DukasCopyMessageAdapter

StockSharp.DukasCopy

The message adapter for DukasCopy.

Inherits: HistoricalMessageAdapter

Constructors

DukasCopyMessageAdapter
public DukasCopyMessageAdapter(IdGenerator transactionIdGenerator)
dukasCopyMessageAdapter = DukasCopyMessageAdapter(transactionIdGenerator)

Initializes a new instance of the DukasCopyMessageAdapter.

transactionIdGenerator
Transaction id generator.

Properties

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

Possible time-frames.

Attempts
public int Attempts { get; set; }
value = dukasCopyMessageAdapter.Attempts
dukasCopyMessageAdapter.Attempts = value

Number of attempts when error happened.

CandlesBuildFrom
public override IEnumerable<Level1Fields> CandlesBuildFrom { get; }
value = dukasCopyMessageAdapter.CandlesBuildFrom

Possible options for candles building.

CheckDates
public bool CheckDates { get; set; }
value = dukasCopyMessageAdapter.CheckDates
dukasCopyMessageAdapter.CheckDates = value

Check dates.

ZeroVolumesDowload
public bool ZeroVolumesDowload { get; set; }
value = dukasCopyMessageAdapter.ZeroVolumesDowload
dukasCopyMessageAdapter.ZeroVolumesDowload = value

Download zero volume candles.

Methods

IsAllDownloadingSupported
public override bool IsAllDownloadingSupported(DataType dataType)
result = dukasCopyMessageAdapter.IsAllDownloadingSupported(dataType)

Is for the specified all securities downloading enabled.

dataType
Data type info.

Returns: Check result.

Load
public override void Load(SettingsStorage storage)
dukasCopyMessageAdapter.Load(storage)

Load settings.

storage
Settings storage.
OnLevel1SubscriptionAsync
protected override ValueTask OnLevel1SubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)
result = dukasCopyMessageAdapter.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.

OnTFCandlesSubscriptionAsync
protected override ValueTask OnTFCandlesSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)
result = dukasCopyMessageAdapter.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)
dukasCopyMessageAdapter.Save(storage)

Save settings.

storage
Settings storage.
SecurityLookupAsync
protected override ValueTask SecurityLookupAsync(SecurityLookupMessage lookupMsg, CancellationToken token)
result = dukasCopyMessageAdapter.SecurityLookupAsync(lookupMsg, token)