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Class LuaFixDialect

QUIK Lua FIX protocol dialect.

Inheritance
Object
BaseLogSource
BaseLogReceiver
BaseFixDialect
DefaultFixDialect
LuaFixDialect
Implements
IFixDialect
IMessageAdapter
IMessageChannel
Ecng.Common.ICloneable<IMessageChannel>
ICloneable
Ecng.Serialization.IPersistable
ILogReceiver
ILogSource
IDisposable
Inherited Members
DefaultFixDialect.GetHistoryStepSize(DataType, TimeSpan)
DefaultFixDialect.OnRead(IFixReader, String, Action<Message>)
DefaultFixDialect.OnWrite(IFixWriter, Message)
DefaultFixDialect.RegisterCandleType(Char, Type)
DefaultFixDialect.SupportedResultMessages
DefaultFixDialect.SupportedOutMessages
DefaultFixDialect.ConvertToLatin
DefaultFixDialect.IsSupportCandlesUpdates
DefaultFixDialect.CheckTimeFrameByRequest
DefaultFixDialect.IsSupportMarketDataResponse
DefaultFixDialect.IsAutoReplyOnTransactonalUnsubscription
BaseFixDialect.ToString()
BaseFixDialect.IFixDialect.get_Writer()
BaseFixDialect.IFixDialect.get_Reader()
BaseFixDialect.CreateOrderLogMarketDepthBuilder(SecurityId)
BaseFixDialect.GetCandleArgs(Type, SecurityId, Nullable<DateTimeOffset>, Nullable<DateTimeOffset>)
BaseFixDialect.GetMaxCount(DataType)
BaseFixDialect.IFixDialect.Init(IFixWriter, IFixReader, EndPoint)
BaseFixDialect.TryParseNextMsqSeqNum(String)
BaseFixDialect.OnReset()
BaseFixDialect.IMessageChannel.add_NewOutMessage(Action<Message>)
BaseFixDialect.IMessageChannel.remove_NewOutMessage(Action<Message>)
BaseFixDialect.RaiseNewOutMessage(Message)
BaseFixDialect.CheckState()
BaseFixDialect.SendInMessage(Message)
BaseFixDialect.IFixDialect.Read(Action<Message>)
BaseFixDialect.IsSecurityRequired(DataType)
BaseFixDialect.ProcessSequenceResetExtraTag(FixTags, IFixReader, FixSeqResetMessage)
BaseFixDialect.IsLogoutError(String)
BaseFixDialect.WriteLogonRequest(IFixWriter, ConnectMessage, Action<IFixWriter>)
BaseFixDialect.WriteLogoutRequest(IFixWriter, String)
BaseFixDialect.WriteSequenceReset(IFixWriter, Boolean, Int64)
BaseFixDialect.WriteResendRequest(IFixWriter, Int64, Int64)
BaseFixDialect.WriteUserRequestChangePassword(IFixWriter, ChangePasswordMessage, String, String)
BaseFixDialect.WriteTimeMessage(IFixWriter, TimeMessage)
BaseFixDialect.GetBoardCode(String, String, String)
BaseFixDialect.WriteClOrdId(IFixWriter, Int64)
BaseFixDialect.Clone()
BaseFixDialect.IMessageChannel.add_StateChanged(Action)
BaseFixDialect.IMessageChannel.remove_StateChanged(Action)
BaseFixDialect.Open()
BaseFixDialect.Close()
BaseFixDialect.IMessageChannel.Suspend()
BaseFixDialect.IMessageChannel.Resume()
BaseFixDialect.IMessageChannel.Clear()
BaseFixDialect.GetSecurityType(String)
BaseFixDialect.ProcessSecurityDefinition(FixTags, IFixReader, SecurityMessage)
BaseFixDialect.InitSecId(SecurityMessage, String, String, String, String)
BaseFixDialect.FromSecurityTradingStatus(Nullable<Int32>)
BaseFixDialect.WriteAccount(IFixWriter, IPortfolioNameMessage)
BaseFixDialect.GetSyntheticPortfolioName()
BaseFixDialect.IsSyntheticPortfolioName(String)
BaseFixDialect.ReadExecutionReport(IFixReader, ExecutionReport, FastDateTimeParser, Func<FixTags, IFixReader, ExecutionReport, Boolean>)
BaseFixDialect.ProcessExecutionReportExtraTag(FixTags, IFixReader, ExecutionReport)
BaseFixDialect.ProcessExecutionReport(ExecutionReport, Action<Message>, ExecutionMessage)
BaseFixDialect.GetOrderType(ExecutionReport, OrderCondition)
BaseFixDialect.ProcessParties(ExecutionReport)
BaseFixDialect.GetOrderStringId(String)
BaseFixDialect.ProcessExecutionReport(ExecutionReport, Action<Message>, Action<ExecutionReport, Action<Message>, ExecutionMessage>)
BaseFixDialect.GetOrderState(ExecutionReport)
BaseFixDialect.Version
BaseFixDialect.Encoding
BaseFixDialect.Login
BaseFixDialect.Password
BaseFixDialect.SenderCompId
BaseFixDialect.TargetCompId
BaseFixDialect.TimeStampParser
BaseFixDialect.TimeParser
BaseFixDialect.DateParser
BaseFixDialect.YearMonthParser
BaseFixDialect.IsResetCounter
BaseFixDialect.ReConnectionSettings
BaseFixDialect.HeartbeatInterval
BaseFixDialect.TimeZone
BaseFixDialect.ExchangeBoard
BaseFixDialect.ClientCode
BaseFixDialect.DoNotSendAccount
BaseFixDialect.ClientVersion
BaseFixDialect.Accounts
BaseFixDialect.Format
BaseFixDialect.TickAsLevel1
BaseFixDialect.QuotesAsLevel1
BaseFixDialect.LoginAsPortfolioName
BaseFixDialect.OverrideExecIdByNative
BaseFixDialect.Categories
BaseFixDialect.StorageName
BaseFixDialect.IsNativeIdentifiers
BaseFixDialect.SecurityExtendedFields
BaseFixDialect.IsNativeIdentifiersPersistable
BaseFixDialect.SupportUnknownExecutions
BaseFixDialect.IsSupportCandlesPriceLevels
BaseFixDialect.NewOrderSingleErrorsAsReject
BaseFixDialect.SupportedOrderBookDepths
BaseFixDialect.IsSupportOrderBookIncrements
BaseFixDialect.IsSupportExecutionsPnL
BaseFixDialect.IsSecurityNewsOnly
BaseFixDialect.HeartbeatBeforConnect
BaseFixDialect.TransactionIdGenerator
BaseFixDialect.SupportedInMessages
BaseFixDialect.CancelOnDisconnect
BaseFixDialect.Icon
BaseFixDialect.IsFullCandlesOnly
BaseFixDialect.IsSupportSubscriptions
BaseFixDialect.SecurityClassInfo
BaseFixDialect.CandlesBuildFrom
BaseFixDialect.EnqueueSubscriptions
BaseFixDialect.IsSupportTransactionLog
BaseFixDialect.UseChannels
BaseFixDialect.IterationInterval
BaseFixDialect.LookupTimeout
BaseFixDialect.FeatureName
BaseFixDialect.IsPositionsEmulationRequired
BaseFixDialect.IsReplaceCommandEditCurrent
BaseFixDialect.GenerateOrderBookFromLevel1
BaseFixDialect.CurrentCounter
BaseFixDialect.Address
BaseFixDialect.State
BaseLogReceiver.ILogReceiver.AddLog(LogMessage)
BaseLogSource.RaiseLog(LogMessage)
BaseLogSource.Load(SettingsStorage)
BaseLogSource.Save(SettingsStorage)
BaseLogSource.Id
BaseLogSource.Parent
BaseLogSource.LogLevel
BaseLogSource.CurrentTime
BaseLogSource.IsRoot
BaseLogSource.ParentRemoved
BaseLogSource.Log
Namespace: StockSharp.Quik.Lua
Assembly: StockSharp.Quik.dll
Syntax
[MediaIcon("Quik_logo.png")]
[DisplayNameLoc("QUIK Lua")]
public class LuaFixDialect : DefaultFixDialect, IFixDialect, IMessageAdapter, IMessageChannel, ICloneable<IMessageChannel>, ICloneable, IPersistable, ILogReceiver, ILogSource, IDisposable

