Table of Contents

Class QuantFeedMessageAdapter

Namespace
StockSharp.QuantHouse
Assembly
StockSharp.QuantHouse.dll

QuantFEED market-data message adapter.

[MediaIcon("QuantHouse_logo.png")]
[Doc("topics/api/connectors/stock_market/quantfeed.html")]
[Display(ResourceType = typeof(LocalizedStrings), Name = "QuantFeed", Description = "MarketDataConnector", GroupName = "MarketData")]
[MessageAdapterCategory(MessageAdapterCategories.US|MessageAdapterCategories.Stock|MessageAdapterCategories.RealTime|MessageAdapterCategories.Ticks|MessageAdapterCategories.MarketDepth|MessageAdapterCategories.Level1|MessageAdapterCategories.OrderLog|MessageAdapterCategories.Futures|MessageAdapterCategories.Options)]
public class QuantFeedMessageAdapter : MessageAdapter, IMessageAdapter, IMessageChannel, ICloneable<IMessageChannel>, ICloneable, IPersistable, ILogReceiver, ILogSource, IDisposable, INotifyPropertyChanged, ILoginPasswordAdapter, IAddressAdapter<EndPoint>
Inheritance
QuantFeedMessageAdapter
Implements
Inherited Members
Extension Methods

Constructors

QuantFeedMessageAdapter(IdGenerator)

Initializes a new instance of the QuantFeedMessageAdapter.

public QuantFeedMessageAdapter(IdGenerator transactionIdGenerator)

Parameters

transactionIdGenerator IdGenerator

Transaction id generator.

Properties

Address

Server address.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Address", Description = "ServerAddressDot", GroupName = "General", Order = 0)]
[BasicSetting]
public EndPoint Address { get; set; }

Property Value

EndPoint

AllTimeFrames

Possible time-frames.

public static IEnumerable<TimeSpan> AllTimeFrames { get; }

Property Value

IEnumerable<TimeSpan>

CheckTimeFrameByRequest

Check possible time-frame by request.

public override bool CheckTimeFrameByRequest { get; }

Property Value

bool

FeatureName

Feature name.

public override string FeatureName { get; }

Property Value

string

IsNativeIdentifiers

Identify security in messages by native identifier Native.

public override bool IsNativeIdentifiers { get; }

Property Value

bool

IsSupportOrderBookIncrements

Adapter translates incremental order books.

public override bool IsSupportOrderBookIncrements { get; }

Property Value

bool

Login

Login.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Login", Description = "LoginDot", GroupName = "General", Order = 1)]
[BasicSetting]
public string Login { get; set; }

Property Value

string

Password

Password.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Password", Description = "PasswordDot", GroupName = "General", Order = 2)]
[BasicSetting]
public SecureString Password { get; set; }

Property Value

SecureString

SourceId

Source ID.

public int SourceId { get; set; }

Property Value

int

Methods

IsAllDownloadingSupported(DataType)

Is for the specified dataType all securities downloading enabled.

public override bool IsAllDownloadingSupported(DataType dataType)

Parameters

dataType DataType

Data type info.

Returns

bool

Check result.

IsSupportCandlesUpdates(MarketDataMessage)

Support candles subscription and live updates.

public override bool IsSupportCandlesUpdates(MarketDataMessage subscription)

Parameters

subscription MarketDataMessage

MarketDataMessage

Returns

bool

Check result.

Load(SettingsStorage)

Load settings.

public override void Load(SettingsStorage storage)

Parameters

storage SettingsStorage

Settings storage.

OnSendInMessage(Message)

Send message.

protected override bool OnSendInMessage(Message message)

Parameters

message Message

Message.

Returns

bool

true if the specified message was processed successfully, otherwise, false.

Save(SettingsStorage)

Save settings.

public override void Save(SettingsStorage storage)

Parameters

storage SettingsStorage

Settings storage.

ToString() 

public override string ToString()

Returns

string