RithmicMessageAdapter
The message adapter for Rithmic Protocol (protobuf/WebSocket).
Hereda de: MessageAdapter
Constructores
RithmicMessageAdapter(IdGenerator)
Initializes a new instance of the RithmicMessageAdapter.
- transactionIdGenerator
- Transaction id generator.
Propiedades
Password : SecureString
User password.
ServerAddress : string
Server address (wss://...).
SystemName : string
Rithmic system name.
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.