LatencyManager
StockSharp.Algo.Latency
Orders registration delay calculation manager.
Implements: ILatencyManager, IPersistable, ICloneable<ILatencyManager>, ICloneable
Constructors
LatencyManager(ILatencyManagerState)
Orders registration delay calculation manager.
- state
- State storage.
Properties
LatencyCancellation : TimeSpan
The aggregate value of cancelling delay by all orders.
LatencyRegistration : TimeSpan
The aggregate value of registration delay by all orders.
Methods
ProcessMessage(Message) : TimeSpan?
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()
Reset state.