PolygonIOMessageAdapter

StockSharp.PolygonIO

The message adapter for PolygonIO.

继承自: MessageAdapter

实现: ITokenAdapter, IKeySecretAdapter, IAddressAdapter<string>

构造函数

PolygonIOMessageAdapter(IdGenerator)

Initializes a new instance of the PolygonIOMessageAdapter.

transactionIdGenerator: Transaction id generator.

属性

Address : string

Server address.

AllTimeFrames : IEnumerable<TimeSpan>

Possible time-frames.

ConnectionType : PolygonIOConnectionTypes

Connection type.

FeatureName : string

Feature name.

FlatFilesRepo : string

Polygon flat files (S3) bucket name.

FlatFilesSections : IEnumerable<SecurityTypes>

Instrument sections (security types) for Polygon flat-files. If empty, flat-files mode is off.

Key : SecureString

AWS access key id for Polygon flat files (S3).

Secret : SecureString

AWS secret access key for Polygon flat files (S3).

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.

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.

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.

OnNewsSubscriptionAsync(MarketDataMessage, CancellationToken) : ValueTask

Handles subscription request for news data. Override to provide implementation for news 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.

ResetAsync(ResetMessage, CancellationToken) : ValueTask

Save(SettingsStorage)

Save settings.

storage: Settings storage.

SecurityLookupAsync(SecurityLookupMessage, CancellationToken) : ValueTask