DukasCopyFixDialect

DukasCopyFixDialect

public DukasCopyFixDialect(IdGenerator transactionIdGenerator)

dukasCopyFixDialect = DukasCopyFixDialect(transactionIdGenerator)

Initializes a new instance of the DukasCopyFixDialect.

transactionIdGenerator

Transaction id generator.

FeatureName

public override string FeatureName { get; }

value = dukasCopyFixDialect.FeatureName

Feature name.

LoginAsPortfolioName

protected override bool LoginAsPortfolioName { get; }

value = dukasCopyFixDialect.LoginAsPortfolioName

Use Login as portfolio name.

PossibleSupportedMessages

public override IEnumerable<MessageTypeInfo> PossibleSupportedMessages { get; }

value = dukasCopyFixDialect.PossibleSupportedMessages

Possible supported by adapter message types.

SupportedOrderBookDepths

public override IEnumerable<int> SupportedOrderBookDepths { get; }

value = dukasCopyFixDialect.SupportedOrderBookDepths

Available options for MaxDepth.

GetOrderType

protected override OrderTypes GetOrderType(ExecutionReport report, OrderCondition condition)

result = dukasCopyFixDialect.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 = dukasCopyFixDialect.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.

IsLogoutError

protected override bool IsLogoutError(string text)

result = dukasCopyFixDialect.IsLogoutError(text)

Check Logout contains error message.

text

Text message.

Returns: if the specified text contains error message, otherwise, .

OnReadAsync

protected override IAsyncEnumerable<Message> OnReadAsync(IFixReader reader, string msgType, CancellationToken cancellationToken)

result = dukasCopyFixDialect.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.

OnReset

protected override void OnReset()

dukasCopyFixDialect.OnReset()

Reset state.

OnWriteAsync

protected override ValueTask<string> OnWriteAsync(IFixWriter writer, Message message, CancellationToken cancellationToken)

result = dukasCopyFixDialect.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.