IOrderBookIncrementManager

StockSharp.Algo

Order book increment message processing logic.

Implementiert: ICloneable<IOrderBookIncrementManager>, ICloneable

Methoden

ProcessInMessage(Message) : ValueTuple<Message[], Message[]>

Process a message going into the inner adapter.

message
Incoming message.

Rückgabe: Processing result.

ProcessOutMessage(Message) : ValueTuple<Message, Message[]>

Process a message coming from the inner adapter.

message
Outgoing message.

Rückgabe: Processing result.