OandaMessageAdapter
The messages adapter for OANDA.
Inherits: MessageAdapter
Implements: ITokenAdapter, IDemoAdapter
Constructors
public OandaMessageAdapter(IdGenerator transactionIdGenerator)
oandaMessageAdapter = OandaMessageAdapter(transactionIdGenerator)
Initializes a new instance of the OandaMessageAdapter.
- transactionIdGenerator
- Transaction id generator.
Properties
public static IEnumerable<TimeSpan> AllTimeFrames { get; }
value = OandaMessageAdapter.AllTimeFrames
Possible time-frames.
public override string[] AssociatedBoards { get; }
value = oandaMessageAdapter.AssociatedBoards
The adapter can process subscription only with instruments associated with the specified board.
public override string FeatureName { get; }
value = oandaMessageAdapter.FeatureName
Feature name.
public bool IsDemo { get; set; }
value = oandaMessageAdapter.IsDemo
oandaMessageAdapter.IsDemo = value
Connect to demo trading instead of real trading server.
public override bool IsSupportExecutionsPnL { get; }
value = oandaMessageAdapter.IsSupportExecutionsPnL
Adapter fills PnL.
public override bool IsSupportTransactionLog { get; }
value = oandaMessageAdapter.IsSupportTransactionLog
Adapter translates orders changes on reply of OrderStatusMessage.
public bool LogOnlyTransactions { get; set; }
value = oandaMessageAdapter.LogOnlyTransactions
oandaMessageAdapter.LogOnlyTransactions = value
Write log messages only for transaction stream.
public SecureString Token { get; set; }
value = oandaMessageAdapter.Token
oandaMessageAdapter.Token = value
Token.
public bool UseCompression { get; set; }
value = oandaMessageAdapter.UseCompression
oandaMessageAdapter.UseCompression = value
Compression.
Methods
protected override ValueTask CancelOrderAsync(OrderCancelMessage cancelMsg, CancellationToken cancellationToken)
result = oandaMessageAdapter.CancelOrderAsync(cancelMsg, cancellationToken)
protected override ValueTask ConnectAsync(ConnectMessage connectMsg, CancellationToken cancellationToken)
result = oandaMessageAdapter.ConnectAsync(connectMsg, cancellationToken)
protected override ValueTask DisconnectAsync(DisconnectMessage disconnectMsg, CancellationToken cancellationToken)
result = oandaMessageAdapter.DisconnectAsync(disconnectMsg, cancellationToken)
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.
public override void Load(SettingsStorage storage)
oandaMessageAdapter.Load(storage)
Load settings.
- storage
- Settings storage.
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.
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.
protected override ValueTask OrderStatusAsync(OrderStatusMessage statusMsg, CancellationToken cancellationToken)
result = oandaMessageAdapter.OrderStatusAsync(statusMsg, cancellationToken)
protected override ValueTask PortfolioLookupAsync(PortfolioLookupMessage lookupMsg, CancellationToken cancellationToken)
result = oandaMessageAdapter.PortfolioLookupAsync(lookupMsg, cancellationToken)
protected override ValueTask RegisterOrderAsync(OrderRegisterMessage regMsg, CancellationToken cancellationToken)
result = oandaMessageAdapter.RegisterOrderAsync(regMsg, cancellationToken)
protected override ValueTask ReplaceOrderAsync(OrderReplaceMessage replaceMsg, CancellationToken cancellationToken)
result = oandaMessageAdapter.ReplaceOrderAsync(replaceMsg, cancellationToken)
protected override ValueTask ResetAsync(ResetMessage resetMsg, CancellationToken cancellationToken)
result = oandaMessageAdapter.ResetAsync(resetMsg, cancellationToken)
public override void Save(SettingsStorage storage)
oandaMessageAdapter.Save(storage)
Save settings.
- storage
- Settings storage.
protected override ValueTask SecurityLookupAsync(SecurityLookupMessage lookupMsg, CancellationToken cancellationToken)
result = oandaMessageAdapter.SecurityLookupAsync(lookupMsg, cancellationToken)
Fields
public static readonly TimeSpan DefaultHeartbeatInterval
value = OandaMessageAdapter.DefaultHeartbeatInterval
Default value for HeartbeatInterval.