SlippageMessageAdapter
StockSharp.Algo.Slippage
The message adapter, automatically calculating slippage.
Inherits: MessageAdapterWrapper
Constructors
SlippageMessageAdapter(IMessageAdapter, ISlippageManager)
The message adapter, automatically calculating slippage.
- innerAdapter
- The adapter, to which messages will be directed.
- slippageManager
- Slippage manager.
Methods
OnInnerAdapterNewOutMessageAsync(Message, CancellationToken) : ValueTask
Process InnerAdapter output message.
- message
- The message.
- cancellationToken
- Cancellation token.
OnSendInMessageAsync(Message, CancellationToken) : ValueTask
Send message.