OrderBookTruncateMessageAdapter
StockSharp.Algo
消息适配器通过递增更新增量增殖构建订单簿.
构造函数
OrderBookTruncateMessageAdapter
public OrderBookTruncateMessageAdapter(IMessageAdapter innerAdapter)
orderBookTruncateMessageAdapter = OrderBookTruncateMessageAdapter(innerAdapter)
初始化了 & ##OrderBookTruncateMessageAdapter+#的新实例.
- innerAdapter
- 地底适应器.
OrderBookTruncateMessageAdapter
public OrderBookTruncateMessageAdapter(IMessageAdapter innerAdapter, IOrderBookTruncateManager manager)
orderBookTruncateMessageAdapter = OrderBookTruncateMessageAdapter(innerAdapter, manager)
初始化 OrderBookTruncateMessageAdapter 的新实例, 并设置自定义管理器 。
- innerAdapter
- 地底适应器.
- manager
- 订书短跑经理.
方法
CloneAsync
public override ValueTask<IMessageAdapter> CloneAsync(CancellationToken cancellationToken)
result = orderBookTruncateMessageAdapter.CloneAsync(cancellationToken)
Create a copy of OrderBookTruncateMessageAdapter.
- cancellationToken
- CancellationToken
返回值: Copy.
OnInnerAdapterNewOutMessageAsync
protected override ValueTask OnInnerAdapterNewOutMessageAsync(Message message, CancellationToken cancellationToken)
result = orderBookTruncateMessageAdapter.OnInnerAdapterNewOutMessageAsync(message, cancellationToken)
进程 & ###InnerAdapter+##输出消息.
- message
- 腾讯.
- cancellationToken
- 取消的代币。
OnSendInMessageAsync
protected override ValueTask OnSendInMessageAsync(Message message, CancellationToken cancellationToken)
result = orderBookTruncateMessageAdapter.OnSendInMessageAsync(message, cancellationToken)
发来消息
- message
- Message.
- cancellationToken
- CancellationToken