FixMessageAdapter

FixMessageAdapter

public FixMessageAdapter(IdGenerator transactionIdGenerator)

fixMessageAdapter = FixMessageAdapter(transactionIdGenerator)

Initializes a new instance of the FixMessageAdapter.

transactionIdGenerator

Transaction id generator.

Accounts

public string Accounts { get; set; }

value = fixMessageAdapter.Accounts
fixMessageAdapter.Accounts = value

Accounts associated with FIX login.

Address

public EndPoint Address { get; set; }

value = fixMessageAdapter.Address
fixMessageAdapter.Address = value

Server address.

AssociatedBoards

public override string[] AssociatedBoards { get; }

value = fixMessageAdapter.AssociatedBoards

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

CancelOnDisconnect

public bool CancelOnDisconnect { get; set; }

value = fixMessageAdapter.CancelOnDisconnect
fixMessageAdapter.CancelOnDisconnect = value

Cancel On Disconnect.

CandlesBuildFrom

public override IEnumerable<Level1Fields> CandlesBuildFrom { get; }

value = fixMessageAdapter.CandlesBuildFrom

Possible options for candles building.

Categories

public override MessageAdapterCategories Categories { get; }

value = fixMessageAdapter.Categories

Message adapter categories.

CheckCertificateRevocation

public bool CheckCertificateRevocation { get; set; }

value = fixMessageAdapter.CheckCertificateRevocation
fixMessageAdapter.CheckCertificateRevocation = value

Check certificate revocation.

CheckTimeFrameByRequest

public override bool CheckTimeFrameByRequest { get; }

value = fixMessageAdapter.CheckTimeFrameByRequest

Check possible time-frame by request.

ClientCode

public string ClientCode { get; set; }

value = fixMessageAdapter.ClientCode
fixMessageAdapter.ClientCode = value

Client code assigned by the broker.

ClientVersion

public string ClientVersion { get; set; }

value = fixMessageAdapter.ClientVersion
fixMessageAdapter.ClientVersion = value

Client app version.

DateFormat

public string DateFormat { get; set; }

value = fixMessageAdapter.DateFormat
fixMessageAdapter.DateFormat = value

Date format.

Dialect

public Type Dialect { get; set; }

value = fixMessageAdapter.Dialect
fixMessageAdapter.Dialect = value

The FIX dialect. The default is DefaultFixDialect.

DoNotSendAccount

public bool DoNotSendAccount { get; set; }

value = fixMessageAdapter.DoNotSendAccount
fixMessageAdapter.DoNotSendAccount = value

Do not send Account.

Encoding

public Encoding Encoding { get; set; }

value = fixMessageAdapter.Encoding
fixMessageAdapter.Encoding = value

The encoding used for data transmission.

EnqueueSubscriptions

public override bool EnqueueSubscriptions { get; set; }

value = fixMessageAdapter.EnqueueSubscriptions
fixMessageAdapter.EnqueueSubscriptions = value

Enqueue subscriptions.

ExchangeBoard

public string ExchangeBoard { get; set; }

value = fixMessageAdapter.ExchangeBoard
fixMessageAdapter.ExchangeBoard = value

Board, where securities are traded.

ExtraSetup

public override bool ExtraSetup { get; }

value = fixMessageAdapter.ExtraSetup

The adapter requires extra setup.

FeatureName

public override string FeatureName { get; }

value = fixMessageAdapter.FeatureName

Feature name.

FixDialect

public IFixDialect FixDialect { get; private set; }

value = fixMessageAdapter.FixDialect
fixMessageAdapter.FixDialect = value

The FIX dialect.

Icon

public override Uri Icon { get; }

value = fixMessageAdapter.Icon

Icon.

IsAutoReplyOnTransactonalUnsubscription

public override bool IsAutoReplyOnTransactonalUnsubscription { get; }

value = fixMessageAdapter.IsAutoReplyOnTransactonalUnsubscription

Send auto response for OrderStatusMessage and PortfolioLookupMessage unsubscribes.

IsDemo

public bool IsDemo { get; set; }

value = fixMessageAdapter.IsDemo
fixMessageAdapter.IsDemo = value

Connect to demo trading instead of real trading server.

IsFullCandlesOnly

public override bool IsFullCandlesOnly { get; }

value = fixMessageAdapter.IsFullCandlesOnly

Translates CandleMessage as only fully filled.

