Table of Contents

Interface IMessageAdapter

Namespace
StockSharp.Messages
Assembly
StockSharp.Messages.dll

Base message adapter interface which convert messages Message to native commands and back.

public interface IMessageAdapter : IMessageTransport, IPersistable, ILogReceiver, ILogSource, IDisposable, ICloneable<IMessageAdapter>, ICloneable
Inherited Members
Extension Methods

Properties

AssociatedBoards

The adapter can process subscription only with instruments associated with the specified board.

string[] AssociatedBoards { get; }

Property Value

string[]

CandlesBuildFrom

Possible options for candles building.

IEnumerable<Level1Fields> CandlesBuildFrom { get; }

Property Value

IEnumerable<Level1Fields>

Categories

Message adapter categories.

MessageAdapterCategories Categories { get; }

Property Value

MessageAdapterCategories

CheckTimeFrameByRequest

Check possible time-frame by request.

bool CheckTimeFrameByRequest { get; }

Property Value

bool

DisconnectTimeout

Gets the timeout to wait for a graceful disconnect.

TimeSpan DisconnectTimeout { get; }

Property Value

TimeSpan

EnqueueSubscriptions

Enqueue subscriptions.

bool EnqueueSubscriptions { get; set; }

Property Value

bool

Remarks

Do not send new request before received confirmation for previous.

ExtraSetup

The adapter requires extra setup.

bool ExtraSetup { get; }

Property Value

bool

FaultDelay

Gets or sets the delay applied between faulted iterations.

TimeSpan FaultDelay { get; set; }

Property Value

TimeSpan

FeatureName

Feature name.

string FeatureName { get; }

Property Value

string

HeartbeatBeforeConnect

Start sending TimeMessage before connection established.

bool HeartbeatBeforeConnect { get; }

Property Value

bool

HeartbeatInterval

Server check interval for track the connection alive. The value is Zero turned off tracking.

TimeSpan HeartbeatInterval { get; set; }

Property Value

TimeSpan

Icon

Icon.

Uri Icon { get; }

Property Value

Uri

IsAutoReplyOnTransactonalUnsubscription

Send auto response for OrderStatusMessage and PortfolioLookupMessage unsubscribes.

bool IsAutoReplyOnTransactonalUnsubscription { get; }

Property Value

bool

IsFullCandlesOnly

Translates CandleMessage as only fully filled.

bool IsFullCandlesOnly { get; }

Property Value

bool

IsNativeIdentifiers

Identify security in messages by native identifier Native.

bool IsNativeIdentifiers { get; }

Property Value

bool

IsNativeIdentifiersPersistable

Native identifier can be stored.

bool IsNativeIdentifiersPersistable { get; }

Property Value

bool

IsPositionsEmulationRequired

Adapter required emulation PositionChangeMessage.

bool? IsPositionsEmulationRequired { get; }

Property Value

bool?

Remarks

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

IsReplaceCommandEditCurrent

Is the OrderReplaceMessage command edit a current order.

bool IsReplaceCommandEditCurrent { get; }

Property Value

bool

IsSecurityNewsOnly

Adapter provides news related with specified security.

bool IsSecurityNewsOnly { get; }

Property Value

bool

IsSupportExecutionsPnL

Adapter fills PnL.

bool IsSupportExecutionsPnL { get; }

Property Value

bool

IsSupportOrderBookIncrements

Adapter translates incremental order books.

bool IsSupportOrderBookIncrements { get; }

Property Value

bool

IsSupportSubscriptions

Support any subscriptions (ticks, order books etc.).

bool IsSupportSubscriptions { get; }

Property Value

bool

IsSupportTransactionLog

Adapter translates orders changes on reply of OrderStatusMessage.

bool IsSupportTransactionLog { get; }

Property Value

bool

IterationInterval

Interval between iterations.

TimeSpan IterationInterval { get; }

Property Value

TimeSpan

LookupTimeout

Lookup timeout.

