FilteredMarketDepthAdapter
StockSharp.Algo
过滤出市场深度适配器.
构造函数
FilteredMarketDepthAdapter
public FilteredMarketDepthAdapter(IMessageAdapter innerAdapter)
filteredMarketDepthAdapter = FilteredMarketDepthAdapter(innerAdapter)
过滤出市场深度适配器.
- innerAdapter
- 内相信息适配器.
方法
Clone
public override IMessageAdapter Clone()
result = filteredMarketDepthAdapter.Clone()
创建 FilteredMarketDepthAdapter 的副本 。
返回值: 收到了,我们得去查查
OnInnerAdapterNewOutMessageAsync
protected override ValueTask OnInnerAdapterNewOutMessageAsync(Message message, CancellationToken cancellationToken)
result = filteredMarketDepthAdapter.OnInnerAdapterNewOutMessageAsync(message, cancellationToken)
进程 & ###InnerAdapter+##输出消息.
- message
- 腾讯.
- cancellationToken
- 取消的代币。
OnSendInMessageAsync
protected override ValueTask OnSendInMessageAsync(Message message, CancellationToken cancellationToken)
result = filteredMarketDepthAdapter.OnSendInMessageAsync(message, cancellationToken)
发来消息
- message
- Message.
- cancellationToken
- CancellationToken