OrderBookTruncateMessageAdapter
StockSharp.Algo
The messages adapter build order book from incremental updates Increment.
Inherits: MessageAdapterWrapper
Constructors
OrderBookTruncateMessageAdapter(IMessageAdapter)
Initializes a new instance of the OrderBookTruncateMessageAdapter.
- innerAdapter
- Underlying adapter.
OrderBookTruncateMessageAdapter(IMessageAdapter, IOrderBookTruncateManager)
Initializes a new instance of the OrderBookTruncateMessageAdapter with a custom manager.
- innerAdapter
- Underlying adapter.
- manager
- Order book truncate manager.
Methods
OnInnerAdapterNewOutMessageAsync(Message, CancellationToken) : ValueTask
Process InnerAdapter output message.
- message
- The message.
- cancellationToken
- Cancellation token.
OnSendInMessageAsync(Message, CancellationToken) : ValueTask
Send message.