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Class QuantFeedMessageAdapter

QuantFEED market-data message adapter.

Inheritance
Object
BaseLogSource
BaseLogReceiver
MessageAdapter
QuantFeedMessageAdapter
Implements
IMessageAdapter
IMessageChannel
Ecng.Common.ICloneable<IMessageChannel>
ICloneable
Ecng.Serialization.IPersistable
ILogReceiver
ILogSource
IDisposable
INotifyPropertyChanged
IAddressAdapter<EndPoint>
ILoginPasswordAdapter
Inherited Members
MessageAdapter.IMessageChannel.Open()
MessageAdapter.IMessageChannel.Close()
MessageAdapter.IMessageChannel.Suspend()
MessageAdapter.IMessageChannel.Resume()
MessageAdapter.IMessageChannel.Clear()
MessageAdapter.SendInMessage(Message)
MessageAdapter.SendOutMessage(Message)
MessageAdapter.SendOutDisconnectMessage(Boolean)
MessageAdapter.SendOutDisconnectMessage(Exception)
MessageAdapter.SendOutError(String)
MessageAdapter.SendOutError(Exception)
MessageAdapter.SendSubscriptionReply(Int64, Exception)
MessageAdapter.SendSubscriptionNotSupported(Int64)
MessageAdapter.SendSubscriptionFinished(Int64, Nullable<DateTimeOffset>)
MessageAdapter.SendSubscriptionOnline(Int64)
MessageAdapter.SendSubscriptionResult(ISubscriptionMessage)
MessageAdapter.CreateOrderLogMarketDepthBuilder(SecurityId)
MessageAdapter.GetCandleArgs(Type, SecurityId, Nullable<DateTimeOffset>, Nullable<DateTimeOffset>)
MessageAdapter.GetHistoryStepSize(DataType, TimeSpan)
MessageAdapter.GetMaxCount(DataType)
MessageAdapter.IsAllDownloadingSupported(DataType)
MessageAdapter.IsSecurityRequired(DataType)
MessageAdapter.Clone()
MessageAdapter.OnPropertyChanged(String)
MessageAdapter.SupportedInMessages
MessageAdapter.SupportedOutMessages
MessageAdapter.SupportedResultMessages
MessageAdapter.PossibleSupportedMessages
MessageAdapter.SupportedMarketDataTypes
MessageAdapter.SecurityClassInfo
MessageAdapter.CandlesBuildFrom
MessageAdapter.HeartbeatInterval
MessageAdapter.IsNativeIdentifiersPersistable
MessageAdapter.IsFullCandlesOnly
MessageAdapter.IsSupportSubscriptions
MessageAdapter.IsSupportCandlesPriceLevels
MessageAdapter.Categories
MessageAdapter.StorageName
MessageAdapter.Platform
MessageAdapter.SecurityExtendedFields
MessageAdapter.SupportedOrderBookDepths
MessageAdapter.IsSupportExecutionsPnL
MessageAdapter.IsSecurityNewsOnly
MessageAdapter.OrderConditionType
MessageAdapter.HeartbeatBeforConnect
MessageAdapter.Icon
MessageAdapter.IsAutoReplyOnTransactonalUnsubscription
MessageAdapter.EnqueueSubscriptions
MessageAdapter.IsSupportTransactionLog
MessageAdapter.IsReplaceCommandEditCurrent
MessageAdapter.GenerateOrderBookFromLevel1
MessageAdapter.ReConnectionSettings
MessageAdapter.TransactionIdGenerator
MessageAdapter.IMessageChannel.State
MessageAdapter.UseChannels
MessageAdapter.IterationInterval
MessageAdapter.LookupTimeout
MessageAdapter.IsPositionsEmulationRequired
MessageAdapter.Name
MessageAdapter.NewOutMessage
MessageAdapter.IMessageChannel.StateChanged
BaseLogReceiver.ILogReceiver.AddLog(LogMessage)
BaseLogSource.RaiseLog(LogMessage)
BaseLogSource.Id
BaseLogSource.Parent
BaseLogSource.LogLevel
BaseLogSource.CurrentTime
BaseLogSource.IsRoot
BaseLogSource.ParentRemoved
BaseLogSource.Log
Namespace: StockSharp.QuantHouse
Assembly: StockSharp.QuantHouse.dll
Syntax
[MediaIcon("QuantHouse_logo.png")]
[DisplayNameLoc("QuantFeed")]
[CategoryLoc("America")]
[DescriptionLoc("Str1770", "QuantFeed")]
[MessageAdapterCategory]
public class QuantFeedMessageAdapter : MessageAdapter, IMessageAdapter, IMessageChannel, ICloneable<IMessageChannel>, ICloneable, IPersistable, ILogReceiver, ILogSource, IDisposable, INotifyPropertyChanged, IAddressAdapter<EndPoint>, ILoginPasswordAdapter

Constructors

QuantFeedMessageAdapter(IdGenerator)

Initializes a new instance of the QuantFeedMessageAdapter.

Declaration
public QuantFeedMessageAdapter(IdGenerator transactionIdGenerator)
Parameters
Type Name Description
Ecng.Common.IdGenerator transactionIdGenerator

Transaction id generator.

Properties

Address

Server address.

Declaration
public EndPoint Address { get; set; }
Property Value
Type Description
EndPoint

AllTimeFrames

Possible time-frames.

