RithmicMessageAdapter

StockSharp.Rithmic

The message adapter for Rithmic Protocol (protobuf/WebSocket).

Inherits: MessageAdapter

Constructors

RithmicMessageAdapter
public RithmicMessageAdapter(IdGenerator transactionIdGenerator)
rithmicMessageAdapter = RithmicMessageAdapter(transactionIdGenerator)

Initializes a new instance of the RithmicMessageAdapter.

transactionIdGenerator
Transaction id generator.

Properties

Password
public SecureString Password { get; set; }
value = rithmicMessageAdapter.Password
rithmicMessageAdapter.Password = value

User password.

ServerAddress
public string ServerAddress { get; set; }
value = rithmicMessageAdapter.ServerAddress
rithmicMessageAdapter.ServerAddress = value

Server address (wss://...).

SystemName
public string SystemName { get; set; }
value = rithmicMessageAdapter.SystemName
rithmicMessageAdapter.SystemName = value

Rithmic system name.

UserName
public string UserName { get; set; }
value = rithmicMessageAdapter.UserName
rithmicMessageAdapter.UserName = value

User login.

Methods

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

Is for the specified all securities downloading enabled.

dataType
Data type info.

Returns: Check result.

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

Load settings.

storage
Settings storage.
OnLevel1SubscriptionAsync
protected override ValueTask OnLevel1SubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)
result = rithmicMessageAdapter.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 = rithmicMessageAdapter.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.

OnTicksSubscriptionAsync
protected override ValueTask OnTicksSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)
result = rithmicMessageAdapter.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 statusMsg, CancellationToken cancellationToken)
result = rithmicMessageAdapter.OrderStatusAsync(statusMsg, cancellationToken)
PortfolioLookupAsync
protected override ValueTask PortfolioLookupAsync(PortfolioLookupMessage lookupMsg, CancellationToken cancellationToken)
result = rithmicMessageAdapter.PortfolioLookupAsync(lookupMsg, cancellationToken)
RegisterOrderAsync
protected override ValueTask RegisterOrderAsync(OrderRegisterMessage regMsg, CancellationToken cancellationToken)
result = rithmicMessageAdapter.RegisterOrderAsync(regMsg, cancellationToken)
ReplaceOrderAsync
protected override ValueTask ReplaceOrderAsync(OrderReplaceMessage replaceMsg, CancellationToken cancellationToken)
result = rithmicMessageAdapter.ReplaceOrderAsync(replaceMsg, cancellationToken)
ResetAsync
protected override ValueTask ResetAsync(ResetMessage msg, CancellationToken cancellationToken)
result = rithmicMessageAdapter.ResetAsync(msg, cancellationToken)
Save
public override void Save(SettingsStorage storage)
rithmicMessageAdapter.Save(storage)

Save settings.

storage
Settings storage.
SecurityLookupAsync
protected override ValueTask SecurityLookupAsync(SecurityLookupMessage lookupMsg, CancellationToken cancellationToken)
result = rithmicMessageAdapter.SecurityLookupAsync(lookupMsg, cancellationToken)
TimeAsync
protected override ValueTask TimeAsync(TimeMessage timeMsg, CancellationToken cancellationToken)
result = rithmicMessageAdapter.TimeAsync(timeMsg, cancellationToken)
ToString
public override string ToString()
result = rithmicMessageAdapter.ToString()

Преобразовать к строковому представлению.

Returns: Строковое представление.