IMessageConverter

StockSharp.Server.Protocol

Schnittstelle zum Konvertieren zwischen FIX-Datensatzstrukturen und StockSharp Nachrichten. Bidirektionale Konvertierung für die Kompatibilität zwischen IFixDialect und IFixServerSerializer.

Methoden

ToFixBoard
public FixBoard ToFixBoard(string requestId, BoardMessage message)
result = iMessageConverter.ToFixBoard(requestId, message)

Konvertieren Sie StockSharp BoardMessage FIX Board.

ToFixBoardLookup
public FixBoardLookup ToFixBoardLookup(BoardLookupMessage message)
result = iMessageConverter.ToFixBoardLookup(message)

Konvertieren Sie StockSharp BoardLookupMessage zu FIX BoardLookup.

ToFixBoardUpdate
public FixBoardUpdate ToFixBoardUpdate(BoardMessage message)
result = iMessageConverter.ToFixBoardUpdate(message)

Konvertieren Sie StockSharp BoardMessage zu FIX BoardUpdate.

ToFixDataTypeInfo
public FixDataTypeInfo ToFixDataTypeInfo(string requestId, DataTypeInfoMessage message)
result = iMessageConverter.ToFixDataTypeInfo(requestId, message)

Konvertieren Sie StockSharp DataTypeInfoMessage zu FIX DataTypeInfo.

ToFixDataTypeLookup
public FixDataTypeLookup ToFixDataTypeLookup(DataTypeLookupMessage message)
result = iMessageConverter.ToFixDataTypeLookup(message)

Konvertieren Sie StockSharp DataTypeLookupMessage zu FIX DataTypeLookup.

ToFixExecutionReport
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.

ToFixHeartbeat
public FixHeartbeat ToFixHeartbeat(string testReqId)
result = iMessageConverter.ToFixHeartbeat(testReqId)

Konvertieren Sie Herzschlagparameter in FIX Heartbeat.

ToFixHistoryStart
public FixHistoryStart ToFixHistoryStart(string requestId, DateTime? from)
result = iMessageConverter.ToFixHistoryStart(requestId, from)

Konvertieren Sie die Verlaufsparameter in FIX HistoryStart.

ToFixLogonResponse
public FixLogonResponse ToFixLogonResponse(string sessionId, string licenseFeatureId, DateTime componentTimestamp)
result = iMessageConverter.ToFixLogonResponse(sessionId, licenseFeatureId, componentTimestamp)

Konvertieren Sie die Anmeldeantwortparameter in FIX LogonResponse.

ToFixMarketDataIncrementalRefresh
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.

ToFixMarketDataRequest
public FixMarketDataRequest ToFixMarketDataRequest(MarketDataMessage message, FixId mdReqId, FixId mdResponseId)
result = iMessageConverter.ToFixMarketDataRequest(message, mdReqId, mdResponseId)

Konvertieren Sie StockSharp MarketDataMessage zu FIX MarketDataRequest.

ToFixMarketDataRequestReject
public FixMarketDataRequestReject ToFixMarketDataRequestReject(string mdReqId, Exception error)
result = iMessageConverter.ToFixMarketDataRequestReject(mdReqId, error)

Konvertieren Sie Fehler in FIX MarketDataRequestReject.

ToFixMarketDataSnapshotFullRefresh
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.

ToFixNewOrderSingle
public FixNewOrderSingle ToFixNewOrderSingle(OrderRegisterMessage message)
result = iMessageConverter.ToFixNewOrderSingle(message)

Konvertieren Sie StockSharp OrderRegisterMessage zu FIX NewOrderSingle.

ToFixNews
public FixNews ToFixNews(NewsMessage message, string mdResponseId)
result = iMessageConverter.ToFixNews(message, mdResponseId)

Konvertieren Sie StockSharp NewsMessage zu FIX News.

ToFixOrderCancelReject
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.

ToFixOrderCancelReplaceRequest
public FixOrderCancelReplaceRequest ToFixOrderCancelReplaceRequest(OrderReplaceMessage message)
result = iMessageConverter.ToFixOrderCancelReplaceRequest(message)

Konvertieren Sie StockSharp OrderReplaceMessage zu FIX OrderCancelReplaceRequest.

ToFixOrderCancelRequest
public FixOrderCancelRequest ToFixOrderCancelRequest(OrderCancelMessage message)
result = iMessageConverter.ToFixOrderCancelRequest(message)

Konvertieren Sie StockSharp OrderCancelMessage zu FIX OrderCancelRequest.

ToFixOrderMassCancelReport
public FixOrderMassCancelReport ToFixOrderMassCancelReport(string clOrdId, char massCancelRequestType, string errorMessage)
result = iMessageConverter.ToFixOrderMassCancelReport(clOrdId, massCancelRequestType, errorMessage)

Konvertieren Sie die Parameter des Auftragsmassenstornierungsberichts in FIX OrderMassCancelReport.

