SubscriptionSecurityAllMessageAdapter

StockSharp.Algo

所有订阅柜台适配器。

构造函数

public SubscriptionSecurityAllMessageAdapter(IMessageAdapter innerAdapter)

subscriptionSecurityAllMessageAdapter = SubscriptionSecurityAllMessageAdapter(innerAdapter)

所有订阅柜台适配器。

innerAdapter: 内相信息适配器.

方法

CanOpenLateSubscriber

private static bool CanOpenLateSubscriber(Message message)

result = SubscriptionSecurityAllMessageAdapter.CanOpenLateSubscriber(message)

A subscriber that arrives after the ALL subscription is already running is opened with the last message cached for its security, so that message has to state where the market is. A trade is an event that already happened, and a book increment is a difference against a book the subscriber has never seen - an increment also makes whatever was cached before it stale.

CloneAsync

public override ValueTask<IMessageAdapter> CloneAsync(CancellationToken cancellationToken)

result = subscriptionSecurityAllMessageAdapter.CloneAsync(cancellationToken)

Create a copy of SubscriptionSecurityAllMessageAdapter.

cancellationToken: CancellationToken

返回值: Copy.

OnInnerAdapterNewOutMessageAsync

protected override ValueTask OnInnerAdapterNewOutMessageAsync(Message message, CancellationToken cancellationToken)

result = subscriptionSecurityAllMessageAdapter.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 = subscriptionSecurityAllMessageAdapter.OnSendInMessageAsync(message, cancellationToken)

发来消息

message: Message.
cancellationToken: CancellationToken