Table of Contents

Class RithmicMessageAdapter

Namespace
StockSharp.Rithmic
Assembly
StockSharp.Rithmic.dll

The message adapter for StockSharp.Rithmic.

[OrderCondition(typeof(RithmicOrderCondition))]
[MediaIcon("Rithmic_logo.png")]
[Doc("topics/api/connectors/stock_market/rithmic.html")]
[Display(ResourceType = typeof(LocalizedStrings), Name = "Rithmic", Description = "StockConnector", GroupName = "America")]
[MessageAdapterCategory(MessageAdapterCategories.US|MessageAdapterCategories.Stock|MessageAdapterCategories.RealTime|MessageAdapterCategories.Free|MessageAdapterCategories.Ticks|MessageAdapterCategories.Candles|MessageAdapterCategories.MarketDepth|MessageAdapterCategories.Level1|MessageAdapterCategories.OrderLog|MessageAdapterCategories.Transactions|MessageAdapterCategories.Futures|MessageAdapterCategories.Options)]
public class RithmicMessageAdapter : AsyncMessageAdapter, IMessageAdapter, IMessageChannel, ICloneable<IMessageChannel>, ICloneable, IPersistable, ILogReceiver, ILogSource, IDisposable, INotifyPropertyChanged, ILoginPasswordAdapter, IDemoAdapter
Inheritance
RithmicMessageAdapter
Implements
Inherited Members
Extension Methods

Constructors

RithmicMessageAdapter(IdGenerator)

Initializes a new instance of the RithmicMessageAdapter.

public RithmicMessageAdapter(IdGenerator transactionIdGenerator)

Parameters

transactionIdGenerator IdGenerator

Transaction id generator.

Properties

AdminConnectionPoint

Connection point for administrative functions (initialization/deinitialization).

[Display(ResourceType = typeof(LocalizedStrings), Name = "AdminServer", Description = "AdminConnectionPoint", GroupName = "Connection", Order = 1)]
public string AdminConnectionPoint { get; set; }

Property Value

string

AllTimeFrames

Possible time-frames.

public static IEnumerable<TimeSpan> AllTimeFrames { get; }

Property Value

IEnumerable<TimeSpan>

DomainName

Domain name.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Domain", Description = "DomainName", GroupName = "Connection", Order = 7)]
public string DomainName { get; set; }

Property Value

string

DomainServerAddress

Domain address.

[Display(ResourceType = typeof(LocalizedStrings), Name = "DomainAddress", Description = "DomainAddressDesc", GroupName = "Connection", Order = 6)]
public string DomainServerAddress { get; set; }

Property Value

string

FeatureName

Feature name.

public override string FeatureName { get; }

Property Value

string

HistoricalConnectionPoint

Connection point for access to history data.

[Display(ResourceType = typeof(LocalizedStrings), Name = "History", Description = "HistoricalConnectionPoint", GroupName = "Connection", Order = 5)]
public string HistoricalConnectionPoint { get; set; }

Property Value

string

HistoricalPassword

Additional password. Password used for authentication with the history plant.

[Display(ResourceType = typeof(LocalizedStrings), Name = "HistoricalPassword", Description = "HistoricalPasswordDesc", GroupName = "Connection", Order = 12)]
public SecureString HistoricalPassword { get; set; }

Property Value

SecureString

HistoricalUserName

Additional login. User id used for authentication with the history plant.

[Display(ResourceType = typeof(LocalizedStrings), Name = "HistoricalUserName", Description = "HistoricalUserNameDesc", GroupName = "Connection", Order = 11)]
public string HistoricalUserName { get; set; }

Property Value

string

IsReplaceCommandEditCurrent

Is the OrderReplaceMessage command edit a current order.

public override bool IsReplaceCommandEditCurrent { get; }

Property Value

bool

LicenseServerAddress

Licenses server address.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Licenses", Description = "LicenseServerAddress", GroupName = "Connection", Order = 8)]
public string LicenseServerAddress { get; set; }

Property Value

string

LocalBrokerAddress

Broker address.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Broker", Description = "LocalBrokerAddress", GroupName = "Connection", Order = 9)]
public string LocalBrokerAddress { get; set; }

Property Value

string

LogFileName

Path to log file.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Log", Description = "PathLogsDesc", GroupName = "General", Order = 5)]
public string LogFileName { get; set; }

Property Value

string

LoggerAddress

Logger address.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Logs", Description = "LoggerAddress", GroupName = "Connection", Order = 10)]
public string LoggerAddress { get; set; }

Property Value

string

Login

Login.

