OkexMessageAdapter
The message adapter for Okex.
Herda de: MessageAdapter
Implementa: IDemoAdapter, IKeySecretAdapter, IPassphraseAdapter
Construtores
OkexMessageAdapter(IdGenerator)
Initializes a new instance of the OkexMessageAdapter.
- transactionIdGenerator
- Transaction id generator.
Propriedades
AdminPassword : SecureString
Administrative password.
AllTimeFrames : IEnumerable<TimeSpan>
Possible time-frames.
AssociatedBoards : string[]
The adapter can process subscription only with instruments associated with the specified board.
IsSupportOrderBookIncrements : bool
Adapter translates incremental order books.
Key : SecureString
Key.
Passphrase : SecureString
Passphrase.
RecentOrdersRequestLimit : int
Number of requested recent orders for each instrument type.
RecentTradesRequestLimit : int
Number of requested recent trades.
RestAddress : string
REST address.
Secret : SecureString
Secret.
SupportedOrderBookDepths : IEnumerable<int>
Available options for MaxDepth.
WebSocketAddressBusiness : string
WebSocket address (business).
WebSocketAddressPrivate : string
WebSocket address (private).
WebSocketAddressPublic : string
WebSocket address (public).
Métodos
IsAllDownloadingSupported(DataType) : bool
Is for the specified all securities downloading enabled.
- dataType
- Data type info.
Retorna: Check result.
IsSupportCandlesUpdates(MarketDataMessage) : bool
Support candles subscription and live updates.
- subscription
- MarketDataMessage
Retorna: 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.
Retorna: 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.
Retorna: 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.
Retorna: 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.
Retorna: A ValueTask representing the asynchronous operation.
Campos
DefaultRecentOrdersRequestLimit : int
Default number of requested recent orders for each instrument type.
DefaultRecentTradesRequestLimit : int
Default number of requested recent orders for each instrument type.