BitfinexMessageAdapter
The message adapter for Bitfinex.
Erbt von: MessageAdapter
Implementiert: IKeySecretAdapter
Konstruktoren
BitfinexMessageAdapter(IdGenerator)
Initializes a new instance of the BitfinexMessageAdapter.
- transactionIdGenerator
- Transaction id generator.
Eigenschaften
AllTimeFrames : IEnumerable<TimeSpan>
Possible time-frames.
AssociatedBoards : string[]
The adapter can process subscription only with instruments associated with the specified board.
CancelOnDisconnect : bool
Cancel On Disconnect.
FeatureName : string
Feature name.
IsReplaceCommandEditCurrent : bool
Is the OrderReplaceMessage command edit a current order.
IsSupportOrderBookIncrements : bool
Adapter translates incremental order books.
Key : SecureString
Key.
Secret : SecureString
Secret.
SupportedOrderBookDepths : IEnumerable<int>
Available options for MaxDepth.
Methoden
IsAllDownloadingSupported(DataType) : bool
Is for the specified all securities downloading enabled.
- dataType
- Data type info.
Rückgabe: Check result.
IsSupportCandlesUpdates(MarketDataMessage) : bool
Support candles subscription and live updates.
- subscription
- MarketDataMessage
Rückgabe: Check result.
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.
OnOrderLogSubscriptionAsync(MarketDataMessage, CancellationToken) : ValueTask
Handles subscription request for order log (trades/transactions) data. Override to provide implementation for order log 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.