Class PolygonIOMessageAdapter

Namespace

StockSharp.PolygonIO

Assembly

StockSharp.PolygonIO.dll

The message adapter for StockSharp.PolygonIO.

[MediaIcon("polygonio_logo.svg")]
[Display(ResourceType = typeof(LocalizedStrings), Name = "PolygonIO", Description = "MarketDataConnector", GroupName = "MarketData")]
[MessageAdapterCategory(MessageAdapterCategories.US|MessageAdapterCategories.Stock|MessageAdapterCategories.FX|MessageAdapterCategories.History|MessageAdapterCategories.RealTime|MessageAdapterCategories.Free|MessageAdapterCategories.Candles|MessageAdapterCategories.Futures|MessageAdapterCategories.Options)]
public class PolygonIOMessageAdapter : AsyncMessageAdapter, IMessageAdapter, IMessageChannel, ICloneable<IMessageChannel>, ICloneable, IPersistable, ILogReceiver, ILogSource, IDisposable, INotifyPropertyChanged, ITokenAdapter

Inheritance

object

BaseLogSource

BaseLogReceiver

MessageAdapter

AsyncMessageAdapter

PolygonIOMessageAdapter

Implements

IMessageAdapter

IMessageChannel

ICloneable<IMessageChannel>

ICloneable

IPersistable

ILogReceiver

ILogSource

IDisposable

INotifyPropertyChanged

ITokenAdapter

Inherited Members

AsyncMessageAdapter.DisposeManaged()

AsyncMessageAdapter.OnSendInMessage(Message)

AsyncMessageAdapter.PortfolioLookupAsync(PortfolioLookupMessage, CancellationToken)

AsyncMessageAdapter.BoardLookupAsync(BoardLookupMessage, CancellationToken)

AsyncMessageAdapter.OrderStatusAsync(OrderStatusMessage, CancellationToken)

AsyncMessageAdapter.RegisterOrderAsync(OrderRegisterMessage, CancellationToken)

AsyncMessageAdapter.ReplaceOrderAsync(OrderReplaceMessage, CancellationToken)

AsyncMessageAdapter.ReplaceOrderPairAsync(OrderPairReplaceMessage, CancellationToken)

AsyncMessageAdapter.CancelOrderAsync(OrderCancelMessage, CancellationToken)

AsyncMessageAdapter.CancelOrderGroupAsync(OrderGroupCancelMessage, CancellationToken)

AsyncMessageAdapter.TimeAsync(TimeMessage, CancellationToken)

AsyncMessageAdapter.ProcessMessageAsync(Message, CancellationToken)

AsyncMessageAdapter.MarketDataAsync(MarketDataMessage, CancellationToken)

AsyncMessageAdapter.OnMarketDepthSubscriptionAsync(MarketDataMessage, CancellationToken)

AsyncMessageAdapter.OnOrderLogSubscriptionAsync(MarketDataMessage, CancellationToken)

AsyncMessageAdapter.OnCandlesSubscriptionAsync(MarketDataMessage, CancellationToken)

AsyncMessageAdapter.GetHistoryStepSize(SecurityId, DataType, out TimeSpan)

AsyncMessageAdapter.IsSupportPartialDownloading

AsyncMessageAdapter.DisconnectTimeout

AsyncMessageAdapter.MaxParallelMessages

AsyncMessageAdapter.FaultDelay

MessageAdapter.GetSupportedDataTypes(SecurityId)

MessageAdapter.ValidateSecurityId(SecurityId)

MessageAdapter.SendInMessage(Message)

MessageAdapter.SendOutMessage(Message)

MessageAdapter.SendOutDisconnectMessage(bool)

MessageAdapter.SendOutDisconnectMessage(Exception)

MessageAdapter.SendOutError(string)

MessageAdapter.SendOutError(Exception)

MessageAdapter.SendSubscriptionReply(long, Exception)

MessageAdapter.SendSubscriptionNotSupported(long)

MessageAdapter.SendSubscriptionFinished(long, DateTimeOffset?)

MessageAdapter.SendSubscriptionOnline(long)

MessageAdapter.SendSubscriptionResult(ISubscriptionMessage)

MessageAdapter.CreateOrderLogMarketDepthBuilder(SecurityId)

MessageAdapter.GetTimeFrames(SecurityId, DateTimeOffset?, DateTimeOffset?)

MessageAdapter.GetCandleArgs(Type, SecurityId, DateTimeOffset?, DateTimeOffset?)

