Skip to content

Commit b8ec626

Browse files
committed
BasketMessageAdapter: add SuppressOrderBookIncrements pipeline option
1 parent 632cbf7 commit b8ec626

3 files changed

Lines changed: 15 additions & 1 deletion

File tree

Algo/Basket/AdapterWrapperConfiguration.cs

Lines changed: 6 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -36,6 +36,12 @@ public record AdapterWrapperConfiguration
3636
/// </summary>
3737
public bool SupportOrderBookTruncate { get; init; }
3838

39+
/// <summary>
40+
/// When <see langword="true"/>, the <see cref="OrderBookIncrementMessageAdapter"/> is never added
41+
/// to the pipeline — even when the inner adapter reports <see cref="IMessageAdapter.IsSupportOrderBookIncrements"/>.
42+
/// </summary>
43+
public bool SuppressOrderBookIncrements { get; init; }
44+
3945
/// <summary>
4046
/// Use <see cref="LookupTrackingMessageAdapter"/>.
4147
/// </summary>

Algo/Basket/AdapterWrapperPipelineBuilder.cs

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -139,7 +139,7 @@ IMessageAdapter ApplyOwnInner(MessageAdapterWrapper a)
139139
adapter = ApplyOwnInner(new OrderLogMessageAdapter(adapter));
140140
}
141141

142-
if (config.SupportBuildingFromOrderLog || adapter.IsSupportOrderBookIncrements)
142+
if (!config.SuppressOrderBookIncrements && (config.SupportBuildingFromOrderLog || adapter.IsSupportOrderBookIncrements))
143143
{
144144
adapter = ApplyOwnInner(new OrderBookIncrementMessageAdapter(adapter));
145145
}

Algo/BasketMessageAdapter.cs

Lines changed: 8 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -377,6 +377,12 @@ bool IMessageAdapter.EnqueueSubscriptions
377377
/// </summary>
378378
public bool SupportOrderBookTruncate { get; set; } = true;
379379

380+
/// <summary>
381+
/// When <see langword="true"/>, the <see cref="OrderBookIncrementMessageAdapter"/> is never added
382+
/// to the pipeline — even when the inner adapter reports <see cref="IMessageAdapter.IsSupportOrderBookIncrements"/>.
383+
/// </summary>
384+
public bool SuppressOrderBookIncrements { get; set; }
385+
380386
/// <summary>
381387
/// Use <see cref="LookupTrackingMessageAdapter"/>.
382388
/// </summary>
@@ -475,6 +481,7 @@ private ValueTask<IMessageAdapter> CreateWrappers(IMessageAdapter adapter, Cance
475481
SupportCandlesCompression = SupportCandlesCompression,
476482
SupportBuildingFromOrderLog = SupportBuildingFromOrderLog,
477483
SupportOrderBookTruncate = SupportOrderBookTruncate,
484+
SuppressOrderBookIncrements = SuppressOrderBookIncrements,
478485
SupportLookupTracking = SupportLookupTracking,
479486
IsSupportTransactionLog = IsSupportTransactionLog,
480487
SupportSecurityAll = SupportSecurityAll,
@@ -1040,6 +1047,7 @@ public IMessageAdapter Clone()
10401047
SupportStorage = SupportStorage,
10411048
SupportBuildingFromOrderLog = SupportBuildingFromOrderLog,
10421049
SupportOrderBookTruncate = SupportOrderBookTruncate,
1050+
SuppressOrderBookIncrements = SuppressOrderBookIncrements,
10431051
SupportOffline = SupportOffline,
10441052
IgnoreExtraAdapters = IgnoreExtraAdapters,
10451053
NativeIdStorage = NativeIdStorage,

0 commit comments

Comments
 (0)