BovespaFixDialect
StockSharp.Fix.Dialects.Bovespa
B3 BM&F Bovespa FIX protocol dialect.
Inherits: BaseFixDialect
Constructors
BovespaFixDialect(IdGenerator)
Initializes a new instance of the BovespaFixDialect.
- transactionIdGenerator
- Transaction id generator.
Properties
FeatureName : string
Feature name.
IsPositionsEmulationRequired : bool?
Adapter required emulation PositionChangeMessage.
LoginAsPortfolioName : bool
Use Login as portfolio name.
OrderConditionType : Type
Type of OrderCondition.
PossibleSupportedMessages : IEnumerable<MessageTypeInfo>
Possible supported message types.
Methods
GetBoardCode(string, string, string) : string
Get board code.
- destination
- ExDestination.
- exchange
- SecurityGroup.
- tradingSession
- TradingSessionID.
Returns: Board code.
GetOrderType(ExecutionReport, OrderCondition) : OrderTypes
Get order type.
- report
- Execution report.
- condition
- Base order condition (for example, for stop order algo orders).
Returns: Order type.
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.
OnReadAsync(IFixReader, string, CancellationToken) : IAsyncEnumerable<Message>
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(IFixWriter, Message, CancellationToken) : ValueTask<string>
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(ExecutionReport, ExecutionMessage, CancellationToken) : IAsyncEnumerable<ExecutionMessage>
Process ExecutionReport instance.
- report
- ExecutionReport instance.
- message
- ExecutionMessage
- cancellationToken
- CancellationToken
ProcessExecutionReportExtraTagAsync(FixTags, IFixReader, ExecutionReport, CancellationToken) : ValueTask<bool>
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.
ProcessSequenceResetExtraTagAsync(FixTags, IFixReader, FixSeqResetMessage, CancellationToken) : ValueTask<bool>
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.