Class AlpacaDataStreamingClientExtensions
Helper extension method for creating special version of the IAlpacaDataStreamingClient implementation with automatic reconnection (with configurable delay and number of attempts) support.
Inheritance
Inherited Members
Namespace: Alpaca.Markets.Extensions
Assembly: Alpaca.Markets.Extensions.dll
Syntax
public static class AlpacaDataStreamingClientExtensions
Methods
| Improve this Doc View SourceGetCancellationSubscription(IAlpacaDataStreamingClient, IEnumerable<String>)
Gets the trade cancellation subscription for the all assets from the symbols
list.
Declaration
public static IAlpacaDataSubscription<ITrade> GetCancellationSubscription(this IAlpacaDataStreamingClient client, IEnumerable<String> symbols)
Parameters
Type | Name | Description |
---|---|---|
IAlpacaDataStreamingClient | client | Target instance of the IAlpacaDataStreamingClient interface. |
IEnumerable<String> | symbols | Alpaca asset names list (non-empty) for minute aggregate (bar) updates subscribing. |
Returns
Type | Description |
---|---|
IAlpacaDataSubscription<ITrade> | Subscription object for tracking updates via the Received event. |
GetCancellationSubscription(IAlpacaDataStreamingClient, String[])
Gets the trade cancellation subscription for the all assets from the symbols
list.
Declaration
public static IAlpacaDataSubscription<ITrade> GetCancellationSubscription(this IAlpacaDataStreamingClient client, params String[] symbols)
Parameters
Type | Name | Description |
---|---|---|
IAlpacaDataStreamingClient | client | Target instance of the IAlpacaDataStreamingClient interface. |
String[] | symbols | Alpaca asset names list (non-empty) for minute aggregate (bar) updates subscribing. |
Returns
Type | Description |
---|---|
IAlpacaDataSubscription<ITrade> | Subscription object for tracking updates via the Received event. |
GetCancellationSubscription(String)
Declaration
public IAlpacaDataSubscription<ITrade> GetCancellationSubscription(String symbol)
Parameters
Type | Name | Description |
---|---|---|
String | symbol |
Returns
Type | Description |
---|---|
IAlpacaDataSubscription<ITrade> |
GetCorrectionSubscription(IAlpacaDataStreamingClient, IEnumerable<String>)
Gets the trade corrections subscription for the all assets from the symbols
list.
Declaration
public static IAlpacaDataSubscription<ICorrection> GetCorrectionSubscription(this IAlpacaDataStreamingClient client, IEnumerable<String> symbols)
Parameters
Type | Name | Description |
---|---|---|
IAlpacaDataStreamingClient | client | Target instance of the IAlpacaDataStreamingClient interface. |
IEnumerable<String> | symbols | Alpaca asset names list (non-empty) for minute aggregate (bar) updates subscribing. |
Returns
Type | Description |
---|---|
IAlpacaDataSubscription<ICorrection> | Subscription object for tracking updates via the Received event. |
GetCorrectionSubscription(IAlpacaDataStreamingClient, String[])
Gets the trade corrections subscription for the all assets from the symbols
list.
Declaration
public static IAlpacaDataSubscription<ICorrection> GetCorrectionSubscription(this IAlpacaDataStreamingClient client, params String[] symbols)
Parameters
Type | Name | Description |
---|---|---|
IAlpacaDataStreamingClient | client | Target instance of the IAlpacaDataStreamingClient interface. |
String[] | symbols | Alpaca asset names list (non-empty) for minute aggregate (bar) updates subscribing. |
Returns
Type | Description |
---|---|
IAlpacaDataSubscription<ICorrection> | Subscription object for tracking updates via the Received event. |
GetCorrectionSubscription(String)
Declaration
public IAlpacaDataSubscription<ICorrection> GetCorrectionSubscription(String symbol)
Parameters
Type | Name | Description |
---|---|---|
String | symbol |
Returns
Type | Description |
---|---|
IAlpacaDataSubscription<ICorrection> |
GetDailyBarSubscription(String)
Declaration
public IAlpacaDataSubscription<IBar> GetDailyBarSubscription(String symbol)
Parameters
Type | Name | Description |
---|---|---|
String | symbol |
Returns
Type | Description |
---|---|
IAlpacaDataSubscription<IBar> |
GetLimitUpLimitDownSubscription(IAlpacaDataStreamingClient, IEnumerable<String>)
Gets the LULD (limit up / limit down) subscription for the all assets from the symbols
list.