Constructors

LuaFixDialect(IdGenerator)

Initializes a new instance of the NasdaqFixDialect.

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

Transaction id generator.

Properties

AllTimeFrames

Possible time-frames.

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

Name

The source name.

Declaration
public override string Name { get; }
Property Value
Type Description
String
Overrides
BaseLogSource.Name

OrderConditionType

Type of OrderCondition.

Declaration
public override Type OrderConditionType { get; }
Property Value
Type Description
Type
Overrides
BaseFixDialect.OrderConditionType
Remarks

If the connection does not support the order type Conditional, it will be returned null.

PossibleSupportedMessages

Possible supported by adapter message types.

Declaration
public override IEnumerable<MessageTypeInfo> PossibleSupportedMessages { get; }
Property Value
Type Description
IEnumerable<MessageTypeInfo>
Overrides
DefaultFixDialect.PossibleSupportedMessages

SupportedMarketDataTypes

Supported by adapter market data types.

Declaration
public override IEnumerable<DataType> SupportedMarketDataTypes { get; set; }
Property Value
Type Description
IEnumerable<DataType>
Overrides
BaseFixDialect.SupportedMarketDataTypes

TimeFrames

Possible time-frames.

Declaration
protected override IEnumerable<TimeSpan> TimeFrames { get; }
Property Value
Type Description
IEnumerable<TimeSpan>
Overrides
DefaultFixDialect.TimeFrames

Methods

IsAllDownloadingSupported(DataType)

Is for the specified dataType all securities downloading enabled.

Declaration
public override bool IsAllDownloadingSupported(DataType dataType)
Parameters
Type Name Description
DataType dataType

Data type info.

Returns
Type Description
Boolean

Check result.

Overrides
BaseFixDialect.IsAllDownloadingSupported(DataType)

ReadOrderCondition(IFixReader, FixTags, Func<OrderCondition>)

To read the order condition OrderCondition.

Declaration
protected override bool ReadOrderCondition(IFixReader reader, FixTags tag, Func<OrderCondition> getCondition)
Parameters
Type Name Description
IFixReader reader

Data reader.

FixTags tag

Tag.

Func<OrderCondition> getCondition

The function returning the order condition.

Returns
Type Description
Boolean

Whether the data was successfully processed.

Overrides
DefaultFixDialect.ReadOrderCondition(IFixReader, FixTags, Func<OrderCondition>)

WriteOrderCondition(IFixWriter, OrderCondition)

To record data by the order condition.

Declaration
protected override void WriteOrderCondition(IFixWriter writer, OrderCondition condition)
Parameters
Type Name Description
IFixWriter writer

FIX data writer.

OrderCondition condition

Order condition (e.g., stop- and algo- orders parameters).

Overrides
DefaultFixDialect.WriteOrderCondition(IFixWriter, OrderCondition)

Implements

IFixDialect
IMessageAdapter
IMessageChannel
Ecng.Common.ICloneable<>
System.ICloneable
Ecng.Serialization.IPersistable
ILogReceiver
ILogSource
System.IDisposable

Extension Methods

Paths.Serialize<T>(T, String)
Paths.Serialize<T>(T)
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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