FillGapsMessageAdapter

StockSharp.Algo

Fill gaps by IFillGapsBehaviour message adapter.

继承自: MessageAdapterWrapper

构造函数

FillGapsMessageAdapter(IMessageAdapter, IFillGapsBehaviour)

Fill gaps by IFillGapsBehaviour message adapter.

innerAdapter
The adapter, to which messages will be directed.
behaviour
IFillGapsBehaviour.

方法

Clone() : IMessageAdapter

Create a copy of FillGapsMessageAdapter.

返回值: Copy.

OnInnerAdapterNewOutMessageAsync(Message, CancellationToken) : ValueTask

Process InnerAdapter output message.

message
The message.
cancellationToken
Cancellation token.