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 new object that is a deep copy of the current instance.

Returns: A new object that is a deep copy of this instance.

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()

Disposes the managed resources. Override this method to add custom clean up of managed 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)

Loads the state of the object from the specified SettingsStorage.

storage

The SettingsStorage instance from which to load the data.

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)

Saves the state of the object to the specified SettingsStorage.

storage

The SettingsStorage instance to which to save the data.

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.