IOrderBookTruncateManager
StockSharp.Algo
Order book truncation logic interface.
Implements: ICloneable<IOrderBookTruncateManager>, ICloneable
Methods
ProcessInMessage
public ValueTuple<Message, Message[]> ProcessInMessage(Message message)result = iOrderBookTruncateManager.ProcessInMessage(message)Process a message going into the inner adapter.
- message
- Incoming message.
Returns: Processing result: message to send to inner adapter (possibly modified) and extra messages to send out.
ProcessOutMessage
public ValueTuple<Message, Message[]> ProcessOutMessage(Message message)result = iOrderBookTruncateManager.ProcessOutMessage(message)Process a message coming from the inner adapter.
- message
- Outgoing message.
Returns: Processing result: forward message (or null to skip) and additional output messages.