Declaration
public static IAlpacaDataSubscription<ILimitUpLimitDown> GetLimitUpLimitDownSubscription(this IAlpacaDataStreamingClient client, IEnumerable<String> symbols)
Parameters
Type | Name | Description |
---|---|---|
IAlpacaDataStreamingClient | client | Target instance of the IAlpacaDataStreamingClient interface. |
IEnumerable<String> | symbols | Alpaca asset names list (non-empty) for minute aggregate (bar) updates subscribing. |
Returns
Type | Description |
---|---|
IAlpacaDataSubscription<ILimitUpLimitDown> | Subscription object for tracking updates via the Received event. |
GetLimitUpLimitDownSubscription(IAlpacaDataStreamingClient, String[])
Gets the LULD (limit up / limit down) updates subscription for the all assets from the symbols
list.
Declaration
public static IAlpacaDataSubscription<ILimitUpLimitDown> GetLimitUpLimitDownSubscription(this IAlpacaDataStreamingClient client, params String[] symbols)
Parameters
Type | Name | Description |
---|---|---|
IAlpacaDataStreamingClient | client | Target instance of the IAlpacaDataStreamingClient interface. |
String[] | symbols | Alpaca asset names list (non-empty) for minute aggregate (bar) updates subscribing. |
Returns
Type | Description |
---|---|
IAlpacaDataSubscription<ILimitUpLimitDown> | Subscription object for tracking updates via the Received event. |
GetLimitUpLimitDownSubscription(String)
Declaration
public IAlpacaDataSubscription<ILimitUpLimitDown> GetLimitUpLimitDownSubscription(String symbol)
Parameters
Type | Name | Description |
---|---|---|
String | symbol |
Returns
Type | Description |
---|---|
IAlpacaDataSubscription<ILimitUpLimitDown> |
GetMinuteBarSubscription()
Declaration
public IAlpacaDataSubscription<IBar> GetMinuteBarSubscription()
Returns
Type | Description |
---|---|
IAlpacaDataSubscription<IBar> |
GetMinuteBarSubscription(String)
Declaration
public IAlpacaDataSubscription<IBar> GetMinuteBarSubscription(String symbol)
Parameters
Type | Name | Description |
---|---|---|
String | symbol |
Returns
Type | Description |
---|---|
IAlpacaDataSubscription<IBar> |
GetQuoteSubscription()
Declaration
public IAlpacaDataSubscription<IQuote> GetQuoteSubscription()
Returns
Type | Description |
---|---|
IAlpacaDataSubscription<IQuote> |
GetQuoteSubscription(String)
Declaration
public IAlpacaDataSubscription<IQuote> GetQuoteSubscription(String symbol)
Parameters
Type | Name | Description |
---|---|---|
String | symbol |
Returns
Type | Description |
---|---|
IAlpacaDataSubscription<IQuote> |
GetStatusSubscription(IAlpacaDataStreamingClient, IEnumerable<String>)
Gets the trading statuses subscription for the all assets from the symbols
list.
Declaration
public static IAlpacaDataSubscription<IStatus> GetStatusSubscription(this IAlpacaDataStreamingClient client, IEnumerable<String> symbols)
Parameters
Type | Name | Description |
---|---|---|
IAlpacaDataStreamingClient | client | Target instance of the IAlpacaDataStreamingClient interface. |
IEnumerable<String> | symbols | Alpaca asset names list (non-empty) for minute aggregate (bar) updates subscribing. |
Returns
Type | Description |
---|---|
IAlpacaDataSubscription<IStatus> | Subscription object for tracking updates via the Received event. |
GetStatusSubscription(IAlpacaDataStreamingClient, String[])
Gets the trading statuses updates subscription for the all assets from the symbols
list.