ToFixOrderMassCancelRequest
public FixOrderMassCancelRequest ToFixOrderMassCancelRequest(OrderGroupCancelMessage message)
result = iMessageConverter.ToFixOrderMassCancelRequest(message)

Konvertieren Sie StockSharp OrderGroupCancelMessage zu FIX OrderMassCancelRequest.

ToFixOrderMassStatusRequest
public FixOrderMassStatusRequest ToFixOrderMassStatusRequest(OrderStatusMessage message)
result = iMessageConverter.ToFixOrderMassStatusRequest(message)

Konvertieren Sie StockSharp OrderStatusMessage (Massenanforderung) zu FIX OrderMassStatusRequest.

ToFixOrderStatusRequest
public FixOrderStatusRequest ToFixOrderStatusRequest(OrderStatusMessage message)
result = iMessageConverter.ToFixOrderStatusRequest(message)

Konvertieren Sie StockSharp OrderStatusMessage zu FIX OrderStatusRequest.

ToFixPositionReport
public FixPositionReport ToFixPositionReport(PositionChangeMessage message, string posReqId)
result = iMessageConverter.ToFixPositionReport(message, posReqId)

Konvertieren Sie StockSharp PositionChangeMessage zu FIX PositionReport.

ToFixPositionReport
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.

ToFixReject
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.

ToFixRemoteFile
public FixRemoteFile ToFixRemoteFile(string requestId, RemoteFileMessage message)
result = iMessageConverter.ToFixRemoteFile(requestId, message)

Konvertieren Sie StockSharp RemoteFileMessage zu FIX RemoteFile.

ToFixRemove
public FixRemove ToFixRemove(RemoveMessage message)
result = iMessageConverter.ToFixRemove(message)

Konvertieren Sie StockSharp RemoveMessage zu FIX entfernen.

ToFixRequestForPositions
public FixRequestForPositions ToFixRequestForPositions(PortfolioLookupMessage message)
result = iMessageConverter.ToFixRequestForPositions(message)

Konvertieren Sie StockSharp PortfolioLookupMessage zu FIX RequestForPositions.

ToFixResendRequest
public FixResendRequest ToFixResendRequest(long beginSeqNo, long endSeqNo)
result = iMessageConverter.ToFixResendRequest(beginSeqNo, endSeqNo)

Konvertieren Sie den Sequenzbereich in FIX ResendRequest.

ToFixSecurityLegsInfo
public FixSecurityLegsInfo ToFixSecurityLegsInfo(string requestId, IDictionary<SecurityId, IEnumerable<SecurityId>> legs)
result = iMessageConverter.ToFixSecurityLegsInfo(requestId, legs)

Konvertieren Sie die Finanzinstrumente in FIX SecurityLegsInfo.

ToFixSecurityLegsRequest
public FixSecurityLegsRequest ToFixSecurityLegsRequest(SecurityLegsRequestMessage message)
result = iMessageConverter.ToFixSecurityLegsRequest(message)

Konvertieren Sie StockSharp SecurityLegsRequestMessage zu FIX SecurityLegsRequest.

ToFixSecurityListRequest
public FixSecurityListRequest ToFixSecurityListRequest(SecurityLookupMessage message)
result = iMessageConverter.ToFixSecurityListRequest(message)

Konvertieren Sie StockSharp SecurityLookupMessage zu FIX SecurityListRequest.

ToFixSecurityListResponse
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.

ToFixSecurityListResponseError
public FixSecurityListResponseError ToFixSecurityListResponseError(string securityReqId, string securityResponseId, Exception error)
result = iMessageConverter.ToFixSecurityListResponseError(securityReqId, securityResponseId, error)

Konvertieren Sie Fehler in FIX SecurityListResponseError.

ToFixSecurityMapping
public FixSecurityMapping ToFixSecurityMapping(SecurityMappingMessage message)
result = iMessageConverter.ToFixSecurityMapping(message)

Konvertieren Sie StockSharp SecurityMappingMessage zu FIX SecurityMapping.

ToFixSecurityStatusRequest
public FixSecurityStatusRequest ToFixSecurityStatusRequest(SecurityMessage message)
result = iMessageConverter.ToFixSecurityStatusRequest(message)

Konvertieren Sie StockSharp SecurityMessage zu FIX SecurityStatusRequest.

ToFixSequenceReset
public FixSequenceReset ToFixSequenceReset(bool gapFill, long newSeqNo)
result = iMessageConverter.ToFixSequenceReset(gapFill, newSeqNo)

Konvertieren Sie Sequenz-Reset-Parameter in FIX SequenceReset.

