FilteredMarketDepthAdapter
StockSharp.Algo
Filtered market depth adapter.
Inherits: MessageAdapterWrapper
Constructors
FilteredMarketDepthAdapter(IMessageAdapter)
Filtered market depth adapter.
- innerAdapter
- Inner message adapter.
Methods
OnInnerAdapterNewOutMessageAsync(Message, CancellationToken) : ValueTask
Process InnerAdapter output message.
- message
- The message.
- cancellationToken
- Cancellation token.
OnSendInMessageAsync(Message, CancellationToken) : ValueTask
Send message.