RiskMessageAdapter

StockSharp.Algo.Risk

The message adapter, automatically controlling risk rules.

Inherits: MessageAdapterWrapper

Constructors

RiskMessageAdapter
public RiskMessageAdapter(IMessageAdapter innerAdapter, IRiskManager riskManager)
riskMessageAdapter = RiskMessageAdapter(innerAdapter, riskManager)

Initializes a new instance of the RiskMessageAdapter.

innerAdapter
The adapter, to which messages will be directed.
riskManager
Risk control manager.

Methods

Clone
public override IMessageAdapter Clone()
result = riskMessageAdapter.Clone()

Create a copy of RiskMessageAdapter.

Returns: Copy.

OnInnerAdapterNewOutMessageAsync
protected override ValueTask OnInnerAdapterNewOutMessageAsync(Message message, CancellationToken cancellationToken)
result = riskMessageAdapter.OnInnerAdapterNewOutMessageAsync(message, cancellationToken)

Process InnerAdapter output message.

message
The message.
cancellationToken
Cancellation token.
OnSendInMessageAsync
protected override ValueTask OnSendInMessageAsync(Message message, CancellationToken cancellationToken)
result = riskMessageAdapter.OnSendInMessageAsync(message, cancellationToken)

Send message.

message
Message.
cancellationToken
CancellationToken