BovespaFixDialect

BovespaFixDialect

public BovespaFixDialect(IdGenerator transactionIdGenerator)

bovespaFixDialect = BovespaFixDialect(transactionIdGenerator)

Initializes a new instance of the BovespaFixDialect.

transactionIdGenerator

Transaction id generator.

FeatureName

public override string FeatureName { get; }

value = bovespaFixDialect.FeatureName

Feature name.

IsPositionsEmulationRequired

public override bool? IsPositionsEmulationRequired { get; }

value = bovespaFixDialect.IsPositionsEmulationRequired

Adapter required emulation PositionChangeMessage.

LoginAsPortfolioName

protected override bool LoginAsPortfolioName { get; }

value = bovespaFixDialect.LoginAsPortfolioName

Use Login as portfolio name.

OrderConditionType

public override Type OrderConditionType { get; }

value = bovespaFixDialect.OrderConditionType

Type of OrderCondition.

PossibleSupportedMessages

public override IEnumerable<MessageTypeInfo> PossibleSupportedMessages { get; }

value = bovespaFixDialect.PossibleSupportedMessages

Possible supported by adapter message types.

GetBoardCode

protected override string GetBoardCode(string destination, string exchange, string tradingSession)

result = bovespaFixDialect.GetBoardCode(destination, exchange, tradingSession)

Get board code.

destination

ExDestination.

exchange

SecurityGroup.

tradingSession

TradingSessionID.

Returns: Board code.

GetOrderType

protected override OrderTypes GetOrderType(ExecutionReport report, OrderCondition condition)

result = bovespaFixDialect.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 = bovespaFixDialect.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 = bovespaFixDialect.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 = bovespaFixDialect.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<ExecutionMessage> ProcessExecutionReportAsync(ExecutionReport report, ExecutionMessage message, CancellationToken cancellationToken)

result = bovespaFixDialect.ProcessExecutionReportAsync(report, message, cancellationToken)

Process ExecutionReport instance.

report

ExecutionReport instance.

message

ExecutionMessage

cancellationToken

CancellationToken

ProcessExecutionReportExtraTagAsync

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

result = bovespaFixDialect.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.

ProcessParties

protected override void ProcessParties(ExecutionReport report)

bovespaFixDialect.ProcessParties(report)

Process Parties.

report

Execution report.

ProcessSequenceResetExtraTagAsync

protected override ValueTask<bool> ProcessSequenceResetExtraTagAsync(FixTags tag, IFixReader reader, FixSeqResetMessage message, CancellationToken cancellationToken)

result = bovespaFixDialect.ProcessSequenceResetExtraTagAsync(tag, reader, message, cancellationToken)

Process extra tags for FixSeqResetMessage.

tag

Tag.

reader

The reader of data recorded in the FIX protocol format.

message

Sequence reset message.

cancellationToken

CancellationToken

Returns: Result.