IMessageConverter
Schnittstelle zum Konvertieren zwischen FIX-Datensatzstrukturen und StockSharp Nachrichten. Bidirektionale Konvertierung für die Kompatibilität zwischen IFixDialect und IFixServerSerializer.
Methoden
public FixBoard ToFixBoard(string requestId, BoardMessage message)
result = iMessageConverter.ToFixBoard(requestId, message)
Konvertieren Sie StockSharp BoardMessage FIX Board.
public FixBoardLookup ToFixBoardLookup(BoardLookupMessage message)
result = iMessageConverter.ToFixBoardLookup(message)
Konvertieren Sie StockSharp BoardLookupMessage zu FIX BoardLookup.
public FixBoardUpdate ToFixBoardUpdate(BoardMessage message)
result = iMessageConverter.ToFixBoardUpdate(message)
Konvertieren Sie StockSharp BoardMessage zu FIX BoardUpdate.
public FixDataTypeInfo ToFixDataTypeInfo(string requestId, DataTypeInfoMessage message)
result = iMessageConverter.ToFixDataTypeInfo(requestId, message)
Konvertieren Sie StockSharp DataTypeInfoMessage zu FIX DataTypeInfo.
public FixDataTypeLookup ToFixDataTypeLookup(DataTypeLookupMessage message)
result = iMessageConverter.ToFixDataTypeLookup(message)
Konvertieren Sie StockSharp DataTypeLookupMessage zu FIX DataTypeLookup.
public FixExecutionReport ToFixExecutionReport(ExecutionMessage message, string ordStatusReqId, string massStatusReqId, string origClOrdId, string clOrdId)
result = iMessageConverter.ToFixExecutionReport(message, ordStatusReqId, massStatusReqId, origClOrdId, clOrdId)
Konvertieren Sie StockSharp ExecutionMessage zu FIX ExecutionReport.
public FixHeartbeat ToFixHeartbeat(string testReqId)
result = iMessageConverter.ToFixHeartbeat(testReqId)
Konvertieren Sie Herzschlagparameter in FIX Heartbeat.
public FixHistoryStart ToFixHistoryStart(string requestId, DateTime? from)
result = iMessageConverter.ToFixHistoryStart(requestId, from)
Konvertieren Sie die Verlaufsparameter in FIX HistoryStart.
public FixLogonResponse ToFixLogonResponse(string sessionId, string licenseFeatureId, DateTime componentTimestamp)
result = iMessageConverter.ToFixLogonResponse(sessionId, licenseFeatureId, componentTimestamp)
Konvertieren Sie die Anmeldeantwortparameter in FIX LogonResponse.
public FixMarketDataIncrementalRefresh ToFixMarketDataIncrementalRefresh(string symbol, string securityExchange, string mdReqId, DataType buildFrom, ICollection<MDEntry> entries)
result = iMessageConverter.ToFixMarketDataIncrementalRefresh(symbol, securityExchange, mdReqId, buildFrom, entries)
Konvertieren Sie Marktdateneinträge in FIX MarketDataIncrementalRefresh.
public FixMarketDataRequest ToFixMarketDataRequest(MarketDataMessage message, FixId mdReqId, FixId mdResponseId)
result = iMessageConverter.ToFixMarketDataRequest(message, mdReqId, mdResponseId)
Konvertieren Sie StockSharp MarketDataMessage zu FIX MarketDataRequest.
public FixMarketDataRequestReject ToFixMarketDataRequestReject(string mdReqId, Exception error)
result = iMessageConverter.ToFixMarketDataRequestReject(mdReqId, error)
Konvertieren Sie Fehler in FIX MarketDataRequestReject.
public FixMarketDataSnapshotFullRefresh ToFixMarketDataSnapshotFullRefresh(SecurityId securityId, string mdReqId, DataType buildFrom, ICollection<MDEntry> entries)
result = iMessageConverter.ToFixMarketDataSnapshotFullRefresh(securityId, mdReqId, buildFrom, entries)
Konvertieren Sie Marktdateneinträge in FIX MarketDataSnapshotFullRefresh.
