BaseUdpDialect

BaseUdpDialect

protected BaseUdpDialect()

baseUdpDialect = BaseUdpDialect()

Initializes a new instance of the BaseUdpDialect class.

AssociatedBoards

public string[] AssociatedBoards { get; }

value = baseUdpDialect.AssociatedBoards

The adapter can process subscription only with instruments associated with the specified board.

CandlesBuildFrom

public virtual IEnumerable<Level1Fields> CandlesBuildFrom { get; }

value = baseUdpDialect.CandlesBuildFrom

Possible options for candles building.

Categories

public virtual MessageAdapterCategories Categories { get; }

value = baseUdpDialect.Categories

Message adapter categories.

CheckTimeFrameByRequest

public virtual bool CheckTimeFrameByRequest { get; }

value = baseUdpDialect.CheckTimeFrameByRequest

Check possible time-frame by request.

DisconnectTimeout

public virtual TimeSpan DisconnectTimeout { get; }

value = baseUdpDialect.DisconnectTimeout

Gets the timeout to wait for a graceful disconnect.

DumpPacketOnError

public bool DumpPacketOnError { get; set; }

value = baseUdpDialect.DumpPacketOnError
baseUdpDialect.DumpPacketOnError = value

When true, logs the full UDP packet payload as Base64 when processing fails. Intended for diagnostics/deserialization of problematic packets.

EnqueueSubscriptions

public virtual bool EnqueueSubscriptions { get; set; }

value = baseUdpDialect.EnqueueSubscriptions
baseUdpDialect.EnqueueSubscriptions = value

Enqueue subscriptions.

ExtraSetup

public virtual bool ExtraSetup { get; }

value = baseUdpDialect.ExtraSetup

The adapter requires extra setup.

FaultDelay

public TimeSpan FaultDelay { get; set; }

value = baseUdpDialect.FaultDelay
baseUdpDialect.FaultDelay = value

Gets or sets the delay applied between faulted iterations.

FeatureName

public virtual string FeatureName { get; }

value = baseUdpDialect.FeatureName

Feature name.

Feeds

public IList<IUdpNetworkFeed> Feeds { get; }

value = baseUdpDialect.Feeds

Feeds.

HeartbeatMls

protected int HeartbeatMls { get; }

value = baseUdpDialect.HeartbeatMls

Heartbeat interval in milliseconds.

Icon

public virtual Uri Icon { get; }

value = baseUdpDialect.Icon

Icon.

IsAutoReplyOnTransactonalUnsubscription

public virtual bool IsAutoReplyOnTransactonalUnsubscription { get; }

value = baseUdpDialect.IsAutoReplyOnTransactonalUnsubscription

Send auto response for OrderStatusMessage and PortfolioLookupMessage unsubscribes.

IsFullCandlesOnly

public virtual bool IsFullCandlesOnly { get; }

value = baseUdpDialect.IsFullCandlesOnly

Translates CandleMessage as only fully filled.

IsNativeIdentifiers

public virtual bool IsNativeIdentifiers { get; }

value = baseUdpDialect.IsNativeIdentifiers

Identify security in messages by native identifier Native.

IsNativeIdentifiersPersistable

public virtual bool IsNativeIdentifiersPersistable { get; }

value = baseUdpDialect.IsNativeIdentifiersPersistable

Native identifier can be stored.

IsPositionsEmulationRequired

public virtual bool? IsPositionsEmulationRequired { get; }

value = baseUdpDialect.IsPositionsEmulationRequired

Adapter required emulation PositionChangeMessage.

IsReplaceCommandEditCurrent

public virtual bool IsReplaceCommandEditCurrent { get; }

value = baseUdpDialect.IsReplaceCommandEditCurrent

Is the OrderReplaceMessage command edit a current order.

IsSecurityNewsOnly

public virtual bool IsSecurityNewsOnly { get; }

value = baseUdpDialect.IsSecurityNewsOnly

Adapter provides news related with specified security.

IsSupportExecutionsPnL

public virtual bool IsSupportExecutionsPnL { get; }

value = baseUdpDialect.IsSupportExecutionsPnL

Adapter fills PnL.

