BvmtMarketDataAdapter

StockSharp.Bvmt

The messages adapter for Bvmt.

继承自: MessageAdapter

构造函数

BvmtMarketDataAdapter(IdGenerator)

Initializes a new instance of the BvmtMarketDataAdapter.

transactionIdGenerator: Transaction id generator.

属性

BBBOAddress : EndPoint

Best bid/offer channel.

CashTickSizeReferentialFilePath : string

Path to cash tick sizes referential file.

FBMUAddress : EndPoint

Full order book depth and BBO using Market Update message channel address.

FBOUAddress : EndPoint

Full order book depth using Order Update message and BBO with Market Update message channel address.

Group : string

Adapter group.

IsNativeIdentifiers : bool

Identify security in messages by native identifier Native.

IsSupportOrderBookIncrements : bool

Adapter translates incremental order books.

REFIAddress : EndPoint

Reference data and index package channel address.

REFTAddress : EndPoint

Reference data and full trade info channel address.

StorageName : string

Storage name.

方法

ConnectAsync(ConnectMessage, CancellationToken) : ValueTask

DisconnectAsync(DisconnectMessage, CancellationToken) : ValueTask

IsAllDownloadingSupported(DataType) : bool

Is for the specified all securities downloading enabled.

dataType: Data type info.

返回值: Check result.

IsSecurityRequired(DataType) : bool

Support filtering subscriptions (subscribe/unsubscribe for specified security).

dataType: Data type info.

返回值: Check result.

Load(SettingsStorage)

Load settings.

storage: Settings storage.

MarketDataAsync(MarketDataMessage, CancellationToken) : ValueTask

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.

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.

ResetAsync(ResetMessage, CancellationToken) : ValueTask

Save(SettingsStorage)

Save settings.

storage: Settings storage.

SecurityLookupAsync(SecurityLookupMessage, CancellationToken) : ValueTask

TimeAsync(TimeMessage, CancellationToken) : ValueTask