BvmtMarketDataAdapter

BvmtMarketDataAdapter

public BvmtMarketDataAdapter(IdGenerator transactionIdGenerator)

bvmtMarketDataAdapter = BvmtMarketDataAdapter(transactionIdGenerator)

Initializes a new instance of the BvmtMarketDataAdapter.

transactionIdGenerator

Transaction id generator.

BBBOAddress

public EndPoint BBBOAddress { get; set; }

value = bvmtMarketDataAdapter.BBBOAddress
bvmtMarketDataAdapter.BBBOAddress = value

Best bid/offer channel.

CashTickSizeReferentialFilePath

public string CashTickSizeReferentialFilePath { get; set; }

value = bvmtMarketDataAdapter.CashTickSizeReferentialFilePath
bvmtMarketDataAdapter.CashTickSizeReferentialFilePath = value

Path to cash tick sizes referential file.

FBMUAddress

public EndPoint FBMUAddress { get; set; }

value = bvmtMarketDataAdapter.FBMUAddress
bvmtMarketDataAdapter.FBMUAddress = value

Full order book depth and BBO using Market Update message channel address.

FBOUAddress

public EndPoint FBOUAddress { get; set; }

value = bvmtMarketDataAdapter.FBOUAddress
bvmtMarketDataAdapter.FBOUAddress = value

Full order book depth using Order Update message and BBO with Market Update message channel address.

Group

public string Group { get; set; }

value = bvmtMarketDataAdapter.Group
bvmtMarketDataAdapter.Group = value

Adapter group.

IsNativeIdentifiers

public override bool IsNativeIdentifiers { get; }

value = bvmtMarketDataAdapter.IsNativeIdentifiers

Identify security in messages by native identifier Native.

IsSupportOrderBookIncrements

public override bool IsSupportOrderBookIncrements { get; }

value = bvmtMarketDataAdapter.IsSupportOrderBookIncrements

Adapter translates incremental order books.

REFIAddress

public EndPoint REFIAddress { get; set; }

value = bvmtMarketDataAdapter.REFIAddress
bvmtMarketDataAdapter.REFIAddress = value

Reference data and index package channel address.

REFTAddress

public EndPoint REFTAddress { get; set; }

value = bvmtMarketDataAdapter.REFTAddress
bvmtMarketDataAdapter.REFTAddress = value

Reference data and full trade info channel address.

StorageName

public override string StorageName { get; }

value = bvmtMarketDataAdapter.StorageName

The storage name, associated with the adapter.

ConnectAsync

protected override ValueTask ConnectAsync(ConnectMessage msg, CancellationToken token)

result = bvmtMarketDataAdapter.ConnectAsync(msg, token)

DisconnectAsync

protected override ValueTask DisconnectAsync(DisconnectMessage disconnectMsg, CancellationToken cancellationToken)

result = bvmtMarketDataAdapter.DisconnectAsync(disconnectMsg, cancellationToken)

IsAllDownloadingSupported

public override bool IsAllDownloadingSupported(DataType dataType)

result = bvmtMarketDataAdapter.IsAllDownloadingSupported(dataType)

Is for the specified all securities downloading enabled.

dataType

Data type info.

Returns: Check result.

IsSecurityRequired

public override bool IsSecurityRequired(DataType dataType)

result = bvmtMarketDataAdapter.IsSecurityRequired(dataType)

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

dataType

Data type info.

Returns: Check result.

Load

public override void Load(SettingsStorage storage)

bvmtMarketDataAdapter.Load(storage)

Load settings.

storage

Settings storage.

MarketDataAsync

protected override ValueTask MarketDataAsync(MarketDataMessage mdMsg, CancellationToken token)

result = bvmtMarketDataAdapter.MarketDataAsync(mdMsg, token)

OnLevel1SubscriptionAsync

protected override ValueTask OnLevel1SubscriptionAsync(MarketDataMessage mdMsg, CancellationToken token)

result = bvmtMarketDataAdapter.OnLevel1SubscriptionAsync(mdMsg, token)

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

protected override ValueTask OnMarketDepthSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken token)

result = bvmtMarketDataAdapter.OnMarketDepthSubscriptionAsync(mdMsg, token)

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.

OnTicksSubscriptionAsync

protected override ValueTask OnTicksSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken token)

result = bvmtMarketDataAdapter.OnTicksSubscriptionAsync(mdMsg, token)

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.

ResetAsync

protected override ValueTask ResetAsync(ResetMessage resetMsg, CancellationToken cancellationToken)

result = bvmtMarketDataAdapter.ResetAsync(resetMsg, cancellationToken)

Save

public override void Save(SettingsStorage storage)

bvmtMarketDataAdapter.Save(storage)

Save settings.

storage

Settings storage.

SecurityLookupAsync

protected override ValueTask SecurityLookupAsync(SecurityLookupMessage lookupMsg, CancellationToken cancellationToken)

result = bvmtMarketDataAdapter.SecurityLookupAsync(lookupMsg, cancellationToken)

TimeAsync

protected override ValueTask TimeAsync(TimeMessage timeMsg, CancellationToken cancellationToken)

result = bvmtMarketDataAdapter.TimeAsync(timeMsg, cancellationToken)