LigtherMessageAdapter

LigtherMessageAdapter(IdGenerator)

Initializes a new instance of the LigtherMessageAdapter.

transactionIdGenerator

Transaction id generator.

AccountIndex : int

Lighter account index.

AllTimeFrames : IEnumerable<TimeSpan>

Possible candle time-frames.

ApiKeyIndex : int

Lighter API key index.

AssociatedBoards : string[]

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

DerivativesRestEndpoint : string

Derivatives REST endpoint.

DerivativesWsEndpoint : string

Derivatives websocket endpoint.

IsDemo : bool

Connect to demo trading instead of real trading server.

IsSupportOrderBookIncrements : bool

Adapter translates incremental order books.

Key : SecureString

Key.

Secret : SecureString

Secret.

Sections : IEnumerable<LigtherSections>

Market sections.

SpotRestEndpoint : string

Spot REST endpoint.

SpotWsEndpoint : string

Spot websocket endpoint.

UseWsReadOnlyMode : bool

Use websocket read-only mode query parameter when available.

CancelOrderAsync(OrderCancelMessage, CancellationToken) : ValueTask

CancelOrderGroupAsync(OrderGroupCancelMessage, CancellationToken) : ValueTask

ConnectAsync(ConnectMessage, CancellationToken) : ValueTask

DisconnectAsync(DisconnectMessage, CancellationToken) : ValueTask

IsAllDownloadingSupported(DataType) : bool

Is for the specified all securities downloading enabled.

dataType

Data type info.

Returns: Check result.

IsSupportCandlesUpdates(MarketDataMessage) : bool

Support candles subscription and live updates.

subscription

MarketDataMessage

Returns: Check result.

Load(SettingsStorage)

Load settings.

storage

Settings storage.

OnLevel1SubscriptionAsync(MarketDataMessage, CancellationToken) : ValueTask

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(MarketDataMessage, CancellationToken) : ValueTask

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(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.

OrderStatusAsync(OrderStatusMessage, CancellationToken) : ValueTask

PortfolioLookupAsync(PortfolioLookupMessage, CancellationToken) : ValueTask

RegisterOrderAsync(OrderRegisterMessage, CancellationToken) : ValueTask

ReplaceOrderAsync(OrderReplaceMessage, CancellationToken) : ValueTask

ResetAsync(ResetMessage, CancellationToken) : ValueTask

Save(SettingsStorage)

Save settings.

storage

Settings storage.

SecurityLookupAsync(SecurityLookupMessage, CancellationToken) : ValueTask

TimeAsync(TimeMessage, CancellationToken) : ValueTask

ToString() : string

Преобразовать к строковому представлению.

Returns: Строковое представление.

ValidateSecurityId(SecurityId) : bool

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

secId

SecurityId.

Returns: Check result.