BovespaFastDialect
StockSharp.Fix.Dialects.Bovespa
B3 BM&F Bovespa FAST dialect.
Inherits: BaseUdpDialect
Constructors
BovespaFastDialect
public BovespaFastDialect()
bovespaFastDialect = BovespaFastDialect()
Initializes a new instance of the BovespaFastDialect.
Properties
Derivatives
public DerivativesSection Derivatives { get; }
value = bovespaFastDialect.Derivatives
Derivatives.
DumpBooks
public bool DumpBooks { get; set; }
value = bovespaFastDialect.DumpBooks
bovespaFastDialect.DumpBooks = value
Dump books.
FeatureName
public override string FeatureName { get; }
value = bovespaFastDialect.FeatureName
Feature name.
IsNativeIdentifiers
public override bool IsNativeIdentifiers { get; }
value = bovespaFastDialect.IsNativeIdentifiers
Identify security in messages by native identifier Native.
IsSupportOrderBookIncrements
public override bool IsSupportOrderBookIncrements { get; }
value = bovespaFastDialect.IsSupportOrderBookIncrements
Adapter translates incremental order books.
SenderCompId
public string SenderCompId { get; set; }
value = bovespaFastDialect.SenderCompId
bovespaFastDialect.SenderCompId = value
Sender ID.
TargetCompId
public string TargetCompId { get; set; }
value = bovespaFastDialect.TargetCompId
bovespaFastDialect.TargetCompId = value
Target ID.
Methods
ConnectAsync
protected override ValueTask ConnectAsync(ConnectMessage connectMsg, CancellationToken cancellationToken)
result = bovespaFastDialect.ConnectAsync(connectMsg, cancellationToken)
CreateParser
public override IUdpSettingsParser CreateParser()
result = bovespaFastDialect.CreateParser()
Create a new instance of the IUdpSettingsParser class.
Returns: IUdpSettingsParser
DisconnectAsync
protected override ValueTask DisconnectAsync(DisconnectMessage disconnectMsg, CancellationToken cancellationToken)
result = bovespaFastDialect.DisconnectAsync(disconnectMsg, cancellationToken)
GetSupportedMarketDataTypesAsync
public override IAsyncEnumerable<DataType> GetSupportedMarketDataTypesAsync(SecurityId securityId, DateTime? from, DateTime? to)
result = bovespaFastDialect.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.
Load
public override void Load(SettingsStorage storage)
bovespaFastDialect.Load(storage)
Load settings.
- storage
- Settings storage.
LoadSettingsFromFile
public override void LoadSettingsFromFile(IDictionary<string, UdpFeedGroup> feeds)
bovespaFastDialect.LoadSettingsFromFile(feeds)
Load settings from specified file.
- feeds
- UDP settings.
MarketDataAsync
protected override ValueTask MarketDataAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)
result = bovespaFastDialect.MarketDataAsync(mdMsg, cancellationToken)
Save
public override void Save(SettingsStorage storage)
bovespaFastDialect.Save(storage)
Save settings.
- storage
- Settings storage.
SecurityLookupAsync
protected override ValueTask SecurityLookupAsync(SecurityLookupMessage lookupMsg, CancellationToken cancellationToken)
result = bovespaFastDialect.SecurityLookupAsync(lookupMsg, cancellationToken)
TimeAsync
protected override ValueTask TimeAsync(TimeMessage timeMsg, CancellationToken cancellationToken)
result = bovespaFastDialect.TimeAsync(timeMsg, cancellationToken)