MoexISSMessageAdapter
StockSharp.MoexISS
The message adapter for MoexISS.
Inherits: HistoricalMessageAdapter
Constructors
MoexISSMessageAdapter(IdGenerator)
Initializes a new instance of the MoexISSMessageAdapter.
- transactionIdGenerator
- Transaction id generator.
Properties
AllTimeFrames : IEnumerable<TimeSpan>
Possible time-frames.
Methods
IsAllDownloadingSupported(DataType) : bool
Is for the specified all securities downloading enabled.
- dataType
- Data type info.
Returns: Check result.
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.
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.