Declaration
public static IEnumerable<TimeSpan> AllTimeFrames { get; }
Property Value
Type Description
IEnumerable<TimeSpan>

CheckTimeFrameByRequest

Check possible time-frame by request.

Declaration
public override bool CheckTimeFrameByRequest { get; }
Property Value
Type Description
Boolean
Overrides
MessageAdapter.CheckTimeFrameByRequest

FeatureName

Feature name.

Declaration
public override string FeatureName { get; }
Property Value
Type Description
String
Overrides
MessageAdapter.FeatureName

IsNativeIdentifiers

Identify security in messages by native identifier Native.

Declaration
public override bool IsNativeIdentifiers { get; }
Property Value
Type Description
Boolean
Overrides
MessageAdapter.IsNativeIdentifiers

IsSupportCandlesUpdates

Support candles subscription and live updates.

Declaration
public override bool IsSupportCandlesUpdates { get; }
Property Value
Type Description
Boolean
Overrides
MessageAdapter.IsSupportCandlesUpdates

IsSupportOrderBookIncrements

Adapter translates incremental order books.

Declaration
public override bool IsSupportOrderBookIncrements { get; }
Property Value
Type Description
Boolean
Overrides
MessageAdapter.IsSupportOrderBookIncrements

Login

Login.

Declaration
public string Login { get; set; }
Property Value
Type Description
String

Password

Password.

Declaration
public SecureString Password { get; set; }
Property Value
Type Description
SecureString

SourceId

Source ID.

Declaration
public int SourceId { get; set; }
Property Value
Type Description
Int32

Methods

GetTimeFrames(SecurityId, Nullable<DateTimeOffset>, Nullable<DateTimeOffset>)

Get possible time-frames for the specified instrument.

Declaration
protected override IEnumerable<TimeSpan> GetTimeFrames(SecurityId securityId, Nullable<DateTimeOffset> from, Nullable<DateTimeOffset> to)
Parameters
Type Name Description
SecurityId securityId

Security ID.

Nullable<DateTimeOffset> from

The initial date from which you need to get data.

Nullable<DateTimeOffset> to

The final date by which you need to get data.

Returns
Type Description
IEnumerable<TimeSpan>

Possible time-frames.

Overrides
MessageAdapter.GetTimeFrames(SecurityId, Nullable<DateTimeOffset>, Nullable<DateTimeOffset>)

Load(SettingsStorage)

Load settings.

Declaration
public override void Load(SettingsStorage storage)
Parameters
Type Name Description
Ecng.Serialization.SettingsStorage storage

Settings storage.

Overrides
MessageAdapter.Load(SettingsStorage)

OnSendInMessage(Message)

Send message.

Declaration
protected override bool OnSendInMessage(Message message)
Parameters
Type Name Description
Message message

Message.

Returns
Type Description
Boolean

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

Overrides
MessageAdapter.OnSendInMessage(Message)

Save(SettingsStorage)

Save settings.

Declaration
public override void Save(SettingsStorage storage)
Parameters
Type Name Description
Ecng.Serialization.SettingsStorage storage

Settings storage.

Overrides
MessageAdapter.Save(SettingsStorage)

ToString()

Declaration
public override string ToString()
Returns
Type Description
String
Overrides
BaseLogSource.ToString()

Implements

IMessageAdapter
IMessageChannel
Ecng.Common.ICloneable<>
System.ICloneable
Ecng.Serialization.IPersistable
ILogReceiver
ILogSource
System.IDisposable
System.ComponentModel.INotifyPropertyChanged
IAddressAdapter<TAddress>
ILoginPasswordAdapter

Extension Methods

Paths.Serialize<T>(T, String)
Paths.Serialize<T>(T)
Extensions.AddTransactionalSupport(MessageAdapter)
Extensions.RemoveTransactionalSupport(MessageAdapter)
Extensions.AddMarketDataSupport(MessageAdapter)
Extensions.RemoveMarketDataSupport(MessageAdapter)
Extensions.AddSupportedMessage(MessageAdapter, MessageTypes)
Extensions.AddSupportedMessage(MessageAdapter, MessageTypes, Nullable<Boolean>)
Extensions.AddSupportedMessage(MessageAdapter, MessageTypeInfo)
Extensions.RemoveSupportedMessage(MessageAdapter, MessageTypes)
Extensions.AddSupportedMarketDataType(MessageAdapter, DataType)
Extensions.RemoveSupportedMarketDataType(MessageAdapter, DataType)
Extensions.AddSupportedResultMessage(MessageAdapter, MessageTypes)
Extensions.RemoveSupportedResultMessage(MessageAdapter, MessageTypes)
Extensions.AddSupportedOutMessage(MessageAdapter, MessageTypes)
Extensions.RemoveSupportedOutMessage(MessageAdapter, MessageTypes)
Extensions.RemoveSupportedAllMarketDataTypes(MessageAdapter)
EditorExtensions.ToItemsSource(Object, Type, Nullable<Boolean>, Nullable<ListSortDirection>, Func<IItemsSourceItem, Boolean>, Func<Object, String>, Func<Object, String>)
XamlHelper.WpfCast<T>(Object)
XamlHelper.CopyToClipboard<T>(T)
XamlHelper.EnsureUIThread(Object)
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