Class OrderBookIncrementMessageAdapter
- Namespace
- StockSharp.Algo
- Assembly
- StockSharp.Algo.dll
The messages adapter build order book from incremental updates Increment.
public class OrderBookIncrementMessageAdapter : MessageAdapterWrapper, IMessageAdapterWrapper, IMessageAdapter, IMessageChannel, ICloneable<IMessageChannel>, ICloneable, IPersistable, ILogReceiver, ILogSource, IDisposable
- Inheritance
-
OrderBookIncrementMessageAdapter
- Implements
-
ICloneable<IMessageChannel>IPersistable
- Inherited Members
- Extension Methods
Constructors
OrderBookIncrementMessageAdapter(IMessageAdapter)
Initializes a new instance of the OrderBookIncrementMessageAdapter.
public OrderBookIncrementMessageAdapter(IMessageAdapter innerAdapter)
Parameters
innerAdapter
IMessageAdapterUnderlying adapter.
Methods
Clone()
Create a copy of OrderBookIncrementMessageAdapter.
public override IMessageChannel Clone()
Returns
- IMessageChannel
Copy.
OnInnerAdapterNewOutMessage(Message)
Process InnerAdapter output message.
protected override void OnInnerAdapterNewOutMessage(Message message)
Parameters
message
MessageThe message.
OnSendInMessage(Message)
Send message.
protected override bool OnSendInMessage(Message message)
Parameters
message
MessageMessage.