Table of Contents

Class BvmtFixDialect

Namespace
StockSharp.Bvmt
Assembly
StockSharp.Bvmt.dll

Tunis BVMT FIX protocol dialect.

[MediaIcon("bvmt_logo.svg")]
[Display(ResourceType = typeof(LocalizedStrings), Name = "TunisBvmt", Description = "StockConnector", GroupName = "America")]
public class BvmtFixDialect : BaseFixDialect, IFixDialect, IMessageAdapter, IMessageChannel, ICloneable<IMessageChannel>, ICloneable, IPersistable, ILogReceiver, ILogSource, IDisposable, IDemoAdapter
Inheritance
BvmtFixDialect
Implements
Inherited Members
Extension Methods

Constructors

BvmtFixDialect(IdGenerator)

Initializes a new instance of the BvmtFixDialect.

public BvmtFixDialect(IdGenerator transactionIdGenerator)

Parameters

transactionIdGenerator IdGenerator

Transaction id generator.

Properties

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

IsReplaceCommandEditCurrent

Is the OrderReplaceMessage command edit a current order.

public override bool IsReplaceCommandEditCurrent { get; }

Property Value

bool

IsSupportTransactionLog

Adapter translates orders changes on reply of OrderStatusMessage.

public override bool IsSupportTransactionLog { get; }

Property Value

bool

LogicalAccessId

Logical access id.

public string LogicalAccessId { get; set; }

Property Value

string

LoginAsPortfolioName

Use Login as portfolio name.

protected override bool LoginAsPortfolioName { get; }

Property Value

bool

OrdersQueuingMode

Order queue mode.

public OrdersQueuingMode OrdersQueuingMode { get; set; }

Property Value

OrdersQueuingMode

PartitionId

Partition id.

public string PartitionId { get; set; }

Property Value

string

PossibleSupportedMessages

Possible supported by adapter message types.

public override IEnumerable<MessageTypeInfo> PossibleSupportedMessages { get; }

Property Value

IEnumerable<MessageTypeInfo>

SupportUnknownExecutions

Support executions processing, generated by third-party software.

public override bool SupportUnknownExecutions { get; set; }

Property Value

bool

Methods

ApplyTimeInForce(ExecutionReport, ExecutionMessage, bool)

Apply time in force.

protected override bool ApplyTimeInForce(ExecutionReport report, ExecutionMessage msg, bool throwInvalid = true)

Parameters

report ExecutionReport
msg ExecutionMessage
throwInvalid bool

Returns

bool

GetExecutionTime(ExecutionReport)

Get execution time.

protected override DateTimeOffset GetExecutionTime(ExecutionReport report)

Parameters

report ExecutionReport

Returns

DateTimeOffset

GetOrderState(ExecutionReport)

Convert OrdStatus to OrderStates value.

protected override OrderStates? GetOrderState(ExecutionReport report)

Parameters

report ExecutionReport

ExecutionReport value.

Returns

OrderStates?

OrderStates value.

GetOrderType(ExecutionReport, out OrderCondition)

Get order type.

protected override OrderTypes GetOrderType(ExecutionReport report, out OrderCondition condition)

Parameters

report ExecutionReport

Execution report.

condition OrderCondition

Base order condition (for example, for stop order algo orders).

Returns

OrderTypes

Order type.

GetSupportedMarketDataTypes(SecurityId, DateTimeOffset?, DateTimeOffset?)

Get supported by adapter message types.

public override IEnumerable<DataType> GetSupportedMarketDataTypes(SecurityId securityId, DateTimeOffset? from, DateTimeOffset? to)

Parameters

securityId SecurityId

SecurityId

from DateTimeOffset?

Start date for request. If null, then all available messages will be returned.

to DateTimeOffset?

End date for request. If null, then all available messages will be returned.

Returns

IEnumerable<DataType>

Supported by adapter market data types.

OnRead(IFixReader, string, Action<Message>)

Read next message from FIX protocol.

protected override bool? OnRead(IFixReader reader, string msgType, Action<Message> messageHandler)

Parameters

reader IFixReader

The reader of data recorded in the FIX protocol format.

msgType string

Message type.

messageHandler Action<Message>

Message handler.

Returns

bool?

true, if the messages was read successfully, false to skip unknown message, null to break connection.

OnWrite(IFixWriter, Message)

Write the specified message into FIX protocol.

protected override string OnWrite(IFixWriter writer, Message message)

Parameters

writer IFixWriter

The recorder of data in the FIX protocol format.

message Message

The message.

Returns

string

FixMessages value.

ProcessExecutionReport(ExecutionReport, Action<Message>, Action<ExecutionReport, Action<Message>, ExecutionMessage>)

Process ExecutionReport instance.

protected override void ProcessExecutionReport(ExecutionReport report, Action<Message> messageHandler, Action<ExecutionReport, Action<Message>, ExecutionMessage> _)

Parameters

report ExecutionReport

ExecutionReport instance.

messageHandler Action<Message>

Message handler.

_ Action<ExecutionReport, Action<Message>, ExecutionMessage>

ProcessExecutionReportExtraTag(FixTags, IFixReader, ExecutionReport)

Process extra tags for ExecutionReport.

protected override bool ProcessExecutionReportExtraTag(FixTags tag, IFixReader reader, ExecutionReport report)

Parameters

tag FixTags

Tag.

reader IFixReader

The reader of data recorded in the FIX protocol format.

report ExecutionReport

Execution report.

Returns

bool

Result.

ReadExecutionReport(IFixReader, ExecutionReport, FastDateTimeParser, Func<FixTags, IFixReader, ExecutionReport, bool>)

Read the ExecutionReport message.

protected override bool? ReadExecutionReport(IFixReader reader, ExecutionReport report, FastDateTimeParser transactTimeParser, Func<FixTags, IFixReader, ExecutionReport, bool> extraTagProcess)

Parameters

reader IFixReader

The reader of data recorded in the FIX protocol format.

report ExecutionReport

ExecutionReport instance.

transactTimeParser FastDateTimeParser

Parser for TransactTime field.

extraTagProcess Func<FixTags, IFixReader, ExecutionReport, bool>

Returns

bool?

true, if the messages was read successfully, false to skip unknown message, null to break connection.

TryParseNextMsqSeqNum(string)

Try extract expected MsgSeqNum from the specified error message.

public override long? TryParseNextMsqSeqNum(string errorMessage)

Parameters

errorMessage string

Error message.

Returns

long?

MsgSeqNum or null.