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BasketMessageAdapter

StockSharp.Algo

Adapter-aggregator that allows simultaneously to operate multiple adapters connected to different trading systems.

Erbt von: BaseLogReceiver

Implementiert: IMessageAdapterWrapper, IMessageAdapter, IMessageTransport, IPersistable, ILogReceiver, ILogSource, IDisposable, ICloneable<IMessageAdapter>, ICloneable

Konstruktoren

BasketMessageAdapter(IdGenerator, CandleBuilderProvider, ISecurityMessageAdapterProvider, IPortfolioMessageAdapterProvider, IStorageBuffer)

Initializes a new instance of the BasketMessageAdapter.

BasketMessageAdapter(IdGenerator, CandleBuilderProvider, ISecurityMessageAdapterProvider, IPortfolioMessageAdapterProvider, IStorageBuffer, IAdapterWrapperPipelineBuilder, IBasketRoutingManager)

Initializes a new instance of the BasketMessageAdapter with injectable dependencies.

Eigenschaften

Buffer : IStorageBuffer

Storage buffer.

CommissionManager : ICommissionManager

The commission calculating manager.

ConnectDisconnectEventOnFirstAdapter : bool

To call the ConnectMessage event when the first adapter connects to InnerAdapters.

ExtendedInfoStorage : IExtendedInfoStorage

Extended info storage.

FillGapsBehaviour : IFillGapsBehaviour

IFillGapsBehaviour

GenerateOrderBookFromLevel1 : bool

Generate order book from Level1 data.

IgnoreExtraAdapters : bool

Do not add extra adapters.

InnerAdapters : IInnerAdapterList

Adapters with which the aggregator operates.

IsRestoreSubscriptionOnErrorReconnect : bool

Restore subscription on reconnect.

IsSecurityNewsOnly : bool

Adapter provides news related with specified security.

IsSupportTransactionLog : bool

Use TransactionOrderingMessageAdapter.

LatencyManager : ILatencyManager

Orders registration delay calculation manager.

Level1Extend : bool

Use Level1ExtendBuilderAdapter.

MappingProvider : ISecurityMappingStorageProvider

Security identifier mappings storage provider.

NativeIdStorage : INativeIdStorageProvider

Security native identifier storage provider.

PnLManager : IPnLManager

The profit-loss manager.

PortfolioAdapterProvider : IPortfolioMessageAdapterProvider

The portfolio based message adapter's provider.

RoutingManager : IBasketRoutingManager

Gets the routing manager.

SecurityAdapterProvider : ISecurityMessageAdapterProvider

The security based message adapter's provider.

SendFinishedCandlesImmediatelly : bool

SendFinishedCandlesImmediatelly.

SlippageManager : ISlippageManager

Slippage manager.

StorageProcessor : IStorageProcessor

Storage processor.

StorageSettings : StorageCoreSettings

Storage settings.

SupportBuildingFromOrderLog : bool

Use OrderLogMessageAdapter.

SupportCandlesCompression : bool

Use CandleBuilderMessageAdapter.

SupportLookupTracking : bool

Use LookupTrackingMessageAdapter.

SupportOffline : bool

Use OfflineMessageAdapter.

SupportOrderBookTruncate : bool

Use OrderBookTruncateMessageAdapter.

SupportSecurityAll : bool

Use SubscriptionSecurityAllMessageAdapter.

SupportStorage : bool

Use StorageMessageAdapter.

SuppressOrderBookIncrements : bool

When , the OrderBookIncrementMessageAdapter is never added to the pipeline — even when the inner adapter reports IsSupportOrderBookIncrements.

SuppressReconnectingErrors : bool

Suppress reconnecting errors.

TransactionIdGenerator : IdGenerator

Transaction id generator used for internal child subscription routing. Must be kept in sync with the parent adapter's generator.

UseInChannel : bool

Use channels for in messages.

UseOutChannel : bool

Use channels for out messages.

Methoden

ApplyHeartbeat(IMessageAdapter, bool)

Apply on/off heartbeat mode for the specified adapter.

Clone() : IMessageAdapter

Create a copy of BasketMessageAdapter.

DisposeManaged()

To release allocated resources.

GetSortedAdapters() : IEnumerable<IMessageAdapter>

To get adapters SortedAdapters sorted by the specified priority.

Load(SettingsStorage)

Load settings.

storage
Settings storage.
OnInnerAdapterNewOutMessage(IMessageAdapter, Message, CancellationToken) : ValueTask

The embedded adapter event handler.

OnSendInMessageAsync(Message, CancellationToken) : ValueTask

Send message.

OnSendOutMessageAsync(Message, CancellationToken) : ValueTask

Send outgoing message and raise NewOutMessageAsync event.

Save(SettingsStorage)

Save settings.

storage
Settings storage.
SendOutMessageAsync(Message, CancellationToken) : ValueTask

Send outgoing message (state change, order, etc.).

message
Message.
cancellationToken
CancellationToken
StockSharp#Messages#IMessageTransport#SendInMessageAsync(Message, CancellationToken)
TryGetAdapter(string, IMessageAdapter) : bool

Try find adapter by portfolio name.

Ereignisse