OrderBookIncrementMessageAdapter

StockSharp.Algo

The messages adapter build order book from incremental updates Increment.

继承自: MessageAdapterWrapper

构造函数

OrderBookIncrementMessageAdapter(IMessageAdapter)

Initializes a new instance of the OrderBookIncrementMessageAdapter.

innerAdapter
Underlying adapter.
OrderBookIncrementMessageAdapter(IMessageAdapter, IOrderBookIncrementManager)

Initializes a new instance of the OrderBookIncrementMessageAdapter with a custom manager.

innerAdapter
Underlying adapter.
manager
Order book increment manager.

方法

Clone() : IMessageAdapter

Create a copy of OrderBookIncrementMessageAdapter.

返回值: Copy.

OnInnerAdapterNewOutMessageAsync(Message, CancellationToken) : ValueTask

Process InnerAdapter output message.

message
The message.
cancellationToken
Cancellation token.