GainFuturesFixDialect

StockSharp.Fix.Dialects.GainFutures

Gain Futures FIX protocol dialect.

Constructors

public GainFuturesFixDialect(IdGenerator transactionIdGenerator)

gainFuturesFixDialect = GainFuturesFixDialect(transactionIdGenerator)

Initializes a new instance of the GainFuturesFixDialect.

transactionIdGenerator: Transaction id generator.

Properties

PossibleSupportedMessages

public override IEnumerable<MessageTypeInfo> PossibleSupportedMessages { get; }

value = gainFuturesFixDialect.PossibleSupportedMessages

Possible supported by adapter message types.

Methods

GetSupportedMarketDataTypesAsync

public override IAsyncEnumerable<DataType> GetSupportedMarketDataTypesAsync(SecurityId securityId, DateTime? from, DateTime? to)

result = gainFuturesFixDialect.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)

gainFuturesFixDialect.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.

IsAllDownloadingSupported

public override bool IsAllDownloadingSupported(DataType dataType)

result = gainFuturesFixDialect.IsAllDownloadingSupported(dataType)

Is for the specified all securities downloading enabled.

dataType: Data type info.

Returns: Check result.

OnReadAsync

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

result = gainFuturesFixDialect.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()

gainFuturesFixDialect.OnReset()

Reset state.

OnWriteAsync

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

result = gainFuturesFixDialect.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.

PortfolioLookupAsync

protected override ValueTask PortfolioLookupAsync(PortfolioLookupMessage lookupMsg, CancellationToken cancellationToken)

result = gainFuturesFixDialect.PortfolioLookupAsync(lookupMsg, cancellationToken)

ProcessExecutionReportAsync

protected override IAsyncEnumerable<ExecutionMessage> ProcessExecutionReportAsync(ExecutionReport report, ExecutionMessage message, CancellationToken cancellationToken)

result = gainFuturesFixDialect.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 = gainFuturesFixDialect.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.

ProcessSecurityDefinitionAsync

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

result = gainFuturesFixDialect.ProcessSecurityDefinitionAsync(tag, reader, message, cancellationToken)

Process SecurityDefinition message.

tag: Tag.
reader: The reader of data recorded in the FIX protocol format.
message: A message containing info about the security.
cancellationToken: CancellationToken

Returns: Processing result.