Class GainFuturesFixDialect
- Namespace
- StockSharp.Fix.Dialects.GainFutures
- Assembly
- StockSharp.Fix.dll
Gain Futures FIX protocol dialect.
[MediaIcon("OpenECry_logo.png")]
[Display(ResourceType = typeof(LocalizedStrings), Name = "OpenECry", GroupName = "Stock")]
public class GainFuturesFixDialect : BaseFixDialect, IFixDialect, IMessageAdapter, IMessageChannel, ICloneable<IMessageChannel>, ICloneable, IPersistable, ILogReceiver, ILogSource, IDisposable, IDemoAdapter
- Inheritance
-
GainFuturesFixDialect
- Implements
- Inherited Members
- Extension Methods
Constructors
GainFuturesFixDialect(IdGenerator)
Initializes a new instance of the GainFuturesFixDialect.
public GainFuturesFixDialect(IdGenerator transactionIdGenerator)
Parameters
transactionIdGeneratorIdGeneratorTransaction id generator.
Properties
PossibleSupportedMessages
Possible supported by adapter message types.
public override IEnumerable<MessageTypeInfo> PossibleSupportedMessages { get; }
Property Value
Methods
GetSupportedMarketDataTypes(SecurityId, DateTimeOffset?, DateTimeOffset?)
Get supported by adapter message types.
public override IEnumerable<DataType> GetSupportedMarketDataTypes(SecurityId securityId, DateTimeOffset? from, DateTimeOffset? to)
Parameters
securityIdSecurityIdfromDateTimeOffset?Start date for request. If null, then all available messages will be returned.
toDateTimeOffset?End date for request. If null, then all available messages will be returned.
Returns
- IEnumerable<DataType>
Supported by adapter market data types.
InitSecId(SecurityMessage, string, string, string, string)
Init security id information.
protected override void InitSecId(SecurityMessage message, string symbol, string securityExchange, string idSource, string idValue)
Parameters
messageSecurityMessageA message containing info about the security.
symbolstringSymbol.
securityExchangestringSecurity exchange.
idSourcestringId source.
idValuestringId value.
IsAllDownloadingSupported(DataType)
Is for the specified dataType all securities downloading enabled.
public override bool IsAllDownloadingSupported(DataType dataType)
Parameters
dataTypeDataTypeData type info.
Returns
- bool
Check result.
OnRead(IFixReader, string, Action<Message>)
Read next message from FIX protocol.
protected override bool? OnRead(IFixReader reader, string msgType, Action<Message> messageHandler)
Parameters
readerIFixReaderThe reader of data recorded in the FIX protocol format.
msgTypestringMessage type.
messageHandlerAction<Message>Message handler.
Returns
- bool?
true, if the messages was read successfully, false to skip unknown message, null to break connection.
OnReset()
Reset state.
protected override void OnReset()
OnWrite(IFixWriter, Message)
Write the specified message into FIX protocol.
protected override string OnWrite(IFixWriter writer, Message message)
Parameters
writerIFixWriterThe recorder of data in the FIX protocol format.
messageMessageThe 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
reportExecutionReportExecutionReport instance.
messageHandlerAction<Message>Message handler.
messageExecutionMessageThe 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
tagFixTagsTag.
readerIFixReaderThe reader of data recorded in the FIX protocol format.
reportExecutionReportExecution report.
Returns
- bool
Result.
ProcessSecurityDefinition(FixTags, IFixReader, SecurityMessage)
Process SecurityDefinition message.
protected override bool ProcessSecurityDefinition(FixTags tag, IFixReader reader, SecurityMessage message)
Parameters
tagFixTagsTag.
readerIFixReaderThe reader of data recorded in the FIX protocol format.
messageSecurityMessageA message containing info about the security.
Returns
- bool
Processing result.
SendInMessage(Message)
Send message.
public override bool SendInMessage(Message message)
Parameters
messageMessageMessage.