TransactionOrderingManager
StockSharp.Algo
Transaction ordering message processing implementation.
Implements: ITransactionOrderingManager
Constructors
TransactionOrderingManager
public TransactionOrderingManager(ILogReceiver logReceiver, Func<bool> isSupportTransactionLog)transactionOrderingManager = TransactionOrderingManager(logReceiver, isSupportTransactionLog)Initializes a new instance of the TransactionOrderingManager.
- logReceiver
- Log receiver.
- isSupportTransactionLog
- Function to check if transaction log is supported.
Methods
GetSuspendedTrades
public Message[] GetSuspendedTrades(ExecutionMessage execMsg)result = transactionOrderingManager.GetSuspendedTrades(execMsg)Get suspended trades for the given order.
- execMsg
- Order execution message.
Returns: Suspended trades to release.
ProcessInMessage
public ValueTuple<Message[], Message[]> ProcessInMessage(Message message)result = transactionOrderingManager.ProcessInMessage(message)Process a message going into the inner adapter.
- message
- Incoming message.
Returns: Processing result with messages to forward to inner adapter and messages to send out.
ProcessOutMessage
public ValueTuple<Message, Message[], bool> ProcessOutMessage(Message message)result = transactionOrderingManager.ProcessOutMessage(message)Process a message coming from the inner adapter.
- message
- Outgoing message.
Returns: Processing result with forward message (null if should not forward), extra output messages, and whether to process suspended trades.