AlorMessageAdapter
The message adapter for Alor.
Inherits: MessageAdapter
Implements: ITokenAdapter, IDemoAdapter
Constructors
AlorMessageAdapter(IdGenerator)
Initializes a new instance of the AlorMessageAdapter.
- transactionIdGenerator
- Transaction id generator.
Properties
AllTimeFrames : IEnumerable<TimeSpan>
Possible time-frames.
FeatureName : string
Feature name.
IsReplaceCommandEditCurrent : bool
Is the OrderReplaceMessage command edit a current order.
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.
Methods
IsAllDownloadingSupported(DataType) : bool
Is for the specified all securities downloading enabled.
- dataType
- Data type info.
Returns: Check result.
IsSupportCandlesUpdates(MarketDataMessage) : bool
Support candles subscription and live updates.
- subscription
- MarketDataMessage
Returns: 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.
Returns: 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.
Returns: 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.
Returns: 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.
Returns: A ValueTask representing the asynchronous operation.