Class SlippageMessageAdapter
- Namespace
- StockSharp.Algo.Slippage
- Assembly
- StockSharp.Algo.dll
The message adapter, automatically calculating slippage.
public class SlippageMessageAdapter : MessageAdapterWrapper, IMessageAdapterWrapper, IMessageAdapter, IMessageChannel, ICloneable<IMessageChannel>, ICloneable, IPersistable, ILogReceiver, ILogSource, IDisposable
- Inheritance
-
SlippageMessageAdapter
- Implements
- Inherited Members
- Extension Methods
Remarks
Initializes a new instance of the SlippageMessageAdapter.
Constructors
SlippageMessageAdapter(IMessageAdapter, ISlippageManager)
The message adapter, automatically calculating slippage.
public SlippageMessageAdapter(IMessageAdapter innerAdapter, ISlippageManager slippageManager)
Parameters
innerAdapter
IMessageAdapterThe adapter, to which messages will be directed.
slippageManager
ISlippageManagerSlippage manager.
Remarks
Initializes a new instance of the SlippageMessageAdapter.
Methods
Clone()
Create a copy of SlippageMessageAdapter.
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.