Class MoexISSMessageAdapter

Namespace

StockSharp.MoexISS

Assembly

StockSharp.MoexISS.dll

The message adapter for StockSharp.MoexISS.

[MediaIcon("moex_logo.svg")]
[Doc("topics/api/connectors/russia/moexiss.html")]
[Display(ResourceType = typeof(LocalizedStrings), Name = "MoexISS", Description = "MarketDataConnector", GroupName = "Russia")]
[MessageAdapterCategory(MessageAdapterCategories.Crypto|MessageAdapterCategories.History|MessageAdapterCategories.Free|MessageAdapterCategories.Ticks|MessageAdapterCategories.MarketDepth|MessageAdapterCategories.Level1|MessageAdapterCategories.OrderLog)]
public class MoexISSMessageAdapter : HistoricalAsyncMessageAdapter, IMessageAdapter, IMessageChannel, ICloneable<IMessageChannel>, ICloneable, IPersistable, ILogReceiver, ILogSource, IDisposable, INotifyPropertyChanged

Inheritance

object

Disposable

BaseLogSource

BaseLogReceiver

MessageAdapter

AsyncMessageAdapter

HistoricalAsyncMessageAdapter

MoexISSMessageAdapter

Implements

IMessageAdapter

IMessageChannel

ICloneable<IMessageChannel>

ICloneable

IPersistable

ILogReceiver

ILogSource

IDisposable

INotifyPropertyChanged

Inherited Members

HistoricalAsyncMessageAdapter.MarketDataAsync(MarketDataMessage, CancellationToken)

AsyncMessageAdapter.DisposeManaged()

AsyncMessageAdapter.OnSendInMessage(Message)

AsyncMessageAdapter.ConnectAsync(ConnectMessage, CancellationToken)

AsyncMessageAdapter.DisconnectAsync(DisconnectMessage, CancellationToken)

AsyncMessageAdapter.ResetAsync(ResetMessage, CancellationToken)

AsyncMessageAdapter.ChangePasswordAsync(ChangePasswordMessage, CancellationToken)

AsyncMessageAdapter.PortfolioLookupAsync(PortfolioLookupMessage, CancellationToken)

AsyncMessageAdapter.BoardLookupAsync(BoardLookupMessage, CancellationToken)

AsyncMessageAdapter.OrderStatusAsync(OrderStatusMessage, CancellationToken)

AsyncMessageAdapter.RegisterOrderAsync(OrderRegisterMessage, CancellationToken)

AsyncMessageAdapter.ReplaceOrderAsync(OrderReplaceMessage, CancellationToken)

AsyncMessageAdapter.CancelOrderAsync(OrderCancelMessage, CancellationToken)

AsyncMessageAdapter.CancelOrderGroupAsync(OrderGroupCancelMessage, CancellationToken)

AsyncMessageAdapter.TimeAsync(TimeMessage, CancellationToken)

AsyncMessageAdapter.ProcessMessageAsync(Message, CancellationToken)

AsyncMessageAdapter.OnNewsSubscriptionAsync(MarketDataMessage, CancellationToken)

AsyncMessageAdapter.OnTicksSubscriptionAsync(MarketDataMessage, CancellationToken)

AsyncMessageAdapter.OnMarketDepthSubscriptionAsync(MarketDataMessage, CancellationToken)

AsyncMessageAdapter.OnOrderLogSubscriptionAsync(MarketDataMessage, CancellationToken)

AsyncMessageAdapter.OnCandlesSubscriptionAsync(MarketDataMessage, CancellationToken)

AsyncMessageAdapter.GetHistoryStepSize(SecurityId, DataType, out TimeSpan)

AsyncMessageAdapter.Save(SettingsStorage)

AsyncMessageAdapter.Load(SettingsStorage)

AsyncMessageAdapter.IsSupportPartialDownloading

AsyncMessageAdapter.DisconnectTimeout

AsyncMessageAdapter.MaxParallelMessages

AsyncMessageAdapter.FaultDelay

MessageAdapter.GetSupportedMarketDataTypes(SecurityId, DateTimeOffset?, DateTimeOffset?)

