OandaMessageAdapter
The messages adapter for OANDA.
继承自: MessageAdapter
实现: ITokenAdapter, IDemoAdapter
构造函数
OandaMessageAdapter(IdGenerator)
Initializes a new instance of the OandaMessageAdapter.
- 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.
FeatureName : string
Feature name.
IsSupportExecutionsPnL : bool
Adapter fills PnL.
IsSupportTransactionLog : bool
Adapter translates orders changes on reply of OrderStatusMessage.
LogOnlyTransactions : bool
Write log messages only for transaction stream.
Token : SecureString
Token-rules, it is associated with (for example, for rule ISubscriptionProvider) the order will be a token). If rule is not associated with anything, will be returned.
UseCompression : bool
Compression.
方法
IsAllDownloadingSupported(DataType) : bool
Is for the specified all securities downloading enabled.
- dataType
- Data type info.
返回值: Check result.
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.
字段
DefaultHeartbeatInterval : TimeSpan
Default value for HeartbeatInterval.