AlpacaMessageAdapter
The message adapter for Alpaca.
继承自: MessageAdapter
实现: IKeySecretAdapter, IDemoAdapter
构造函数
AlpacaMessageAdapter(IdGenerator)
Initializes a new instance of the AlpacaMessageAdapter.
- transactionIdGenerator
- Transaction id generator.
属性
AllTimeFrames : IEnumerable<TimeSpan>
All possible time frames.
CryptoLocation : string
Data for the stock market.
FeatureName : string
Feature name.
IsSupportOrderBookIncrements : bool
Adapter translates incremental order books.
Key : SecureString
Key.
Secret : SecureString
Secret.
Sections : IEnumerable<AlpacaSections>
Sections.
方法
IsAllDownloadingSupported(DataType) : bool
Is for the specified all securities downloading enabled.
- dataType
- Data type info.
返回值: 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.
返回值: 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.
返回值: 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.
返回值: 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.
返回值: 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.
返回值: A ValueTask representing the asynchronous operation.