OrderBookIncrementManager
StockSharp.Algo
Order book increment message processing implementation. Builds full order books from incremental updates Increment.
Implements: IOrderBookIncrementManager, ICloneable<IOrderBookIncrementManager>, ICloneable
Constructors
OrderBookIncrementManager
public OrderBookIncrementManager(ILogReceiver logReceiver, IOrderBookIncrementManagerState state)orderBookIncrementManager = OrderBookIncrementManager(logReceiver, state)Order book increment message processing implementation. Builds full order books from incremental updates Increment.
- logReceiver
- Log receiver.
- state
- State storage.
Methods
Clone
public IOrderBookIncrementManager Clone()result = orderBookIncrementManager.Clone()Creates a deep copy of a DataSeries
ProcessInMessage
public ValueTuple<Message[], Message[]> ProcessInMessage(Message message)result = orderBookIncrementManager.ProcessInMessage(message)Process a message going into the inner adapter.
- message
- Incoming message.
Returns: Processing result.
ProcessOutMessage
public ValueTuple<Message, Message[]> ProcessOutMessage(Message message)result = orderBookIncrementManager.ProcessOutMessage(message)Process a message coming from the inner adapter.
- message
- Outgoing message.
Returns: Processing result.