OrderLogMessageAdapter

StockSharp.Algo

The messages adapter build order book and tick data from order log flow.

继承自: MessageAdapterWrapper

构造函数

OrderLogMessageAdapter(IMessageAdapter)

The messages adapter build order book and tick data from order log flow.

innerAdapter
Underlying adapter.

方法

Clone() : IMessageAdapter

Create a copy of OrderLogMessageAdapter.

返回值: Copy.

OnInnerAdapterNewOutMessageAsync(Message, CancellationToken) : ValueTask

Process InnerAdapter output message.

message
The message.
cancellationToken
Cancellation token.