ToFixSubscription
public FixSubscription ToFixSubscription(string requestId, string responseId, MarketDataMessage message)
result = iMessageConverter.ToFixSubscription(requestId, responseId, message)

Konvertieren Sie StockSharp MarketDataMessage in FIX-Abonnement.

ToFixSubscriptionFinished
public FixSubscriptionFinished ToFixSubscriptionFinished(SubscriptionFinishedMessage message, string mdReqId)
result = iMessageConverter.ToFixSubscriptionFinished(message, mdReqId)

Konvertieren Sie StockSharp SubscriptionFinishedMessage zu FIX SubscriptionFinished.

ToFixSubscriptionOnline
public FixSubscriptionOnline ToFixSubscriptionOnline(string mdReqId)
result = iMessageConverter.ToFixSubscriptionOnline(mdReqId)

Konvertieren Sie StockSharp SubscriptionOnlineMessage zu FIX SubscriptionOnline.

ToFixSubscriptionResponse
public FixSubscriptionResponse ToFixSubscriptionResponse(SubscriptionResponseMessage message, string mdReqId, string mdResponseId)
result = iMessageConverter.ToFixSubscriptionResponse(message, mdReqId, mdResponseId)

Konvertieren Sie StockSharp SubscriptionResponseMessage zu FIX SubscriptionResponse.

ToFixSubscriptionResponse
public FixSubscriptionResponse ToFixSubscriptionResponse(string mdReqId, string mdResponseId, string error)
result = iMessageConverter.ToFixSubscriptionResponse(mdReqId, mdResponseId, error)

Konvertieren Sie Fehler in FIX SubscriptionResponse.

ToFixTestRequest
public FixTestRequest ToFixTestRequest(TimeMessage message)
result = iMessageConverter.ToFixTestRequest(message)

Konvertieren Sie StockSharp TimeMessage zu FIX TestRequest.

ToFixTradingSessionStatus
public FixTradingSessionStatus ToFixTradingSessionStatus(string requestId, BoardStateMessage message)
result = iMessageConverter.ToFixTradingSessionStatus(requestId, message)

Konvertieren Sie StockSharp BoardStateMessage zu FIX TradingSessionStatus.

ToFixTradingSessionStatusRequest
public FixTradingSessionStatusRequest ToFixTradingSessionStatusRequest(BoardLookupMessage message)
result = iMessageConverter.ToFixTradingSessionStatusRequest(message)

Konvertieren Sie StockSharp BoardLookupMessage zu FIX TradingSessionStatusRequest.

ToFixUserInfo
public FixUserInfo ToFixUserInfo(UserInfoMessage message, string userRequestId)
result = iMessageConverter.ToFixUserInfo(message, userRequestId)

Konvertieren Sie StockSharp UserInfoMessage zu FIX UserInfo.

ToFixUserRequest
public FixUserRequest ToFixUserRequest(UserRequestMessage message)
result = iMessageConverter.ToFixUserRequest(message)

Konvertieren Sie StockSharp UserRequestMessage zu FIX UserRequest.

ToFixUserRequestEx
public FixUserRequestEx ToFixUserRequestEx(UserLookupMessage message)
result = iMessageConverter.ToFixUserRequestEx(message)

Konvertieren Sie StockSharp UserLookupMessage zu FIX UserRequestEx.

ToFixUserResponse
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.

ToHistoryStart
public ValueTuple<string, DateTime?> ToHistoryStart(FixHistoryStart fix)
result = iMessageConverter.ToHistoryStart(fix)

Konvertieren Sie FIX HistoryStart in die historischen Parameter.

ToMessage
public SubscriptionResponseMessage ToMessage(FixSubscriptionResponse fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX SubscriptionResponse to StockSharp SubscriptionResponseMessage.

ToMessage
public SubscriptionOnlineMessage ToMessage(FixSubscriptionOnline fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX SubscriptionOnline to StockSharp SubscriptionOnlineMessage.

ToMessage
public ValueTuple<string, char, string> ToMessage(FixOrderMassCancelReport fix)
result = iMessageConverter.ToMessage(fix)

Konvertieren Sie FIX OrderMassCancelReport um Massenstornierungs-Berichtsparameter zu bestellen.

ToMessage
public ValueTuple<SecurityId, string, DataType, ICollection<MDEntry>> ToMessage(FixMarketDataSnapshotFullRefresh fix)
result = iMessageConverter.ToMessage(fix)

Konvertieren Sie FIX MarketDataSnapshotFullRefresh in Marktdatenparameter.

ToMessage
public ValueTuple<string, string, string, DataType, ICollection<MDEntry>> ToMessage(FixMarketDataIncrementalRefresh fix)
result = iMessageConverter.ToMessage(fix)

Konvertieren Sie FIX MarketDataIncrementalRefresh in Marktdatenparameter.

