LmaxMessageAdapter
The messages adapter for LMAX.
Hereda de: MessageAdapter
Implementa: IKeySecretAdapter, IDemoAdapter
Constructores
LmaxMessageAdapter(IdGenerator)
Initializes a new instance of the LmaxMessageAdapter.
- transactionIdGenerator
- Transaction id generator.
Propiedades
AssociatedBoards : string[]
The adapter can process subscription only with instruments associated with the specified board.
FeatureName : string
Feature name.
Key : SecureString
Key.
Location : LmaxLocations
LMAX location.
Secret : SecureString
Secret.
Métodos
IsAllDownloadingSupported(DataType) : bool
Is for the specified all securities downloading enabled.
- dataType
- Data type info.
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.
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.