChange(101m, 20m)]);
+		var (forward1, extra1) = manager.ProcessOutMessage(snap1);
+		forward1.AssertNull();
+		extra1.Length.AssertEqual(1);
+		((QuoteChangeMessage)extra1[0]).SecurityId.AssertEqual(secId1);
+
+		// Snapshot for MULTI2 — must NOT get MULTI1's SecurityId
+		var snap2 = CreateIncrement(secId2, DateTime.UtcNow, QuoteChangeStates.SnapshotComplete, [100],
+			bids: [new QuoteChange(200m, 30m)],
+			asks: [new QuoteChange(201m, 40m)]);
+		var (forward2, extra2) = manager.ProcessOutMessage(snap2);
+		forward2.AssertNull();
+		extra2.Length.AssertEqual(1);
+		((QuoteChangeMessage)extra2[0]).SecurityId.AssertEqual(secId2);
+
+		// Snapshot for MULTI3
+		var snap3 = CreateIncrement(secId3, DateTime.UtcNow, QuoteChangeStates.SnapshotComplete, [100],
+			bids: [new QuoteChange(300m, 50m)],
+			asks: [new QuoteChange(301m, 60m)]);
+		var (forward3, extra3) = manager.ProcessOutMessage(snap3);
+		forward3.AssertNull();
+		extra3.Length.AssertEqual(1);
+		((QuoteChangeMessage)extra3[0]).SecurityId.AssertEqual(secId3);
+
+		// Verify bids/asks are correct per security (not mixed)
+		((QuoteChangeMessage)extra1[0]).Bids[0].Price.AssertEqual(100m);
+		((QuoteChangeMessage)extra2[0]).Bids[0].Price.AssertEqual(200m);
+		((QuoteChangeMessage)extra3[0]).Bids[0].Price.AssertEqual(300m);
+	}
+
 	[TestMethod]
 	public void NonMarketDataMessage_PassesThrough()
 	{