OandaMessageAdapter

StockSharp.Oanda

The messages adapter for OANDA.

Inherits: MessageAdapter

Implements: ITokenAdapter, IDemoAdapter

Constructors

OandaMessageAdapter
public OandaMessageAdapter(IdGenerator transactionIdGenerator)
oandaMessageAdapter = OandaMessageAdapter(transactionIdGenerator)

Initializes a new instance of the OandaMessageAdapter.

transactionIdGenerator
Transaction id generator.

Properties

AllTimeFrames
public static IEnumerable<TimeSpan> AllTimeFrames { get; }
value = OandaMessageAdapter.AllTimeFrames

Possible time-frames.

AssociatedBoards
public override string[] AssociatedBoards { get; }
value = oandaMessageAdapter.AssociatedBoards

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

FeatureName
public override string FeatureName { get; }
value = oandaMessageAdapter.FeatureName

Feature name.

IsDemo
public bool IsDemo { get; set; }
value = oandaMessageAdapter.IsDemo
oandaMessageAdapter.IsDemo = value

Connect to demo trading instead of real trading server.

IsSupportExecutionsPnL
public override bool IsSupportExecutionsPnL { get; }
value = oandaMessageAdapter.IsSupportExecutionsPnL

Adapter fills PnL.

IsSupportTransactionLog
public override bool IsSupportTransactionLog { get; }
value = oandaMessageAdapter.IsSupportTransactionLog

Adapter translates orders changes on reply of OrderStatusMessage.

LogOnlyTransactions
public bool LogOnlyTransactions { get; set; }
value = oandaMessageAdapter.LogOnlyTransactions
oandaMessageAdapter.LogOnlyTransactions = value

Write log messages only for transaction stream.

Token
public SecureString Token { get; set; }
value = oandaMessageAdapter.Token
oandaMessageAdapter.Token = value

Token.

UseCompression
public bool UseCompression { get; set; }
value = oandaMessageAdapter.UseCompression
oandaMessageAdapter.UseCompression = value

Compression.

Methods

CancelOrderAsync
protected override ValueTask CancelOrderAsync(OrderCancelMessage cancelMsg, CancellationToken cancellationToken)
result = oandaMessageAdapter.CancelOrderAsync(cancelMsg, cancellationToken)
ConnectAsync
protected override ValueTask ConnectAsync(ConnectMessage connectMsg, CancellationToken cancellationToken)
result = oandaMessageAdapter.ConnectAsync(connectMsg, cancellationToken)
DisconnectAsync
protected override ValueTask DisconnectAsync(DisconnectMessage disconnectMsg, CancellationToken cancellationToken)
result = oandaMessageAdapter.DisconnectAsync(disconnectMsg, cancellationToken)
IsAllDownloadingSupported
public override bool IsAllDownloadingSupported(DataType dataType)
result = oandaMessageAdapter.IsAllDownloadingSupported(dataType)

Is for the specified all securities downloading enabled.

dataType
Data type info.

Returns: Check result.

Load
public override void Load(SettingsStorage storage)
oandaMessageAdapter.Load(storage)

Load settings.

storage
Settings storage.
OnMarketDepthSubscriptionAsync
protected override ValueTask OnMarketDepthSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)
result = oandaMessageAdapter.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.

OnTFCandlesSubscriptionAsync
protected override ValueTask OnTFCandlesSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)
result = oandaMessageAdapter.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.

OrderStatusAsync
protected override ValueTask OrderStatusAsync(OrderStatusMessage statusMsg, CancellationToken cancellationToken)
result = oandaMessageAdapter.OrderStatusAsync(statusMsg, cancellationToken)
PortfolioLookupAsync
protected override ValueTask PortfolioLookupAsync(PortfolioLookupMessage lookupMsg, CancellationToken cancellationToken)
result = oandaMessageAdapter.PortfolioLookupAsync(lookupMsg, cancellationToken)
RegisterOrderAsync
protected override ValueTask RegisterOrderAsync(OrderRegisterMessage regMsg, CancellationToken cancellationToken)
result = oandaMessageAdapter.RegisterOrderAsync(regMsg, cancellationToken)
ReplaceOrderAsync
protected override ValueTask ReplaceOrderAsync(OrderReplaceMessage replaceMsg, CancellationToken cancellationToken)
result = oandaMessageAdapter.ReplaceOrderAsync(replaceMsg, cancellationToken)
ResetAsync
protected override ValueTask ResetAsync(ResetMessage resetMsg, CancellationToken cancellationToken)
result = oandaMessageAdapter.ResetAsync(resetMsg, cancellationToken)
Save
public override void Save(SettingsStorage storage)
oandaMessageAdapter.Save(storage)

Save settings.

storage
Settings storage.
SecurityLookupAsync
protected override ValueTask SecurityLookupAsync(SecurityLookupMessage lookupMsg, CancellationToken cancellationToken)
result = oandaMessageAdapter.SecurityLookupAsync(lookupMsg, cancellationToken)

Fields

DefaultHeartbeatInterval
public static readonly TimeSpan DefaultHeartbeatInterval
value = OandaMessageAdapter.DefaultHeartbeatInterval

Default value for HeartbeatInterval.