MessageAdapter.IsSupportCandlesUpdates(MarketDataMessage)

MessageAdapter.IsSupportCandlesPriceLevels(MarketDataMessage)

MessageAdapter.ValidateSecurityId(SecurityId)

MessageAdapter.SendInMessage(Message)

MessageAdapter.SendOutMessage(Message)

MessageAdapter.SendOutDisconnectMessage(bool)

MessageAdapter.SendOutDisconnectMessage(Exception)

MessageAdapter.SendOutConnectionState(ConnectionStates)

MessageAdapter.SendOutError(string)

MessageAdapter.SendOutError(Exception)

MessageAdapter.SendSubscriptionReply(long, Exception)

MessageAdapter.SendSubscriptionNotSupported(long)

MessageAdapter.SendSubscriptionFinished(long, DateTimeOffset?)

MessageAdapter.SendSubscriptionOnline(long)

MessageAdapter.SendSubscriptionResult(ISubscriptionMessage)

MessageAdapter.CreateOrderLogMarketDepthBuilder(SecurityId)

MessageAdapter.GetMaxCount(DataType)

MessageAdapter.IsSecurityRequired(DataType)

MessageAdapter.Clone()

MessageAdapter.OnPropertyChanged(string)

MessageAdapter.SupportedInMessages

MessageAdapter.NotSupportedResultMessages

MessageAdapter.PossibleSupportedMessages

MessageAdapter.CandlesBuildFrom

MessageAdapter.CheckTimeFrameByRequest

MessageAdapter.HeartbeatInterval

MessageAdapter.IsNativeIdentifiersPersistable

MessageAdapter.IsNativeIdentifiers

MessageAdapter.IsFullCandlesOnly

MessageAdapter.IsSupportSubscriptions

MessageAdapter.Categories

MessageAdapter.StorageName

MessageAdapter.Platform

MessageAdapter.FeatureName

MessageAdapter.SecurityExtendedFields

MessageAdapter.SupportedOrderBookDepths

MessageAdapter.IsSupportOrderBookIncrements

MessageAdapter.IsSupportExecutionsPnL

MessageAdapter.IsSecurityNewsOnly

MessageAdapter.OrderConditionType

MessageAdapter.HeartbeatBeforConnect

MessageAdapter.Icon

MessageAdapter.IsAutoReplyOnTransactonalUnsubscription

MessageAdapter.EnqueueSubscriptions

MessageAdapter.IsSupportTransactionLog

MessageAdapter.IsReplaceCommandEditCurrent

MessageAdapter.ReConnectionSettings

MessageAdapter.TransactionIdGenerator

MessageAdapter.ExtraSetup

MessageAdapter.AssociatedBoards

MessageAdapter.UseInChannel

MessageAdapter.UseOutChannel

MessageAdapter.IterationInterval

MessageAdapter.LookupTimeout

MessageAdapter.IsPositionsEmulationRequired

MessageAdapter.Name

MessageAdapter.NewOutMessage

BaseLogReceiver.LogVerbose(string, params object[])

BaseLogReceiver.LogDebug(string, params object[])

BaseLogReceiver.LogInfo(string, params object[])

BaseLogReceiver.LogWarning(string, params object[])

BaseLogReceiver.LogError(string, params object[])

BaseLogReceiver.LogError(Exception)

BaseLogSource.RaiseLog(LogMessage)

BaseLogSource.ToString()

BaseLogSource.Id

BaseLogSource.Parent

BaseLogSource.LogLevel

BaseLogSource.CurrentTime

BaseLogSource.IsRoot

BaseLogSource.ParentRemoved

BaseLogSource.Log

Disposable.Dispose()

Disposable.DisposeNative()

Disposable.ThrowIfDisposeStarted()

Disposable.ThrowIfDisposed()

Disposable.IsDisposed

Disposable.IsDisposeStarted

Disposable.Disposed

object.GetType()

object.MemberwiseClone()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Extension Methods

AsyncHelper.FromResult<TValue>(TValue)

AsyncHelper.ToCompleteSource<TValue>(TValue)

CompareHelper.IsDefault<T>(T)

