PolygonIOMessageAdapter

PolygonIOMessageAdapter(IdGenerator)

Initializes a new instance of the PolygonIOMessageAdapter.

transactionIdGenerator

Transaction id generator.

Address : string

Server address.

AllTimeFrames : IEnumerable<TimeSpan>

Possible time-frames.

ConnectionType : PolygonIOConnectionTypes

Connection type.

FeatureName : string

Feature name.

FlatFilesRepo : string

Polygon flat files (S3) bucket name.

FlatFilesSections : IEnumerable<SecurityTypes>

Instrument sections (security types) for Polygon flat-files. If empty, flat-files mode is off.

Key : SecureString

AWS access key id for Polygon flat files (S3).

Secret : SecureString

AWS secret access key for Polygon flat files (S3).

Token : SecureString

Token-rules, it is associated with (for example, for rule ISubscriptionProvider) the order will be a token). If rule is not associated with anything, will be returned.

ConnectAsync(ConnectMessage, CancellationToken) : ValueTask

DisconnectAsync(DisconnectMessage, CancellationToken) : ValueTask

IsAllDownloadingSupported(DataType) : bool

Is for the specified all securities downloading enabled.

dataType

Data type info.

Rückgabe: Check result.

IsSecurityRequired(DataType) : bool

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

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.

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.

ResetAsync(ResetMessage, CancellationToken) : ValueTask

Save(SettingsStorage)

Save settings.

storage

Settings storage.

SecurityLookupAsync(SecurityLookupMessage, CancellationToken) : ValueTask