Class AlpacaMessageAdapter
- Namespace
- StockSharp.Alpaca
- Assembly
- StockSharp.Alpaca.dll
The message adapter for StockSharp.Alpaca.
[MediaIcon("alpaca_logo.svg")]
[Doc("topics/api/connectors/stock_market/alpaca.html")]
[Display(ResourceType = typeof(LocalizedStrings), Name = "Alpaca", Description = "StockConnector", GroupName = "America")]
[MessageAdapterCategory(MessageAdapterCategories.US|MessageAdapterCategories.Stock|MessageAdapterCategories.RealTime|MessageAdapterCategories.Ticks|MessageAdapterCategories.Candles|MessageAdapterCategories.MarketDepth|MessageAdapterCategories.Level1|MessageAdapterCategories.Transactions|MessageAdapterCategories.Futures|MessageAdapterCategories.Options)]
[OrderCondition(typeof(AlpacaOrderCondition))]
public class AlpacaMessageAdapter : AsyncMessageAdapter, IMessageAdapter, IMessageChannel, ICloneable<IMessageChannel>, ICloneable, IPersistable, ILogReceiver, ILogSource, IDisposable, INotifyPropertyChanged, IKeySecretAdapter, IDemoAdapter- Inheritance
-
AlpacaMessageAdapter
- Implements
- Inherited Members
- Extension Methods
Constructors
AlpacaMessageAdapter(IdGenerator)
Initializes a new instance of the AlpacaMessageAdapter.
public AlpacaMessageAdapter(IdGenerator transactionIdGenerator)Parameters
transactionIdGeneratorIdGeneratorTransaction id generator.
Properties
AllTimeFrames
All possible time frames.
public static IEnumerable<TimeSpan> AllTimeFrames { get; }Property Value
CryptoLocation
Data for the stock market.
[Display(ResourceType = typeof(LocalizedStrings), Name = "Crypto", Description = "Source", GroupName = "Connection", Order = 4)]
[BasicSetting]
[ItemsSource(typeof(AlpacaMessageAdapter.CryptoLocationSource), IsEditable = true)]
public string CryptoLocation { get; set; }Property Value
FeatureName
Feature name.
public override string FeatureName { get; }Property Value
IsDemo
Connect to demo trading instead of real trading server.
[Display(ResourceType = typeof(LocalizedStrings), Name = "Demo", Description = "DemoTradingConnect", GroupName = "Connection", Order = 3)]
[BasicSetting]
public bool IsDemo { get; set; }Property Value
Key
Key.
[Display(ResourceType = typeof(LocalizedStrings), Name = "Key", Description = "KeyDot", GroupName = "Connection", Order = 0)]
[BasicSetting]
public SecureString Key { get; set; }Property Value
Secret
Secret.
[Display(ResourceType = typeof(LocalizedStrings), Name = "Secret", Description = "SecretDesc", GroupName = "Connection", Order = 1)]
[BasicSetting]
public SecureString Secret { get; set; }Property Value
Sections
Sections.
[Display(ResourceType = typeof(LocalizedStrings), Name = "Sections", Description = "SectionsDesc", GroupName = "Connection", Order = 5)]
[ItemsSource(typeof(AlpacaSections))]
[BasicSetting]
public IEnumerable<AlpacaSections> Sections { get; set; }Property Value
StockFeed
Data for the stock market.
[Display(ResourceType = typeof(LocalizedStrings), Name = "Stock", Description = "StockData", GroupName = "Connection", Order = 4)]
[BasicSetting]
[ItemsSource(typeof(AlpacaMessageAdapter.StockFeedSource), IsEditable = true)]
public string StockFeed { get; set; }Property Value
Methods
CancelOrderAsync(OrderCancelMessage, CancellationToken)
Process OrderCancelMessage.
public override ValueTask CancelOrderAsync(OrderCancelMessage message, CancellationToken cancellationToken)Parameters
messageOrderCancelMessagecancellationTokenCancellationToken
Returns
CancelOrderGroupAsync(OrderGroupCancelMessage, CancellationToken)
Process OrderGroupCancelMessage.