TimeSpan? LookupTimeout { get; }

Property Value

TimeSpan?

MaxParallelMessages

Gets or sets the maximum number of parallel (non-control) messages that can be processed. Must be greater than or equal to1.

int MaxParallelMessages { get; set; }

Property Value

int

NotSupportedResultMessages

Not supported by adapter result message types.

IEnumerable<MessageTypes> NotSupportedResultMessages { get; }

Property Value

IEnumerable<MessageTypes>

OrderConditionType

Type of OrderCondition.

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.

IEnumerable<MessageTypeInfo> PossibleSupportedMessages { get; }

Property Value

IEnumerable<MessageTypeInfo>

ReConnectionSettings

Connection tracking settings IMessageAdapter with a server.

ReConnectionSettings ReConnectionSettings { get; }

Property Value

ReConnectionSettings

SecurityExtendedFields

Names of extended security fields in SecurityMessage.

IEnumerable<(string name, Type type)> SecurityExtendedFields { get; }

Property Value

IEnumerable<(string name, Type type)>

StorageName

The storage name, associated with the adapter.

string StorageName { get; }

Property Value

string

SupportedInMessages

Supported by adapter message types.

IEnumerable<MessageTypes> SupportedInMessages { get; set; }

Property Value

IEnumerable<MessageTypes>

SupportedOrderBookDepths

Available options for MaxDepth.

IEnumerable<int> SupportedOrderBookDepths { get; }

Property Value

IEnumerable<int>

TransactionIdGenerator

Transaction id generator.

IdGenerator TransactionIdGenerator { get; }

Property Value

IdGenerator

UseInChannel

Use channels for in messages.

bool UseInChannel { get; }

Property Value

bool

UseOutChannel

Use channels for out messages.

bool UseOutChannel { get; }

Property Value

bool

Methods

CreateOrderLogMarketDepthBuilder(SecurityId)

Create market depth builder.

IOrderLogMarketDepthBuilder CreateOrderLogMarketDepthBuilder(SecurityId securityId)

Parameters

securityId SecurityId

Security ID.

Returns

IOrderLogMarketDepthBuilder

Order log to market depth builder.

GetSupportedMarketDataTypesAsync(SecurityId, DateTime?, DateTime?)

Get supported by adapter message types.

IAsyncEnumerable<DataType> GetSupportedMarketDataTypesAsync(SecurityId securityId = default, DateTime? from = null, DateTime? to = null)

Parameters

securityId SecurityId

SecurityId

from DateTime?

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

to DateTime?

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

Returns

IAsyncEnumerable<DataType>

Supported by adapter market data types.

IsAllDownloadingSupported(DataType)

Is for the specified dataType all securities downloading enabled.

bool IsAllDownloadingSupported(DataType dataType)

Parameters

dataType DataType

Data type info.

Returns

bool

Check result.

IsSecurityRequired(DataType)

Support filtering subscriptions (subscribe/unsubscribe for specified security).

bool IsSecurityRequired(DataType dataType)

Parameters

dataType DataType

Data type info.

Returns

bool

Check result.

IsSupportCandlesPriceLevels(MarketDataMessage)

Support candles PriceLevels.

bool IsSupportCandlesPriceLevels(MarketDataMessage subscription)

Parameters

subscription MarketDataMessage

MarketDataMessage

Returns

bool

Check result.

IsSupportCandlesUpdates(MarketDataMessage)

Support candles subscription and live updates.

bool IsSupportCandlesUpdates(MarketDataMessage subscription)

Parameters

subscription MarketDataMessage

MarketDataMessage

Returns

bool

Check result.

SendOutMessageAsync(Message, CancellationToken)

Send outgoing message and raise NewOutMessageAsync event.

ValueTask SendOutMessageAsync(Message message, CancellationToken cancellationToken)

Parameters

message Message

Message.

cancellationToken CancellationToken

CancellationToken

Returns

ValueTask