BasketMessageAdapter

BasketMessageAdapter

public BasketMessageAdapter(IdGenerator transactionIdGenerator, CandleBuilderProvider candleBuilderProvider, ISecurityMessageAdapterProvider securityAdapterProvider, IPortfolioMessageAdapterProvider portfolioAdapterProvider, IStorageBuffer buffer)

basketMessageAdapter = BasketMessageAdapter(transactionIdGenerator, candleBuilderProvider, securityAdapterProvider, portfolioAdapterProvider, buffer)

Initializes a new instance of the BasketMessageAdapter.

BasketMessageAdapter

public BasketMessageAdapter(IdGenerator transactionIdGenerator, CandleBuilderProvider candleBuilderProvider, ISecurityMessageAdapterProvider securityAdapterProvider, IPortfolioMessageAdapterProvider portfolioAdapterProvider, IStorageBuffer buffer, IAdapterWrapperPipelineBuilder pipelineBuilder, IBasketRoutingManager routingManager)

basketMessageAdapter = BasketMessageAdapter(transactionIdGenerator, candleBuilderProvider, securityAdapterProvider, portfolioAdapterProvider, buffer, pipelineBuilder, routingManager)

Initializes a new instance of the BasketMessageAdapter with injectable dependencies.

Buffer

public IStorageBuffer Buffer { get; }

value = basketMessageAdapter.Buffer

Storage buffer.

CommissionManager

public ICommissionManager CommissionManager { get; set; }

value = basketMessageAdapter.CommissionManager
basketMessageAdapter.CommissionManager = value

The commission calculating manager.

ConnectDisconnectEventOnFirstAdapter

public bool ConnectDisconnectEventOnFirstAdapter { get; set; }

value = basketMessageAdapter.ConnectDisconnectEventOnFirstAdapter
basketMessageAdapter.ConnectDisconnectEventOnFirstAdapter = value

To call the ConnectMessage event when the first adapter connects to InnerAdapters.

ExtendedInfoStorage

public IExtendedInfoStorage ExtendedInfoStorage { get; set; }

value = basketMessageAdapter.ExtendedInfoStorage
basketMessageAdapter.ExtendedInfoStorage = value

Extended info storage.

FillGapsBehaviour

public IFillGapsBehaviour FillGapsBehaviour { get; set; }

value = basketMessageAdapter.FillGapsBehaviour
basketMessageAdapter.FillGapsBehaviour = value

IFillGapsBehaviour

GenerateOrderBookFromLevel1

public bool GenerateOrderBookFromLevel1 { get; set; }

value = basketMessageAdapter.GenerateOrderBookFromLevel1
basketMessageAdapter.GenerateOrderBookFromLevel1 = value

Generate order book from Level1 data.

IgnoreExtraAdapters

public bool IgnoreExtraAdapters { get; set; }

value = basketMessageAdapter.IgnoreExtraAdapters
basketMessageAdapter.IgnoreExtraAdapters = value

Do not add extra adapters.

InnerAdapters

public IInnerAdapterList InnerAdapters { get; }

value = basketMessageAdapter.InnerAdapters

Adapters with which the aggregator operates.

IsRestoreSubscriptionOnErrorReconnect

public bool IsRestoreSubscriptionOnErrorReconnect { get; set; }

value = basketMessageAdapter.IsRestoreSubscriptionOnErrorReconnect
basketMessageAdapter.IsRestoreSubscriptionOnErrorReconnect = value

Restore subscription on reconnect.

IsSecurityNewsOnly

public bool IsSecurityNewsOnly { get; }

value = basketMessageAdapter.IsSecurityNewsOnly

Adapter provides news related with specified security.

IsSupportTransactionLog

public bool IsSupportTransactionLog { get; set; }

value = basketMessageAdapter.IsSupportTransactionLog
basketMessageAdapter.IsSupportTransactionLog = value

Use TransactionOrderingMessageAdapter.

