Class ExanteFixDialect
Exante FIX protocol dialect.
Inherited Members
Namespace: StockSharp.Fix.Dialects
Assembly: StockSharp.Fix.dll
Syntax
[MediaIcon("Exante_logo.png")]
[DisplayNameLoc("Exante")]
[LicenseFeature("EXANTE")]
public class ExanteFixDialect : BaseFixDialect, IFixDialect, IMessageAdapter, IMessageChannel, ICloneable<IMessageChannel>, ICloneable, IPersistable, ILogReceiver, ILogSource, IDisposableConstructors
ExanteFixDialect(IdGenerator)
Initializes a new instance of the ExanteFixDialect.
Declaration
public ExanteFixDialect(IdGenerator transactionIdGenerator)Parameters
| Type | Name | Description |
|---|---|---|
| Ecng.Common.IdGenerator | transactionIdGenerator | Transaction id generator. |
Properties
PossibleSupportedMessages
Possible supported by adapter message types.
Declaration
public override IEnumerable<MessageTypeInfo> PossibleSupportedMessages { get; }Property Value
| Type | Description |
|---|---|
| IEnumerable<MessageTypeInfo> |
Overrides
SupportedMarketDataTypes
Supported by adapter market data types.
Declaration
public override IEnumerable<DataType> SupportedMarketDataTypes { get; set; }Property Value
| Type | Description |
|---|---|
| IEnumerable<DataType> |
Overrides
SupportedOrderBookDepths
Available options for MaxDepth.
Declaration
public override IEnumerable<int> SupportedOrderBookDepths { get; }Property Value
| Type | Description |
|---|---|
| IEnumerable<Int32> |
Overrides
Methods
InitSecId(SecurityMessage, String, String, String, String)
Init security id information.
Declaration
protected override void InitSecId(SecurityMessage message, string symbol, string securityExchange, string idSource, string idValue)Parameters
| Type | Name | Description |
|---|---|---|
| SecurityMessage | message | A message containing info about the security. |
| String | symbol | Symbol. |
| String | securityExchange | Security exchange. |
| String | idSource | Id source. |
| String | idValue | Id value. |
Overrides
OnRead(IFixReader, String, Action<Message>)
Read next message from FIX protocol.
Declaration
protected override Nullable<bool> OnRead(IFixReader reader, string msgType, Action<Message> messageHandler)Parameters
| Type | Name | Description |
|---|---|---|
| IFixReader | reader | The reader of data recorded in the FIX protocol format. |
| String | msgType | Message type. |
| Action<Message> | messageHandler | Message handler. |
Returns
| Type | Description |
|---|---|
| Nullable<Boolean> | true, if the messages was read successfully, otherwise, false. |
Overrides
OnWrite(IFixWriter, Message)
Write the specified message into FIX protocol.
Declaration
protected override string OnWrite(IFixWriter writer, Message message)Parameters
| Type | Name | Description |
|---|---|---|
| IFixWriter | writer | The recorder of data in the FIX protocol format. |
| Message | message | The message. |
Returns
| Type | Description |
|---|---|
| String | FixMessages value. |
Overrides
ProcessExecutionReport(ExecutionReport, Action<Message>, ExecutionMessage)
Process ExecutionReport instance.
Declaration
protected override void ProcessExecutionReport(ExecutionReport report, Action<Message> messageHandler, ExecutionMessage message)Parameters
| Type | Name | Description |
|---|---|---|
| ExecutionReport | report | ExecutionReport instance. |
| Action<Message> | messageHandler | Message handler. |
| ExecutionMessage | message | The message contains information about the execution. |
Overrides
ProcessExecutionReport(ExecutionReport, Action<Message>, Action<ExecutionReport, Action<Message>, ExecutionMessage>)
Process ExecutionReport instance.
Declaration
protected override void ProcessExecutionReport(ExecutionReport report, Action<Message> messageHandler, Action<ExecutionReport, Action<Message>, ExecutionMessage> processExecMsg)Parameters
| Type | Name | Description |
|---|---|---|
| ExecutionReport | report | ExecutionReport instance. |
| Action<Message> | messageHandler | Message handler. |
| Action<ExecutionReport, Action<Message>, ExecutionMessage> | processExecMsg | Post handle an ExecutionMessage instance. |