FixMessageAdapter

FixMessageAdapter(IdGenerator)

Initializes a new instance of the FixMessageAdapter.

transactionIdGenerator

Transaction id generator.

Accounts : string

Accounts associated with FIX login.

Address : EndPoint

Server address.

AssociatedBoards : string[]

The adapter can process subscription only with instruments associated with the specified board.

CancelOnDisconnect : bool

Cancel On Disconnect.

CandlesBuildFrom : IEnumerable<Level1Fields>

Possible options for candles building.

Categories : MessageAdapterCategories

Message adapter categories.

CheckCertificateRevocation : bool

Check certificate revocation.

CheckTimeFrameByRequest : bool

Check possible time-frame by request.

ClientCode : string

Client code assigned by the broker.

ClientVersion : string

Client app version.

DateFormat : string

Date format.

Dialect : Type

The FIX dialect. The default is DefaultFixDialect.

DoNotSendAccount : bool

Do not send Account.

Encoding : Encoding

The encoding used for data transmission.

EnqueueSubscriptions : bool

Enqueue subscriptions.

ExchangeBoard : string

Board, where securities are traded.

ExtraSetup : bool

The adapter requires extra setup.

FeatureName : string

Feature name.

FixDialect : IFixDialect

The FIX dialect.

Icon : Uri

Icon.

IsAutoReplyOnTransactonalUnsubscription : bool

Send auto response for OrderStatusMessage and PortfolioLookupMessage unsubscribes.

IsDemo : bool

Connect to demo trading instead of real trading server.

IsFullCandlesOnly : bool

Translates CandleMessage as only fully filled.

IsNativeIdentifiers : bool

Identify security in messages by native identifier Native.

IsNativeIdentifiersPersistable : bool

Native identifier can be stored.

IsPositionsEmulationRequired : bool?

Adapter required emulation PositionChangeMessage.

IsReplaceCommandEditCurrent : bool

Is the OrderReplaceMessage command edit a current order.

IsResetCounter : bool

Should the sequence counter be reset.

IsSecurityNewsOnly : bool

Adapter provides news related with specified security.

IsSupportExecutionsPnL : bool

Adapter fills PnL.

IsSupportOrderBookIncrements : bool

Adapter translates incremental order books.

IsSupportSubscriptions : bool

Support any subscriptions (ticks, order books etc.).

IsSupportTransactionLog : bool

Adapter translates orders changes on reply of OrderStatusMessage.

IterationInterval : TimeSpan

Interval between iterations.

Login : string

Login.

NotSupportedResultMessages : IEnumerable<MessageTypes>

Not supported by adapter result message types.

OrderConditionType : Type

Type of OrderCondition.

OverrideExecIdByNative : bool

Override exec id by native identifier (if present in FIX message).

Password : SecureString

Password.

PossibleSupportedMessages : IEnumerable<MessageTypeInfo>

Possible supported message types.

ReadTimeout : TimeSpan

The timeout of reading data. The default value is Zero.

SecurityExtendedFields : IEnumerable<ValueTuple<string, Type>>

Names of extended security fields in SecurityMessage.

SenderCompId : string

Sender ID.

SslCertificate : string

SSL certificate.

SslCertificatePassword : SecureString

SSL certificate password.

SslProtocol : SslProtocols

SSL protocol to establish connect.

StorageName : string

Storage name.

SupportedInMessages : IEnumerable<MessageTypes>

Supported by adapter message types.

SupportedOrderBookDepths : IEnumerable<int>

Available options for MaxDepth.

SupportUnknownExecutions : bool

Support executions processing, generated by third-party software.

TargetCompId : string

Target ID.

TargetHost : string

The name of the server that shares SSL connection.

TimeFormat : string

Time format.

TimeStampFormat : string

Timestamp format.

ValidateRemoteCertificates : bool

Validate remove certificates.

WriteTimeout : TimeSpan

The timeout of sending data. The default value is Zero.

YearMonthFormat : string

Year month format.

CreateOrderLogMarketDepthBuilder(SecurityId) : IOrderLogMarketDepthBuilder

Create market depth builder.

securityId

Security ID.

Returns: Order log to market depth builder.

GetSupportedMarketDataTypesAsync(SecurityId, DateTime?, DateTime?) : IAsyncEnumerable<DataType>

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.

IsAllDownloadingSupported(DataType) : bool

Is for the specified all securities downloading enabled.

dataType

Data type info.

Returns: Check result.

IsSecurityRequired(DataType) : bool

Support filtering subscriptions (subscribe/unsubscribe for specified security).

dataType

Data type info.

Returns: Check result.

IsSupportCandlesPriceLevels(MarketDataMessage) : bool

Support candles PriceLevels.

subscription

MarketDataMessage

Returns: Check result.

IsSupportCandlesUpdates(MarketDataMessage) : bool

Support candles subscription and live updates.

subscription

MarketDataMessage

Returns: Check result.

Load(SettingsStorage)

Load settings.

storage

Settings storage.

Save(SettingsStorage)

Save settings.

storage

Settings storage.

SendInMessageAsync(Message, CancellationToken) : ValueTask

Processes a generic message asynchronously.

message

The message to process.

cancellationToken

CancellationToken

ToString() : string

Преобразовать к строковому представлению.

Returns: Строковое представление.