OkexMessageAdapter

OkexMessageAdapter

public OkexMessageAdapter(IdGenerator transactionIdGenerator)

okexMessageAdapter = OkexMessageAdapter(transactionIdGenerator)

Initializes a new instance of the OkexMessageAdapter.

transactionIdGenerator

Transaction id generator.

AdminPassword

public SecureString AdminPassword { get; set; }

value = okexMessageAdapter.AdminPassword
okexMessageAdapter.AdminPassword = value

Administrative password.

AllTimeFrames

public static IEnumerable<TimeSpan> AllTimeFrames { get; }

value = OkexMessageAdapter.AllTimeFrames

Possible time-frames.

AssociatedBoards

public override string[] AssociatedBoards { get; }

value = okexMessageAdapter.AssociatedBoards

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

IsDemo

public bool IsDemo { get; set; }

value = okexMessageAdapter.IsDemo
okexMessageAdapter.IsDemo = value

Is demo.

IsSupportOrderBookIncrements

public override bool IsSupportOrderBookIncrements { get; }

value = okexMessageAdapter.IsSupportOrderBookIncrements

Adapter translates incremental order books.

Key

public SecureString Key { get; set; }

value = okexMessageAdapter.Key
okexMessageAdapter.Key = value

Key.

Passphrase

public SecureString Passphrase { get; set; }

value = okexMessageAdapter.Passphrase
okexMessageAdapter.Passphrase = value

Passphrase.

RecentOrdersRequestLimit

public int RecentOrdersRequestLimit { get; set; }

value = okexMessageAdapter.RecentOrdersRequestLimit
okexMessageAdapter.RecentOrdersRequestLimit = value

Number of requested recent orders for each instrument type.

RecentTradesRequestLimit

public int RecentTradesRequestLimit { get; set; }

value = okexMessageAdapter.RecentTradesRequestLimit
okexMessageAdapter.RecentTradesRequestLimit = value

Number of requested recent trades.

RestAddress

public string RestAddress { get; set; }

value = okexMessageAdapter.RestAddress
okexMessageAdapter.RestAddress = value

REST address.

Secret

public SecureString Secret { get; set; }

value = okexMessageAdapter.Secret
okexMessageAdapter.Secret = value

Secret.

SupportedOrderBookDepths

public override IEnumerable<int> SupportedOrderBookDepths { get; }

value = okexMessageAdapter.SupportedOrderBookDepths

Available options for MaxDepth.

WebSocketAddressBusiness

public string WebSocketAddressBusiness { get; set; }

value = okexMessageAdapter.WebSocketAddressBusiness
okexMessageAdapter.WebSocketAddressBusiness = value

WebSocket address (business).

WebSocketAddressPrivate

public string WebSocketAddressPrivate { get; set; }

value = okexMessageAdapter.WebSocketAddressPrivate
okexMessageAdapter.WebSocketAddressPrivate = value

WebSocket address (private).

WebSocketAddressPublic

public string WebSocketAddressPublic { get; set; }

value = okexMessageAdapter.WebSocketAddressPublic
okexMessageAdapter.WebSocketAddressPublic = value

WebSocket address (public).

CancelOrderAsync

protected override ValueTask CancelOrderAsync(OrderCancelMessage cancelMsg, CancellationToken token)

result = okexMessageAdapter.CancelOrderAsync(cancelMsg, token)

ConnectAsync

protected override ValueTask ConnectAsync(ConnectMessage msg, CancellationToken cancellationToken)

result = okexMessageAdapter.ConnectAsync(msg, cancellationToken)

DisconnectAsync

protected override ValueTask DisconnectAsync(DisconnectMessage msg, CancellationToken cancellationToken)

result = okexMessageAdapter.DisconnectAsync(msg, cancellationToken)

IsAllDownloadingSupported

public override bool IsAllDownloadingSupported(DataType dataType)

result = okexMessageAdapter.IsAllDownloadingSupported(dataType)

Is for the specified all securities downloading enabled.

dataType

Data type info.

Returns: Check result.

IsSupportCandlesUpdates

public override bool IsSupportCandlesUpdates(MarketDataMessage subscription)

result = okexMessageAdapter.IsSupportCandlesUpdates(subscription)

Support candles subscription and live updates.

subscription

MarketDataMessage

Returns: Check result.

Load

public override void Load(SettingsStorage storage)

okexMessageAdapter.Load(storage)

Load settings.

storage

Settings storage.

OnLevel1SubscriptionAsync

protected override ValueTask OnLevel1SubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = okexMessageAdapter.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.

OnMarketDepthSubscriptionAsync

protected override ValueTask OnMarketDepthSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = okexMessageAdapter.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 = okexMessageAdapter.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.

OnTicksSubscriptionAsync

protected override ValueTask OnTicksSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = okexMessageAdapter.OnTicksSubscriptionAsync(mdMsg, cancellationToken)

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

protected override ValueTask OrderStatusAsync(OrderStatusMessage message, CancellationToken token)

result = okexMessageAdapter.OrderStatusAsync(message, token)

PortfolioLookupAsync

protected override ValueTask PortfolioLookupAsync(PortfolioLookupMessage message, CancellationToken token)

result = okexMessageAdapter.PortfolioLookupAsync(message, token)

RegisterOrderAsync

protected override ValueTask RegisterOrderAsync(OrderRegisterMessage regMsg, CancellationToken token)

result = okexMessageAdapter.RegisterOrderAsync(regMsg, token)

ReplaceOrderAsync

protected override ValueTask ReplaceOrderAsync(OrderReplaceMessage replaceMsg, CancellationToken cancellationToken)

result = okexMessageAdapter.ReplaceOrderAsync(replaceMsg, cancellationToken)

ResetAsync

protected override ValueTask ResetAsync(ResetMessage msg, CancellationToken cancellationToken)

result = okexMessageAdapter.ResetAsync(msg, cancellationToken)

Save

public override void Save(SettingsStorage storage)

okexMessageAdapter.Save(storage)

Save settings.

storage

Settings storage.

SecurityLookupAsync

protected override ValueTask SecurityLookupAsync(SecurityLookupMessage lookupMsg, CancellationToken token)

result = okexMessageAdapter.SecurityLookupAsync(lookupMsg, token)

TimeAsync

protected override ValueTask TimeAsync(TimeMessage timeMsg, CancellationToken cancellationToken)

result = okexMessageAdapter.TimeAsync(timeMsg, cancellationToken)

ToString

public override string ToString()

result = okexMessageAdapter.ToString()

Преобразовать к строковому представлению.

Returns: Строковое представление.

DefaultRecentOrdersRequestLimit

public const int DefaultRecentOrdersRequestLimit

value = OkexMessageAdapter.DefaultRecentOrdersRequestLimit

Default number of requested recent orders for each instrument type.

DefaultRecentTradesRequestLimit

public const int DefaultRecentTradesRequestLimit

value = OkexMessageAdapter.DefaultRecentTradesRequestLimit

Default number of requested recent orders for each instrument type.