Table of Contents

Class SlippageMessageAdapter

Namespace
StockSharp.Algo.Slippage
Assembly
StockSharp.Algo.dll

The message adapter, automatically calculating slippage.

public class SlippageMessageAdapter : MessageAdapterWrapper, IMessageAdapterWrapper, IMessageAdapter, IMessageChannel, ICloneable<IMessageChannel>, ICloneable, IPersistable, ILogReceiver, ILogSource, IDisposable
Inheritance
SlippageMessageAdapter
Implements
Inherited Members
Extension Methods

Remarks

Initializes a new instance of the SlippageMessageAdapter.

Constructors

SlippageMessageAdapter(IMessageAdapter)

The message adapter, automatically calculating slippage.

public SlippageMessageAdapter(IMessageAdapter innerAdapter)

Parameters

innerAdapter IMessageAdapter

The adapter, to which messages will be directed.

Remarks

Initializes a new instance of the SlippageMessageAdapter.

Properties

SlippageManager

Slippage manager.

public ISlippageManager SlippageManager { get; set; }

Property Value

ISlippageManager

Methods

Clone()

Create a copy of SlippageMessageAdapter.

public override IMessageChannel Clone()

Returns

IMessageChannel

Copy.

OnInnerAdapterNewOutMessage(Message)

Process InnerAdapter output message.

protected override void OnInnerAdapterNewOutMessage(Message message)

Parameters

message Message

The message.

OnSendInMessage(Message)

Send message.

protected override bool OnSendInMessage(Message message)

Parameters

message Message

Message.

Returns

bool

true if the specified message was processed successfully, otherwise, false.