EdgeXMessageAdapter

EdgeXMessageAdapter

public EdgeXMessageAdapter(IdGenerator transactionIdGenerator)

edgeXMessageAdapter = EdgeXMessageAdapter(transactionIdGenerator)

Initializes a new instance of the EdgeXMessageAdapter.

transactionIdGenerator

Transaction id generator.

AllTimeFrames

public static IEnumerable<TimeSpan> AllTimeFrames { get; }

value = EdgeXMessageAdapter.AllTimeFrames

Possible candle time-frames.

AssociatedBoards

public override string[] AssociatedBoards { get; }

value = edgeXMessageAdapter.AssociatedBoards

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

ClearingAccount

public string ClearingAccount { get; set; }

value = edgeXMessageAdapter.ClearingAccount
edgeXMessageAdapter.ClearingAccount = value

edgeX clearing account.

DerivativesPrivateWsEndpoint

public string DerivativesPrivateWsEndpoint { get; set; }

value = edgeXMessageAdapter.DerivativesPrivateWsEndpoint
edgeXMessageAdapter.DerivativesPrivateWsEndpoint = value

Derivatives private websocket endpoint.

DerivativesRestEndpoint

public string DerivativesRestEndpoint { get; set; }

value = edgeXMessageAdapter.DerivativesRestEndpoint
edgeXMessageAdapter.DerivativesRestEndpoint = value

Derivatives REST endpoint.

DerivativesWsEndpoint

public string DerivativesWsEndpoint { get; set; }

value = edgeXMessageAdapter.DerivativesWsEndpoint
edgeXMessageAdapter.DerivativesWsEndpoint = value

Derivatives websocket endpoint.

EnableSpotSection

public bool EnableSpotSection { get; set; }

value = edgeXMessageAdapter.EnableSpotSection
edgeXMessageAdapter.EnableSpotSection = value

Enable experimental spot section.

IsDemo

public bool IsDemo { get; set; }

value = edgeXMessageAdapter.IsDemo
edgeXMessageAdapter.IsDemo = value

Connect to demo trading instead of real trading server.

IsSupportOrderBookIncrements

public override bool IsSupportOrderBookIncrements { get; }

value = edgeXMessageAdapter.IsSupportOrderBookIncrements

Adapter translates incremental order books.

Key

public SecureString Key { get; set; }

value = edgeXMessageAdapter.Key
edgeXMessageAdapter.Key = value

Key.

Passphrase

public SecureString Passphrase { get; set; }

value = edgeXMessageAdapter.Passphrase
edgeXMessageAdapter.Passphrase = value

edgeX passphrase.

Secret

public SecureString Secret { get; set; }

value = edgeXMessageAdapter.Secret
edgeXMessageAdapter.Secret = value

Secret.

Sections

public IEnumerable<EdgeXSections> Sections { get; set; }

value = edgeXMessageAdapter.Sections
edgeXMessageAdapter.Sections = value

Market sections.

SpotRestEndpoint

public string SpotRestEndpoint { get; set; }

value = edgeXMessageAdapter.SpotRestEndpoint
edgeXMessageAdapter.SpotRestEndpoint = value

Spot REST endpoint.

SpotWsEndpoint

public string SpotWsEndpoint { get; set; }

value = edgeXMessageAdapter.SpotWsEndpoint
edgeXMessageAdapter.SpotWsEndpoint = value

Spot websocket endpoint.

CancelOrderAsync

protected override ValueTask CancelOrderAsync(OrderCancelMessage cancelMsg, CancellationToken cancellationToken)

result = edgeXMessageAdapter.CancelOrderAsync(cancelMsg, cancellationToken)

CancelOrderGroupAsync

protected override ValueTask CancelOrderGroupAsync(OrderGroupCancelMessage cancelMsg, CancellationToken cancellationToken)

result = edgeXMessageAdapter.CancelOrderGroupAsync(cancelMsg, cancellationToken)

ConnectAsync

protected override ValueTask ConnectAsync(ConnectMessage connectMsg, CancellationToken cancellationToken)

result = edgeXMessageAdapter.ConnectAsync(connectMsg, cancellationToken)

DisconnectAsync

protected override ValueTask DisconnectAsync(DisconnectMessage disconnectMsg, CancellationToken cancellationToken)

result = edgeXMessageAdapter.DisconnectAsync(disconnectMsg, cancellationToken)

IsAllDownloadingSupported

public override bool IsAllDownloadingSupported(DataType dataType)

result = edgeXMessageAdapter.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 = edgeXMessageAdapter.IsSupportCandlesUpdates(subscription)

Support candles subscription and live updates.

subscription

MarketDataMessage

Returns: Check result.

Load

public override void Load(SettingsStorage storage)

edgeXMessageAdapter.Load(storage)

Load settings.

storage

Settings storage.

OnLevel1SubscriptionAsync

protected override ValueTask OnLevel1SubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = edgeXMessageAdapter.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 = edgeXMessageAdapter.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.

OnTFCandlesSubscriptionAsync

protected override ValueTask OnTFCandlesSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = edgeXMessageAdapter.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 = edgeXMessageAdapter.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 = edgeXMessageAdapter.OrderStatusAsync(statusMsg, cancellationToken)

PortfolioLookupAsync

protected override ValueTask PortfolioLookupAsync(PortfolioLookupMessage lookupMsg, CancellationToken cancellationToken)

result = edgeXMessageAdapter.PortfolioLookupAsync(lookupMsg, cancellationToken)

RegisterOrderAsync

protected override ValueTask RegisterOrderAsync(OrderRegisterMessage regMsg, CancellationToken cancellationToken)

result = edgeXMessageAdapter.RegisterOrderAsync(regMsg, cancellationToken)

ReplaceOrderAsync

protected override ValueTask ReplaceOrderAsync(OrderReplaceMessage replaceMsg, CancellationToken cancellationToken)

result = edgeXMessageAdapter.ReplaceOrderAsync(replaceMsg, cancellationToken)

ResetAsync

protected override ValueTask ResetAsync(ResetMessage resetMsg, CancellationToken cancellationToken)

result = edgeXMessageAdapter.ResetAsync(resetMsg, cancellationToken)

Save

public override void Save(SettingsStorage storage)

edgeXMessageAdapter.Save(storage)

Save settings.

storage

Settings storage.

SecurityLookupAsync

protected override ValueTask SecurityLookupAsync(SecurityLookupMessage lookupMsg, CancellationToken cancellationToken)

result = edgeXMessageAdapter.SecurityLookupAsync(lookupMsg, cancellationToken)

TimeAsync

protected override ValueTask TimeAsync(TimeMessage timeMsg, CancellationToken cancellationToken)

result = edgeXMessageAdapter.TimeAsync(timeMsg, cancellationToken)

ToString

public override string ToString()

result = edgeXMessageAdapter.ToString()

Преобразовать к строковому представлению.

Returns: Строковое представление.

ValidateSecurityId

protected override bool ValidateSecurityId(SecurityId secId)

result = edgeXMessageAdapter.ValidateSecurityId(secId)

Validate the specified security id is supported by the adapter and subscription can be done.

secId

SecurityId.

Returns: Check result.