public override ValueTask CancelOrderGroupAsync(OrderGroupCancelMessage cancelMsg, CancellationToken cancellationToken)Parameters
cancelMsgOrderGroupCancelMessagecancellationTokenCancellationToken
Returns
ConnectAsync(ConnectMessage, CancellationToken)
Process ConnectMessage.
public override ValueTask ConnectAsync(ConnectMessage msg, CancellationToken cancellationToken)Parameters
msgConnectMessagecancellationTokenCancellationToken
Returns
DisconnectAsync(DisconnectMessage, CancellationToken)
Process DisconnectMessage.
public override ValueTask DisconnectAsync(DisconnectMessage msg, CancellationToken cancellationToken)Parameters
msgDisconnectMessagecancellationTokenCancellationToken
Returns
IsAllDownloadingSupported(DataType)
Is for the specified dataType all securities downloading enabled.
public override bool IsAllDownloadingSupported(DataType dataType)Parameters
dataTypeDataTypeData type info.
Returns
- bool
Check result.
Load(SettingsStorage)
Load settings.
public override void Load(SettingsStorage storage)Parameters
storageSettingsStorageSettings storage.
OnLevel1SubscriptionAsync(MarketDataMessage, CancellationToken)
protected override ValueTask OnLevel1SubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)Parameters
mdMsgMarketDataMessagecancellationTokenCancellationToken
Returns
OnMarketDepthSubscriptionAsync(MarketDataMessage, CancellationToken)
protected override ValueTask OnMarketDepthSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)Parameters
mdMsgMarketDataMessagecancellationTokenCancellationToken
Returns
OnNewsSubscriptionAsync(MarketDataMessage, CancellationToken)
protected override ValueTask OnNewsSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)Parameters
mdMsgMarketDataMessagecancellationTokenCancellationToken
Returns
OnTFCandlesSubscriptionAsync(MarketDataMessage, CancellationToken)
protected override ValueTask OnTFCandlesSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)Parameters
mdMsgMarketDataMessagecancellationTokenCancellationToken
Returns
OnTicksSubscriptionAsync(MarketDataMessage, CancellationToken)
protected override ValueTask OnTicksSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)Parameters
mdMsgMarketDataMessagecancellationTokenCancellationToken
Returns
OrderStatusAsync(OrderStatusMessage, CancellationToken)
Process OrderStatusMessage.
public override ValueTask OrderStatusAsync(OrderStatusMessage statusMsg, CancellationToken cancellationToken)Parameters
statusMsgOrderStatusMessagecancellationTokenCancellationToken
Returns
PortfolioLookupAsync(PortfolioLookupMessage, CancellationToken)
Process PortfolioLookupMessage.
public override ValueTask PortfolioLookupAsync(PortfolioLookupMessage lookupMsg, CancellationToken cancellationToken)Parameters
lookupMsgPortfolioLookupMessagecancellationTokenCancellationToken
Returns
RegisterOrderAsync(OrderRegisterMessage, CancellationToken)
Process OrderRegisterMessage.
public override ValueTask RegisterOrderAsync(OrderRegisterMessage regMsg, CancellationToken cancellationToken)Parameters
regMsgOrderRegisterMessagecancellationTokenCancellationToken
Returns
ReplaceOrderAsync(OrderReplaceMessage, CancellationToken)
Process OrderReplaceMessage.
public override ValueTask ReplaceOrderAsync(OrderReplaceMessage replaceMsg, CancellationToken cancellationToken)Parameters
replaceMsgOrderReplaceMessagecancellationTokenCancellationToken
Returns
ResetAsync(ResetMessage, CancellationToken)
Process ResetMessage.
public override ValueTask ResetAsync(ResetMessage resetMsg, CancellationToken cancellationToken)Parameters
resetMsgResetMessagecancellationTokenCancellationToken
Returns
Remarks
Must NOT throw.
Save(SettingsStorage)
Save settings.
public override void Save(SettingsStorage storage)Parameters
storageSettingsStorageSettings storage.
SecurityLookupAsync(SecurityLookupMessage, CancellationToken)
Process SecurityLookupMessage.
public override ValueTask SecurityLookupAsync(SecurityLookupMessage lookupMsg, CancellationToken cancellationToken)Parameters
lookupMsgSecurityLookupMessagecancellationTokenCancellationToken
Returns
ToString()
public override string ToString()