BaseUdpDialect
The base class describing the dialect of the UDP protocol.
Inherits: BaseLogReceiver
Implements: IUdpDialect, IMessageAdapter, IMessageTransport, IPersistable, ILogReceiver, ILogSource, IDisposable, ICloneable<IMessageAdapter>, ICloneable
Constructors
BaseUdpDialect()
Initializes a new instance of the BaseUdpDialect class.
Properties
AssociatedBoards : string[]
The adapter can process subscription only with instruments associated with the specified board.
CandlesBuildFrom : IEnumerable<Level1Fields>
Possible options for candles building.
Categories : MessageAdapterCategories
Message adapter categories.
CheckTimeFrameByRequest : bool
Check possible time-frame by request.
DisconnectTimeout : TimeSpan
Gets the timeout to wait for a graceful disconnect.
DumpPacketOnError : bool
When true, logs the full UDP packet payload as Base64 when processing fails. Intended for diagnostics/deserialization of problematic packets.
EnqueueSubscriptions : bool
Enqueue subscriptions.
ExtraSetup : bool
The adapter requires extra setup.
FaultDelay : TimeSpan
Gets or sets the delay applied between faulted iterations.
FeatureName : string
Feature name.
Feeds : IList<IUdpNetworkFeed>
Feeds.
HeartbeatMls : int
Heartbeat interval in milliseconds.
IsAutoReplyOnTransactonalUnsubscription : bool
Send auto response for OrderStatusMessage and PortfolioLookupMessage unsubscribes.
IsFullCandlesOnly : bool
Translates CandleMessage as only fully filled.
IsNativeIdentifiers : bool
Identify security in messages by native identifier Native.
IsNativeIdentifiersPersistable : bool
Native identifier can be stored.
IsPositionsEmulationRequired : bool?
Adapter required emulation PositionChangeMessage.
IsReplaceCommandEditCurrent : bool
Is the OrderReplaceMessage command edit a current order.
IsSecurityNewsOnly : bool
Adapter provides news related with specified security.
IsSupportExecutionsPnL : bool
Adapter fills PnL.
IsSupportOrderBookIncrements : bool
Adapter translates incremental order books.
IsSupportSubscriptions : bool
Support any subscriptions (ticks, order books etc.).
IsSupportTransactionLog : bool
Adapter translates orders changes on reply of OrderStatusMessage.
IterationInterval : TimeSpan
Interval between iterations.
LookupTimeout : TimeSpan?
Lookup timeout.
MaxIncomingQueueSize : int
Maximum buffered incoming UDP packets per feed before new packets are dropped.
MaxIncrementalWrongOrder : int
Max incremental messages with wrong order before recovering start.
MaxParallelMessages : int
Gets or sets the maximum number of parallel (non-control) messages that can be processed. Must be greater than or equal to1.
MaxRestoreCount : int
Max message count that can be restored.
MaxRestores : int
Max possible restores.
MaxSuspended : int
Max suspended messages.
MaxUdpDatagramSize : int
Maximum UDP datagram size.
OrderConditionType : Type
Type of OrderCondition.
Password : SecureString
Password.
PossibleSupportedMessages : IEnumerable<MessageTypeInfo>
Possible supported message types.
SecurityExtendedFields : IEnumerable<ValueTuple<string, Type>>
Names of extended security fields in SecurityMessage.
StorageName : string
Storage name.
SupportedOrderBookDepths : IEnumerable<int>
Available options for MaxDepth.
UseInChannel : bool
Use channels for in messages.
UseOutChannel : bool
Use channels for out messages.
UseUdpResnapshot : bool
Use UDP re-snapshot instead of TCP replay for restoring gaps.
Methods
AllocatePacket(ILogReceiver, int) : IMemoryOwner<byte>
To allocate a packet of the specified size.
- logs
- The log receiver to log information about memory pool status.
- size
- The size of the packet to allocate.
Returns: The packet.
Clone() : IMessageAdapter
Creates a deep copy of a DataSeries
CreateOrderLogMarketDepthBuilder(SecurityId) : IOrderLogMarketDepthBuilder
Create market depth builder.
- securityId
- Security ID.
Returns: Order log to market depth builder.
CreateParser() : IUdpSettingsParser
Create a new instance of the IUdpSettingsParser class.
Returns: IUdpSettingsParser
DisposeManaged()
Release resources.
GetSupportedMarketDataTypesAsync(SecurityId, DateTime?, DateTime?) : IAsyncEnumerable<DataType>
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.
IsAllDownloadingSupported(DataType) : bool
Is for the specified all securities downloading enabled.
- dataType
- Data type info.
Returns: Check result.
IsSecurityRequired(DataType) : bool
Support filtering subscriptions (subscribe/unsubscribe for specified security).
- dataType
- Data type info.
Returns: Check result.
IsSupportCandlesPriceLevels(MarketDataMessage) : bool
Support candles PriceLevels.
- subscription
- MarketDataMessage
Returns: Check result.
IsSupportCandlesUpdates(MarketDataMessage) : bool
Support candles subscription and live updates.
- subscription
- MarketDataMessage
Returns: Check result.
LoadSettingsFromFile(IDictionary<string, UdpFeedGroup>)
Load settings from specified file.
- feeds
- UDP settings.
SendInMessageAsync(Message, CancellationToken) : ValueTask
Processes a generic message asynchronously.
- message
- The message to process.
- cancellationToken
- CancellationToken
SendOutErrorAsync(Exception, CancellationToken) : ValueTask
Initialize a new message ErrorMessage and pass it to the method CancellationToken).
- error
- Error details.
- cancellationToken
- CancellationToken
SendOutMessageAsync(Message, CancellationToken) : ValueTask
To call the event NewOutMessageAsync.
- message
- The message.
- cancellationToken
- CancellationToken
SendSubscriptionReplyAsync(ISubscriptionMessage, CancellationToken) : ValueTask
Send SubscriptionResponseMessage.
- message
- The request message.
- cancellationToken
- CancellationToken
SendSubscriptionResultAsync(ISubscriptionMessage, CancellationToken) : ValueTask
Send SubscriptionFinishedMessage or SubscriptionOnlineMessage.
- message
- The request message.
- cancellationToken
- CancellationToken
Events
NewOutMessageAsync : Func<Message, CancellationToken, ValueTask>
New message event.