Declaration
public static IAlpacaDataSubscription<IStatus> GetStatusSubscription(this IAlpacaDataStreamingClient client, params String[] symbols)
Parameters
Type | Name | Description |
---|---|---|
IAlpacaDataStreamingClient | client | Target instance of the IAlpacaDataStreamingClient interface. |
String[] | symbols | Alpaca asset names list (non-empty) for minute aggregate (bar) updates subscribing. |
Returns
Type | Description |
---|---|
IAlpacaDataSubscription<IStatus> | Subscription object for tracking updates via the Received event. |
GetStatusSubscription(String)
Declaration
public IAlpacaDataSubscription<IStatus> GetStatusSubscription(String symbol)
Parameters
Type | Name | Description |
---|---|---|
String | symbol |
Returns
Type | Description |
---|---|
IAlpacaDataSubscription<IStatus> |
GetTradeSubscription()
Declaration
public IAlpacaDataSubscription<ITrade> GetTradeSubscription()
Returns
Type | Description |
---|---|
IAlpacaDataSubscription<ITrade> |
GetTradeSubscription(String)
Declaration
public IAlpacaDataSubscription<ITrade> GetTradeSubscription(String symbol)
Parameters
Type | Name | Description |
---|---|---|
String | symbol |
Returns
Type | Description |
---|---|
IAlpacaDataSubscription<ITrade> |
GetUpdatedBarSubscription(String)
Declaration
public IAlpacaDataSubscription<IBar> GetUpdatedBarSubscription(String symbol)
Parameters
Type | Name | Description |
---|---|---|
String | symbol |
Returns
Type | Description |
---|---|
IAlpacaDataSubscription<IBar> |
SubscribeCancellationAsync(IAlpacaDataStreamingClient, IEnumerable<String>)
Gets the trade cancellations updates subscription for all assets from the symbols
list.
This subscription is returned with pending subscription state and will be unsubscribed on disposing
so you can use it inside the using
or await using
statements for more clear resource management.
Declaration
public static ValueTask<IDisposableAlpacaDataSubscription<ITrade>> SubscribeCancellationAsync(this IAlpacaDataStreamingClient client, IEnumerable<String> symbols)
Parameters
Type | Name | Description |
---|---|---|
IAlpacaDataStreamingClient | client | Target instance of the IAlpacaDataStreamingClient interface. |
IEnumerable<String> | symbols | Alpaca asset names list (non-empty) for minute bar updates subscribing. |
Returns
Type | Description |
---|---|
ValueTask<IDisposableAlpacaDataSubscription<ITrade>> | Subscription object for tracking updates via the Received event. |
SubscribeCancellationAsync(IAlpacaDataStreamingClient, String)
Gets the trade cancellations subscription for the symbol
asset. This subscription is
returned with pending subscription state and will be unsubscribed on disposing so you can use it
inside the using
or await using
statements for more clear resource management.
Declaration
public static ValueTask<IDisposableAlpacaDataSubscription<ITrade>> SubscribeCancellationAsync(this IAlpacaDataStreamingClient client, String symbol)
Parameters
Type | Name | Description |
---|---|---|
IAlpacaDataStreamingClient | client | Target instance of the IAlpacaDataStreamingClient interface. |
String | symbol | Alpaca asset name for minute bar updates subscribing. |
Returns
Type | Description |
---|---|
ValueTask<IDisposableAlpacaDataSubscription<ITrade>> | Subscription object for tracking updates via the Received event. |
SubscribeCancellationAsync(IAlpacaDataStreamingClient, String[])
Gets the trade cancellations updates subscription for all assets from the symbols
list.
This subscription is returned with pending subscription state and will be unsubscribed on disposing
so you can use it inside the using
or await using
statements for more clear resource management.
Declaration
public static ValueTask<IDisposableAlpacaDataSubscription<ITrade>> SubscribeCancellationAsync(this IAlpacaDataStreamingClient client, params String[] symbols)
Parameters
Type | Name | Description |
---|---|---|
IAlpacaDataStreamingClient | client | Target instance of the IAlpacaDataStreamingClient interface. |
String[] | symbols | Alpaca asset names list (non-empty) for minute bar updates subscribing. |
Returns
Type | Description |
---|---|
ValueTask<IDisposableAlpacaDataSubscription<ITrade>> | Subscription object for tracking updates via the Received event. |
SubscribeCorrectionAsync(IAlpacaDataStreamingClient, IEnumerable<String>)
Gets the trade corrections updates subscription for all assets from the symbols
list.