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

Property Value

string

MarketDataConnectionPoint

Connection point to market data.

[Display(ResourceType = typeof(LocalizedStrings), Name = "MarketData", Description = "MarketDataConnectionPoint", GroupName = "Connection", Order = 2)]
public string MarketDataConnectionPoint { get; set; }

Property Value

string

Password

Password.

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

Property Value

SecureString

PositionConnectionPoint

Connection point for access to portfolios and positions information.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Positions", Description = "PositionConnectionPoint", GroupName = "Connection", Order = 4)]
public string PositionConnectionPoint { get; set; }

Property Value

string

Server

Server type.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Server", Description = "Server", GroupName = "Connection", Order = 0)]
public RithmicServers? Server { get; set; }

Property Value

RithmicServers?

TimeFrames

Get possible time-frames for the specified instrument.

protected override IEnumerable<TimeSpan> TimeFrames { get; }

Property Value

IEnumerable<TimeSpan>

TransactionConnectionPoint

Connection point to the transactions execution system.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Transactions", Description = "TransactionConnectionPoint", GroupName = "Connection", Order = 3)]
public string TransactionConnectionPoint { get; set; }

Property Value

string

TransactionalLogin

Additional login. Used when transaction sending is carried out to a separate server.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Login", Description = "TransactionalLogin", GroupName = "Connection", Order = 3)]
public string TransactionalLogin { get; set; }

Property Value

string

TransactionalPassword

Additional password. Used when transaction sending is carried out to a separate server.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Password", Description = "TransactionalPassword", GroupName = "Connection", Order = 4)]
public SecureString TransactionalPassword { get; set; }

Property Value

SecureString

Methods

CancelOrderAsync(OrderCancelMessage, CancellationToken)

public override ValueTask CancelOrderAsync(OrderCancelMessage cancelMsg, CancellationToken cancellationToken)

Parameters

cancelMsg OrderCancelMessage

OrderCancelMessage.

cancellationToken CancellationToken

CancellationToken.

Returns

ValueTask

ValueTask.

CancelOrderGroupAsync(OrderGroupCancelMessage, CancellationToken)

public override ValueTask CancelOrderGroupAsync(OrderGroupCancelMessage cancelMsg, CancellationToken cancellationToken)

Parameters

cancelMsg OrderGroupCancelMessage

OrderGroupCancelMessage.

cancellationToken CancellationToken

CancellationToken.

Returns

ValueTask

ValueTask.

ChangePasswordAsync(ChangePasswordMessage, CancellationToken)

public override ValueTask ChangePasswordAsync(ChangePasswordMessage pwdMsg, CancellationToken cancellationToken)

Parameters

pwdMsg ChangePasswordMessage

ChangePasswordMessage.

cancellationToken CancellationToken

CancellationToken.

Returns

ValueTask

ValueTask.

ConnectAsync(ConnectMessage, CancellationToken)

Process ConnectMessage.

public override ValueTask ConnectAsync(ConnectMessage connectMsg, CancellationToken cancellationToken)

Parameters

connectMsg ConnectMessage

ConnectMessage.

cancellationToken CancellationToken

CancellationToken.

Returns

ValueTask

ValueTask.

DisconnectAsync(DisconnectMessage, CancellationToken)

public override ValueTask DisconnectAsync(DisconnectMessage disconnectMsg, CancellationToken cancellationToken)

Parameters

disconnectMsg DisconnectMessage

DisconnectMessage.

cancellationToken CancellationToken

CancellationToken.

