AsterMessageAdapter
The message adapter for Aster.
Inherits: MessageAdapter
Implements: IKeySecretAdapter, IDemoAdapter
Constructors
public AsterMessageAdapter(IdGenerator transactionIdGenerator)
asterMessageAdapter = AsterMessageAdapter(transactionIdGenerator)
Initializes a new instance of the AsterMessageAdapter.
- transactionIdGenerator
- Transaction id generator.
Properties
public static IEnumerable<TimeSpan> AllTimeFrames { get; }
value = AsterMessageAdapter.AllTimeFrames
Possible candle time-frames.
public override string[] AssociatedBoards { get; }
value = asterMessageAdapter.AssociatedBoards
The adapter can process subscription only with instruments associated with the specified board.
public string DerivativesRestEndpoint { get; set; }
value = asterMessageAdapter.DerivativesRestEndpoint
asterMessageAdapter.DerivativesRestEndpoint = value
Derivatives REST endpoint.
public string DerivativesWsEndpoint { get; set; }
value = asterMessageAdapter.DerivativesWsEndpoint
asterMessageAdapter.DerivativesWsEndpoint = value
Derivatives websocket endpoint.
public bool IsDemo { get; set; }
value = asterMessageAdapter.IsDemo
asterMessageAdapter.IsDemo = value
Connect to demo trading instead of real trading server.
public override bool IsSupportOrderBookIncrements { get; }
value = asterMessageAdapter.IsSupportOrderBookIncrements
Adapter translates incremental order books.
public SecureString Key { get; set; }
value = asterMessageAdapter.Key
asterMessageAdapter.Key = value
Key.
public SecureString Secret { get; set; }
value = asterMessageAdapter.Secret
asterMessageAdapter.Secret = value
Secret.
public IEnumerable<AsterSections> Sections { get; set; }
value = asterMessageAdapter.Sections
asterMessageAdapter.Sections = value
Market sections.
public string SpotRestEndpoint { get; set; }
value = asterMessageAdapter.SpotRestEndpoint
asterMessageAdapter.SpotRestEndpoint = value
Spot REST endpoint.
public string SpotWsEndpoint { get; set; }
value = asterMessageAdapter.SpotWsEndpoint
asterMessageAdapter.SpotWsEndpoint = value
Spot websocket endpoint.
Methods
protected override ValueTask CancelOrderAsync(OrderCancelMessage cancelMsg, CancellationToken cancellationToken)
result = asterMessageAdapter.CancelOrderAsync(cancelMsg, cancellationToken)
protected override ValueTask CancelOrderGroupAsync(OrderGroupCancelMessage cancelMsg, CancellationToken cancellationToken)
result = asterMessageAdapter.CancelOrderGroupAsync(cancelMsg, cancellationToken)
protected override ValueTask ConnectAsync(ConnectMessage connectMsg, CancellationToken cancellationToken)
result = asterMessageAdapter.ConnectAsync(connectMsg, cancellationToken)
protected override ValueTask DisconnectAsync(DisconnectMessage disconnectMsg, CancellationToken cancellationToken)
result = asterMessageAdapter.DisconnectAsync(disconnectMsg, cancellationToken)
public override bool IsAllDownloadingSupported(DataType dataType)
result = asterMessageAdapter.IsAllDownloadingSupported(dataType)
Is for the specified all securities downloading enabled.
- dataType
- Data type info.
Returns: Check result.
public override bool IsSupportCandlesUpdates(MarketDataMessage subscription)
result = asterMessageAdapter.IsSupportCandlesUpdates(subscription)
Support candles subscription and live updates.
- subscription
- MarketDataMessage
Returns: Check result.
public override void Load(SettingsStorage storage)
asterMessageAdapter.Load(storage)
Load settings.
- storage
- Settings storage.
protected override ValueTask OnLevel1SubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)
result = asterMessageAdapter.OnLevel1SubscriptionAsync(mdMsg, cancellationToken)
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.
protected override ValueTask OnMarketDepthSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)
result = asterMessageAdapter.OnMarketDepthSubscriptionAsync(mdMsg, cancellationToken)
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.
protected override ValueTask OnTFCandlesSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)
result = asterMessageAdapter.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.
protected override ValueTask OnTicksSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)
result = asterMessageAdapter.OnTicksSubscriptionAsync(mdMsg, cancellationToken)
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.
protected override ValueTask OrderStatusAsync(OrderStatusMessage statusMsg, CancellationToken cancellationToken)
result = asterMessageAdapter.OrderStatusAsync(statusMsg, cancellationToken)
protected override ValueTask PortfolioLookupAsync(PortfolioLookupMessage lookupMsg, CancellationToken cancellationToken)
result = asterMessageAdapter.PortfolioLookupAsync(lookupMsg, cancellationToken)
protected override ValueTask RegisterOrderAsync(OrderRegisterMessage regMsg, CancellationToken cancellationToken)
result = asterMessageAdapter.RegisterOrderAsync(regMsg, cancellationToken)
protected override ValueTask ReplaceOrderAsync(OrderReplaceMessage replaceMsg, CancellationToken cancellationToken)
result = asterMessageAdapter.ReplaceOrderAsync(replaceMsg, cancellationToken)
protected override ValueTask ResetAsync(ResetMessage resetMsg, CancellationToken cancellationToken)
result = asterMessageAdapter.ResetAsync(resetMsg, cancellationToken)
public override void Save(SettingsStorage storage)
asterMessageAdapter.Save(storage)
Save settings.
- storage
- Settings storage.
protected override ValueTask SecurityLookupAsync(SecurityLookupMessage lookupMsg, CancellationToken cancellationToken)
result = asterMessageAdapter.SecurityLookupAsync(lookupMsg, cancellationToken)
protected override ValueTask TimeAsync(TimeMessage timeMsg, CancellationToken cancellationToken)
result = asterMessageAdapter.TimeAsync(timeMsg, cancellationToken)
public override string ToString()
result = asterMessageAdapter.ToString()
Преобразовать к строковому представлению.
Returns: Строковое представление.
protected override bool ValidateSecurityId(SecurityId secId)
result = asterMessageAdapter.ValidateSecurityId(secId)
Validate the specified security id is supported by the adapter and subscription can be done.
- secId
- SecurityId.
Returns: Check result.