public FixNewOrderSingle ToFixNewOrderSingle(OrderRegisterMessage message)
result = iMessageConverter.ToFixNewOrderSingle(message)
Konvertieren Sie StockSharp OrderRegisterMessage zu FIX NewOrderSingle.
public FixNews ToFixNews(NewsMessage message, string mdResponseId)
result = iMessageConverter.ToFixNews(message, mdResponseId)
Konvertieren Sie StockSharp NewsMessage zu FIX News.
public FixOrderCancelReject ToFixOrderCancelReject(string clOrdId, string orderId, string errorText, DateTime transactTime)
result = iMessageConverter.ToFixOrderCancelReject(clOrdId, orderId, errorText, transactTime)
Konvertieren Sie die Order-Cancellage-Reject-Parameter in FIX OrderCancelReject.
public FixOrderCancelReplaceRequest ToFixOrderCancelReplaceRequest(OrderReplaceMessage message)
result = iMessageConverter.ToFixOrderCancelReplaceRequest(message)
Konvertieren Sie StockSharp OrderReplaceMessage zu FIX OrderCancelReplaceRequest.
public FixOrderCancelRequest ToFixOrderCancelRequest(OrderCancelMessage message)
result = iMessageConverter.ToFixOrderCancelRequest(message)
Konvertieren Sie StockSharp OrderCancelMessage zu FIX OrderCancelRequest.
public FixOrderMassCancelReport ToFixOrderMassCancelReport(string clOrdId, char massCancelRequestType, string errorMessage)
result = iMessageConverter.ToFixOrderMassCancelReport(clOrdId, massCancelRequestType, errorMessage)
Konvertieren Sie die Parameter des Auftragsmassenstornierungsberichts in FIX OrderMassCancelReport.
public FixOrderMassCancelRequest ToFixOrderMassCancelRequest(OrderGroupCancelMessage message)
result = iMessageConverter.ToFixOrderMassCancelRequest(message)
Konvertieren Sie StockSharp OrderGroupCancelMessage zu FIX OrderMassCancelRequest.
public FixOrderMassStatusRequest ToFixOrderMassStatusRequest(OrderStatusMessage message)
result = iMessageConverter.ToFixOrderMassStatusRequest(message)
Konvertieren Sie StockSharp OrderStatusMessage (Massenanforderung) zu FIX OrderMassStatusRequest.
public FixOrderStatusRequest ToFixOrderStatusRequest(OrderStatusMessage message)
result = iMessageConverter.ToFixOrderStatusRequest(message)
Konvertieren Sie StockSharp OrderStatusMessage zu FIX OrderStatusRequest.
public FixPositionReport ToFixPositionReport(PositionChangeMessage message, string posReqId)
result = iMessageConverter.ToFixPositionReport(message, posReqId)
Konvertieren Sie StockSharp PositionChangeMessage zu FIX PositionReport.
public FixPositionReport ToFixPositionReport(string posReqId, string account, string symbol, string securityExchange, SecurityTypes? securityType, TPlusLimits? limitType, string clientCode, CurrencyTypes? currency, string strategyId, Sides? side, DataType buildFrom, string depoName, string description, ICollection<KeyValuePair<PositionChangeTypes, object>> changes, DateTime? transactTime)
result = iMessageConverter.ToFixPositionReport(posReqId, account, symbol, securityExchange, securityType, limitType, clientCode, currency, strategyId, side, buildFrom, depoName, description, changes, transactTime)
Konvertieren Sie Positionsparameter in FIX PositionReport.
public FixReject ToFixReject(string error, long? refSeqNum, string refMsgType, FixTags? refTagId, int? sessionRejectReason, string requestId)
result = iMessageConverter.ToFixReject(error, refSeqNum, refMsgType, refTagId, sessionRejectReason, requestId)
Reject-Parameter in FIX Reject umwandeln.
public FixRemoteFile ToFixRemoteFile(string requestId, RemoteFileMessage message)
result = iMessageConverter.ToFixRemoteFile(requestId, message)
Konvertieren Sie StockSharp RemoteFileMessage zu FIX RemoteFile.
public FixRemove ToFixRemove(RemoveMessage message)
result = iMessageConverter.ToFixRemove(message)
Konvertieren Sie StockSharp RemoveMessage zu FIX entfernen.