Returns

ValueTask

ValueTask.

IsSupportCandlesPriceLevels(MarketDataMessage)

Support candles PriceLevels.

public override bool IsSupportCandlesPriceLevels(MarketDataMessage subscription)

Parameters

subscription MarketDataMessage

MarketDataMessage

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.

OnCandlesSubscriptionAsync(MarketDataMessage, CancellationToken)

protected override ValueTask OnCandlesSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

Parameters

mdMsg MarketDataMessage
cancellationToken CancellationToken

Returns

ValueTask

OnLevel1SubscriptionAsync(MarketDataMessage, CancellationToken)

protected override ValueTask OnLevel1SubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

Parameters

mdMsg MarketDataMessage
cancellationToken CancellationToken

Returns

ValueTask

OnMarketDepthSubscriptionAsync(MarketDataMessage, CancellationToken)

protected override ValueTask OnMarketDepthSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

Parameters

mdMsg MarketDataMessage
cancellationToken CancellationToken

Returns

ValueTask

OnOrderLogSubscriptionAsync(MarketDataMessage, CancellationToken)

protected override ValueTask OnOrderLogSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

Parameters

mdMsg MarketDataMessage
cancellationToken CancellationToken

Returns

ValueTask

OnTicksSubscriptionAsync(MarketDataMessage, CancellationToken)

protected override ValueTask OnTicksSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

Parameters

mdMsg MarketDataMessage
cancellationToken CancellationToken

Returns

ValueTask

OrderStatusAsync(OrderStatusMessage, CancellationToken)

public override ValueTask OrderStatusAsync(OrderStatusMessage statusMsg, CancellationToken cancellationToken)

Parameters

statusMsg OrderStatusMessage

OrderStatusMessage.

cancellationToken CancellationToken

CancellationToken.

Returns

ValueTask

ValueTask.

PortfolioLookupAsync(PortfolioLookupMessage, CancellationToken)

public override ValueTask PortfolioLookupAsync(PortfolioLookupMessage lookupMsg, CancellationToken cancellationToken)

Parameters

lookupMsg PortfolioLookupMessage

PortfolioLookupMessage.

cancellationToken CancellationToken

CancellationToken.

Returns

ValueTask

ValueTask.

RegisterOrderAsync(OrderRegisterMessage, CancellationToken)

public override ValueTask RegisterOrderAsync(OrderRegisterMessage regMsg, CancellationToken cancellationToken)

Parameters

regMsg OrderRegisterMessage

OrderRegisterMessage.

cancellationToken CancellationToken

CancellationToken.

Returns

ValueTask

ValueTask.

ReplaceOrderAsync(OrderReplaceMessage, CancellationToken)

public override ValueTask ReplaceOrderAsync(OrderReplaceMessage replaceMsg, CancellationToken cancellationToken)

Parameters

replaceMsg OrderReplaceMessage

OrderReplaceMessage.

cancellationToken CancellationToken

CancellationToken.

Returns

ValueTask

ValueTask.

ResetAsync(ResetMessage, CancellationToken)

Process ResetMessage.

public override ValueTask ResetAsync(ResetMessage resetMsg, CancellationToken cancellationToken)

Parameters

resetMsg ResetMessage

ResetMessage.

cancellationToken CancellationToken

CancellationToken.

Returns

ValueTask

ValueTask.

Remarks

Must NOT throw.

Save(SettingsStorage)

Save settings.

public override void Save(SettingsStorage storage)

Parameters

storage SettingsStorage

Settings storage.

SecurityLookupAsync(SecurityLookupMessage, CancellationToken)

public override ValueTask SecurityLookupAsync(SecurityLookupMessage lookupMsg, CancellationToken cancellationToken)

Parameters

lookupMsg SecurityLookupMessage

SecurityLookupMessage.

cancellationToken CancellationToken

CancellationToken.

Returns

ValueTask

ValueTask.

ToString()

public override string ToString()

Returns

string