BasketSecurityMessageAdapter

StockSharp.Algo

The messages adapter builds market data for basket securities.

Inherits: MessageAdapterWrapper

Constructors

BasketSecurityMessageAdapter
public BasketSecurityMessageAdapter(IMessageAdapter innerAdapter, ISecurityProvider securityProvider, IBasketSecurityProcessorProvider processorProvider, IExchangeInfoProvider exchangeInfoProvider)
basketSecurityMessageAdapter = BasketSecurityMessageAdapter(innerAdapter, securityProvider, processorProvider, exchangeInfoProvider)

The messages adapter builds market data for basket securities.

innerAdapter
Underlying adapter.
securityProvider
The provider of information about instruments.
processorProvider
Basket security processors provider.
exchangeInfoProvider
Exchanges and trading boards provider.

Methods

Clone
public override IMessageAdapter Clone()
result = basketSecurityMessageAdapter.Clone()

Create a copy of BasketSecurityMessageAdapter.

Returns: Copy.

OnInnerAdapterNewOutMessageAsync
protected override ValueTask OnInnerAdapterNewOutMessageAsync(Message message, CancellationToken cancellationToken)
result = basketSecurityMessageAdapter.OnInnerAdapterNewOutMessageAsync(message, cancellationToken)

Process InnerAdapter output message.

message
The message.
cancellationToken
Cancellation token.
OnSendInMessageAsync
protected override ValueTask OnSendInMessageAsync(Message message, CancellationToken cancellationToken)
result = basketSecurityMessageAdapter.OnSendInMessageAsync(message, cancellationToken)

Send message.

message
Message.
cancellationToken
CancellationToken