ToMessage
public SubscriptionFinishedMessage ToMessage(FixSubscriptionFinished fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX SubscriptionFinished to StockSharp SubscriptionFinishedMessage.

ToMessage
public ValueTuple<string, string, string, DateTime> ToMessage(FixOrderCancelReject fix)
result = iMessageConverter.ToMessage(fix)

Konvertieren Sie FIX OrderCancelReject um Löschungsparameter zu bestellen.

ToMessage
public DataTypeLookupMessage ToMessage(FixDataTypeLookup fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX DataTypeLookup to StockSharp DataTypeLookupMessage.

ToMessage
public UserInfoMessage ToMessage(FixUserInfo fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX UserInfo to StockSharp UserInfoMessage.

ToMessage
public OrderCancelMessage ToMessage(FixOrderCancelRequest fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX OrderCancelRequest to StockSharp OrderCancelMessage.

ToMessage
public OrderReplaceMessage ToMessage(FixOrderCancelReplaceRequest fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX OrderCancelReplaceRequest to StockSharp OrderReplaceMessage.

ToMessage
public OrderGroupCancelMessage ToMessage(FixOrderMassCancelRequest fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX OrderMassCancelRequest to StockSharp OrderGroupCancelMessage.

ToMessage
public OrderStatusMessage ToMessage(FixOrderStatusRequest fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX OrderStatusRequest to StockSharp OrderStatusMessage.

ToMessage
public OrderStatusMessage ToMessage(FixOrderMassStatusRequest fix)
result = iMessageConverter.ToMessage(fix)

Konvertieren von FIX OrderMassStatusRequest in StockSharp OrderStatusMessage (Massenanforderung).

ToMessage
public TimeMessage ToMessage(FixTestRequest fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX TestRequest to StockSharp TimeMessage.

ToMessage
public BoardLookupMessage ToMessage(FixTradingSessionStatusRequest fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX TradingSessionStatusRequest to StockSharp BoardLookupMessage.

ToMessage
public SecurityLookupMessage ToMessage(FixSecurityListRequest fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX SecurityListRequest to StockSharp SecurityLookupMessage.

ToMessage
public SecurityMessage ToMessage(FixSecurityStatusRequest fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX SecurityStatusRequest to StockSharp SecurityMessage.

ToMessage
public ValueTuple<string, string, UserStatus, string> ToMessage(FixUserResponse fix)
result = iMessageConverter.ToMessage(fix)

Konvertieren Sie FIX UserResponse in Benutzerantwortparameter.

ToMessage
public SecurityMappingMessage ToMessage(FixSecurityMapping fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX SecurityMapping to StockSharp SecurityMappingMessage.

ToMessage
public SecurityLegsRequestMessage ToMessage(FixSecurityLegsRequest fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX SecurityLegsRequest to StockSharp SecurityLegsRequestMessage.

ToMessage
public UserRequestMessage ToMessage(FixUserRequest fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX UserRequest to StockSharp UserRequestMessage.

ToMessage
public UserLookupMessage ToMessage(FixUserRequestEx fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX UserRequestEx to StockSharp UserLookupMessage.

ToMessage
public BoardLookupMessage ToMessage(FixBoardLookup fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX BoardLookup to StockSharp BoardLookupMessage.

ToMessage
public BoardMessage ToMessage(FixBoardUpdate fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX BoardUpdate to StockSharp BoardMessage.

ToMessage
public RemoveMessage ToMessage(FixRemove fix)
result = iMessageConverter.ToMessage(fix)

Konvertieren Sie FIX Remove in StockSharp RemoveMessage.

ToMessage
public ExecutionMessage ToMessage(FixExecutionReport fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX ExecutionReport to StockSharp ExecutionMessage.

ToMessage
public PositionChangeMessage ToMessage(FixPositionReport fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX PositionReport to StockSharp PositionChangeMessage.

ToMessage
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.

ToMessage
public NewsMessage ToMessage(FixNews fix)
result = iMessageConverter.ToMessage(fix)

Konvertieren Sie FIX News in StockSharp NewsMessage.

ToMessage
public PortfolioLookupMessage ToMessage(FixRequestForPositions fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX RequestForPositions to StockSharp PortfolioLookupMessage.

ToMessage
public OrderRegisterMessage ToMessage(FixNewOrderSingle fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX NewOrderSingle to StockSharp OrderRegisterMessage.

ToMessages
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).

ToResendRange
public ValueTuple<long, long> ToResendRange(FixResendRequest fix)
result = iMessageConverter.ToResendRange(fix)

Konvertieren Sie FIX ResendRequest Daten in den Sequenzbereich.

ToSequenceReset
public ValueTuple<bool, long> ToSequenceReset(FixSequenceReset fix)
result = iMessageConverter.ToSequenceReset(fix)

Konvertieren Sie FIX SequenceReset Daten in Sequenznummern.