ExanteFixDialect
StockSharp.Fix.Dialects
Exante FIX protocol dialect.
Inherits: BaseFixDialect
Constructors
ExanteFixDialect
public ExanteFixDialect(IdGenerator transactionIdGenerator)exanteFixDialect = ExanteFixDialect(transactionIdGenerator)Initializes a new instance of the ExanteFixDialect.
- transactionIdGenerator
- Transaction id generator.
Properties
FeatureName
public override string FeatureName { get; }value = exanteFixDialect.FeatureNameFeature name.
PossibleSupportedMessages
public override IEnumerable<MessageTypeInfo> PossibleSupportedMessages { get; }value = exanteFixDialect.PossibleSupportedMessagesPossible supported by adapter message types.
SupportedOrderBookDepths
public override IEnumerable<int> SupportedOrderBookDepths { get; }value = exanteFixDialect.SupportedOrderBookDepthsAvailable options for MaxDepth.
Methods
GetSupportedMarketDataTypesAsync
public override IAsyncEnumerable<DataType> GetSupportedMarketDataTypesAsync(SecurityId securityId, DateTime? from, DateTime? to)result = exanteFixDialect.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.
InitSecId
protected override void InitSecId(SecurityMessage message, string symbol, string securityExchange, string idSource, string idValue)exanteFixDialect.InitSecId(message, symbol, securityExchange, idSource, idValue)Init security id information.
- message
- A message containing info about the security.
- symbol
- Symbol.
- securityExchange
- Security exchange.
- idSource
- Id source.
- idValue
- Id value.
OnReadAsync
protected override IAsyncEnumerable<Message> OnReadAsync(IFixReader reader, string msgType, CancellationToken cancellationToken)result = exanteFixDialect.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 = exanteFixDialect.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<Message> ProcessExecutionReportAsync(ExecutionReport report, Func<ExecutionReport, ExecutionMessage, CancellationToken, IAsyncEnumerable<ExecutionMessage>> processExecMsg, CancellationToken cancellationToken)result = exanteFixDialect.ProcessExecutionReportAsync(report, processExecMsg, cancellationToken)Process ExecutionReport instance.
- report
- ExecutionReport instance.
- processExecMsg
- Post handle an ExecutionMessage instance.
- cancellationToken
- CancellationToken
ProcessExecutionReportAsync
protected override IAsyncEnumerable<ExecutionMessage> ProcessExecutionReportAsync(ExecutionReport report, ExecutionMessage message, CancellationToken cancellationToken)result = exanteFixDialect.ProcessExecutionReportAsync(report, message, cancellationToken)Process ExecutionReport instance.
- report
- ExecutionReport instance.
- message
- ExecutionMessage
- cancellationToken
- CancellationToken