LmaxMessageAdapter

StockSharp.LMAX

The messages adapter for LMAX.

继承自: MessageAdapter

实现: IKeySecretAdapter, IDemoAdapter

构造函数

LmaxMessageAdapter(IdGenerator)

Initializes a new instance of the LmaxMessageAdapter.

transactionIdGenerator: Transaction id generator.

属性

AssociatedBoards : string[]

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

FeatureName : string

Feature name.

IsDemo : bool

Connect to demo trading instead of real trading server.

Key : SecureString

Key.

Location : LmaxLocations

LMAX location.

Secret : SecureString

Secret.

方法

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.

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.

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.

字段

DefaultHeartbeatInterval : TimeSpan

Default value for HeartbeatInterval.