OkexHistoryMessageAdapter

OkexHistoryMessageAdapter

public OkexHistoryMessageAdapter(IdGenerator transactionIdGenerator)

okexHistoryMessageAdapter = OkexHistoryMessageAdapter(transactionIdGenerator)

Initializes a new instance of the OkexHistoryMessageAdapter.

transactionIdGenerator

Transaction id generator.

Address

public string Address { get; set; }

value = okexHistoryMessageAdapter.Address
okexHistoryMessageAdapter.Address = value

Server address.

AllTimeFrames

public static IEnumerable<TimeSpan> AllTimeFrames { get; }

value = OkexHistoryMessageAdapter.AllTimeFrames

Possible time-frames.

CheckDates

public bool CheckDates { get; set; }

value = okexHistoryMessageAdapter.CheckDates
okexHistoryMessageAdapter.CheckDates = value

Try to check available date range before downloading.

IsSupportOrderBookIncrements

public override bool IsSupportOrderBookIncrements { get; }

value = okexHistoryMessageAdapter.IsSupportOrderBookIncrements

Adapter translates incremental order books.

IsAllDownloadingSupported

public override bool IsAllDownloadingSupported(DataType dataType)

result = okexHistoryMessageAdapter.IsAllDownloadingSupported(dataType)

Is for the specified all securities downloading enabled.

dataType

Data type info.

Returns: Check result.

Load

public override void Load(SettingsStorage storage)

okexHistoryMessageAdapter.Load(storage)

Load settings.

storage

Settings storage.

OnMarketDepthSubscriptionAsync

protected override ValueTask OnMarketDepthSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = okexHistoryMessageAdapter.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 = okexHistoryMessageAdapter.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 = okexHistoryMessageAdapter.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.

ResetAsync

protected override ValueTask ResetAsync(ResetMessage msg, CancellationToken token)

result = okexHistoryMessageAdapter.ResetAsync(msg, token)

Save

public override void Save(SettingsStorage storage)

okexHistoryMessageAdapter.Save(storage)

Save settings.

storage

Settings storage.

SecurityLookupAsync

protected override ValueTask SecurityLookupAsync(SecurityLookupMessage lookupMsg, CancellationToken token)

result = okexHistoryMessageAdapter.SecurityLookupAsync(lookupMsg, token)