SpectraFastDialect

SpectraFastDialect

public SpectraFastDialect()

spectraFastDialect = SpectraFastDialect()

Initializes a new instance of the SpectraFastDialect.

FeatureName

public override string FeatureName { get; }

value = spectraFastDialect.FeatureName

Feature name.

FODepth20

public UdpFeedGroup FODepth20 { get; }

value = spectraFastDialect.FODepth20

Futures and options: 20 quotes deep market depth.

FODepth5

public UdpFeedGroup FODepth5 { get; }

value = spectraFastDialect.FODepth5

Futures and options: 5 quotes deep market depth.

FODepth50

public UdpFeedGroup FODepth50 { get; }

value = spectraFastDialect.FODepth50

Futures and options: 50 quotes deep market depth.

FOTrades

public UdpFeedGroup FOTrades { get; }

value = spectraFastDialect.FOTrades

Futures and options: trades log.

FutInfo

public UdpFeedGroup FutInfo { get; }

value = spectraFastDialect.FutInfo

Futures: general session information.

Index

public UdpFeedGroup Index { get; }

value = spectraFastDialect.Index

Indexes.

IsNativeIdentifiers

public override bool IsNativeIdentifiers { get; }

value = spectraFastDialect.IsNativeIdentifiers

Identify security in messages by native identifier Native.

News

public UdpFeedGroup News { get; }

value = spectraFastDialect.News

News.

NewsSkrin

public UdpFeedGroup NewsSkrin { get; }

value = spectraFastDialect.NewsSkrin

News (SKRIN).

OptInfo

public UdpFeedGroup OptInfo { get; }

value = spectraFastDialect.OptInfo

Options: general session information.

OrderLog

public UdpFeedGroup OrderLog { get; }

value = spectraFastDialect.OrderLog

Order log. Anonymous order_log.

StorageName

public override string StorageName { get; }

value = spectraFastDialect.StorageName

The storage name, associated with the adapter.

SupportedOrderBookDepths

public override IEnumerable<int> SupportedOrderBookDepths { get; }

value = spectraFastDialect.SupportedOrderBookDepths

Available options for MaxDepth.

CreateParser

public override IUdpSettingsParser CreateParser()

result = spectraFastDialect.CreateParser()

Create a new instance of the IUdpSettingsParser class.

Returns: IUdpSettingsParser

GetSupportedMarketDataTypesAsync

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

result = spectraFastDialect.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.

Load

public override void Load(SettingsStorage storage)

spectraFastDialect.Load(storage)

Loads the state of the object from the specified SettingsStorage.

storage

The SettingsStorage instance from which to load the data.

LoadSettingsFromFile

public override void LoadSettingsFromFile(IDictionary<string, UdpFeedGroup> feeds)

spectraFastDialect.LoadSettingsFromFile(feeds)

Load settings from specified file.

feeds

UDP settings.

MarketDataAsync

protected override ValueTask MarketDataAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = spectraFastDialect.MarketDataAsync(mdMsg, cancellationToken)

Save

public override void Save(SettingsStorage storage)

spectraFastDialect.Save(storage)

Saves the state of the object to the specified SettingsStorage.

storage

The SettingsStorage instance to which to save the data.

SecurityLookupAsync

protected override ValueTask SecurityLookupAsync(SecurityLookupMessage lookupMsg, CancellationToken cancellationToken)

result = spectraFastDialect.SecurityLookupAsync(lookupMsg, cancellationToken)