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Sample connection adapter
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Hello jshapen,
Thanks for opening the thread.
This is true. We don't have any documentation on connection adapters or support creating your own so there isn't any further direction I could offer.I know it doesn't support, but if you can help me...
People have been able to use the External Data Feed in conjunction with the DLL interface to connect to unsupported connections for market data. You may reference the DLL interface documentation as well as the example linked below. These are all the resources we have available for this feature and support is very limited since the DLL interface is provided as-is.
DLL interface - https://ninjatrader.com/support/help..._interface.htm
Example program - https://ninjatrader.com/support/foru...442#post514442
I'll leave this thread open ended in case another member of the forums would like to share their input.Last edited by NinjaTrader_Jim; 02-28-2018, 08:37 AM.
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This is the foundation of a connection
Code:public class AdapterConnectOptions : CustomConnectOptions { [Browsable(false)] public override Type AdapterClassType { get { return typeof(NinjaTraderAdapter); } } public AdapterConnectOptions() { base.Provider = (Provider)1000; } } public class NinjaTraderAdapter : AdapterBase, IAdapter, IDisposable { void IAdapter.Cancel(Order[] orders) { throw new NotImplementedException(); } void IAdapter.Change(Order[] orders) { throw new NotImplementedException(); } void IAdapter.Connect(IConnection connection) { throw new NotImplementedException(); } void IAdapter.Disconnect() { throw new NotImplementedException(); } void IAdapter.RequestBars(IBars bars, Action<IBars, ErrorCode, string> callback, IProgress progress) { throw new NotImplementedException(); } void IAdapter.RequestHotlistNames(Action<string[], ErrorCode, string> callback) { throw new NotImplementedException(); } void IAdapter.ResolveInstrument(Instrument instrument, Action<Instrument, ErrorCode, string> callback) { throw new NotImplementedException(); } void IAdapter.Submit(Order[] orders) { throw new NotImplementedException(); } void IAdapter.SubscribeAccount(Account account) { throw new NotImplementedException(); } void IAdapter.SubscribeFundamentalData(Instrument instrument, Action<FundamentalDataType, object> callback) { throw new NotImplementedException(); } void IAdapter.SubscribeHotlist(Hotlist hotlist, Action callback) { throw new NotImplementedException(); } void IAdapter.SubscribeMarketData(Instrument instrument, Action<MarketDataType, double, long, DateTime, long> callback) { throw new NotImplementedException(); } void IAdapter.SubscribeMarketDepth(Instrument instrument, Action<int, string, Operation, MarketDataType, double, long, DateTime> callback) { throw new NotImplementedException(); } void IAdapter.SubscribeNews() { throw new NotImplementedException(); } void IAdapter.UnsubscribeAccount(Account account) { throw new NotImplementedException(); } void IAdapter.UnsubscribeFundamentalData(Instrument instrument) { throw new NotImplementedException(); } void IAdapter.UnsubscribeHotlist(Hotlist hotlist) { throw new NotImplementedException(); } void IAdapter.UnsubscribeMarketData(Instrument instrument) { throw new NotImplementedException(); } void IAdapter.UnsubscribeMarketDepth(Instrument instrument) { throw new NotImplementedException(); } void IAdapter.UnsubscribeNews() { throw new NotImplementedException(); } public void Dispose() { throw new NotImplementedException(); } }
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From my brief knowledge of this I believe its mostly just the label of the provider and the actual code is then referenced in the class and overridable functions you have here.
-ChadLast edited by NinjaTrader_PatrickG; 07-06-2021, 06:24 AM.
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