IOrderBookIncrementManager
StockSharp.Algo
Order book increment message processing logic.
实现: ICloneable<IOrderBookIncrementManager>, ICloneable
方法
ProcessInMessage(Message) : ValueTuple<Message[], Message[]>
Process a message going into the inner adapter.
- message
- Incoming message.
返回值: Processing result.
ProcessOutMessage(Message) : ValueTuple<Message, Message[]>
Process a message coming from the inner adapter.
- message
- Outgoing message.
返回值: Processing result.