AlphaVantageMessageAdapter

StockSharp.AlphaVantage

The message adapter for AlphaVantage.

Inherits: HistoricalMessageAdapter

Implements: ITokenAdapter

Constructors

AlphaVantageMessageAdapter
public AlphaVantageMessageAdapter(IdGenerator transactionIdGenerator)
alphaVantageMessageAdapter = AlphaVantageMessageAdapter(transactionIdGenerator)

Initializes a new instance of the AlphaVantageMessageAdapter.

transactionIdGenerator
Transaction id generator.

Properties

AllTimeFrames
public static IEnumerable<TimeSpan> AllTimeFrames { get; }
value = AlphaVantageMessageAdapter.AllTimeFrames

Possible time-frames.

AssociatedBoards
public override string[] AssociatedBoards { get; }
value = alphaVantageMessageAdapter.AssociatedBoards

The adapter can process subscription only with instruments associated with the specified board.

Token
public SecureString Token { get; set; }
value = alphaVantageMessageAdapter.Token
alphaVantageMessageAdapter.Token = value

Token.

Methods

ConnectAsync
protected override ValueTask ConnectAsync(ConnectMessage msg, CancellationToken token)
result = alphaVantageMessageAdapter.ConnectAsync(msg, token)
Load
public override void Load(SettingsStorage storage)
alphaVantageMessageAdapter.Load(storage)

Load settings.

storage
Settings storage.
OnTFCandlesSubscriptionAsync
protected override ValueTask OnTFCandlesSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)
result = alphaVantageMessageAdapter.OnTFCandlesSubscriptionAsync(mdMsg, cancellationToken)

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.

Save
public override void Save(SettingsStorage storage)
alphaVantageMessageAdapter.Save(storage)

Save settings.

storage
Settings storage.
SecurityLookupAsync
protected override ValueTask SecurityLookupAsync(SecurityLookupMessage lookupMsg, CancellationToken cancellationToken)
result = alphaVantageMessageAdapter.SecurityLookupAsync(lookupMsg, cancellationToken)