IOrderBookIncrementManager

StockSharp.Algo

Order book increment message processing logic.

実装: ICloneable<IOrderBookIncrementManager>, 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.

ProcessOutMessage(Message) : ValueTuple<Message, Message[]>

Process a message coming from the inner adapter.

message
Outgoing message.

戻り値: Processing result.