Table of Contents

Class BovespaFixDialect

Namespace
StockSharp.Fix.Dialects.Bovespa
Assembly
StockSharp.Fix.dll

B3 BM&F Bovespa FIX protocol dialect.

[MediaIcon("bovespa_logo.svg")]
[Display(ResourceType = typeof(LocalizedStrings), Name = "BrasilBolsa", GroupName = "Stock")]
public class BovespaFixDialect : BaseFixDialect, IFixDialect, IMessageAdapter, IMessageChannel, ICloneable<IMessageChannel>, ICloneable, IPersistable, ILogReceiver, ILogSource, IDisposable, IDemoAdapter
Inheritance
BovespaFixDialect
Implements
Inherited Members
Extension Methods

Constructors

BovespaFixDialect(IdGenerator)

Initializes a new instance of the BovespaFixDialect.

public BovespaFixDialect(IdGenerator transactionIdGenerator)

Parameters

transactionIdGenerator IdGenerator

Transaction id generator.

Properties

FeatureName

Feature name.

public override string FeatureName { get; }

Property Value

string

IsPositionsEmulationRequired

Adapter required emulation PositionChangeMessage.

public override bool? IsPositionsEmulationRequired { get; }

Property Value

bool?

Remarks

null means no emulatior, true by order balance, false by trades.

LoginAsPortfolioName

Use Login as portfolio name.

protected override bool LoginAsPortfolioName { get; }

Property Value

bool

OrderConditionType

Type of OrderCondition.

public override Type OrderConditionType { get; }

Property Value

Type

Remarks

If the connection does not support the order type Conditional, it will be returned null.

PossibleSupportedMessages

Possible supported by adapter message types.

public override IEnumerable<MessageTypeInfo> PossibleSupportedMessages { get; }

Property Value

IEnumerable<MessageTypeInfo>

Methods

GetBoardCode(string, string, string)

Get board code.

protected override string GetBoardCode(string destination, string exchange, string tradingSession)

Parameters

destination string

ExDestination.

exchange string

SecurityGroup.

tradingSession string

TradingSessionID.

Returns

string

Board code.

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>, ExecutionMessage)

Process ExecutionReport instance.

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

Parameters

report ExecutionReport

ExecutionReport instance.

messageHandler Action<Message>

Message handler.

message ExecutionMessage

The message contains information about the execution.

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.

ProcessParties(ExecutionReport)

Process Parties.

protected override void ProcessParties(ExecutionReport report)

Parameters

report ExecutionReport

Execution report.

ProcessSequenceResetExtraTag(FixTags, IFixReader, FixSeqResetMessage)

Process extra tags for FixSeqResetMessage.

protected override bool ProcessSequenceResetExtraTag(FixTags tag, IFixReader reader, FixSeqResetMessage message)

Parameters

tag FixTags

Tag.

reader IFixReader

The reader of data recorded in the FIX protocol format.

message FixSeqResetMessage

Sequence reset message.

Returns

bool

Result.