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)

Load settings.

storage

Settings storage.

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)

Save settings.

storage

Settings storage.

SecurityLookupAsync

protected override ValueTask SecurityLookupAsync(SecurityLookupMessage lookupMsg, CancellationToken cancellationToken)

result = spectraFastDialect.SecurityLookupAsync(lookupMsg, cancellationToken)