LmaxMessageAdapter

LmaxMessageAdapter

public LmaxMessageAdapter(IdGenerator transactionIdGenerator)

lmaxMessageAdapter = LmaxMessageAdapter(transactionIdGenerator)

Initializes a new instance of the LmaxMessageAdapter.

transactionIdGenerator

Transaction id generator.

AssociatedBoards

public override string[] AssociatedBoards { get; }

value = lmaxMessageAdapter.AssociatedBoards

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

FeatureName

public override string FeatureName { get; }

value = lmaxMessageAdapter.FeatureName

Feature name.

IsDemo

public bool IsDemo { get; set; }

value = lmaxMessageAdapter.IsDemo
lmaxMessageAdapter.IsDemo = value

Connect to demo trading instead of real trading server.

Key

public SecureString Key { get; set; }

value = lmaxMessageAdapter.Key
lmaxMessageAdapter.Key = value

Key.

Location

public LmaxLocations Location { get; set; }

value = lmaxMessageAdapter.Location
lmaxMessageAdapter.Location = value

LMAX location.

Secret

public SecureString Secret { get; set; }

value = lmaxMessageAdapter.Secret
lmaxMessageAdapter.Secret = value

Secret.

CancelOrderAsync

protected override ValueTask CancelOrderAsync(OrderCancelMessage cancelMsg, CancellationToken cancellationToken)

result = lmaxMessageAdapter.CancelOrderAsync(cancelMsg, cancellationToken)

CancelOrderGroupAsync

protected override ValueTask CancelOrderGroupAsync(OrderGroupCancelMessage cancelMsg, CancellationToken cancellationToken)

result = lmaxMessageAdapter.CancelOrderGroupAsync(cancelMsg, cancellationToken)

ConnectAsync

protected override ValueTask ConnectAsync(ConnectMessage connectMsg, CancellationToken cancellationToken)

result = lmaxMessageAdapter.ConnectAsync(connectMsg, cancellationToken)

DisconnectAsync

protected override ValueTask DisconnectAsync(DisconnectMessage disconnectMsg, CancellationToken cancellationToken)

result = lmaxMessageAdapter.DisconnectAsync(disconnectMsg, cancellationToken)

IsAllDownloadingSupported

public override bool IsAllDownloadingSupported(DataType dataType)

result = lmaxMessageAdapter.IsAllDownloadingSupported(dataType)

Is for the specified all securities downloading enabled.

dataType

Data type info.

Returns: Check result.

Load

public override void Load(SettingsStorage storage)

lmaxMessageAdapter.Load(storage)

Load settings.

storage

Settings storage.

OnLevel1SubscriptionAsync

protected override ValueTask OnLevel1SubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = lmaxMessageAdapter.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 = lmaxMessageAdapter.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.

OnTicksSubscriptionAsync

protected override ValueTask OnTicksSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

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

PortfolioLookupAsync

protected override ValueTask PortfolioLookupAsync(PortfolioLookupMessage lookupMsg, CancellationToken cancellationToken)

result = lmaxMessageAdapter.PortfolioLookupAsync(lookupMsg, cancellationToken)

RegisterOrderAsync

protected override ValueTask RegisterOrderAsync(OrderRegisterMessage regMsg, CancellationToken cancellationToken)

result = lmaxMessageAdapter.RegisterOrderAsync(regMsg, cancellationToken)

ReplaceOrderAsync

protected override ValueTask ReplaceOrderAsync(OrderReplaceMessage replaceMsg, CancellationToken cancellationToken)

result = lmaxMessageAdapter.ReplaceOrderAsync(replaceMsg, cancellationToken)

ResetAsync

protected override ValueTask ResetAsync(ResetMessage resetMsg, CancellationToken cancellationToken)

result = lmaxMessageAdapter.ResetAsync(resetMsg, cancellationToken)

Save

public override void Save(SettingsStorage storage)

lmaxMessageAdapter.Save(storage)

Save settings.

storage

Settings storage.

SecurityLookupAsync

protected override ValueTask SecurityLookupAsync(SecurityLookupMessage lookupMsg, CancellationToken cancellationToken)

result = lmaxMessageAdapter.SecurityLookupAsync(lookupMsg, cancellationToken)

TimeAsync

protected override ValueTask TimeAsync(TimeMessage timeMsg, CancellationToken cancellationToken)

result = lmaxMessageAdapter.TimeAsync(timeMsg, cancellationToken)

ToString

public override string ToString()

result = lmaxMessageAdapter.ToString()

Преобразовать к строковому представлению.

Returns: Строковое представление.

DefaultHeartbeatInterval

public static readonly TimeSpan DefaultHeartbeatInterval

value = LmaxMessageAdapter.DefaultHeartbeatInterval

Default value for HeartbeatInterval.