IsSupportOrderBookIncrements

public virtual bool IsSupportOrderBookIncrements { get; }

value = baseUdpDialect.IsSupportOrderBookIncrements

Adapter translates incremental order books.

IsSupportSubscriptions

public virtual bool IsSupportSubscriptions { get; }

value = baseUdpDialect.IsSupportSubscriptions

Support any subscriptions (ticks, order books etc.).

IsSupportTransactionLog

public virtual bool IsSupportTransactionLog { get; }

value = baseUdpDialect.IsSupportTransactionLog

Adapter translates orders changes on reply of OrderStatusMessage.

IterationInterval

public virtual TimeSpan IterationInterval { get; }

value = baseUdpDialect.IterationInterval

Interval between iterations.

Login

protected string Login { get; }

value = baseUdpDialect.Login

Login.

LookupTimeout

public virtual TimeSpan? LookupTimeout { get; set; }

value = baseUdpDialect.LookupTimeout
baseUdpDialect.LookupTimeout = value

Lookup timeout.

MaxIncomingQueueSize

public int MaxIncomingQueueSize { get; set; }

value = baseUdpDialect.MaxIncomingQueueSize
baseUdpDialect.MaxIncomingQueueSize = value

Maximum buffered incoming UDP packets per feed before new packets are dropped.

MaxIncrementalWrongOrder

public int MaxIncrementalWrongOrder { get; set; }

value = baseUdpDialect.MaxIncrementalWrongOrder
baseUdpDialect.MaxIncrementalWrongOrder = value

Max incremental messages with wrong order before recovering start.

MaxParallelMessages

public int MaxParallelMessages { get; set; }

value = baseUdpDialect.MaxParallelMessages
baseUdpDialect.MaxParallelMessages = value

Gets or sets the maximum number of parallel (non-control) messages that can be processed. Must be greater than or equal to1.

MaxRestoreCount

public int MaxRestoreCount { get; set; }

value = baseUdpDialect.MaxRestoreCount
baseUdpDialect.MaxRestoreCount = value

Max message count that can be restored.

MaxRestores

public int MaxRestores { get; set; }

value = baseUdpDialect.MaxRestores
baseUdpDialect.MaxRestores = value

Max possible restores.

MaxSuspended

public int MaxSuspended { get; set; }

value = baseUdpDialect.MaxSuspended
baseUdpDialect.MaxSuspended = value

Max suspended messages.

MaxUdpDatagramSize

public int MaxUdpDatagramSize { get; set; }

value = baseUdpDialect.MaxUdpDatagramSize
baseUdpDialect.MaxUdpDatagramSize = value

Maximum UDP datagram size.

OrderConditionType

public virtual Type OrderConditionType { get; }

value = baseUdpDialect.OrderConditionType

Type of OrderCondition.

Password

protected SecureString Password { get; }

value = baseUdpDialect.Password

Password.

PossibleSupportedMessages

public virtual IEnumerable<MessageTypeInfo> PossibleSupportedMessages { get; }

value = baseUdpDialect.PossibleSupportedMessages

Possible supported by adapter message types.

SecurityExtendedFields

public virtual IEnumerable<ValueTuple<string, Type>> SecurityExtendedFields { get; }

value = baseUdpDialect.SecurityExtendedFields

Names of extended security fields in SecurityMessage.

StockSharp#Messages#IMessageAdapter#HeartbeatInterval

StockSharp#Messages#IMessageAdapter#ReConnectionSettings

StorageName

public virtual string StorageName { get; }

value = baseUdpDialect.StorageName

The storage name, associated with the adapter.

SupportedOrderBookDepths

public virtual IEnumerable<int> SupportedOrderBookDepths { get; }

value = baseUdpDialect.SupportedOrderBookDepths

Available options for MaxDepth.

UseInChannel

public virtual bool UseInChannel { get; }

value = baseUdpDialect.UseInChannel

Use channels for in messages.

UseOutChannel

public virtual bool UseOutChannel { get; }

value = baseUdpDialect.UseOutChannel

Use channels for out messages.

