IOrderBookIncrementManager
StockSharp.Algo
Order book increment message processing logic.
Implements: ICloneable<IOrderBookIncrementManager>, ICloneable
Methods
ProcessInMessage
public ValueTuple<Message[], Message[]> ProcessInMessage(Message message)result = iOrderBookIncrementManager.ProcessInMessage(message)Process a message going into the inner adapter.
- message
- Incoming message.
Returns: Processing result.
ProcessOutMessage
public ValueTuple<Message, Message[]> ProcessOutMessage(Message message)result = iOrderBookIncrementManager.ProcessOutMessage(message)Process a message coming from the inner adapter.
- message
- Outgoing message.
Returns: Processing result.