BitfinexMessageAdapter

StockSharp.Bitfinex

The message adapter for Bitfinex.

继承自: MessageAdapter

实现: IKeySecretAdapter

构造函数

BitfinexMessageAdapter(IdGenerator)

Initializes a new instance of the BitfinexMessageAdapter.

transactionIdGenerator
Transaction id generator.

属性

AllTimeFrames : IEnumerable<TimeSpan>

Possible time-frames.

AssociatedBoards : string[]

The adapter can process subscription only with instruments associated with the specified board.

CancelOnDisconnect : bool

Cancel On Disconnect.

FeatureName : string

Feature name.

IsReplaceCommandEditCurrent : bool

Is the OrderReplaceMessage command edit a current order.

IsSupportOrderBookIncrements : bool

Adapter translates incremental order books.

Key : SecureString

Key.

Secret : SecureString

Secret.

SupportedOrderBookDepths : IEnumerable<int>

Available options for MaxDepth.

方法

IsAllDownloadingSupported(DataType) : bool

Is for the specified all securities downloading enabled.

dataType
Data type info.

返回值: Check result.

IsSupportCandlesUpdates(MarketDataMessage) : bool

Support candles subscription and live updates.

subscription
MarketDataMessage

返回值: 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.

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.

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.

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.

Save(SettingsStorage)

Save settings.

storage
Settings storage.
ToString() : string

Преобразовать к строковому представлению.

返回值: Строковое представление.