IQFeedMessageAdapter

IQFeedMessageAdapter(IdGenerator)

Initializes a new instance of the IQFeedMessageAdapter.

transactionIdGenerator

Transaction id generator.

AdminAddress : EndPoint

Address for obtaining service data.

AllTimeFrames : IEnumerable<TimeSpan>

Possible time-frames.

DerivativeAddress : EndPoint

Address for obtaining derivative data.

ExtraSetup : bool

The adapter requires extra setup.

FeatureName : string

Feature name.

IsDownloadSecurityFromSite : bool

Whether to load instruments from the archive of the IQFeed site. The default is off.

IsSupportOrderBookIncrements : bool

Adapter translates incremental order books.

Level1Address : EndPoint

Address for obtaining data on Level1.

Level1ColumnRegistry : IQFeedLevel1ColumnRegistry

The list of all available IQFeedLevel1Column.

Level1Columns : IEnumerable<IQFeedLevel1Column>

All IQFeedLevel1Column to be transmit.

Level2Address : EndPoint

Address for obtaining data on Level2.

Login : string

Login.

LookupAddress : EndPoint

Address for obtaining history data.

Offline : bool

Password : SecureString

Password.

ProductId : string

Product id.

SecuritiesFile : string

Path to file with IQFeed list of securities, downloaded from the website. If path is specified, then secondary download from website does not occur, and only the local copy gets parsed.

Version : Version

Protocol version.

ConnectAsync(ConnectMessage, CancellationToken) : ValueTask

CreateOrderLogMarketDepthBuilder(SecurityId) : IOrderLogMarketDepthBuilder

Create market depth builder.

securityId

Security ID.

戻り値: Order log to market depth builder.

DisconnectAsync(DisconnectMessage, CancellationToken) : ValueTask

IsAllDownloadingSupported(DataType) : bool

Is for the specified all securities downloading enabled.

dataType

Data type info.

戻り値: Check result.

IsSupportCandlesUpdates(MarketDataMessage) : bool

Support candles subscription and live updates.

subscription

MarketDataMessage

戻り値: Check result.

Load(SettingsStorage)

Load settings.

storage

Settings storage.

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.

戻り値: 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.

戻り値: A ValueTask representing the asynchronous operation.

OnNewsSubscriptionAsync(MarketDataMessage, CancellationToken) : ValueTask

Handles subscription request for news data. Override to provide implementation for news subscription processing. The default implementation throws NotSupported.

mdMsg

Market data subscription message.

cancellationToken

Cancellation token to cancel the operation.

戻り値: A ValueTask representing the asynchronous operation.

OnOrderLogSubscriptionAsync(MarketDataMessage, CancellationToken) : ValueTask

Handles subscription request for order log (trades/transactions) data. Override to provide implementation for order log subscription processing. The default implementation throws NotSupported.

mdMsg

Market data subscription message.

cancellationToken

Cancellation token to cancel the operation.

戻り値: 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.

戻り値: 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.

戻り値: A ValueTask representing the asynchronous operation.

ResetAsync(ResetMessage, CancellationToken) : ValueTask

Save(SettingsStorage)

Save settings.

storage

Settings storage.

SecurityLookupAsync(SecurityLookupMessage, CancellationToken) : ValueTask

ToString() : string

Преобразовать к строковому представлению.

戻り値: Строковое представление.

DefaultVersion : Version

Default value for Version.