Level1DepthBuilderManager
StockSharp.Algo
Level1 depth builder message processing implementation.
Implements: ILevel1DepthBuilderManager, ICloneable<ILevel1DepthBuilderManager>, ICloneable
Constructors
Level1DepthBuilderManager
public Level1DepthBuilderManager(ILogReceiver logReceiver, ILevel1DepthBuilderManagerState state)level1DepthBuilderManager = Level1DepthBuilderManager(logReceiver, state)Level1 depth builder message processing implementation.
- logReceiver
- Log receiver.
- state
- State storage.
Methods
Clone
public ILevel1DepthBuilderManager Clone()result = level1DepthBuilderManager.Clone()Creates a deep copy of a DataSeries
ProcessInMessage
public ValueTuple<Message[], Message[]> ProcessInMessage(Message message)result = level1DepthBuilderManager.ProcessInMessage(message)Process a message going into the inner adapter.
- message
- Incoming message.
Returns: Processing result with messages to forward and output messages.
ProcessOutMessage
public ValueTuple<Message, Message[]> ProcessOutMessage(Message message)result = level1DepthBuilderManager.ProcessOutMessage(message)Process a message coming from the inner adapter.
- message
- Outgoing message.
Returns: Processing result with forward message and extra output messages.