public FixRequestForPositions ToFixRequestForPositions(PortfolioLookupMessage message)
result = iMessageConverter.ToFixRequestForPositions(message)
Konvertieren Sie StockSharp PortfolioLookupMessage zu FIX RequestForPositions.
public FixResendRequest ToFixResendRequest(long beginSeqNo, long endSeqNo)
result = iMessageConverter.ToFixResendRequest(beginSeqNo, endSeqNo)
Konvertieren Sie den Sequenzbereich in FIX ResendRequest.
public FixSecurityLegsInfo ToFixSecurityLegsInfo(string requestId, IDictionary<SecurityId, IEnumerable<SecurityId>> legs)
result = iMessageConverter.ToFixSecurityLegsInfo(requestId, legs)
Konvertieren Sie die Finanzinstrumente in FIX SecurityLegsInfo.
public FixSecurityLegsRequest ToFixSecurityLegsRequest(SecurityLegsRequestMessage message)
result = iMessageConverter.ToFixSecurityLegsRequest(message)
Konvertieren Sie StockSharp SecurityLegsRequestMessage zu FIX SecurityLegsRequest.
public FixSecurityListRequest ToFixSecurityListRequest(SecurityLookupMessage message)
result = iMessageConverter.ToFixSecurityListRequest(message)
Konvertieren Sie StockSharp SecurityLookupMessage zu FIX SecurityListRequest.
public FixSecurityListResponse ToFixSecurityListResponse(ICollection<SecurityMessage> securities, string securityReqId, string securityResponseId, bool lastFragment)
result = iMessageConverter.ToFixSecurityListResponse(securities, securityReqId, securityResponseId, lastFragment)
Konvertieren Sie StockSharp SecurityMessage Sammlung zu FIX SecurityListResponse.
public FixSecurityListResponseError ToFixSecurityListResponseError(string securityReqId, string securityResponseId, Exception error)
result = iMessageConverter.ToFixSecurityListResponseError(securityReqId, securityResponseId, error)
Konvertieren Sie Fehler in FIX SecurityListResponseError.
public FixSecurityMapping ToFixSecurityMapping(SecurityMappingMessage message)
result = iMessageConverter.ToFixSecurityMapping(message)
Konvertieren Sie StockSharp SecurityMappingMessage zu FIX SecurityMapping.
public FixSecurityStatusRequest ToFixSecurityStatusRequest(SecurityMessage message)
result = iMessageConverter.ToFixSecurityStatusRequest(message)
Konvertieren Sie StockSharp SecurityMessage zu FIX SecurityStatusRequest.
public FixSequenceReset ToFixSequenceReset(bool gapFill, long newSeqNo)
result = iMessageConverter.ToFixSequenceReset(gapFill, newSeqNo)
Konvertieren Sie Sequenz-Reset-Parameter in FIX SequenceReset.
public FixSubscription ToFixSubscription(string requestId, string responseId, MarketDataMessage message)
result = iMessageConverter.ToFixSubscription(requestId, responseId, message)
Konvertieren Sie StockSharp MarketDataMessage in FIX-Abonnement.
public FixSubscriptionFinished ToFixSubscriptionFinished(SubscriptionFinishedMessage message, string mdReqId)
result = iMessageConverter.ToFixSubscriptionFinished(message, mdReqId)
Konvertieren Sie StockSharp SubscriptionFinishedMessage zu FIX SubscriptionFinished.
public FixSubscriptionOnline ToFixSubscriptionOnline(string mdReqId)
result = iMessageConverter.ToFixSubscriptionOnline(mdReqId)
Konvertieren Sie StockSharp SubscriptionOnlineMessage zu FIX SubscriptionOnline.
public FixSubscriptionResponse ToFixSubscriptionResponse(SubscriptionResponseMessage message, string mdReqId, string mdResponseId)
result = iMessageConverter.ToFixSubscriptionResponse(message, mdReqId, mdResponseId)
Konvertieren Sie StockSharp SubscriptionResponseMessage zu FIX SubscriptionResponse.
public FixSubscriptionResponse ToFixSubscriptionResponse(string mdReqId, string mdResponseId, string error)
result = iMessageConverter.ToFixSubscriptionResponse(mdReqId, mdResponseId, error)
Konvertieren Sie Fehler in FIX SubscriptionResponse.
