PolygonIOMessageAdapter

PolygonIOMessageAdapter

public PolygonIOMessageAdapter(IdGenerator transactionIdGenerator)

polygonIOMessageAdapter = PolygonIOMessageAdapter(transactionIdGenerator)

Initializes a new instance of the PolygonIOMessageAdapter.

transactionIdGenerator

Transaction id generator.

Address

public string Address { get; set; }

value = polygonIOMessageAdapter.Address
polygonIOMessageAdapter.Address = value

Server address.

AllTimeFrames

public static IEnumerable<TimeSpan> AllTimeFrames { get; }

value = PolygonIOMessageAdapter.AllTimeFrames

Possible time-frames.

ConnectionType

public PolygonIOConnectionTypes ConnectionType { get; set; }

value = polygonIOMessageAdapter.ConnectionType
polygonIOMessageAdapter.ConnectionType = value

Connection type.

FeatureName

public override string FeatureName { get; }

value = polygonIOMessageAdapter.FeatureName

Feature name.

FlatFilesRepo

public string FlatFilesRepo { get; set; }

value = polygonIOMessageAdapter.FlatFilesRepo
polygonIOMessageAdapter.FlatFilesRepo = value

Polygon flat files (S3) bucket name.

FlatFilesSections

public IEnumerable<SecurityTypes> FlatFilesSections { get; set; }

value = polygonIOMessageAdapter.FlatFilesSections
polygonIOMessageAdapter.FlatFilesSections = value

Instrument sections (security types) for Polygon flat-files. If empty, flat-files mode is off.

Key

public SecureString Key { get; set; }

value = polygonIOMessageAdapter.Key
polygonIOMessageAdapter.Key = value

AWS access key id for Polygon flat files (S3).

Secret

public SecureString Secret { get; set; }

value = polygonIOMessageAdapter.Secret
polygonIOMessageAdapter.Secret = value

AWS secret access key for Polygon flat files (S3).

Token

public SecureString Token { get; set; }

value = polygonIOMessageAdapter.Token
polygonIOMessageAdapter.Token = value

Token.

ConnectAsync

protected override ValueTask ConnectAsync(ConnectMessage connectMsg, CancellationToken cancellationToken)

result = polygonIOMessageAdapter.ConnectAsync(connectMsg, cancellationToken)

DisconnectAsync

protected override ValueTask DisconnectAsync(DisconnectMessage disconnectMsg, CancellationToken cancellationToken)

result = polygonIOMessageAdapter.DisconnectAsync(disconnectMsg, cancellationToken)

IsAllDownloadingSupported

public override bool IsAllDownloadingSupported(DataType dataType)

result = polygonIOMessageAdapter.IsAllDownloadingSupported(dataType)

Is for the specified all securities downloading enabled.

dataType

Data type info.

Returns: Check result.

IsSecurityRequired

public override bool IsSecurityRequired(DataType dataType)

result = polygonIOMessageAdapter.IsSecurityRequired(dataType)

Support filtering subscriptions (subscribe/unsubscribe for specified security).

dataType

Data type info.

Returns: Check result.

Load

public override void Load(SettingsStorage storage)

polygonIOMessageAdapter.Load(storage)

Load settings.

storage

Settings storage.

OnLevel1SubscriptionAsync

protected override ValueTask OnLevel1SubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = polygonIOMessageAdapter.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.

OnNewsSubscriptionAsync

protected override ValueTask OnNewsSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = polygonIOMessageAdapter.OnNewsSubscriptionAsync(mdMsg, cancellationToken)

Handles subscription request for news data. Override to provide implementation for news 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 = polygonIOMessageAdapter.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 = polygonIOMessageAdapter.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 resetMsg, CancellationToken cancellationToken)

result = polygonIOMessageAdapter.ResetAsync(resetMsg, cancellationToken)

Save

public override void Save(SettingsStorage storage)

polygonIOMessageAdapter.Save(storage)

Save settings.

storage

Settings storage.

SecurityLookupAsync

protected override ValueTask SecurityLookupAsync(SecurityLookupMessage lookupMsg, CancellationToken cancellationToken)

result = polygonIOMessageAdapter.SecurityLookupAsync(lookupMsg, cancellationToken)