TransactionOrderingManager
StockSharp.Algo
Transaction ordering message processing implementation.
Implements: ITransactionOrderingManager
Constructors
TransactionOrderingManager(ILogReceiver, Func<bool>)
Initializes a new instance of the TransactionOrderingManager.
- logReceiver
- Log receiver.
- isSupportTransactionLog
- Function to check if transaction log is supported.
Methods
GetSuspendedTrades(ExecutionMessage) : Message[]
Get suspended trades for the given order.
- execMsg
- Order execution message.
Returns: Suspended trades to release.
ProcessInMessage(Message) : ValueTuple<Message[], Message[]>
Process a message going into the inner adapter.
- message
- Incoming message.
Returns: Processing result with messages to forward and output messages.
ProcessOutMessage(Message) : ValueTuple<Message, Message[], bool>
Process a message coming from the inner adapter.
- message
- Outgoing message.
Returns: Processing result with forward message and extra output messages.