MessageAdapter.GetMaxCount(DataType)

MessageAdapter.IsSecurityRequired(DataType)

MessageAdapter.Clone()

MessageAdapter.OnPropertyChanged(string)

MessageAdapter.SupportedInMessages

MessageAdapter.SupportedResultMessages

MessageAdapter.PossibleSupportedMessages

MessageAdapter.SupportedMarketDataTypes

MessageAdapter.CandlesBuildFrom

MessageAdapter.CheckTimeFrameByRequest

MessageAdapter.HeartbeatInterval

MessageAdapter.IsNativeIdentifiersPersistable

MessageAdapter.IsNativeIdentifiers

MessageAdapter.IsFullCandlesOnly

MessageAdapter.IsSupportSubscriptions

MessageAdapter.IsSupportCandlesUpdates

MessageAdapter.IsSupportCandlesPriceLevels

MessageAdapter.Categories

MessageAdapter.StorageName

MessageAdapter.Platform

MessageAdapter.SecurityExtendedFields

MessageAdapter.SupportedOrderBookDepths

MessageAdapter.IsSupportOrderBookIncrements

MessageAdapter.IsSupportExecutionsPnL

MessageAdapter.IsSecurityNewsOnly

MessageAdapter.OrderConditionType

MessageAdapter.HeartbeatBeforConnect

MessageAdapter.Icon

MessageAdapter.IsAutoReplyOnTransactonalUnsubscription

MessageAdapter.EnqueueSubscriptions

MessageAdapter.IsSupportTransactionLog

MessageAdapter.IsReplaceCommandEditCurrent

MessageAdapter.GenerateOrderBookFromLevel1

MessageAdapter.ReConnectionSettings

MessageAdapter.TransactionIdGenerator

MessageAdapter.AssociatedBoard

MessageAdapter.UseChannels

MessageAdapter.IterationInterval

MessageAdapter.LookupTimeout

MessageAdapter.IsPositionsEmulationRequired

MessageAdapter.Name

MessageAdapter.NewOutMessage

BaseLogSource.RaiseLog(LogMessage)

BaseLogSource.ToString()

BaseLogSource.Id

BaseLogSource.Parent

BaseLogSource.LogLevel

BaseLogSource.CurrentTime

BaseLogSource.IsRoot

BaseLogSource.ParentRemoved

BaseLogSource.Log

Extension Methods

XamlHelper.CopyToClipboard<T>(T)

Paths.SerializeToString<T>(T, bool)

Paths.Serialize<T>(T, bool)

Paths.Serialize<T>(T, string, bool)

EditorExtensions.ToItemsSource(object, Type, bool?, ListSortDirection?, Func<IItemsSourceItem, bool>, Func<object, string>, Func<object, string>)

XamlHelper.EnsureUIThread(object)

XamlHelper.ShowModel<TWindow>(object, DependencyObject)

XamlHelper.WpfCast<T>(object)

VirtualPropertyRegistry.TryGetVirtualValue(object, string, out object)

Constructors

PolygonIOMessageAdapter(IdGenerator)

Initializes a new instance of the PolygonIOMessageAdapter.

public PolygonIOMessageAdapter(IdGenerator transactionIdGenerator)

Parameters

transactionIdGenerator IdGenerator

Transaction id generator.

Properties

AllTimeFrames

Possible time-frames.

public static IEnumerable<TimeSpan> AllTimeFrames { get; }

Property Value

IEnumerable<TimeSpan>

ConnectionType

Connection type.

[Display(ResourceType = typeof(LocalizedStrings), Name = "ConnectionType", Description = "ConnectionType", GroupName = "Connection", Order = 2)]
public PolygonIOConnectionTypes ConnectionType { get; set; }

Property Value

PolygonIOConnectionTypes

FeatureName

Feature name.

public override string FeatureName { get; }

Property Value

string

TimeFrames

Get possible time-frames for the specified instrument.

protected override IEnumerable<TimeSpan> TimeFrames { get; }

Property Value

IEnumerable<TimeSpan>

Token

Token.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Token", Description = "TokenDot", GroupName = "Connection", Order = 0)]
public SecureString Token { get; set; }

Property Value

SecureString

Methods

ConnectAsync(ConnectMessage, CancellationToken)

Process ConnectMessage.

public override ValueTask ConnectAsync(ConnectMessage connectMsg, CancellationToken cancellationToken)

Parameters

connectMsg ConnectMessage

ConnectMessage.

cancellationToken CancellationToken

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.

Load(SettingsStorage)

Load settings.

public override void Load(SettingsStorage storage)

Parameters

storage SettingsStorage

Settings storage.

OnLevel1SubscriptionAsync(MarketDataMessage, CancellationToken)

protected override ValueTask OnLevel1SubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

Parameters

mdMsg MarketDataMessage

cancellationToken CancellationToken

Returns

ValueTask

OnNewsSubscriptionAsync(MarketDataMessage, CancellationToken)

protected override ValueTask OnNewsSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

Parameters

mdMsg MarketDataMessage

cancellationToken CancellationToken

Returns

ValueTask

OnTFCandlesSubscriptionAsync(MarketDataMessage, CancellationToken)

protected override ValueTask OnTFCandlesSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

Parameters

mdMsg MarketDataMessage

cancellationToken CancellationToken

Returns

ValueTask

OnTicksSubscriptionAsync(MarketDataMessage, CancellationToken)

protected override ValueTask OnTicksSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

Parameters

mdMsg MarketDataMessage

cancellationToken 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.