LatencyManager

public ILatencyManager LatencyManager { get; set; }

value = basketMessageAdapter.LatencyManager
basketMessageAdapter.LatencyManager = value

Orders registration delay calculation manager.

Level1Extend

public bool Level1Extend { get; set; }

value = basketMessageAdapter.Level1Extend
basketMessageAdapter.Level1Extend = value

Use Level1ExtendBuilderAdapter.

MappingProvider

public ISecurityMappingStorageProvider MappingProvider { get; set; }

value = basketMessageAdapter.MappingProvider
basketMessageAdapter.MappingProvider = value

Security identifier mappings storage provider.

NativeIdStorage

public INativeIdStorageProvider NativeIdStorage { get; set; }

value = basketMessageAdapter.NativeIdStorage
basketMessageAdapter.NativeIdStorage = value

Security native identifier storage provider.

PnLManager

public IPnLManager PnLManager { get; set; }

value = basketMessageAdapter.PnLManager
basketMessageAdapter.PnLManager = value

The profit-loss manager.

PortfolioAdapterProvider

public IPortfolioMessageAdapterProvider PortfolioAdapterProvider { get; }

value = basketMessageAdapter.PortfolioAdapterProvider

The portfolio based message adapter's provider.

RoutingManager

public IBasketRoutingManager RoutingManager { get; }

value = basketMessageAdapter.RoutingManager

Gets the routing manager.

SecurityAdapterProvider

public ISecurityMessageAdapterProvider SecurityAdapterProvider { get; }

value = basketMessageAdapter.SecurityAdapterProvider

The security based message adapter's provider.

SendFinishedCandlesImmediatelly

public bool SendFinishedCandlesImmediatelly { get; set; }

value = basketMessageAdapter.SendFinishedCandlesImmediatelly
basketMessageAdapter.SendFinishedCandlesImmediatelly = value

SendFinishedCandlesImmediatelly.

SlippageManager

public ISlippageManager SlippageManager { get; set; }

value = basketMessageAdapter.SlippageManager
basketMessageAdapter.SlippageManager = value

Slippage manager.

StorageProcessor

public IStorageProcessor StorageProcessor { get; }

value = basketMessageAdapter.StorageProcessor

Storage processor.

StorageSettings

public StorageCoreSettings StorageSettings { get; }

value = basketMessageAdapter.StorageSettings

Storage settings.

SupportBuildingFromOrderLog

public bool SupportBuildingFromOrderLog { get; set; }

value = basketMessageAdapter.SupportBuildingFromOrderLog
basketMessageAdapter.SupportBuildingFromOrderLog = value

Use OrderLogMessageAdapter.

SupportCandlesCompression

public bool SupportCandlesCompression { get; set; }

value = basketMessageAdapter.SupportCandlesCompression
basketMessageAdapter.SupportCandlesCompression = value

Use CandleBuilderMessageAdapter.

SupportLookupTracking

public bool SupportLookupTracking { get; set; }

value = basketMessageAdapter.SupportLookupTracking
basketMessageAdapter.SupportLookupTracking = value

Use LookupTrackingMessageAdapter.

SupportOffline

public bool SupportOffline { get; set; }

value = basketMessageAdapter.SupportOffline
basketMessageAdapter.SupportOffline = value

Use OfflineMessageAdapter.

SupportOrderBookTruncate

public bool SupportOrderBookTruncate { get; set; }

value = basketMessageAdapter.SupportOrderBookTruncate
basketMessageAdapter.SupportOrderBookTruncate = value

Use OrderBookTruncateMessageAdapter.

SupportSecurityAll

public bool SupportSecurityAll { get; set; }

value = basketMessageAdapter.SupportSecurityAll
basketMessageAdapter.SupportSecurityAll = value

Use SubscriptionSecurityAllMessageAdapter.

SupportStorage

public bool SupportStorage { get; set; }

value = basketMessageAdapter.SupportStorage
basketMessageAdapter.SupportStorage = value

Use StorageMessageAdapter.

