MoexISSMessageAdapter

MoexISSMessageAdapter

public MoexISSMessageAdapter(IdGenerator transactionIdGenerator)

moexISSMessageAdapter = MoexISSMessageAdapter(transactionIdGenerator)

Initializes a new instance of the MoexISSMessageAdapter.

transactionIdGenerator

Transaction id generator.

AllTimeFrames

public static IEnumerable<TimeSpan> AllTimeFrames { get; }

value = MoexISSMessageAdapter.AllTimeFrames

Possible time-frames.

IsAllDownloadingSupported

public override bool IsAllDownloadingSupported(DataType dataType)

result = moexISSMessageAdapter.IsAllDownloadingSupported(dataType)

Is for the specified all securities downloading enabled.

dataType

Data type info.

Returns: Check result.

OnLevel1SubscriptionAsync

protected override ValueTask OnLevel1SubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = moexISSMessageAdapter.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.

OnTFCandlesSubscriptionAsync

protected override ValueTask OnTFCandlesSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = moexISSMessageAdapter.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.

SecurityLookupAsync

protected override ValueTask SecurityLookupAsync(SecurityLookupMessage lookupMsg, CancellationToken token)

result = moexISSMessageAdapter.SecurityLookupAsync(lookupMsg, token)