Table of Contents

Class SwissQuoteFixDialect

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

SwissQuote FIX protocol dialect.

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

Constructors

SwissQuoteFixDialect(IdGenerator)

Initializes a new instance of the SwissQuoteFixDialect.

public SwissQuoteFixDialect(IdGenerator transactionIdGenerator)

Parameters

transactionIdGenerator IdGenerator

Transaction id generator.

Properties

FeatureName

Feature name.

public override string FeatureName { get; }

Property Value

string

LoginAsPortfolioName

Use Login as portfolio name.

protected override bool LoginAsPortfolioName { get; }

Property Value

bool

PossibleSupportedMessages

Possible supported by adapter message types.

public override IEnumerable<MessageTypeInfo> PossibleSupportedMessages { get; }

Property Value

IEnumerable<MessageTypeInfo>

SupportedOrderBookDepths

Available options for MaxDepth.

public override IEnumerable<int> SupportedOrderBookDepths { get; }

Property Value

IEnumerable<int>

Methods

GetOrderState(ExecutionReport)

Convert OrdStatus to OrderStates value.

protected override OrderStates? GetOrderState(ExecutionReport report)

Parameters

report ExecutionReport

ExecutionReport value.

Returns

OrderStates?

OrderStates value.

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> processExecMsg)

Parameters

report ExecutionReport

ExecutionReport instance.

messageHandler Action<Message>

Message handler.

processExecMsg Action<ExecutionReport, Action<Message>, ExecutionMessage>

Post handle an ExecutionMessage instance.

SendInMessage(Message)

Send message.

public override bool SendInMessage(Message message)

Parameters

message Message

Message.

Returns

bool

true if the specified message was processed successfully, otherwise, false.