IsNativeIdentifiers

public override bool IsNativeIdentifiers { get; }

value = fixMessageAdapter.IsNativeIdentifiers

Identify security in messages by native identifier Native.

IsNativeIdentifiersPersistable

public override bool IsNativeIdentifiersPersistable { get; }

value = fixMessageAdapter.IsNativeIdentifiersPersistable

Native identifier can be stored.

IsPositionsEmulationRequired

public override bool? IsPositionsEmulationRequired { get; }

value = fixMessageAdapter.IsPositionsEmulationRequired

Adapter required emulation PositionChangeMessage.

IsReplaceCommandEditCurrent

public override bool IsReplaceCommandEditCurrent { get; }

value = fixMessageAdapter.IsReplaceCommandEditCurrent

Is the OrderReplaceMessage command edit a current order.

IsResetCounter

public bool IsResetCounter { get; set; }

value = fixMessageAdapter.IsResetCounter
fixMessageAdapter.IsResetCounter = value

Should the sequence counter be reset.

IsSecurityNewsOnly

public override bool IsSecurityNewsOnly { get; }

value = fixMessageAdapter.IsSecurityNewsOnly

Adapter provides news related with specified security.

IsSupportExecutionsPnL

public override bool IsSupportExecutionsPnL { get; }

value = fixMessageAdapter.IsSupportExecutionsPnL

Adapter fills PnL.

IsSupportOrderBookIncrements

public override bool IsSupportOrderBookIncrements { get; }

value = fixMessageAdapter.IsSupportOrderBookIncrements

Adapter translates incremental order books.

IsSupportSubscriptions

public override bool IsSupportSubscriptions { get; }

value = fixMessageAdapter.IsSupportSubscriptions

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

IsSupportTransactionLog

public override bool IsSupportTransactionLog { get; }

value = fixMessageAdapter.IsSupportTransactionLog

Adapter translates orders changes on reply of OrderStatusMessage.

IterationInterval

public override TimeSpan IterationInterval { get; }

value = fixMessageAdapter.IterationInterval

Interval between iterations.

Login

public string Login { get; set; }

value = fixMessageAdapter.Login
fixMessageAdapter.Login = value

Login.

NotSupportedResultMessages

public override IEnumerable<MessageTypes> NotSupportedResultMessages { get; }

value = fixMessageAdapter.NotSupportedResultMessages

Not supported by adapter result message types.

OrderConditionType

public override Type OrderConditionType { get; }

value = fixMessageAdapter.OrderConditionType

Type of OrderCondition.

OverrideExecIdByNative

public bool OverrideExecIdByNative { get; set; }

value = fixMessageAdapter.OverrideExecIdByNative
fixMessageAdapter.OverrideExecIdByNative = value

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

Password

public SecureString Password { get; set; }

value = fixMessageAdapter.Password
fixMessageAdapter.Password = value

Password.

PossibleSupportedMessages

public override IEnumerable<MessageTypeInfo> PossibleSupportedMessages { get; }

value = fixMessageAdapter.PossibleSupportedMessages

Possible supported by adapter message types.

ReadTimeout

public TimeSpan ReadTimeout { get; set; }

value = fixMessageAdapter.ReadTimeout
fixMessageAdapter.ReadTimeout = value

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

SecurityExtendedFields

public override IEnumerable<ValueTuple<string, Type>> SecurityExtendedFields { get; }

value = fixMessageAdapter.SecurityExtendedFields

Names of extended security fields in SecurityMessage.

SenderCompId

public string SenderCompId { get; set; }

value = fixMessageAdapter.SenderCompId
fixMessageAdapter.SenderCompId = value

Sender ID.

SslCertificate

public string SslCertificate { get; set; }

value = fixMessageAdapter.SslCertificate
fixMessageAdapter.SslCertificate = value

SSL certificate.

SslCertificatePassword

public SecureString SslCertificatePassword { get; set; }

value = fixMessageAdapter.SslCertificatePassword
fixMessageAdapter.SslCertificatePassword = value

SSL certificate password.

SslProtocol

public SslProtocols SslProtocol { get; set; }

value = fixMessageAdapter.SslProtocol
fixMessageAdapter.SslProtocol = value

SSL protocol to establish connect.

