SlippageMessageAdapter
StockSharp.Algo.Slippage
The message adapter, automatically calculating slippage.
Inherits: MessageAdapterWrapper
Constructors
SlippageMessageAdapter
public SlippageMessageAdapter(IMessageAdapter innerAdapter, ISlippageManager slippageManager)slippageMessageAdapter = SlippageMessageAdapter(innerAdapter, slippageManager)The message adapter, automatically calculating slippage.
- innerAdapter
- The adapter, to which messages will be directed.
- slippageManager
- Slippage manager.
Methods
CloneAsync
public override ValueTask<IMessageAdapter> CloneAsync(CancellationToken cancellationToken)result = slippageMessageAdapter.CloneAsync(cancellationToken)Create a copy of SlippageMessageAdapter.
- cancellationToken
- CancellationToken
Returns: Copy.
OnInnerAdapterNewOutMessageAsync
protected override ValueTask OnInnerAdapterNewOutMessageAsync(Message message, CancellationToken cancellationToken)result = slippageMessageAdapter.OnInnerAdapterNewOutMessageAsync(message, cancellationToken)Process InnerAdapter output message.
- message
- The message.
- cancellationToken
- Cancellation token.
OnSendInMessageAsync
protected override ValueTask OnSendInMessageAsync(Message message, CancellationToken cancellationToken)result = slippageMessageAdapter.OnSendInMessageAsync(message, cancellationToken)Send message.
- message
- Message.
- cancellationToken
- CancellationToken