ILevel1DepthBuilderManager
StockSharp.Algo
Level1 depth builder message processing logic.
実装: ICloneable<ILevel1DepthBuilderManager>, ICloneable
メソッド
ProcessInMessage(Message) : ValueTuple<Message[], Message[]>
Process a message going into the inner adapter.
- message
- Incoming message.
戻り値: Processing result with messages to forward and output messages.
ProcessOutMessage(Message) : ValueTuple<Message, Message[]>
Process a message coming from the inner adapter.
- message
- Outgoing message.
戻り値: Processing result with forward message and extra output messages.