SwissQuoteFixDialect

SwissQuoteFixDialect

public SwissQuoteFixDialect(IdGenerator transactionIdGenerator)

swissQuoteFixDialect = SwissQuoteFixDialect(transactionIdGenerator)

Initializes a new instance of the SwissQuoteFixDialect.

transactionIdGenerator

Transaction id generator.

FeatureName

public override string FeatureName { get; }

value = swissQuoteFixDialect.FeatureName

Feature name.

LoginAsPortfolioName

protected override bool LoginAsPortfolioName { get; }

value = swissQuoteFixDialect.LoginAsPortfolioName

Use Login as portfolio name.

PossibleSupportedMessages

public override IEnumerable<MessageTypeInfo> PossibleSupportedMessages { get; }

value = swissQuoteFixDialect.PossibleSupportedMessages

Possible supported by adapter message types.

SupportedOrderBookDepths

public override IEnumerable<int> SupportedOrderBookDepths { get; }

value = swissQuoteFixDialect.SupportedOrderBookDepths

Available options for MaxDepth.

GetOrderState

protected override OrderStates? GetOrderState(ExecutionReport report)

result = swissQuoteFixDialect.GetOrderState(report)

Convert OrdStatus to OrderStates value.

report

ExecutionReport value.

Returns: OrderStates value.

GetSupportedMarketDataTypesAsync

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

result = swissQuoteFixDialect.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.

OnReadAsync

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

result = swissQuoteFixDialect.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 = swissQuoteFixDialect.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 = swissQuoteFixDialect.ProcessExecutionReportAsync(report, processExecMsg, cancellationToken)

Process ExecutionReport instance.

report

ExecutionReport instance.

processExecMsg

Post handle an ExecutionMessage instance.

cancellationToken

CancellationToken

SecurityLookupAsync

protected override ValueTask SecurityLookupAsync(SecurityLookupMessage lookupMsg, CancellationToken cancellationToken)

result = swissQuoteFixDialect.SecurityLookupAsync(lookupMsg, cancellationToken)