BasketSecurityMessageAdapter
StockSharp.Algo
The messages adapter builds market data for basket securities.
Inherits: MessageAdapterWrapper
Constructors
BasketSecurityMessageAdapter(IMessageAdapter, ISecurityProvider, IBasketSecurityProcessorProvider, IExchangeInfoProvider)
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
OnInnerAdapterNewOutMessageAsync(Message, CancellationToken) : ValueTask
Process InnerAdapter output message.
- message
- The message.
- cancellationToken
- Cancellation token.
OnSendInMessageAsync(Message, CancellationToken) : ValueTask
Send message.