FinamMessageAdapter

FinamMessageAdapter

public FinamMessageAdapter(IdGenerator transactionIdGenerator)

finamMessageAdapter = FinamMessageAdapter(transactionIdGenerator)

Initializes a new instance of the FinamMessageAdapter.

transactionIdGenerator

Transaction id generator.

AllTimeFrames

public static IEnumerable<TimeSpan> AllTimeFrames { get; }

value = FinamMessageAdapter.AllTimeFrames

Possible time-frames.

IncludeTicksOrigin

public bool IncludeTicksOrigin { get; set; }

value = finamMessageAdapter.IncludeTicksOrigin
finamMessageAdapter.IncludeTicksOrigin = value

Fill OriginSide.

IsNativeIdentifiers

public override bool IsNativeIdentifiers { get; }

value = finamMessageAdapter.IsNativeIdentifiers

Identify security in messages by native identifier Native.

Load

public override void Load(SettingsStorage storage)

finamMessageAdapter.Load(storage)

Load settings.

storage

Settings storage.

OnTFCandlesSubscriptionAsync

protected override ValueTask OnTFCandlesSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = finamMessageAdapter.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 = finamMessageAdapter.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.

Save

public override void Save(SettingsStorage storage)

finamMessageAdapter.Save(storage)

Save settings.

storage

Settings storage.

SecurityLookupAsync

protected override ValueTask SecurityLookupAsync(SecurityLookupMessage message, CancellationToken cancellationToken)

result = finamMessageAdapter.SecurityLookupAsync(message, cancellationToken)