SwissQuoteFixDialect
StockSharp.Fix.Dialects
SwissQuote FIX protocol dialect.
Erbt von: BaseFixDialect
Konstruktoren
SwissQuoteFixDialect(IdGenerator)
Initializes a new instance of the SwissQuoteFixDialect.
- transactionIdGenerator
- Transaction id generator.
Eigenschaften
FeatureName : string
Feature name.
LoginAsPortfolioName : bool
Use Login as portfolio name.
PossibleSupportedMessages : IEnumerable<MessageTypeInfo>
Possible supported message types.
SupportedOrderBookDepths : IEnumerable<int>
Available options for MaxDepth.
Methoden
GetOrderState(ExecutionReport) : OrderStates?
Convert OrdStatus to OrderStates value.
- report
- ExecutionReport value.
Rückgabe: OrderStates value.
GetSupportedMarketDataTypesAsync(SecurityId, DateTime?, DateTime?) : IAsyncEnumerable<DataType>
Get supported by adapter message types.
- securityId
- SecurityId
- from
- Start date for request. If , then all available messages will be returned.
- to
- End date for request. If , then all available messages will be returned.
Rückgabe: Supported by adapter market data types.
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.
ProcessExecutionReportAsync(ExecutionReport, Func<ExecutionReport, ExecutionMessage, CancellationToken, IAsyncEnumerable<ExecutionMessage>>, CancellationToken) : IAsyncEnumerable<Message>
Process ExecutionReport instance.
- report
- ExecutionReport instance.
- processExecMsg
- Post handle an ExecutionMessage instance.
- cancellationToken
- CancellationToken