LatencyManager — StockSharp.Algo.Latency

Constructors

public LatencyManager(ILatencyManagerState state)

latencyManager = LatencyManager(state)

Orders registration delay calculation manager.

state: State storage.

Properties

LatencyCancellation

public TimeSpan LatencyCancellation { get; }

value = latencyManager.LatencyCancellation

The aggregate value of cancelling delay by all orders.

LatencyRegistration

public TimeSpan LatencyRegistration { get; }

value = latencyManager.LatencyRegistration

The aggregate value of registration delay by all orders.

Methods

CloneAsync

public ValueTask<ILatencyManager> CloneAsync(CancellationToken cancellationToken)

result = latencyManager.CloneAsync(cancellationToken)

Creates a clone of this manager with new state.

cancellationToken: CancellationToken

Returns: Cloned manager.

LoadAsync

public Task LoadAsync(SettingsStorage storage, CancellationToken cancellationToken)

result = latencyManager.LoadAsync(storage, cancellationToken)

Load settings.

storage: Storage.
cancellationToken: CancellationToken

Returns: Task

ProcessMessage

public TimeSpan? ProcessMessage(Message message)

result = latencyManager.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()

latencyManager.Reset()

To zero calculations.

SaveAsync

public Task SaveAsync(SettingsStorage storage, CancellationToken cancellationToken)

result = latencyManager.SaveAsync(storage, cancellationToken)

Save settings.

storage: Storage.
cancellationToken: CancellationToken

Returns: Task