ISnapshotHolderManager
StockSharp.Algo
Interface for snapshot holder message processing logic.
Methods
ProcessInMessage
public ValueTuple<Message[], Message[]> ProcessInMessage(Message message)result = iSnapshotHolderManager.ProcessInMessage(message)Process a message going into the inner adapter.
- message
- Incoming message.
Returns: Processing result: messages to send to inner adapter and messages to send to output.
ProcessOutMessage
public ValueTuple<Message, Message[]> ProcessOutMessage(Message message)result = iSnapshotHolderManager.ProcessOutMessage(message)Process a message coming from the inner adapter.
- message
- Outgoing message.
Returns: Processing result: message to forward and extra messages to output.