Class FtxMessageAdapter
- Namespace
- StockSharp.FTX
- Assembly
- StockSharp.FTX.dll
The message adapter for StockSharp.FTX.
[MediaIcon("ftx_logo.svg")]
[Display(ResourceType = typeof(LocalizedStrings), Name = "FTX", Description = "CryptoConnector", GroupName = "Cryptocurrency")]
[MessageAdapterCategory(MessageAdapterCategories.Crypto|MessageAdapterCategories.RealTime|MessageAdapterCategories.Free|MessageAdapterCategories.Ticks|MessageAdapterCategories.MarketDepth|MessageAdapterCategories.Level1|MessageAdapterCategories.Transactions)]
public class FtxMessageAdapter : AsyncMessageAdapter, IMessageAdapter, IMessageChannel, ICloneable<IMessageChannel>, ICloneable, IPersistable, ILogReceiver, ILogSource, IDisposable, INotifyPropertyChanged, IKeySecretAdapter
- Inheritance
-
FtxMessageAdapter
- Implements
-
ICloneable<IMessageChannel>IPersistable
- Inherited Members
- Extension Methods
Constructors
FtxMessageAdapter(IdGenerator)
Initializes a new instance of the FtxMessageAdapter.
public FtxMessageAdapter(IdGenerator transactionIdGenerator)
Parameters
transactionIdGenerator
IdGeneratorTransaction id generator.
Fields
DefaultHeartbeatInterval
Default value for HeartbeatInterval.
public static readonly TimeSpan DefaultHeartbeatInterval
Field Value
Properties
AssociatedBoards
The adapter can process subscription only with instruments associated with the specified board.
public override string[] AssociatedBoards { get; }
Property Value
- string[]
Key
Key.
[Display(ResourceType = typeof(LocalizedStrings), Name = "Key", Description = "KeyDot", GroupName = "Connection", Order = 0)]
public SecureString Key { get; set; }
Property Value
Secret
Secret.
[Display(ResourceType = typeof(LocalizedStrings), Name = "Secret", Description = "SecretDesc", GroupName = "Connection", Order = 1)]
public SecureString Secret { get; set; }
Property Value
SubaccountName
SubAccount name from GUI
[Display(ResourceType = typeof(LocalizedStrings), Name = "SubAcc", Description = "SubAcc", GroupName = "Connection", Order = 2)]
public string SubaccountName { get; set; }
Property Value
SupportedOrderBookDepths
Available options for MaxDepth.
public override IEnumerable<int> SupportedOrderBookDepths { get; }
Property Value
TimeFrames
Get possible time-frames for the specified instrument.
protected override IEnumerable<TimeSpan> TimeFrames { get; }
Property Value
Methods
CancelOrderAsync(OrderCancelMessage, CancellationToken)
Process OrderCancelMessage.
public override ValueTask CancelOrderAsync(OrderCancelMessage cancelMsg, CancellationToken cancellationToken)
Parameters
cancelMsg
OrderCancelMessagecancellationToken
CancellationToken
Returns
CancelOrderGroupAsync(OrderGroupCancelMessage, CancellationToken)
Process OrderGroupCancelMessage.
public override ValueTask CancelOrderGroupAsync(OrderGroupCancelMessage cancelMsg, CancellationToken cancellationToken)
Parameters
cancelMsg
OrderGroupCancelMessagecancellationToken
CancellationToken
Returns
ConnectAsync(ConnectMessage, CancellationToken)
Process ConnectMessage.
public override ValueTask ConnectAsync(ConnectMessage connectMsg, CancellationToken cancellationToken)
Parameters
connectMsg
ConnectMessagecancellationToken
CancellationToken
Returns
DisconnectAsync(DisconnectMessage, CancellationToken)
Process DisconnectMessage.
public override ValueTask DisconnectAsync(DisconnectMessage disconnectMsg, CancellationToken cancellationToken)
Parameters
disconnectMsg
DisconnectMessagecancellationToken
CancellationToken
Returns
IsAllDownloadingSupported(DataType)
Is for the specified dataType
all securities downloading enabled.
public override bool IsAllDownloadingSupported(DataType dataType)
Parameters
dataType
DataTypeData type info.
Returns
- bool
Check result.
Load(SettingsStorage)
Load settings.
public override void Load(SettingsStorage storage)
Parameters
storage
SettingsStorageSettings storage.
OnLevel1SubscriptionAsync(MarketDataMessage, CancellationToken)
protected override ValueTask OnLevel1SubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)
Parameters
mdMsg
MarketDataMessagecancellationToken
CancellationToken
Returns
OnMarketDepthSubscriptionAsync(MarketDataMessage, CancellationToken)
protected override ValueTask OnMarketDepthSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)
Parameters
mdMsg
MarketDataMessagecancellationToken
CancellationToken
Returns
OnTFCandlesSubscriptionAsync(MarketDataMessage, CancellationToken)
protected override ValueTask OnTFCandlesSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)
Parameters
mdMsg
MarketDataMessagecancellationToken
CancellationToken
Returns
OnTicksSubscriptionAsync(MarketDataMessage, CancellationToken)
protected override ValueTask OnTicksSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)
Parameters
mdMsg
MarketDataMessagecancellationToken
CancellationToken
Returns
OrderStatusAsync(OrderStatusMessage, CancellationToken)
Process OrderStatusMessage.
public override ValueTask OrderStatusAsync(OrderStatusMessage statusMsg, CancellationToken cancellationToken)
Parameters
statusMsg
OrderStatusMessagecancellationToken
CancellationToken
Returns
PortfolioLookupAsync(PortfolioLookupMessage, CancellationToken)
Process PortfolioLookupMessage.
public override ValueTask PortfolioLookupAsync(PortfolioLookupMessage lookupMsg, CancellationToken cancellationToken)
Parameters
lookupMsg
PortfolioLookupMessagecancellationToken
CancellationToken
Returns
RegisterOrderAsync(OrderRegisterMessage, CancellationToken)
Process OrderRegisterMessage.
public override ValueTask RegisterOrderAsync(OrderRegisterMessage regMsg, CancellationToken cancellationToken)
Parameters
regMsg
OrderRegisterMessagecancellationToken
CancellationToken
Returns
ResetAsync(ResetMessage, CancellationToken)
Process ResetMessage.
public override ValueTask ResetAsync(ResetMessage resetMsg, CancellationToken cancellationToken)
Parameters
resetMsg
ResetMessagecancellationToken
CancellationToken
Returns
Remarks
Must NOT throw.
Save(SettingsStorage)
Save settings.
public override void Save(SettingsStorage storage)
Parameters
storage
SettingsStorageSettings storage.
SecurityLookupAsync(SecurityLookupMessage, CancellationToken)
Process SecurityLookupMessage.
public override ValueTask SecurityLookupAsync(SecurityLookupMessage lookupMsg, CancellationToken cancellationToken)
Parameters
lookupMsg
SecurityLookupMessagecancellationToken
CancellationToken
Returns
TimeAsync(TimeMessage, CancellationToken)
Process TimeMessage.
public override ValueTask TimeAsync(TimeMessage timeMsg, CancellationToken cancellationToken)
Parameters
timeMsg
TimeMessagecancellationToken
CancellationToken
Returns
ToString()
public override string ToString()