LatencyManager

StockSharp.Algo.Latency

Orders registration delay calculation manager.

実装: ILatencyManager, IPersistable, ICloneable<ILatencyManager>, ICloneable

コンストラクター

LatencyManager(ILatencyManagerState)

Orders registration delay calculation manager.

state: State storage.

プロパティ

LatencyCancellation : TimeSpan

The aggregate value of cancelling delay by all orders.

LatencyRegistration : TimeSpan

The aggregate value of registration delay by all orders.

メソッド

Clone() : ILatencyManager

Creates a clone of this manager with new state.

戻り値: Cloned manager.

Load(SettingsStorage)

Load settings.

storage: Storage.

ProcessMessage(Message) : TimeSpan?

To process the message for transaction delay calculation. Messages of OrderRegisterMessage, OrderReplaceMessage, OrderCancelMessage and ExecutionMessage types are accepted.

message: Message.

戻り値: The transaction delay. If it is impossible to calculate delay, will be returned.

Reset()

Reset state.

Save(SettingsStorage)

Save settings.

storage: Storage.