UseUdpResnapshot

public bool UseUdpResnapshot { get; set; }

value = baseUdpDialect.UseUdpResnapshot
baseUdpDialect.UseUdpResnapshot = value

Use UDP re-snapshot instead of TCP replay for restoring gaps.

AllocatePacket

public IMemoryOwner<byte> AllocatePacket(ILogReceiver logs, int size)

result = baseUdpDialect.AllocatePacket(logs, size)

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.

BoardLookupAsync

protected virtual ValueTask BoardLookupAsync(BoardLookupMessage lookupMsg, CancellationToken cancellationToken)

result = baseUdpDialect.BoardLookupAsync(lookupMsg, cancellationToken)

CancelOrderAsync

protected virtual ValueTask CancelOrderAsync(OrderCancelMessage cancelMsg, CancellationToken cancellationToken)

result = baseUdpDialect.CancelOrderAsync(cancelMsg, cancellationToken)

CancelOrderGroupAsync

protected virtual ValueTask CancelOrderGroupAsync(OrderGroupCancelMessage cancelMsg, CancellationToken cancellationToken)

result = baseUdpDialect.CancelOrderGroupAsync(cancelMsg, cancellationToken)

ChangePasswordAsync

protected virtual ValueTask ChangePasswordAsync(ChangePasswordMessage pwdMsg, CancellationToken cancellationToken)

result = baseUdpDialect.ChangePasswordAsync(pwdMsg, cancellationToken)

Clone

public virtual IMessageAdapter Clone()

result = baseUdpDialect.Clone()

Creates a deep copy of a DataSeries

ConnectAsync

protected virtual ValueTask ConnectAsync(ConnectMessage connectMsg, CancellationToken cancellationToken)

result = baseUdpDialect.ConnectAsync(connectMsg, cancellationToken)

CreateOrderLogMarketDepthBuilder

public virtual IOrderLogMarketDepthBuilder CreateOrderLogMarketDepthBuilder(SecurityId securityId)

result = baseUdpDialect.CreateOrderLogMarketDepthBuilder(securityId)

Create market depth builder.

securityId

Security ID.

Returns: Order log to market depth builder.

CreateParser

public abstract IUdpSettingsParser CreateParser()

result = baseUdpDialect.CreateParser()

Create a new instance of the IUdpSettingsParser class.

Returns: IUdpSettingsParser

DisconnectAsync

protected virtual ValueTask DisconnectAsync(DisconnectMessage disconnectMsg, CancellationToken cancellationToken)

result = baseUdpDialect.DisconnectAsync(disconnectMsg, cancellationToken)

DisposeManaged

protected override void DisposeManaged()

baseUdpDialect.DisposeManaged()

Release resources.

GetCandleArgs

public virtual IEnumerable<object> GetCandleArgs(Type candleType, SecurityId securityId, DateTime? from, DateTime? to)

result = baseUdpDialect.GetCandleArgs(candleType, securityId, from, to)

GetSupportedMarketDataTypesAsync

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

result = baseUdpDialect.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.

IsAllDownloadingSupported

public virtual bool IsAllDownloadingSupported(DataType dataType)

result = baseUdpDialect.IsAllDownloadingSupported(dataType)

Is for the specified all securities downloading enabled.

dataType

Data type info.

Returns: Check result.

IsSecurityRequired

public virtual bool IsSecurityRequired(DataType dataType)

result = baseUdpDialect.IsSecurityRequired(dataType)

Support filtering subscriptions (subscribe/unsubscribe for specified security).

dataType

Data type info.

Returns: Check result.

IsSupportCandlesPriceLevels

public virtual bool IsSupportCandlesPriceLevels(MarketDataMessage subscription)

result = baseUdpDialect.IsSupportCandlesPriceLevels(subscription)

Support candles PriceLevels.

subscription

MarketDataMessage

Returns: Check result.

IsSupportCandlesUpdates

public virtual bool IsSupportCandlesUpdates(MarketDataMessage subscription)

result = baseUdpDialect.IsSupportCandlesUpdates(subscription)

Support candles subscription and live updates.

subscription

MarketDataMessage

Returns: Check result.