public FixTestRequest ToFixTestRequest(TimeMessage message)
result = iMessageConverter.ToFixTestRequest(message)
Konvertieren Sie StockSharp TimeMessage zu FIX TestRequest.
public FixTradingSessionStatus ToFixTradingSessionStatus(string requestId, BoardStateMessage message)
result = iMessageConverter.ToFixTradingSessionStatus(requestId, message)
Konvertieren Sie StockSharp BoardStateMessage zu FIX TradingSessionStatus.
public FixTradingSessionStatusRequest ToFixTradingSessionStatusRequest(BoardLookupMessage message)
result = iMessageConverter.ToFixTradingSessionStatusRequest(message)
Konvertieren Sie StockSharp BoardLookupMessage zu FIX TradingSessionStatusRequest.
public FixUserInfo ToFixUserInfo(UserInfoMessage message, string userRequestId)
result = iMessageConverter.ToFixUserInfo(message, userRequestId)
Konvertieren Sie StockSharp UserInfoMessage zu FIX UserInfo.
public FixUserRequest ToFixUserRequest(UserRequestMessage message)
result = iMessageConverter.ToFixUserRequest(message)
Konvertieren Sie StockSharp UserRequestMessage zu FIX UserRequest.
public FixUserRequestEx ToFixUserRequestEx(UserLookupMessage message)
result = iMessageConverter.ToFixUserRequestEx(message)
Konvertieren Sie StockSharp UserLookupMessage zu FIX UserRequestEx.
public FixUserResponse ToFixUserResponse(string userRequestId, string userName, UserStatus status, string text)
result = iMessageConverter.ToFixUserResponse(userRequestId, userName, status, text)
Konvertieren Sie die Parameter der Benutzerantwort in FIX UserResponse.
public ValueTuple<string, DateTime?> ToHistoryStart(FixHistoryStart fix)
result = iMessageConverter.ToHistoryStart(fix)
Konvertieren Sie FIX HistoryStart in die historischen Parameter.
public SubscriptionResponseMessage ToMessage(FixSubscriptionResponse fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX SubscriptionResponse to StockSharp SubscriptionResponseMessage.
public SubscriptionOnlineMessage ToMessage(FixSubscriptionOnline fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX SubscriptionOnline to StockSharp SubscriptionOnlineMessage.
public ValueTuple<string, char, string> ToMessage(FixOrderMassCancelReport fix)
result = iMessageConverter.ToMessage(fix)
Konvertieren Sie FIX OrderMassCancelReport um Massenstornierungs-Berichtsparameter zu bestellen.
public ValueTuple<SecurityId, string, DataType, ICollection<MDEntry>> ToMessage(FixMarketDataSnapshotFullRefresh fix)
result = iMessageConverter.ToMessage(fix)
Konvertieren Sie FIX MarketDataSnapshotFullRefresh in Marktdatenparameter.
public ValueTuple<string, string, string, DataType, ICollection<MDEntry>> ToMessage(FixMarketDataIncrementalRefresh fix)
result = iMessageConverter.ToMessage(fix)
Konvertieren Sie FIX MarketDataIncrementalRefresh in Marktdatenparameter.
public SubscriptionFinishedMessage ToMessage(FixSubscriptionFinished fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX SubscriptionFinished to StockSharp SubscriptionFinishedMessage.
public ValueTuple<string, string, string, DateTime> ToMessage(FixOrderCancelReject fix)
result = iMessageConverter.ToMessage(fix)
Konvertieren Sie FIX OrderCancelReject um Löschungsparameter zu bestellen.
public DataTypeLookupMessage ToMessage(FixDataTypeLookup fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX DataTypeLookup to StockSharp DataTypeLookupMessage.
public UserInfoMessage ToMessage(FixUserInfo fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX UserInfo to StockSharp UserInfoMessage.
public OrderCancelMessage ToMessage(FixOrderCancelRequest fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX OrderCancelRequest to StockSharp OrderCancelMessage.
public OrderReplaceMessage ToMessage(FixOrderCancelReplaceRequest fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX OrderCancelReplaceRequest to StockSharp OrderReplaceMessage.
