HistoryMessageAdapter
The adapter, receiving messages form the storage IStorageRegistry.
Hereda de: MessageAdapter
Implementa: IEmulationMessageAdapter, IMessageAdapter, IMessageTransport, IPersistable, ILogReceiver, ILogSource, IDisposable, ICloneable<IMessageAdapter>, ICloneable
Constructores
HistoryMessageAdapter(IdGenerator, ISecurityProvider, IHistoryMarketDataManager)
Initializes a new instance of the HistoryMessageAdapter.
- transactionIdGenerator
- Transaction id generator.
- securityProvider
- The provider of information about instruments.
- marketDataManager
- Market data manager.
Propiedades
AdapterCache : MarketDataStorageCache
MarketDataStorageCache.
CheckTradableDates : bool
Check loading dates are they tradable.
CurrentTime : DateTime
Current UTC time.
Drive : IMarketDataDrive
The storage which is used by default.
IsFullCandlesOnly : bool
Translates CandleMessage as only fully filled.
LoadedMessageCount : int
The number of loaded events.
MarketTimeChangedInterval : TimeSpan
The interval of message TimeMessage generation.
OrderLogMarketDepthBuilders : IDictionary<SecurityId, IOrderLogMarketDepthBuilder>
Order book builders.
PostTradeMarketTimeChangedCount : int
The number of the event CurrentTimeChanged calls after end of trading.
SecurityProvider : ISecurityProvider
The provider of information about instruments.
StorageCache : MarketDataStorageCache
Cache.
StorageFormat : StorageFormats
The format of market data.
StorageRegistry : IStorageRegistry
Market data storage.
UseOutChannel : bool
Use channels for out messages.
Métodos
CreateOrderLogMarketDepthBuilder(SecurityId) : IOrderLogMarketDepthBuilder
Create market depth builder.
- securityId
- Security ID.
Devuelve: Order log to market depth builder.
DisposeManaged()
Release resources.
GetSupportedMarketDataTypesAsync(SecurityId, DateTime?, DateTime?) : IAsyncEnumerable<DataType>
Get supported by adapter message types.
- securityId
- SecurityId
- from
- Start date for request. If , then all available messages will be returned.
- to
- End date for request. If , then all available messages will be returned.
Devuelve: Supported by adapter market data types.
IsAllDownloadingSupported(DataType) : bool
Is for the specified all securities downloading enabled.
- dataType
- Data type info.
Devuelve: Check result.
IsSupportCandlesUpdates(MarketDataMessage) : bool
Support candles subscription and live updates.
- subscription
- MarketDataMessage
Devuelve: Check result.
OnSendInMessageAsync(Message, CancellationToken) : ValueTask
Send message.