KrakenMessageAdapter
The message adapter for Kraken.
Hereda de: MessageAdapter
Implementa: IKeySecretAdapter
Constructores
KrakenMessageAdapter(IdGenerator)
Initializes a new instance of the KrakenMessageAdapter.
- transactionIdGenerator
- Transaction id generator.
Propiedades
AllTimeFrames : IEnumerable<TimeSpan>
Possible time-frames.
AssociatedBoards : string[]
The adapter can process subscription only with instruments associated with the specified board.
BalanceCheckInterval : TimeSpan
Balance check interval. Required in case of deposit and withdraw actions.
FeatureName : string
Feature name.
IsSupportExecutionsPnL : bool
Adapter fills PnL.
IsSupportOrderBookIncrements : bool
Adapter translates incremental order books.
Key : SecureString
Key.
Secret : SecureString
Secret.
SupportedOrderBookDepths : IEnumerable<int>
Available options for MaxDepth.
Métodos
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.
OnLevel1SubscriptionAsync(MarketDataMessage, CancellationToken) : ValueTask
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.
Devuelve: A ValueTask representing the asynchronous operation.
OnMarketDepthSubscriptionAsync(MarketDataMessage, CancellationToken) : ValueTask
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.
Devuelve: A ValueTask representing the asynchronous operation.
OnTFCandlesSubscriptionAsync(MarketDataMessage, CancellationToken) : ValueTask
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.
Devuelve: A ValueTask representing the asynchronous operation.
OnTicksSubscriptionAsync(MarketDataMessage, CancellationToken) : ValueTask
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.
Devuelve: A ValueTask representing the asynchronous operation.
Campos
DefaultHeartbeatInterval : TimeSpan
Default value for HeartbeatInterval.