Load

public override void Load(SettingsStorage storage)

baseUdpDialect.Load(storage)

Load settings.

storage

Settings storage.

LoadSettingsFromFile

public abstract void LoadSettingsFromFile(IDictionary<string, UdpFeedGroup> feeds)

baseUdpDialect.LoadSettingsFromFile(feeds)

Load settings from specified file.

feeds

UDP settings.

MarketDataAsync

protected virtual ValueTask MarketDataAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = baseUdpDialect.MarketDataAsync(mdMsg, cancellationToken)

OrderStatusAsync

protected virtual ValueTask OrderStatusAsync(OrderStatusMessage statusMsg, CancellationToken cancellationToken)

result = baseUdpDialect.OrderStatusAsync(statusMsg, cancellationToken)

PortfolioLookupAsync

protected virtual ValueTask PortfolioLookupAsync(PortfolioLookupMessage lookupMsg, CancellationToken cancellationToken)

result = baseUdpDialect.PortfolioLookupAsync(lookupMsg, cancellationToken)

RegisterOrderAsync

protected virtual ValueTask RegisterOrderAsync(OrderRegisterMessage regMsg, CancellationToken cancellationToken)

result = baseUdpDialect.RegisterOrderAsync(regMsg, cancellationToken)

ReplaceOrderAsync

protected virtual ValueTask ReplaceOrderAsync(OrderReplaceMessage replaceMsg, CancellationToken cancellationToken)

result = baseUdpDialect.ReplaceOrderAsync(replaceMsg, cancellationToken)

ResetAsync

protected virtual ValueTask ResetAsync(ResetMessage resetMsg, CancellationToken cancellationToken)

result = baseUdpDialect.ResetAsync(resetMsg, cancellationToken)

Save

public override void Save(SettingsStorage storage)

baseUdpDialect.Save(storage)

Save settings.

storage

Settings storage.

SecurityLookupAsync

protected virtual ValueTask SecurityLookupAsync(SecurityLookupMessage lookupMsg, CancellationToken cancellationToken)

result = baseUdpDialect.SecurityLookupAsync(lookupMsg, cancellationToken)

SendInMessageAsync

public virtual ValueTask SendInMessageAsync(Message message, CancellationToken cancellationToken)

result = baseUdpDialect.SendInMessageAsync(message, cancellationToken)

Processes a generic message asynchronously.

message

The message to process.

cancellationToken

CancellationToken

SendOutErrorAsync

protected ValueTask SendOutErrorAsync(Exception error, CancellationToken cancellationToken)

result = baseUdpDialect.SendOutErrorAsync(error, cancellationToken)

Initialize a new message ErrorMessage and pass it to the method CancellationToken).

error

Error details.

cancellationToken

CancellationToken

SendOutMessageAsync

public ValueTask SendOutMessageAsync(Message message, CancellationToken cancellationToken)

result = baseUdpDialect.SendOutMessageAsync(message, cancellationToken)

To call the event NewOutMessageAsync.

message

The message.

cancellationToken

CancellationToken

SendSubscriptionReplyAsync

protected ValueTask SendSubscriptionReplyAsync(ISubscriptionMessage message, CancellationToken cancellationToken)

result = baseUdpDialect.SendSubscriptionReplyAsync(message, cancellationToken)

Send SubscriptionResponseMessage.

message

The request message.

cancellationToken

CancellationToken

SendSubscriptionResultAsync

protected ValueTask SendSubscriptionResultAsync(ISubscriptionMessage message, CancellationToken cancellationToken)

result = baseUdpDialect.SendSubscriptionResultAsync(message, cancellationToken)

Send SubscriptionFinishedMessage or SubscriptionOnlineMessage.

message

The request message.

cancellationToken

CancellationToken

TimeAsync

protected virtual ValueTask TimeAsync(TimeMessage timeMsg, CancellationToken cancellationToken)

result = baseUdpDialect.TimeAsync(timeMsg, cancellationToken)

NewOutMessageAsync

public event Func<Message, CancellationToken, ValueTask> NewOutMessageAsync

baseUdpDialect.NewOutMessageAsync += handler

New message event.