ILatencyManager

StockSharp.Algo.Latency

The interface of the order registration delay calculation manager.

Implements: IPersistable, ICloneable<ILatencyManager>, ICloneable

Properties

public TimeSpan LatencyCancellation { get; }

value = iLatencyManager.LatencyCancellation

The aggregate value of cancelling delay by all orders.

LatencyRegistration

public TimeSpan LatencyRegistration { get; }

value = iLatencyManager.LatencyRegistration

The aggregate value of registration delay by all orders.

Methods

ProcessMessage

public TimeSpan? ProcessMessage(Message message)

result = iLatencyManager.ProcessMessage(message)

To process the message for transaction delay calculation. Messages of OrderRegisterMessage, OrderReplaceMessage, OrderCancelMessage and ExecutionMessage types are accepted.

message: Message.

Returns: The transaction delay. If it is impossible to calculate delay, will be returned.

Reset

public void Reset()

iLatencyManager.Reset()

To zero calculations.