SlippageMessageAdapter

StockSharp.Algo.Slippage

The message adapter, automatically calculating slippage.

继承自: MessageAdapterWrapper

构造函数

SlippageMessageAdapter(IMessageAdapter, ISlippageManager)

The message adapter, automatically calculating slippage.

innerAdapter
The adapter, to which messages will be directed.
slippageManager
Slippage manager.

方法

Clone() : IMessageAdapter

Create a copy of SlippageMessageAdapter.

返回值: Copy.

OnInnerAdapterNewOutMessageAsync(Message, CancellationToken) : ValueTask

Process InnerAdapter output message.

message
The message.
cancellationToken
Cancellation token.