OrderBookTruncateManager
StockSharp.Algo
Order book truncation logic implementation.
Implements: IOrderBookTruncateManager, ICloneable<IOrderBookTruncateManager>, ICloneable
Constructors
OrderBookTruncateManager
public OrderBookTruncateManager(ILogReceiver logReceiver, Func<int, int?> nearestSupportedDepth, IOrderBookTruncateManagerState state)orderBookTruncateManager = OrderBookTruncateManager(logReceiver, nearestSupportedDepth, state)Order book truncation logic implementation.
- logReceiver
- Log receiver.
- nearestSupportedDepth
- Function to get nearest supported depth.
- state
- State storage.
Methods
Clone
public IOrderBookTruncateManager Clone()result = orderBookTruncateManager.Clone()Creates a deep copy of a DataSeries
ProcessInMessage
public ValueTuple<Message, Message[]> ProcessInMessage(Message message)result = orderBookTruncateManager.ProcessInMessage(message)Process a message going into the inner adapter.
- message
- Incoming message.
Returns: Processing result: message to send to inner adapter (possibly modified) and extra messages to send out.
ProcessOutMessage
public ValueTuple<Message, Message[]> ProcessOutMessage(Message message)result = orderBookTruncateManager.ProcessOutMessage(message)Process a message coming from the inner adapter.
- message
- Outgoing message.
Returns: Processing result: forward message (or null to skip) and additional output messages.