StorageName

public override string StorageName { get; }

value = fixMessageAdapter.StorageName

The storage name, associated with the adapter.

SupportedInMessages

public override IEnumerable<MessageTypes> SupportedInMessages { get; set; }

value = fixMessageAdapter.SupportedInMessages
fixMessageAdapter.SupportedInMessages = value

Supported by adapter message types.

SupportedOrderBookDepths

public override IEnumerable<int> SupportedOrderBookDepths { get; }

value = fixMessageAdapter.SupportedOrderBookDepths

Available options for MaxDepth.

SupportUnknownExecutions

public bool SupportUnknownExecutions { get; set; }

value = fixMessageAdapter.SupportUnknownExecutions
fixMessageAdapter.SupportUnknownExecutions = value

Support executions processing, generated by third-party software.

TargetCompId

public string TargetCompId { get; set; }

value = fixMessageAdapter.TargetCompId
fixMessageAdapter.TargetCompId = value

Target ID.

TargetHost

public string TargetHost { get; set; }

value = fixMessageAdapter.TargetHost
fixMessageAdapter.TargetHost = value

The name of the server that shares SSL connection.

TimeFormat

public string TimeFormat { get; set; }

value = fixMessageAdapter.TimeFormat
fixMessageAdapter.TimeFormat = value

Time format.

TimeStampFormat

public string TimeStampFormat { get; set; }

value = fixMessageAdapter.TimeStampFormat
fixMessageAdapter.TimeStampFormat = value

Timestamp format.

ValidateRemoteCertificates

public bool ValidateRemoteCertificates { get; set; }

value = fixMessageAdapter.ValidateRemoteCertificates
fixMessageAdapter.ValidateRemoteCertificates = value

Validate remove certificates.

WriteTimeout

public TimeSpan WriteTimeout { get; set; }

value = fixMessageAdapter.WriteTimeout
fixMessageAdapter.WriteTimeout = value

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

YearMonthFormat

public string YearMonthFormat { get; set; }

value = fixMessageAdapter.YearMonthFormat
fixMessageAdapter.YearMonthFormat = value

Year month format.

CreateOrderLogMarketDepthBuilder

public override IOrderLogMarketDepthBuilder CreateOrderLogMarketDepthBuilder(SecurityId securityId)

result = fixMessageAdapter.CreateOrderLogMarketDepthBuilder(securityId)

Create market depth builder.

securityId

Security ID.

Returns: Order log to market depth builder.

GetSupportedMarketDataTypesAsync

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

result = fixMessageAdapter.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.

IsAllDownloadingSupported

public override bool IsAllDownloadingSupported(DataType dataType)

result = fixMessageAdapter.IsAllDownloadingSupported(dataType)

Is for the specified all securities downloading enabled.

dataType

Data type info.

Returns: Check result.

IsSecurityRequired

public override bool IsSecurityRequired(DataType dataType)

result = fixMessageAdapter.IsSecurityRequired(dataType)

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

dataType

Data type info.

Returns: Check result.

IsSupportCandlesPriceLevels

public override bool IsSupportCandlesPriceLevels(MarketDataMessage subscription)

result = fixMessageAdapter.IsSupportCandlesPriceLevels(subscription)

Support candles PriceLevels.

subscription

MarketDataMessage

Returns: Check result.

IsSupportCandlesUpdates

public override bool IsSupportCandlesUpdates(MarketDataMessage subscription)

result = fixMessageAdapter.IsSupportCandlesUpdates(subscription)

Support candles subscription and live updates.

subscription

MarketDataMessage

Returns: Check result.

Load

public override void Load(SettingsStorage storage)

fixMessageAdapter.Load(storage)

Load settings.

storage

Settings storage.

Save

public override void Save(SettingsStorage storage)

fixMessageAdapter.Save(storage)

Save settings.

storage

Settings storage.

SendInMessageAsync

public override ValueTask SendInMessageAsync(Message message, CancellationToken cancellationToken)

result = fixMessageAdapter.SendInMessageAsync(message, cancellationToken)

Processes a generic message asynchronously.

message

The message to process.

cancellationToken

CancellationToken

ToString

public override string ToString()

result = fixMessageAdapter.ToString()

Преобразовать к строковому представлению.

Returns: Строковое представление.