SlippageMessageAdapter
StockSharp.Algo.Slippage
消息适配器,自动计算出出出出错.
构造函数
SlippageMessageAdapter
public SlippageMessageAdapter(IMessageAdapter innerAdapter, ISlippageManager slippageManager)
slippageMessageAdapter = SlippageMessageAdapter(innerAdapter, slippageManager)
消息适配器,自动计算出出出出错.
- innerAdapter
- 适配器,将给它发信息.
- slippageManager
- 滑页管理器.
方法
CloneAsync
public override ValueTask<IMessageAdapter> CloneAsync(CancellationToken cancellationToken)
result = slippageMessageAdapter.CloneAsync(cancellationToken)
Create a copy of SlippageMessageAdapter.
- cancellationToken
- CancellationToken
返回值: Copy.
OnInnerAdapterNewOutMessageAsync
protected override ValueTask OnInnerAdapterNewOutMessageAsync(Message message, CancellationToken cancellationToken)
result = slippageMessageAdapter.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 = slippageMessageAdapter.OnSendInMessageAsync(message, cancellationToken)
发来消息
- message
- Message.
- cancellationToken
- CancellationToken