IOrderBookTruncateManager
StockSharp.Algo
Order book truncation logic interface.
实现: ICloneable<IOrderBookTruncateManager>, ICloneable
方法
ProcessInMessage(Message) : ValueTuple<Message, Message[]>
Process a message going into the inner adapter.
- message
- Incoming message.
返回值: Processing result: message to send to inner adapter (possibly modified) and extra messages to send out.
ProcessOutMessage(Message) : ValueTuple<Message, Message[]>
Process a message coming from the inner adapter.
- message
- Outgoing message.
返回值: Processing result: forward message (or null to skip) and additional output messages.