DukasCopyMessageAdapter — StockSharp 文档

构造函数

DukasCopyMessageAdapter(IdGenerator)

Initializes a new instance of the DukasCopyMessageAdapter.

transactionIdGenerator: Transaction id generator.

属性

AllTimeFrames : IEnumerable<TimeSpan>

Possible time-frames.

Attempts : int

Number of attempts when error happened.

CandlesBuildFrom : IEnumerable<Level1Fields>

Possible options for candles building.

CheckDates : bool

Check dates.

ZeroVolumesDowload : bool

Download zero volume candles.

方法

IsAllDownloadingSupported(DataType) : bool

Is for the specified all securities downloading enabled.

dataType: Data type info.

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.

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.

Save(SettingsStorage)

Save settings.

storage: Settings storage.

SecurityLookupAsync(SecurityLookupMessage, CancellationToken) : ValueTask