OrderBookIncrementMessageAdapter
StockSharp.Algo
The messages adapter build order book from incremental updates Increment.
Inherits: MessageAdapterWrapper
Constructors
OrderBookIncrementMessageAdapter
public OrderBookIncrementMessageAdapter(IMessageAdapter innerAdapter)orderBookIncrementMessageAdapter = OrderBookIncrementMessageAdapter(innerAdapter)Initializes a new instance of the OrderBookIncrementMessageAdapter.
- innerAdapter
- Underlying adapter.
OrderBookIncrementMessageAdapter
public OrderBookIncrementMessageAdapter(IMessageAdapter innerAdapter, IOrderBookIncrementManager manager)orderBookIncrementMessageAdapter = OrderBookIncrementMessageAdapter(innerAdapter, manager)Initializes a new instance of the OrderBookIncrementMessageAdapter with a custom manager.
- innerAdapter
- Underlying adapter.
- manager
- Order book increment manager.
Methods
Clone
public override IMessageAdapter Clone()result = orderBookIncrementMessageAdapter.Clone()Create a copy of OrderBookIncrementMessageAdapter.
Returns: Copy.
OnInnerAdapterNewOutMessageAsync
protected override ValueTask OnInnerAdapterNewOutMessageAsync(Message message, CancellationToken cancellationToken)result = orderBookIncrementMessageAdapter.OnInnerAdapterNewOutMessageAsync(message, cancellationToken)Process InnerAdapter output message.
- message
- The message.
- cancellationToken
- Cancellation token.
OnSendInMessageAsync
protected override ValueTask OnSendInMessageAsync(Message message, CancellationToken cancellationToken)result = orderBookIncrementMessageAdapter.OnSendInMessageAsync(message, cancellationToken)Send message.
- message
- Message.
- cancellationToken
- CancellationToken