This subscription is returned with pending subscription state and will be unsubscribed on disposing
so you can use it inside the using
or await using
statements for more clear resource management.
Declaration
public static ValueTask<IDisposableAlpacaDataSubscription<ICorrection>> SubscribeCorrectionAsync(this IAlpacaDataStreamingClient client, IEnumerable<String> symbols)
Parameters
Type | Name | Description |
---|---|---|
IAlpacaDataStreamingClient | client | Target instance of the IAlpacaDataStreamingClient interface. |
IEnumerable<String> | symbols | Alpaca asset names list (non-empty) for minute bar updates subscribing. |
Returns
Type | Description |
---|---|
ValueTask<IDisposableAlpacaDataSubscription<ICorrection>> | Subscription object for tracking updates via the Received event. |
SubscribeCorrectionAsync(IAlpacaDataStreamingClient, String)
Gets the trade corrections subscription for the symbol
asset. This subscription is
returned with pending subscription state and will be unsubscribed on disposing so you can use it
inside the using
or await using
statements for more clear resource management.
Declaration
public static ValueTask<IDisposableAlpacaDataSubscription<ICorrection>> SubscribeCorrectionAsync(this IAlpacaDataStreamingClient client, String symbol)
Parameters
Type | Name | Description |
---|---|---|
IAlpacaDataStreamingClient | client | Target instance of the IAlpacaDataStreamingClient interface. |
String | symbol | Alpaca asset name for minute bar updates subscribing. |
Returns
Type | Description |
---|---|
ValueTask<IDisposableAlpacaDataSubscription<ICorrection>> | Subscription object for tracking updates via the Received event. |
SubscribeCorrectionAsync(IAlpacaDataStreamingClient, String[])
Gets the trade corrections updates subscription for all assets from the symbols
list.
This subscription is returned with pending subscription state and will be unsubscribed on disposing
so you can use it inside the using
or await using
statements for more clear resource management.
Declaration
public static ValueTask<IDisposableAlpacaDataSubscription<ICorrection>> SubscribeCorrectionAsync(this IAlpacaDataStreamingClient client, params String[] symbols)
Parameters
Type | Name | Description |
---|---|---|
IAlpacaDataStreamingClient | client | Target instance of the IAlpacaDataStreamingClient interface. |
String[] | symbols | Alpaca asset names list (non-empty) for minute bar updates subscribing. |
Returns
Type | Description |
---|---|
ValueTask<IDisposableAlpacaDataSubscription<ICorrection>> | Subscription object for tracking updates via the Received event. |
SubscribeLimitUpLimitDownAsync(IAlpacaDataStreamingClient, IEnumerable<String>)
Gets the LULD (limit up / limit down) subscription for all assets from the symbols
list.
This subscription is returned with pending subscription state and will be unsubscribed on disposing
so you can use it inside the using
or await using
statements for more clear resource management.
Declaration
public static ValueTask<IDisposableAlpacaDataSubscription<ILimitUpLimitDown>> SubscribeLimitUpLimitDownAsync(this IAlpacaDataStreamingClient client, IEnumerable<String> symbols)
Parameters
Type | Name | Description |
---|---|---|
IAlpacaDataStreamingClient | client | Target instance of the IAlpacaDataStreamingClient interface. |
IEnumerable<String> | symbols | Alpaca asset names list (non-empty) for minute bar updates subscribing. |
Returns
Type | Description |
---|---|
ValueTask<IDisposableAlpacaDataSubscription<ILimitUpLimitDown>> | Subscription object for tracking updates via the Received event. |
SubscribeLimitUpLimitDownAsync(IAlpacaDataStreamingClient, String)
Gets the LULD (limit up / limit down) subscription for the symbol
asset. This subscription is
returned with pending subscription state and will be unsubscribed on disposing so you can use it
inside the using
or await using
statements for more clear resource management.
