OrderBookTruncateManager
StockSharp.Algo
Order book truncation logic implementation.
实现: IOrderBookTruncateManager, ICloneable<IOrderBookTruncateManager>, ICloneable
构造函数
OrderBookTruncateManager(ILogReceiver, Func<int, int?>, IOrderBookTruncateManagerState)
Order book truncation logic implementation.
- logReceiver
- Log receiver.
- nearestSupportedDepth
- Function to get nearest supported depth.
- state
- State storage.
方法
Clone() : IOrderBookTruncateManager
Creates a deep copy of a DataSeries
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 and output messages.
ProcessOutMessage(Message) : ValueTuple<Message, Message[]>
Process a message coming from the inner adapter.
- message
- Outgoing message.
返回值: Processing result with forward message and extra output messages.