HistoryMessageAdapter

HistoryMessageAdapter

public HistoryMessageAdapter(IdGenerator transactionIdGenerator, ISecurityProvider securityProvider, IHistoryMarketDataManager marketDataManager)

historyMessageAdapter = HistoryMessageAdapter(transactionIdGenerator, securityProvider, marketDataManager)

Initializes a new instance of the HistoryMessageAdapter.

transactionIdGenerator

Transaction id generator.

securityProvider

The provider of information about instruments.

marketDataManager

Market data manager.

AdapterCache

public MarketDataStorageCache AdapterCache { get; set; }

value = historyMessageAdapter.AdapterCache
historyMessageAdapter.AdapterCache = value

MarketDataStorageCache.

CheckTradableDates

public bool CheckTradableDates { get; set; }

value = historyMessageAdapter.CheckTradableDates
historyMessageAdapter.CheckTradableDates = value

Check loading dates are they tradable.

CurrentTime

public override DateTime CurrentTime { get; }

value = historyMessageAdapter.CurrentTime

Current time, which will be passed to the Time.

Drive

public IMarketDataDrive Drive { get; set; }

value = historyMessageAdapter.Drive
historyMessageAdapter.Drive = value

The storage which is used by default.

IsFullCandlesOnly

public override bool IsFullCandlesOnly { get; }

value = historyMessageAdapter.IsFullCandlesOnly

Translates CandleMessage as only fully filled.

LoadedMessageCount

public int LoadedMessageCount { get; }

value = historyMessageAdapter.LoadedMessageCount

The number of loaded events.

MarketTimeChangedInterval

public TimeSpan MarketTimeChangedInterval { get; set; }

value = historyMessageAdapter.MarketTimeChangedInterval
historyMessageAdapter.MarketTimeChangedInterval = value

The interval of message TimeMessage generation.

OrderLogMarketDepthBuilders

public IDictionary<SecurityId, IOrderLogMarketDepthBuilder> OrderLogMarketDepthBuilders { get; }

value = historyMessageAdapter.OrderLogMarketDepthBuilders

Order book builders.

PostTradeMarketTimeChangedCount

public int PostTradeMarketTimeChangedCount { get; set; }

value = historyMessageAdapter.PostTradeMarketTimeChangedCount
historyMessageAdapter.PostTradeMarketTimeChangedCount = value

The number of the event CurrentTimeChanged calls after end of trading.

SecurityProvider

public ISecurityProvider SecurityProvider { get; }

value = historyMessageAdapter.SecurityProvider

The provider of information about instruments.

StartDate

public DateTime StartDate { get; set; }

value = historyMessageAdapter.StartDate
historyMessageAdapter.StartDate = value

Date in history for starting the paper trading.

StopDate

public DateTime StopDate { get; set; }

value = historyMessageAdapter.StopDate
historyMessageAdapter.StopDate = value

Date in history to stop the paper trading (date is included).

StorageCache

public MarketDataStorageCache StorageCache { get; set; }

value = historyMessageAdapter.StorageCache
historyMessageAdapter.StorageCache = value

Cache.

StorageFormat

public StorageFormats StorageFormat { get; set; }

value = historyMessageAdapter.StorageFormat
historyMessageAdapter.StorageFormat = value

The format of market data.

StorageRegistry

public IStorageRegistry StorageRegistry { get; set; }

value = historyMessageAdapter.StorageRegistry
historyMessageAdapter.StorageRegistry = value

Market data storage.

UseOutChannel

public override bool UseOutChannel { get; }

value = historyMessageAdapter.UseOutChannel

Use channels for out messages.

CreateOrderLogMarketDepthBuilder

public override IOrderLogMarketDepthBuilder CreateOrderLogMarketDepthBuilder(SecurityId securityId)

result = historyMessageAdapter.CreateOrderLogMarketDepthBuilder(securityId)

Create market depth builder.

securityId

Security ID.

Returns: Order log to market depth builder.

DisposeManaged

protected override void DisposeManaged()

historyMessageAdapter.DisposeManaged()

Disposes the managed resources. Override this method to add custom clean up of managed resources.

GetSupportedMarketDataTypesAsync

public override IAsyncEnumerable<DataType> GetSupportedMarketDataTypesAsync(SecurityId securityId, DateTime? from, DateTime? to)

result = historyMessageAdapter.GetSupportedMarketDataTypesAsync(securityId, from, to)

Get supported by adapter message types.

securityId

SecurityId

from

Start date for request. If , then all available messages will be returned.

to

End date for request. If , then all available messages will be returned.

Returns: Supported by adapter market data types.

IsAllDownloadingSupported

public override bool IsAllDownloadingSupported(DataType dataType)

result = historyMessageAdapter.IsAllDownloadingSupported(dataType)

Is for the specified all securities downloading enabled.

dataType

Data type info.

Returns: Check result.

IsSupportCandlesUpdates

public override bool IsSupportCandlesUpdates(MarketDataMessage subscription)

result = historyMessageAdapter.IsSupportCandlesUpdates(subscription)

Support candles subscription and live updates.

subscription

MarketDataMessage

Returns: Check result.

OnSendInMessageAsync

protected override ValueTask OnSendInMessageAsync(Message message, CancellationToken cancellationToken)

result = historyMessageAdapter.OnSendInMessageAsync(message, cancellationToken)

Send in message handler.

message

Message

cancellationToken

CancellationToken

Returns: ValueTask

ToString

public override string ToString()

result = historyMessageAdapter.ToString()

Returns a string representation of the tuple, with values separated by commas.

Returns: A string representing the tuple's values.