CompareHelper.IsRuntimeDefault<T>(T)

Converter.TypedTo<TFrom, TTo>(TFrom)

DelegateHelper.AddDelegate<TDelegate>(TDelegate, TDelegate)

DelegateHelper.GetInvocationList<TDelegate>(TDelegate)

DelegateHelper.RemoveAllDelegates<TDelegate>(TDelegate)

DelegateHelper.RemoveDelegate<TDelegate>(TDelegate, TDelegate)

DisposableHelper.MakeDisposable<T>(T, Action<T>)

Enumerator.IsDefined<T>(T)

Enumerator.SplitMask<T>(T)

NullableHelper.Convert<T, TResult>(T, Func<T, TResult>, Func<TResult>)

NullableHelper.IsNull<T>(T)

NullableHelper.IsNull<T>(T, bool)

TupleHelper.ToValues<T>(T)

TypeHelper.CheckOnNull<T>(T, string)

TypeHelper.DoDispose<TSource>(TSource)

TypeHelper.ToScope<T>(T, bool)

NetworkHelper.Format<T>(T, bool)

PersistableHelper.TrySerialize<T>(T, out SettingsStorage)

XamlHelper.CopyToClipboard<T>(T)

Paths.SerializeToString<T>(T, bool)

Paths.Serialize<T>(T, bool)

Paths.Serialize<T>(T, string, bool)

CompareHelper.Compare(object, object)

Converter.To(object, Type)

Converter.To<T>(object)

Enumerator.GetAttributeOfType<TAttribute>(object)

Enumerator.IsEnumBrowsable(object)

Enumerator.SplitMask2(object)

TypeHelper.HasProperty(object, string)

EntityPropertyHelper.GetPropValue(object, string, Func<object, string, object>, IDictionary<string, object>)

Extensions.GetBasicProperties(object, int)

Extensions.GetDisplayName(object)

Extensions.GetFieldDescription(object)

Extensions.GetFieldDisplayName(object)

Extensions.GetFieldIcon(object)

JsonHelper.ToJson(object, bool)

JsonHelper.ToJson(object, bool, JsonSerializerSettings)

PersistableHelper.ToStorage(object, bool)

EditorExtensions.ToItemsSource(object, Type, bool?, ListSortDirection?, Func<IItemsSourceItem, bool>, Func<object, string>, Func<object, string>)

XamlHelper.EnsureUIThread(object)

XamlHelper.ShowModel<TWindow>(object, DependencyObject)

XamlHelper.WpfCast<T>(object)

VirtualPropertyRegistry.TryGetVirtualValue(object, string, out object)

Constructors

MoexISSMessageAdapter(IdGenerator)

Initializes a new instance of the MoexISSMessageAdapter.

public MoexISSMessageAdapter(IdGenerator transactionIdGenerator)

Parameters

transactionIdGenerator IdGenerator

Transaction id generator.

Properties

AllTimeFrames

Possible time-frames.

public static IEnumerable<TimeSpan> AllTimeFrames { get; }

Property Value

IEnumerable<TimeSpan>

Methods

IsAllDownloadingSupported(DataType)

Is for the specified dataType all securities downloading enabled.

public override bool IsAllDownloadingSupported(DataType dataType)

Parameters

dataType DataType

Data type info.

Returns

bool

Check result.

OnLevel1SubscriptionAsync(MarketDataMessage, CancellationToken)

protected override ValueTask OnLevel1SubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

Parameters

mdMsg MarketDataMessage

cancellationToken CancellationToken

Returns

ValueTask

OnTFCandlesSubscriptionAsync(MarketDataMessage, CancellationToken)

protected override ValueTask OnTFCandlesSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

Parameters

mdMsg MarketDataMessage

cancellationToken CancellationToken

Returns

ValueTask

SecurityLookupAsync(SecurityLookupMessage, CancellationToken)

Process SecurityLookupMessage.

public override ValueTask SecurityLookupAsync(SecurityLookupMessage lookupMsg, CancellationToken token)

Parameters

lookupMsg SecurityLookupMessage

SecurityLookupMessage.

token CancellationToken

Returns

ValueTask

ValueTask.