EdgeXMessageAdapter

EdgeXMessageAdapter(IdGenerator)

Initializes a new instance of the EdgeXMessageAdapter.

transactionIdGenerator

Transaction id generator.

AllTimeFrames : IEnumerable<TimeSpan>

Possible candle time-frames.

AssociatedBoards : string[]

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

ClearingAccount : string

edgeX clearing account.

DerivativesPrivateWsEndpoint : string

Derivatives private websocket endpoint.

DerivativesRestEndpoint : string

Derivatives REST endpoint.

DerivativesWsEndpoint : string

Derivatives websocket endpoint.

EnableSpotSection : bool

Enable experimental spot section.

IsDemo : bool

Connect to demo trading instead of real trading server.

IsSupportOrderBookIncrements : bool

Adapter translates incremental order books.

Key : SecureString

Key.

Passphrase : SecureString

edgeX passphrase.

Secret : SecureString

Secret.

Sections : IEnumerable<EdgeXSections>

Market sections.

SpotRestEndpoint : string

Spot REST endpoint.

SpotWsEndpoint : string

Spot websocket endpoint.

CancelOrderAsync(OrderCancelMessage, CancellationToken) : ValueTask

CancelOrderGroupAsync(OrderGroupCancelMessage, CancellationToken) : ValueTask

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.

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.

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.

OrderStatusAsync(OrderStatusMessage, CancellationToken) : ValueTask

PortfolioLookupAsync(PortfolioLookupMessage, CancellationToken) : ValueTask

RegisterOrderAsync(OrderRegisterMessage, CancellationToken) : ValueTask

ReplaceOrderAsync(OrderReplaceMessage, CancellationToken) : ValueTask

ResetAsync(ResetMessage, CancellationToken) : ValueTask

Save(SettingsStorage)

Save settings.

storage

Settings storage.

SecurityLookupAsync(SecurityLookupMessage, CancellationToken) : ValueTask

TimeAsync(TimeMessage, CancellationToken) : ValueTask

ToString() : string

Преобразовать к строковому представлению.

返回值: Строковое представление.

ValidateSecurityId(SecurityId) : bool

Validate the specified security id is supported by the adapter and subscription can be done.

secId

SecurityId.

返回值: Check result.