Declaration
public static ValueTask<IDisposableAlpacaDataSubscription<ILimitUpLimitDown>> SubscribeLimitUpLimitDownAsync(this IAlpacaDataStreamingClient client, String symbol)
Parameters
Type | Name | Description |
---|---|---|
IAlpacaDataStreamingClient | client | Target instance of the IAlpacaDataStreamingClient interface. |
String | symbol | Alpaca asset name for minute bar updates subscribing. |
Returns
Type | Description |
---|---|
ValueTask<IDisposableAlpacaDataSubscription<ILimitUpLimitDown>> | Subscription object for tracking updates via the Received event. |
SubscribeLimitUpLimitDownAsync(IAlpacaDataStreamingClient, String[])
Gets the LULD (limit up / limit down) subscription for all assets from the symbols
list.
This subscription is returned with pending subscription state and will be unsubscribed on disposing
so you can use it inside the using
or await using
statements for more clear resource management.
Declaration
public static ValueTask<IDisposableAlpacaDataSubscription<ILimitUpLimitDown>> SubscribeLimitUpLimitDownAsync(this IAlpacaDataStreamingClient client, params String[] symbols)
Parameters
Type | Name | Description |
---|---|---|
IAlpacaDataStreamingClient | client | Target instance of the IAlpacaDataStreamingClient interface. |
String[] | symbols | Alpaca asset names list (non-empty) for minute bar updates subscribing. |
Returns
Type | Description |
---|---|
ValueTask<IDisposableAlpacaDataSubscription<ILimitUpLimitDown>> | Subscription object for tracking updates via the Received event. |
SubscribeStatusAsync(IAlpacaDataStreamingClient, IEnumerable<String>)
Gets the trade corrections updates subscription for all assets from the symbols
list.
This subscription is returned with pending subscription state and will be unsubscribed on disposing
so you can use it inside the using
or await using
statements for more clear resource management.
Declaration
public static ValueTask<IDisposableAlpacaDataSubscription<IStatus>> SubscribeStatusAsync(this IAlpacaDataStreamingClient client, IEnumerable<String> symbols)
Parameters
Type | Name | Description |
---|---|---|
IAlpacaDataStreamingClient | client | Target instance of the IAlpacaDataStreamingClient interface. |
IEnumerable<String> | symbols | Alpaca asset names list (non-empty) for minute bar updates subscribing. |
Returns
Type | Description |
---|---|
ValueTask<IDisposableAlpacaDataSubscription<IStatus>> | Subscription object for tracking updates via the Received event. |
SubscribeStatusAsync(IAlpacaDataStreamingClient, String)
Gets the trading status updates subscription for the symbol
asset. This subscription is
returned with pending subscription state and will be unsubscribed on disposing so you can use it
inside the using
or await using
statements for more clear resource management.
Declaration
public static ValueTask<IDisposableAlpacaDataSubscription<IStatus>> SubscribeStatusAsync(this IAlpacaDataStreamingClient client, String symbol)
Parameters
Type | Name | Description |
---|---|---|
IAlpacaDataStreamingClient | client | Target instance of the IAlpacaDataStreamingClient interface. |
String | symbol | Alpaca asset name for minute bar updates subscribing. |
Returns
Type | Description |
---|---|
ValueTask<IDisposableAlpacaDataSubscription<IStatus>> | Subscription object for tracking updates via the Received event. |
SubscribeStatusAsync(IAlpacaDataStreamingClient, String[])
Gets the trading status updates subscription for all assets from the symbols
list.
This subscription is returned with pending subscription state and will be unsubscribed on disposing
so you can use it inside the using
or await using
statements for more clear resource management.
Declaration
public static ValueTask<IDisposableAlpacaDataSubscription<IStatus>> SubscribeStatusAsync(this IAlpacaDataStreamingClient client, params String[] symbols)
Parameters
Type | Name | Description |
---|---|---|
IAlpacaDataStreamingClient | client | Target instance of the IAlpacaDataStreamingClient interface. |
String[] | symbols | Alpaca asset names list (non-empty) for minute bar updates subscribing. |
Returns
Type | Description |
---|---|
ValueTask<IDisposableAlpacaDataSubscription<IStatus>> | Subscription object for tracking updates via the Received event. |