AlpacaMessageAdapter

StockSharp.Alpaca

The message adapter for Alpaca.

Erbt von: MessageAdapter

Implementiert: IKeySecretAdapter, IDemoAdapter

Konstruktoren

AlpacaMessageAdapter(IdGenerator)

Initializes a new instance of the AlpacaMessageAdapter.

transactionIdGenerator
Transaction id generator.

Eigenschaften

AllTimeFrames : IEnumerable<TimeSpan>

All possible time frames.

CryptoLocation : string

Data for the stock market.

FeatureName : string

Feature name.

IsDemo : bool

Connect to demo trading instead of real trading server.

IsSupportOrderBookIncrements : bool

Adapter translates incremental order books.

Key : SecureString

Key.

Secret : SecureString

Secret.

StockFeed : string

Data for the stock market.

Methoden

IsAllDownloadingSupported(DataType) : bool

Is for the specified all securities downloading enabled.

dataType
Data type info.

Rückgabe: Check result.

Load(SettingsStorage)

Load settings.

storage
Settings storage.
OnLevel1SubscriptionAsync(MarketDataMessage, CancellationToken) : ValueTask

Handles subscription request for level1 data. Override to provide implementation for level1 subscription processing. The default implementation throws NotSupported.

mdMsg
Market data subscription message.
cancellationToken
Cancellation token to cancel the operation.

Rückgabe: A ValueTask representing the asynchronous operation.

OnMarketDepthSubscriptionAsync(MarketDataMessage, CancellationToken) : ValueTask

Handles subscription request for market depth data. Override to provide implementation for market depth subscription processing. The default implementation throws NotSupported.

mdMsg
Market data subscription message.
cancellationToken
Cancellation token to cancel the operation.

Rückgabe: A ValueTask representing the asynchronous operation.

OnNewsSubscriptionAsync(MarketDataMessage, CancellationToken) : ValueTask

Handles subscription request for news data. Override to provide implementation for news subscription processing. The default implementation throws NotSupported.

mdMsg
Market data subscription message.
cancellationToken
Cancellation token to cancel the operation.

Rückgabe: A ValueTask representing the asynchronous operation.

OnTFCandlesSubscriptionAsync(MarketDataMessage, CancellationToken) : ValueTask

Handles subscription request for time-frame candles (TF candles) data. Override to provide implementation for TF candles subscription processing. The default implementation throws NotSupported.

mdMsg
Market data subscription message.
cancellationToken
Cancellation token to cancel the operation.

Rückgabe: A ValueTask representing the asynchronous operation.

OnTicksSubscriptionAsync(MarketDataMessage, CancellationToken) : ValueTask

Handles subscription request for ticks data. Override to provide implementation for ticks subscription processing. The default implementation throws NotSupported.

mdMsg
Market data subscription message.
cancellationToken
Cancellation token to cancel the operation.

Rückgabe: A ValueTask representing the asynchronous operation.

Save(SettingsStorage)

Save settings.

storage
Settings storage.
ToString() : string

Преобразовать к строковому представлению.

Rückgabe: Строковое представление.