AdapterRouter

AdapterRouter

public AdapterRouter(IOrderRoutingState orderRouting, Func<IMessageAdapter, IMessageAdapter> getUnderlyingAdapter, CandleBuilderProvider candleBuilderProvider, Func<bool> levelExtend)

adapterRouter = AdapterRouter(orderRouting, getUnderlyingAdapter, candleBuilderProvider, levelExtend)

Initializes a new instance of AdapterRouter.

orderRouting

Order routing state.

getUnderlyingAdapter

Function to unwrap adapter to underlying.

candleBuilderProvider

Candle builder provider for subscription filtering.

levelExtend

Function returning Level1Extend setting.

AddMessageTypeAdapter

public void AddMessageTypeAdapter(MessageTypes type, IMessageAdapter adapter)

adapterRouter.AddMessageTypeAdapter(type, adapter)

Add adapter for specified message type.

AddNotSupported

public void AddNotSupported(long transactionId, IMessageAdapter adapter)

adapterRouter.AddNotSupported(transactionId, adapter)

Add adapter to non-supported set for a transaction (for retry logic).

AddOrderAdapter

public void AddOrderAdapter(long transactionId, IMessageAdapter adapter)

adapterRouter.AddOrderAdapter(transactionId, adapter)

Add order transaction to adapter mapping.

AddPortfolioAdapter

public void AddPortfolioAdapter(string key, IMessageAdapter adapter)

adapterRouter.AddPortfolioAdapter(key, adapter)

Add portfolio adapter mapping directly. Used during Load.

AddSecurityAdapter

public void AddSecurityAdapter(ValueTuple<SecurityId, DataType> key, IMessageAdapter adapter)

adapterRouter.AddSecurityAdapter(key, adapter)

Add security adapter mapping directly. Used during Load.

Clear

public void Clear()

adapterRouter.Clear()

Clear all routing state (message type adapters, non-supported adapters, security/portfolio caches).

ClearPortfolioAdapters

public void ClearPortfolioAdapters()

adapterRouter.ClearPortfolioAdapters()

Clear portfolio adapters cache. Used during Load.

ClearSecurityAdapters

public void ClearSecurityAdapters()

adapterRouter.ClearSecurityAdapters()

Clear security adapters cache. Used during Load.

GetAdapters

public ValueTuple<IMessageAdapter[], bool> GetAdapters(Message message, Func<IMessageAdapter, IMessageAdapter> getWrapper)

result = adapterRouter.GetAdapters(message, getWrapper)

Get adapters for a message based on message type, security, and filtering.

message

Message to route.

getWrapper

Function to resolve wrapper adapter from underlying adapter.

Returns: Matched adapters array and whether supported-message filtering was skipped.

GetPortfolioAdapter

public IMessageAdapter GetPortfolioAdapter(string portfolioName, Func<IMessageAdapter, IMessageAdapter> getWrapper)

result = adapterRouter.GetPortfolioAdapter(portfolioName, getWrapper)

Get adapter for portfolio-based routing.

portfolioName

Portfolio name.

getWrapper

Function to resolve wrapper adapter from underlying adapter.

Returns: Found adapter or null.

GetSubscriptionAdaptersAsync

public ValueTask<IMessageAdapter[]> GetSubscriptionAdaptersAsync(MarketDataMessage mdMsg, IMessageAdapter[] adapters, bool skipSupportedMessages, CancellationToken cancellationToken)

result = adapterRouter.GetSubscriptionAdaptersAsync(mdMsg, adapters, skipSupportedMessages, cancellationToken)

Get adapters for market data subscription with additional filtering (candles, build mode, etc.).

mdMsg

Market data message.

adapters

Pre-filtered adapters from IMessageAdapter}).

skipSupportedMessages

Whether supported-message filtering was skipped.

cancellationToken

CancellationToken

Returns: Filtered adapters.

RemoveMessageTypeAdapter

public void RemoveMessageTypeAdapter(MessageTypes type, IMessageAdapter adapter)

adapterRouter.RemoveMessageTypeAdapter(type, adapter)

Remove adapter for specified message type.

RemovePortfolioAdapter

public void RemovePortfolioAdapter(string portfolio)

adapterRouter.RemovePortfolioAdapter(portfolio)

Remove adapter for portfolio.

RemoveSecurityAdapter

public void RemoveSecurityAdapter(SecurityId secId, DataType dataType)

adapterRouter.RemoveSecurityAdapter(secId, dataType)

Remove adapter for specific security and data type.

SetPortfolioAdapter

public void SetPortfolioAdapter(string portfolio, IMessageAdapter adapter)

adapterRouter.SetPortfolioAdapter(portfolio, adapter)

Set adapter for portfolio.

SetSecurityAdapter

public void SetSecurityAdapter(SecurityId secId, DataType dataType, IMessageAdapter adapter)

adapterRouter.SetSecurityAdapter(secId, dataType, adapter)

Set adapter for specific security and data type.

TryGetOrderAdapter

public bool TryGetOrderAdapter(long transactionId, IMessageAdapter adapter)

result = adapterRouter.TryGetOrderAdapter(transactionId, adapter)

Try get adapter for order by transaction id.