OrderBookIncrementManager
StockSharp.Algo
Order book increment message processing implementation. Builds full order books from incremental updates Increment.
Implements: IOrderBookIncrementManager, ICloneable<IOrderBookIncrementManager>, ICloneable
Constructors
OrderBookIncrementManager(ILogReceiver, IOrderBookIncrementManagerState)
Order book increment message processing implementation. Builds full order books from incremental updates Increment.
- logReceiver
- Log receiver.
- state
- State storage.
Methods
Clone() : IOrderBookIncrementManager
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.