SuppressOrderBookIncrements

public bool SuppressOrderBookIncrements { get; set; }

value = basketMessageAdapter.SuppressOrderBookIncrements
basketMessageAdapter.SuppressOrderBookIncrements = value

When , the OrderBookIncrementMessageAdapter is never added to the pipeline — even when the inner adapter reports IsSupportOrderBookIncrements.

SuppressReconnectingErrors

public bool SuppressReconnectingErrors { get; set; }

value = basketMessageAdapter.SuppressReconnectingErrors
basketMessageAdapter.SuppressReconnectingErrors = value

Suppress reconnecting errors.

TransactionIdGenerator

public IdGenerator TransactionIdGenerator { get; set; }

value = basketMessageAdapter.TransactionIdGenerator
basketMessageAdapter.TransactionIdGenerator = value

Transaction id generator.

UseInChannel

public bool UseInChannel { get; set; }

value = basketMessageAdapter.UseInChannel
basketMessageAdapter.UseInChannel = value

Use channels for in messages.

UseOutChannel

public bool UseOutChannel { get; set; }

value = basketMessageAdapter.UseOutChannel
basketMessageAdapter.UseOutChannel = value

Use channels for out messages.

ApplyHeartbeat

public void ApplyHeartbeat(IMessageAdapter adapter, bool on)

basketMessageAdapter.ApplyHeartbeat(adapter, on)

Apply on/off heartbeat mode for the specified adapter.

Clone

public IMessageAdapter Clone()

result = basketMessageAdapter.Clone()

Create a copy of BasketMessageAdapter.

DisposeManaged

protected override void DisposeManaged()

basketMessageAdapter.DisposeManaged()

To release allocated resources.

GetSortedAdapters

protected IEnumerable<IMessageAdapter> GetSortedAdapters()

result = basketMessageAdapter.GetSortedAdapters()

To get adapters SortedAdapters sorted by the specified priority.

Load

public override void Load(SettingsStorage storage)

basketMessageAdapter.Load(storage)

Load settings.

storage

Settings storage.

OnInnerAdapterNewOutMessage

protected virtual ValueTask OnInnerAdapterNewOutMessage(IMessageAdapter innerAdapter, Message message, CancellationToken cancellationToken)

result = basketMessageAdapter.OnInnerAdapterNewOutMessage(innerAdapter, message, cancellationToken)

The embedded adapter event handler.

OnSendInMessageAsync

protected virtual ValueTask OnSendInMessageAsync(Message message, CancellationToken cancellationToken)

result = basketMessageAdapter.OnSendInMessageAsync(message, cancellationToken)

Send message.

OnSendOutMessageAsync

protected virtual ValueTask OnSendOutMessageAsync(Message message, CancellationToken cancellationToken)

result = basketMessageAdapter.OnSendOutMessageAsync(message, cancellationToken)

Send outgoing message and raise NewOutMessageAsync event.

Save

public override void Save(SettingsStorage storage)

basketMessageAdapter.Save(storage)

Save settings.

storage

Settings storage.

SendOutMessageAsync

public ValueTask SendOutMessageAsync(Message message, CancellationToken cancellationToken)

result = basketMessageAdapter.SendOutMessageAsync(message, cancellationToken)

Send outgoing message and raise NewOutMessageAsync event.

message

Message.

cancellationToken

CancellationToken

StockSharp#Messages#IMessageTransport#SendInMessageAsync(Message, CancellationToken)

TryGetAdapter

public bool TryGetAdapter(string porfolioName, IMessageAdapter adapter)

result = basketMessageAdapter.TryGetAdapter(porfolioName, adapter)

Try find adapter by portfolio name.

NewOutMessageAsync

public event Func<Message, CancellationToken, ValueTask> NewOutMessageAsync

basketMessageAdapter.NewOutMessageAsync += handler

New message event.