Table of Contents

Class BvmtMarketDataAdapter

Namespace
StockSharp.Bvmt
Assembly
StockSharp.Bvmt.dll

The messages adapter for Bvmt.

[MediaIcon("bvmt_logo.svg")]
[Display(ResourceType = typeof(LocalizedStrings), Name = "TunisBvmt", Description = "StockConnector", GroupName = "America")]
[MessageAdapterCategory(MessageAdapterCategories.Stock|MessageAdapterCategories.RealTime|MessageAdapterCategories.Paid|MessageAdapterCategories.Ticks|MessageAdapterCategories.MarketDepth|MessageAdapterCategories.Level1)]
public class BvmtMarketDataAdapter : AsyncMessageAdapter, IMessageAdapter, IMessageChannel, ICloneable<IMessageChannel>, ICloneable, IPersistable, ILogReceiver, ILogSource, IDisposable, INotifyPropertyChanged
Inheritance
BvmtMarketDataAdapter
Implements
ICloneable<IMessageChannel>
IPersistable
Inherited Members
Extension Methods

Constructors

BvmtMarketDataAdapter(IdGenerator)

Initializes a new instance of the BvmtMarketDataAdapter.

public BvmtMarketDataAdapter(IdGenerator transactionIdGenerator)

Parameters

transactionIdGenerator IdGenerator

Transaction id generator.

Properties

BBBOAddress

Best bid/offer channel.

public EndPoint BBBOAddress { get; set; }

Property Value

EndPoint

CashTickSizeReferentialFilePath

Path to cash tick sizes referential file.

public string CashTickSizeReferentialFilePath { get; set; }

Property Value

string

FBMUAddress

Full order book depth and BBO using Market Update message channel address.

public EndPoint FBMUAddress { get; set; }

Property Value

EndPoint

FBOUAddress

Full order book depth using Order Update message and BBO with Market Update message channel address.

public EndPoint FBOUAddress { get; set; }

Property Value

EndPoint

Group

Adapter group.

public string Group { get; set; }

Property Value

string

IsNativeIdentifiers

Identify security in messages by native identifier Native.

public override bool IsNativeIdentifiers { get; }

Property Value

bool

REFIAddress

Reference data and index package channel address.

public EndPoint REFIAddress { get; set; }

Property Value

EndPoint

REFTAddress

Reference data and full trade info channel address.

public EndPoint REFTAddress { get; set; }

Property Value

EndPoint

StorageName

The storage name, associated with the adapter.

public override string StorageName { get; }

Property Value

string

Methods

ConnectAsync(ConnectMessage, CancellationToken)

Process ConnectMessage.

public override ValueTask ConnectAsync(ConnectMessage msg, CancellationToken token)

Parameters

msg ConnectMessage
token CancellationToken

Returns

ValueTask

ValueTask.

DisconnectAsync(DisconnectMessage, CancellationToken)

Process DisconnectMessage.

public override ValueTask DisconnectAsync(DisconnectMessage disconnectMsg, CancellationToken cancellationToken)

Parameters

disconnectMsg DisconnectMessage

DisconnectMessage.

cancellationToken CancellationToken

CancellationToken.

Returns

ValueTask

ValueTask.

IsAllDownloadingSupported(DataType)

Is for the specified dataType all securities downloading enabled.

public override bool IsAllDownloadingSupported(DataType dataType)

Parameters

dataType DataType

Data type info.

Returns

bool

Check result.

IsSecurityRequired(DataType)

Support filtering subscriptions (subscribe/unsubscribe for specified security).

public override bool IsSecurityRequired(DataType dataType)

Parameters

dataType DataType

Data type info.

Returns

bool

Check result.

Load(SettingsStorage)

Load settings.

public override void Load(SettingsStorage storage)

Parameters

storage SettingsStorage

Settings storage.

MarketDataAsync(MarketDataMessage, CancellationToken)

Process MarketDataMessage.

public override ValueTask MarketDataAsync(MarketDataMessage mdMsg, CancellationToken token)

Parameters

mdMsg MarketDataMessage

MarketDataMessage.

token CancellationToken

Returns

ValueTask

ValueTask.

OnLevel1SubscriptionAsync(MarketDataMessage, CancellationToken) 

protected override ValueTask OnLevel1SubscriptionAsync(MarketDataMessage mdMsg, CancellationToken token)

Parameters

mdMsg MarketDataMessage
token CancellationToken

Returns

ValueTask

OnMarketDepthSubscriptionAsync(MarketDataMessage, CancellationToken) 

protected override ValueTask OnMarketDepthSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken token)

Parameters

mdMsg MarketDataMessage
token CancellationToken

Returns

ValueTask

OnTicksSubscriptionAsync(MarketDataMessage, CancellationToken) 

protected override ValueTask OnTicksSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken token)

Parameters

mdMsg MarketDataMessage
token CancellationToken

Returns

ValueTask

ResetAsync(ResetMessage, CancellationToken)

Process ResetMessage.

public override ValueTask ResetAsync(ResetMessage resetMsg, CancellationToken cancellationToken)

Parameters

resetMsg ResetMessage

ResetMessage.

cancellationToken CancellationToken

CancellationToken.

Returns

ValueTask

ValueTask.

Remarks

Must NOT throw.

Save(SettingsStorage)

Save settings.

public override void Save(SettingsStorage storage)

Parameters

storage SettingsStorage

Settings storage.

SecurityLookupAsync(SecurityLookupMessage, CancellationToken)

Process SecurityLookupMessage.

public override ValueTask SecurityLookupAsync(SecurityLookupMessage lookupMsg, CancellationToken cancellationToken)

Parameters

lookupMsg SecurityLookupMessage

SecurityLookupMessage.

cancellationToken CancellationToken

CancellationToken.

Returns

ValueTask

ValueTask.

TimeAsync(TimeMessage, CancellationToken)

Process TimeMessage.

public override ValueTask TimeAsync(TimeMessage timeMsg, CancellationToken cancellationToken)

Parameters

timeMsg TimeMessage

TimeMessage.

cancellationToken CancellationToken

CancellationToken.

Returns

ValueTask

ValueTask.