public OrderGroupCancelMessage ToMessage(FixOrderMassCancelRequest fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX OrderMassCancelRequest to StockSharp OrderGroupCancelMessage.
public OrderStatusMessage ToMessage(FixOrderStatusRequest fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX OrderStatusRequest to StockSharp OrderStatusMessage.
public OrderStatusMessage ToMessage(FixOrderMassStatusRequest fix)
result = iMessageConverter.ToMessage(fix)
Konvertieren von FIX OrderMassStatusRequest in StockSharp OrderStatusMessage (Massenanforderung).
public TimeMessage ToMessage(FixTestRequest fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX TestRequest to StockSharp TimeMessage.
public BoardLookupMessage ToMessage(FixTradingSessionStatusRequest fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX TradingSessionStatusRequest to StockSharp BoardLookupMessage.
public SecurityLookupMessage ToMessage(FixSecurityListRequest fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX SecurityListRequest to StockSharp SecurityLookupMessage.
public SecurityMessage ToMessage(FixSecurityStatusRequest fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX SecurityStatusRequest to StockSharp SecurityMessage.
public ValueTuple<string, string, UserStatus, string> ToMessage(FixUserResponse fix)
result = iMessageConverter.ToMessage(fix)
Konvertieren Sie FIX UserResponse in Benutzerantwortparameter.
public SecurityMappingMessage ToMessage(FixSecurityMapping fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX SecurityMapping to StockSharp SecurityMappingMessage.
public SecurityLegsRequestMessage ToMessage(FixSecurityLegsRequest fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX SecurityLegsRequest to StockSharp SecurityLegsRequestMessage.
public UserRequestMessage ToMessage(FixUserRequest fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX UserRequest to StockSharp UserRequestMessage.
public UserLookupMessage ToMessage(FixUserRequestEx fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX UserRequestEx to StockSharp UserLookupMessage.
public BoardLookupMessage ToMessage(FixBoardLookup fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX BoardLookup to StockSharp BoardLookupMessage.
public BoardMessage ToMessage(FixBoardUpdate fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX BoardUpdate to StockSharp BoardMessage.
public RemoveMessage ToMessage(FixRemove fix)
result = iMessageConverter.ToMessage(fix)
Konvertieren Sie FIX Remove in StockSharp RemoveMessage.
public ExecutionMessage ToMessage(FixExecutionReport fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX ExecutionReport to StockSharp ExecutionMessage.
public PositionChangeMessage ToMessage(FixPositionReport fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX PositionReport to StockSharp PositionChangeMessage.
public ValueTuple<ICollection<SecurityMessage>, string, string, bool> ToMessage(FixSecurityListResponse fix)
result = iMessageConverter.ToMessage(fix)
Konvertieren Sie die FIX SecurityListResponse-Sammlung in die StockSharp SecurityMessage-Sammlung mit Metadaten.
public NewsMessage ToMessage(FixNews fix)
result = iMessageConverter.ToMessage(fix)
Konvertieren Sie FIX News in StockSharp NewsMessage.
public PortfolioLookupMessage ToMessage(FixRequestForPositions fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX RequestForPositions to StockSharp PortfolioLookupMessage.
public OrderRegisterMessage ToMessage(FixNewOrderSingle fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX NewOrderSingle to StockSharp OrderRegisterMessage.
public IEnumerable<MarketDataMessage> ToMessages(FixMarketDataRequest fix)
result = iMessageConverter.ToMessages(fix)
Konvertieren Sie FIX MarketDataRequest in StockSharp MarketDataMessage Sammlung. Eine FIX-Anfrage kann mehrere S#-Nachrichten erzeugen (pro Kombination von Finanzinstrument und Datentyp).
public ValueTuple<long, long> ToResendRange(FixResendRequest fix)
result = iMessageConverter.ToResendRange(fix)
Konvertieren Sie FIX ResendRequest Daten in den Sequenzbereich.
public ValueTuple<bool, long> ToSequenceReset(FixSequenceReset fix)
result = iMessageConverter.ToSequenceReset(fix)
Konvertieren Sie FIX SequenceReset Daten in Sequenznummern.