OrderBookIncrementMessageAdapter
StockSharp.Algo
The messages adapter build order book from incremental updates Increment.
Hereda de: MessageAdapterWrapper
Constructores
OrderBookIncrementMessageAdapter(IMessageAdapter)
Initializes a new instance of the OrderBookIncrementMessageAdapter.
- innerAdapter
- Underlying adapter.
OrderBookIncrementMessageAdapter(IMessageAdapter, IOrderBookIncrementManager)
Initializes a new instance of the OrderBookIncrementMessageAdapter with a custom manager.
- innerAdapter
- Underlying adapter.
- manager
- Order book increment manager.
Métodos
OnInnerAdapterNewOutMessageAsync(Message, CancellationToken) : ValueTask
Process InnerAdapter output message.
- message
- The message.
- cancellationToken
- Cancellation token.
OnSendInMessageAsync(Message, CancellationToken) : ValueTask
Send message.