DeribitMessageAdapter

DeribitMessageAdapter

public DeribitMessageAdapter(IdGenerator transactionIdGenerator)

deribitMessageAdapter = DeribitMessageAdapter(transactionIdGenerator)

Initializes a new instance of the DeribitMessageAdapter.

transactionIdGenerator

Transaction id generator.

Address

public string Address { get; set; }

value = deribitMessageAdapter.Address
deribitMessageAdapter.Address = value

Server address.

AllTimeFrames

public static IEnumerable<TimeSpan> AllTimeFrames { get; }

value = DeribitMessageAdapter.AllTimeFrames

Possible time-frames.

AssociatedBoards

public override string[] AssociatedBoards { get; }

value = deribitMessageAdapter.AssociatedBoards

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

CancelOnDisconnect

public bool CancelOnDisconnect { get; set; }

value = deribitMessageAdapter.CancelOnDisconnect
deribitMessageAdapter.CancelOnDisconnect = value

Cancel On Disconnect.

FeatureName

public override string FeatureName { get; }

value = deribitMessageAdapter.FeatureName

Feature name.

IsDemo

public bool IsDemo { get; set; }

value = deribitMessageAdapter.IsDemo
deribitMessageAdapter.IsDemo = value

Connect to demo trading instead of real trading server.

IsReplaceCommandEditCurrent

public override bool IsReplaceCommandEditCurrent { get; }

value = deribitMessageAdapter.IsReplaceCommandEditCurrent

Is the OrderReplaceMessage command edit a current order.

IsSupportOrderBookIncrements

public override bool IsSupportOrderBookIncrements { get; }

value = deribitMessageAdapter.IsSupportOrderBookIncrements

Adapter translates incremental order books.

Key

public SecureString Key { get; set; }

value = deribitMessageAdapter.Key
deribitMessageAdapter.Key = value

Key.

Secret

public SecureString Secret { get; set; }

value = deribitMessageAdapter.Secret
deribitMessageAdapter.Secret = value

Secret.

CancelOrderAsync

protected override ValueTask CancelOrderAsync(OrderCancelMessage cancelMsg, CancellationToken cancellationToken)

result = deribitMessageAdapter.CancelOrderAsync(cancelMsg, cancellationToken)

CancelOrderGroupAsync

protected override ValueTask CancelOrderGroupAsync(OrderGroupCancelMessage cancelMsg, CancellationToken cancellationToken)

result = deribitMessageAdapter.CancelOrderGroupAsync(cancelMsg, cancellationToken)

ConnectAsync

protected override ValueTask ConnectAsync(ConnectMessage connectMsg, CancellationToken cancellationToken)

result = deribitMessageAdapter.ConnectAsync(connectMsg, cancellationToken)

DisconnectAsync

protected override ValueTask DisconnectAsync(DisconnectMessage disconnectMsg, CancellationToken cancellationToken)

result = deribitMessageAdapter.DisconnectAsync(disconnectMsg, cancellationToken)

IsAllDownloadingSupported

public override bool IsAllDownloadingSupported(DataType dataType)

result = deribitMessageAdapter.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 = deribitMessageAdapter.IsSupportCandlesUpdates(subscription)

Support candles subscription and live updates.

subscription

MarketDataMessage

Returns: Check result.

Load

public override void Load(SettingsStorage storage)

deribitMessageAdapter.Load(storage)

Load settings.

storage

Settings storage.

OnLevel1SubscriptionAsync

protected override ValueTask OnLevel1SubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = deribitMessageAdapter.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.

OnMarketDepthSubscriptionAsync

protected override ValueTask OnMarketDepthSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = deribitMessageAdapter.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.

OnNewsSubscriptionAsync

protected override ValueTask OnNewsSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = deribitMessageAdapter.OnNewsSubscriptionAsync(mdMsg, cancellationToken)

Handles subscription request for news data. Override to provide implementation for news 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

protected override ValueTask OnTFCandlesSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = deribitMessageAdapter.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.

OnTicksSubscriptionAsync

protected override ValueTask OnTicksSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = deribitMessageAdapter.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.

OrderStatusAsync

protected override ValueTask OrderStatusAsync(OrderStatusMessage statusMsg, CancellationToken cancellationToken)

result = deribitMessageAdapter.OrderStatusAsync(statusMsg, cancellationToken)

PortfolioLookupAsync

protected override ValueTask PortfolioLookupAsync(PortfolioLookupMessage lookupMsg, CancellationToken cancellationToken)

result = deribitMessageAdapter.PortfolioLookupAsync(lookupMsg, cancellationToken)

RegisterOrderAsync

protected override ValueTask RegisterOrderAsync(OrderRegisterMessage regMsg, CancellationToken cancellationToken)

result = deribitMessageAdapter.RegisterOrderAsync(regMsg, cancellationToken)

ReplaceOrderAsync

protected override ValueTask ReplaceOrderAsync(OrderReplaceMessage replaceMsg, CancellationToken cancellationToken)

result = deribitMessageAdapter.ReplaceOrderAsync(replaceMsg, cancellationToken)

ResetAsync

protected override ValueTask ResetAsync(ResetMessage resetMsg, CancellationToken cancellationToken)

result = deribitMessageAdapter.ResetAsync(resetMsg, cancellationToken)

Save

public override void Save(SettingsStorage storage)

deribitMessageAdapter.Save(storage)

Save settings.

storage

Settings storage.

SecurityLookupAsync

protected override ValueTask SecurityLookupAsync(SecurityLookupMessage lookupMsg, CancellationToken cancellationToken)

result = deribitMessageAdapter.SecurityLookupAsync(lookupMsg, cancellationToken)

TimeAsync

protected override ValueTask TimeAsync(TimeMessage timeMsg, CancellationToken cancellationToken)

result = deribitMessageAdapter.TimeAsync(timeMsg, cancellationToken)

ToString

public override string ToString()

result = deribitMessageAdapter.ToString()

Преобразовать к строковому представлению.

Returns: Строковое представление.