OrderBookTruncateManager
StockSharp.Algo
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实现: IOrderBookTruncateManager, ICloneable<IOrderBookTruncateManager>, ICloneable
构造函数
OrderBookTruncateManager
public OrderBookTruncateManager(ILogReceiver logReceiver, Func<int, int?> nearestSupportedDepth, IOrderBookTruncateManagerState state)orderBookTruncateManager = OrderBookTruncateManager(logReceiver, nearestSupportedDepth, state)订购图书截取逻辑执行.
- logReceiver
- 记录接收器。
- nearestSupportedDepth
- 获取最近支持的深度的函数 。
- state
- 州库.
方法
Clone
public IOrderBookTruncateManager Clone()result = orderBookTruncateManager.Clone()Creates a deep copy of a DataSeries
ProcessInMessage
public ValueTuple<Message, Message[]> ProcessInMessage(Message message)result = orderBookTruncateManager.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 = orderBookTruncateManager.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.