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