public void RegisterTrades(Security security, DateTimeOffset?from = null, DateTimeOffset?to = null, long?count = null, MarketDataBuildModes buildMode = MarketDataBuildModes.LoadAndBuild, MarketDataTypes?buildFrom = null, IMessageAdapter adapter = null)
{
SubscribeTrades(security, from, to, count, buildMode, buildFrom, adapter);
}
private void SubscribeMarketData(Security security, MarketDataTypes type, DateTimeOffset?from = null, DateTimeOffset?to = null, long?count = null, MarketDataBuildModes buildMode = MarketDataBuildModes.LoadAndBuild, MarketDataTypes?buildFrom = null, Level1Fields?buildField = null, int?maxDepth = null, IMessageAdapter adapter = null)
{
SubscribeMarketData(security, new MarketDataMessage
{
DataType = type,
IsSubscribe = true,
From = from,
To = to,
Count = count,
BuildMode = buildMode,
BuildFrom = buildFrom,
BuildField = buildField,
MaxDepth = maxDepth,
Adapter = adapter
});
}
/// <inheritdoc />
public Subscription SubscribeLevel1(Security security, DateTimeOffset?from = null, DateTimeOffset?to = null, long?count = null, MarketDataBuildModes buildMode = MarketDataBuildModes.LoadAndBuild, MarketDataTypes?buildFrom = null, IMessageAdapter adapter = null)
{
return(SubscribeMarketData(security, MarketDataTypes.Level1, from, to, count, buildMode, buildFrom, adapter: adapter));
}
/// <inheritdoc />
public void SubscribeMarketDepth(Security security, DateTimeOffset?from = null, DateTimeOffset?to = null, long?count = null, MarketDataBuildModes buildMode = MarketDataBuildModes.LoadAndBuild, MarketDataTypes?buildFrom = null, int?maxDepth = null, IMessageAdapter adapter = null)
{
SubscribeMarketData(security, MarketDataTypes.MarketDepth, from, to, count, buildMode, buildFrom, null, maxDepth, adapter);
}
void IMarketDataProvider.RegisterSecurity(Security security, DateTimeOffset?from, DateTimeOffset?to, long?count, MarketDataBuildModes buildMode, MarketDataTypes?buildFrom, IMessageAdapter adapter)
{
}
/// <inheritdoc />
public Subscription SubscribeMarketDepth(Security security, DateTimeOffset?from = null, DateTimeOffset?to = null, long?count = null, MarketDataBuildModes buildMode = MarketDataBuildModes.LoadAndBuild, MarketDataTypes?buildFrom = null, int?maxDepth = null, TimeSpan?refreshSpeed = null, IMessageAdapter adapter = null)
{
return(SubscribeMarketData(security, MarketDataTypes.MarketDepth, from, to, count, buildMode, buildFrom, null, maxDepth, refreshSpeed, adapter));
}
Subscription IMarketDataProviderEx.SubscribeLevel1(Security security, DateTimeOffset?from, DateTimeOffset?to, long?count, MarketDataBuildModes buildMode, MarketDataTypes?buildFrom, IMessageAdapter adapter) => null;
/// <inheritdoc />
public void RegisterSecurity(Security security, DateTimeOffset?from = null, DateTimeOffset?to = null, long?count = null, MarketDataBuildModes buildMode = MarketDataBuildModes.LoadAndBuild, MarketDataTypes?buildFrom = null)
{
SubscribeMarketData(security, MarketDataTypes.Level1, from, to, count, buildMode, buildFrom);
}
void IMarketDataProvider.SubscribeMarketDepth(Security security, DateTimeOffset?from, DateTimeOffset?to, long?count, MarketDataBuildModes buildMode, MarketDataTypes?buildFrom, int?maxDepth, IMessageAdapter adapter)
{
}
Subscription IMarketDataProviderEx.SubscribeMarketDepth(Security security, DateTimeOffset?from, DateTimeOffset?to, long?count, MarketDataBuildModes buildMode, MarketDataTypes?buildFrom, int?maxDepth, TimeSpan?refreshSpeed, IOrderLogMarketDepthBuilder depthBuilder, IMessageAdapter adapter) => null;
private Subscription SubscribeMarketData(Security security, DataType type, DateTimeOffset?from = null, DateTimeOffset?to = null, long?count = null, MarketDataBuildModes buildMode = MarketDataBuildModes.LoadAndBuild, DataType buildFrom = null, Level1Fields?buildField = null, int?maxDepth = null, TimeSpan?refreshSpeed = null, IOrderLogMarketDepthBuilder depthBuilder = null, bool doNotBuildOrderBookInrement = false, IMessageAdapter adapter = null)
{
return(SubscribeMarketData(security, new MarketDataMessage
{
DataType2 = type,
IsSubscribe = true,
From = from,
To = to,
Count = count,
BuildMode = buildMode,
BuildFrom = buildFrom,
BuildField = buildField,
MaxDepth = maxDepth,
RefreshSpeed = refreshSpeed,
DepthBuilder = depthBuilder,
DoNotBuildOrderBookInrement = doNotBuildOrderBookInrement,
Adapter = adapter
}));
}
/// <inheritdoc />
public Subscription SubscribeMarketDepth(Security security, DateTimeOffset?from = null, DateTimeOffset?to = null, long?count = null, MarketDataBuildModes buildMode = MarketDataBuildModes.LoadAndBuild, DataType buildFrom = null, int?maxDepth = null, TimeSpan?refreshSpeed = null, IOrderLogMarketDepthBuilder depthBuilder = null, bool passThroughOrderBookInrement = false, IMessageAdapter adapter = null)
{
return(SubscribeMarketData(security, DataType.MarketDepth, from, to, count, buildMode, buildFrom, null, maxDepth, refreshSpeed, depthBuilder, passThroughOrderBookInrement, adapter));
}
public void RegisterMarketDepth(Security security, DateTimeOffset?from = null, DateTimeOffset?to = null, long?count = null, MarketDataBuildModes buildMode = MarketDataBuildModes.LoadAndBuild, DataType buildFrom = null, int?maxDepth = null, IMessageAdapter adapter = null) => this.SubscribeMarketDepth(security, from, to, count, buildMode, buildFrom, maxDepth, null, null, false, adapter);
public void RegisterSecurity(Security security, DateTimeOffset?from = null, DateTimeOffset?to = null, long?count = null, MarketDataBuildModes buildMode = MarketDataBuildModes.LoadAndBuild, DataType buildFrom = null, IMessageAdapter adapter = null) => this.SubscribeLevel1(security, from, to, count, buildMode, buildFrom, adapter);
long IMarketDataProvider.SubscribeLevel1(Security security, DateTimeOffset?from, DateTimeOffset?to, long?count, MarketDataBuildModes buildMode, MarketDataTypes?buildFrom, IMessageAdapter adapter) => _idGenerator.GetNextId();
