FinamMessageAdapter
StockSharp.Finam
The message adapter for Finam.
Inherits: HistoricalMessageAdapter
Constructors
FinamMessageAdapter(IdGenerator)
Initializes a new instance of the FinamMessageAdapter.
- transactionIdGenerator
- Transaction id generator.
Properties
AllTimeFrames : IEnumerable<TimeSpan>
Possible time-frames.
IncludeTicksOrigin : bool
Fill OriginSide.
IsNativeIdentifiers : bool
Identify security in messages by native identifier Native.
Methods
OnTFCandlesSubscriptionAsync(MarketDataMessage, CancellationToken) : ValueTask
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(MarketDataMessage, CancellationToken) : ValueTask
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.