ITransactionOrderingManager

StockSharp.Algo

Transaction ordering message processing logic.

方法

GetSuspendedTrades(ExecutionMessage) : Message[]

Get suspended trades for the given order.

execMsg
Order execution message.

返回值: Suspended trades to release.

ProcessInMessage(Message) : ValueTuple<Message[], Message[]>

Process a message going into the inner adapter.

message
Incoming message.

返回值: Processing result with messages to forward to inner adapter and messages to send out.

ProcessOutMessage(Message) : ValueTuple<Message, Message[], bool>

Process a message coming from the inner adapter.

message
Outgoing message.

返回值: Processing result with forward message (null if should not forward), extra output messages, and whether to process suspended trades.