FilteredMarketDepthAdapter
StockSharp.Algo
Filtered market depth adapter.
Inherits: MessageAdapterWrapper
Constructors
FilteredMarketDepthAdapter
public FilteredMarketDepthAdapter(IMessageAdapter innerAdapter)filteredMarketDepthAdapter = FilteredMarketDepthAdapter(innerAdapter)Filtered market depth adapter.
- innerAdapter
- Inner message adapter.
Methods
Clone
public override IMessageAdapter Clone()result = filteredMarketDepthAdapter.Clone()Create a copy of FilteredMarketDepthAdapter.
Returns: Copy.
OnInnerAdapterNewOutMessageAsync
protected override ValueTask OnInnerAdapterNewOutMessageAsync(Message message, CancellationToken cancellationToken)result = filteredMarketDepthAdapter.OnInnerAdapterNewOutMessageAsync(message, cancellationToken)Process InnerAdapter output message.
- message
- The message.
- cancellationToken
- Cancellation token.
OnSendInMessageAsync
protected override ValueTask OnSendInMessageAsync(Message message, CancellationToken cancellationToken)result = filteredMarketDepthAdapter.OnSendInMessageAsync(message, cancellationToken)Send message.
- message
- Message.
- cancellationToken
- CancellationToken