SubscriptionSecurityAllMessageAdapter

SubscriptionSecurityAllMessageAdapter

public SubscriptionSecurityAllMessageAdapter(IMessageAdapter innerAdapter)

subscriptionSecurityAllMessageAdapter = SubscriptionSecurityAllMessageAdapter(innerAdapter)

Security ALL subscription counter adapter.

innerAdapter

Inner message adapter.

CanOpenLateSubscriber

private static bool CanOpenLateSubscriber(Message message)

result = SubscriptionSecurityAllMessageAdapter.CanOpenLateSubscriber(message)

A subscriber that arrives after the ALL subscription is already running is opened with the last message cached for its security, so that message has to state where the market is. A trade is an event that already happened, and a book increment is a difference against a book the subscriber has never seen - an increment also makes whatever was cached before it stale.

CloneAsync

public override ValueTask<IMessageAdapter> CloneAsync(CancellationToken cancellationToken)

result = subscriptionSecurityAllMessageAdapter.CloneAsync(cancellationToken)

Create a copy of SubscriptionSecurityAllMessageAdapter.

cancellationToken

CancellationToken

Returns: Copy.

OnInnerAdapterNewOutMessageAsync

protected override ValueTask OnInnerAdapterNewOutMessageAsync(Message message, CancellationToken cancellationToken)

result = subscriptionSecurityAllMessageAdapter.OnInnerAdapterNewOutMessageAsync(message, cancellationToken)

Process InnerAdapter output message.

message

The message.

cancellationToken

Cancellation token.

OnSendInMessageAsync

protected override ValueTask OnSendInMessageAsync(Message message, CancellationToken cancellationToken)

result = subscriptionSecurityAllMessageAdapter.OnSendInMessageAsync(message, cancellationToken)

Send message.

message

Message.

cancellationToken

CancellationToken