Level1DepthBuilderManager
StockSharp.Algo
1级深度构建器消息处理实施.
实现: ILevel1DepthBuilderManager, ICloneable<ILevel1DepthBuilderManager>, ICloneable
构造函数
Level1DepthBuilderManager
public Level1DepthBuilderManager(ILogReceiver logReceiver, ILevel1DepthBuilderManagerState state)level1DepthBuilderManager = Level1DepthBuilderManager(logReceiver, state)1级深度构建器消息处理实施.
- logReceiver
- 记录接收器。
- state
- 州库.
方法
Clone
public ILevel1DepthBuilderManager Clone()result = level1DepthBuilderManager.Clone()Creates a deep copy of a DataSeries
ProcessInMessage
public ValueTuple<Message[], Message[]> ProcessInMessage(Message message)result = level1DepthBuilderManager.ProcessInMessage(message)处理一个消息进入内置适配器。
- message
- 来电消息.
返回值: 处理结果为消息可转发并输出消息.
ProcessOutMessage
public ValueTuple<Message, Message[]> ProcessOutMessage(Message message)result = level1DepthBuilderManager.ProcessOutMessage(message)处理来自内置适配器的邮件 。
- message
- 传出消息.
返回值: 处理结果为转发消息和额外的输出消息.