DefaultFixDialect
The default implementation of IFixDialect.
Erbt von: BaseFixDialect
Konstruktoren
DefaultFixDialect(IdGenerator)
The default implementation of IFixDialect.
- transactionIdGenerator
- Transaction id generator.
Eigenschaften
CheckTimeFrameByRequest : bool
Check possible time-frame by request.
ConvertToLatin : bool
Convert all non-latin text messages to latin.
IsAutoReplyOnTransactonalUnsubscription : bool
Send auto response for OrderStatusMessage and PortfolioLookupMessage unsubscribes.
IsSupportMarketDataResponse : bool
Support market-data response.
NotSupportedResultMessages : IEnumerable<MessageTypes>
Not supported by adapter result message types.
PossibleSupportedMessages : IEnumerable<MessageTypeInfo>
Possible supported message types.
SupportLicensing : bool
Support of licensing features.
Methoden
IsSupportCandlesUpdates(MarketDataMessage) : bool
Support candles subscription and live updates.
- subscription
- MarketDataMessage
Rückgabe: Check result.
OnReadAsync(IFixReader, string, CancellationToken) : IAsyncEnumerable<Message>
Read next message from FIX protocol.
- reader
- The reader of data recorded in the FIX protocol format.
- msgType
- Message type.
- cancellationToken
- CancellationToken
Rückgabe: The sequence of messages.
OnWriteAsync(IFixWriter, Message, CancellationToken) : ValueTask<string>
Write the specified message into FIX protocol.
- writer
- The recorder of data in the FIX protocol format.
- message
- The message.
- cancellationToken
- Cancellation token.
Rückgabe: FixMessages value.
ReadOrderConditionAsync(IFixReader, FixTags, Func<OrderCondition>, CancellationToken) : ValueTask<bool>
To read the order condition OrderCondition.
- reader
- Data reader.
- tag
- Tag.
- getCondition
- The function returning the order condition.
- cancellationToken
- Cancellation token.
Rückgabe: Whether the data was successfully processed.
RegisterCandleType(char, Type)
Register new candle type.
- code
- MDEntryType value.
- messageType
- Message type.
WriteOrderConditionAsync(IFixWriter, OrderCondition, CancellationToken) : ValueTask
To record data by the order condition.
- writer
- FIX data writer.
- condition
- Order condition (e.g., stop- and algo- orders parameters).
- cancellationToken
- Cancellation token.