ILevel1DepthBuilderManager
StockSharp.Algo
Level1 depth builder message processing logic.
Implements: ICloneable<ILevel1DepthBuilderManager>, ICloneable
Methods
ProcessInMessage
public ValueTuple<Message[], Message[]> ProcessInMessage(Message message)result = iLevel1DepthBuilderManager.ProcessInMessage(message)Process a message going into the inner adapter.
- message
- Incoming message.
Returns: Processing result with messages to forward and output messages.
ProcessOutMessage
public ValueTuple<Message, Message[]> ProcessOutMessage(Message message)result = iLevel1DepthBuilderManager.ProcessOutMessage(message)Process a message coming from the inner adapter.
- message
- Outgoing message.
Returns: Processing result with forward message and extra output messages.