BvmtFixDialect

BvmtFixDialect

public BvmtFixDialect(IdGenerator transactionIdGenerator)

bvmtFixDialect = BvmtFixDialect(transactionIdGenerator)

Initializes a new instance of the BvmtFixDialect.

transactionIdGenerator

Transaction id generator.

FeatureName

public override string FeatureName { get; }

value = bvmtFixDialect.FeatureName

Feature name.

IsNativeIdentifiers

public override bool IsNativeIdentifiers { get; }

value = bvmtFixDialect.IsNativeIdentifiers

Identify security in messages by native identifier Native.

IsReplaceCommandEditCurrent

public override bool IsReplaceCommandEditCurrent { get; }

value = bvmtFixDialect.IsReplaceCommandEditCurrent

Is the OrderReplaceMessage command edit a current order.

IsSupportTransactionLog

public override bool IsSupportTransactionLog { get; }

value = bvmtFixDialect.IsSupportTransactionLog

Adapter translates orders changes on reply of OrderStatusMessage.

LogicalAccessId

public string LogicalAccessId { get; set; }

value = bvmtFixDialect.LogicalAccessId
bvmtFixDialect.LogicalAccessId = value

Logical access id.

LoginAsPortfolioName

protected override bool LoginAsPortfolioName { get; }

value = bvmtFixDialect.LoginAsPortfolioName

Use Login as portfolio name.

OrdersQueuingMode

public OrdersQueuingMode OrdersQueuingMode { get; set; }

value = bvmtFixDialect.OrdersQueuingMode
bvmtFixDialect.OrdersQueuingMode = value

Order queue mode.

PartitionId

public string PartitionId { get; set; }

value = bvmtFixDialect.PartitionId
bvmtFixDialect.PartitionId = value

Partition id.

PossibleSupportedMessages

public override IEnumerable<MessageTypeInfo> PossibleSupportedMessages { get; }

value = bvmtFixDialect.PossibleSupportedMessages

Possible supported by adapter message types.

SupportUnknownExecutions

public override bool SupportUnknownExecutions { get; set; }

value = bvmtFixDialect.SupportUnknownExecutions
bvmtFixDialect.SupportUnknownExecutions = value

Support executions processing, generated by third-party software.

ApplyTimeInForce

protected override bool ApplyTimeInForce(ExecutionReport report, ExecutionMessage msg, bool throwInvalid)

result = bvmtFixDialect.ApplyTimeInForce(report, msg, throwInvalid)

Apply time in force.

report

msg

throwInvalid

GetExecutionTime

protected override DateTime GetExecutionTime(ExecutionReport report)

result = bvmtFixDialect.GetExecutionTime(report)

Get execution time.

GetOrderState

protected override OrderStates? GetOrderState(ExecutionReport report)

result = bvmtFixDialect.GetOrderState(report)

Convert OrdStatus to OrderStates value.

report

ExecutionReport value.

Returns: OrderStates value.

GetOrderType

protected override OrderTypes GetOrderType(ExecutionReport report, OrderCondition condition)

result = bvmtFixDialect.GetOrderType(report, condition)

Get order type.

report

Execution report.

condition

Base order condition (for example, for stop order algo orders).

Returns: Order type.

GetSupportedMarketDataTypesAsync

public override IAsyncEnumerable<DataType> GetSupportedMarketDataTypesAsync(SecurityId securityId, DateTime? from, DateTime? to)

result = bvmtFixDialect.GetSupportedMarketDataTypesAsync(securityId, from, to)

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.

Returns: Supported by adapter market data types.

OnReadAsync

protected override IAsyncEnumerable<Message> OnReadAsync(IFixReader reader, string msgType, CancellationToken cancellationToken)

result = bvmtFixDialect.OnReadAsync(reader, msgType, cancellationToken)

Read next message from FIX protocol.

reader

The reader of data recorded in the FIX protocol format.

msgType

Message type.

cancellationToken

CancellationToken

Returns: The sequence of messages.

OnWriteAsync

protected override ValueTask<string> OnWriteAsync(IFixWriter writer, Message message, CancellationToken cancellationToken)

result = bvmtFixDialect.OnWriteAsync(writer, message, cancellationToken)

Write the specified message into FIX protocol.

writer

The recorder of data in the FIX protocol format.

message

The message.

cancellationToken

Cancellation token.

Returns: FixMessages value.

ProcessExecutionReportAsync

protected override IAsyncEnumerable<Message> ProcessExecutionReportAsync(ExecutionReport report, Func<ExecutionReport, ExecutionMessage, CancellationToken, IAsyncEnumerable<ExecutionMessage>> processExecMsg, CancellationToken cancellationToken)

result = bvmtFixDialect.ProcessExecutionReportAsync(report, processExecMsg, cancellationToken)

Process ExecutionReport instance.

report

ExecutionReport instance.

processExecMsg

Post handle an ExecutionMessage instance.

cancellationToken

CancellationToken

ProcessExecutionReportExtraTagAsync

protected override ValueTask<bool> ProcessExecutionReportExtraTagAsync(FixTags tag, IFixReader reader, ExecutionReport report, CancellationToken cancellationToken)

result = bvmtFixDialect.ProcessExecutionReportExtraTagAsync(tag, reader, report, cancellationToken)

Process extra tags for ExecutionReport.

tag

Tag.

reader

The reader of data recorded in the FIX protocol format.

report

Execution report.

cancellationToken

CancellationToken

Returns: Result.

TryParseNextMsqSeqNum

public override long? TryParseNextMsqSeqNum(string errorMessage)

result = bvmtFixDialect.TryParseNextMsqSeqNum(errorMessage)

Try extract expected MsgSeqNum from the specified error message.

errorMessage

Error message.

Returns: MsgSeqNum or .