LuaFixDialect

LuaFixDialect

public LuaFixDialect(IdGenerator transactionIdGenerator)

luaFixDialect = LuaFixDialect(transactionIdGenerator)

Initializes a new instance of the LuaFixDialect.

transactionIdGenerator

Transaction id generator.

AllTimeFrames

public static IEnumerable<TimeSpan> AllTimeFrames { get; }

value = LuaFixDialect.AllTimeFrames

Possible time-frames.

ExtraSetup

public override bool ExtraSetup { get; }

value = luaFixDialect.ExtraSetup

The adapter requires extra setup.

Name

public override string Name { get; }

value = luaFixDialect.Name

Name.

OrderConditionType

public override Type OrderConditionType { get; }

value = luaFixDialect.OrderConditionType

Type of OrderCondition.

PossibleSupportedMessages

public override IEnumerable<MessageTypeInfo> PossibleSupportedMessages { get; }

value = luaFixDialect.PossibleSupportedMessages

Possible supported by adapter message types.

GetSupportedMarketDataTypesAsync

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

result = luaFixDialect.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 = luaFixDialect.IsAllDownloadingSupported(dataType)

Is for the specified all securities downloading enabled.

dataType

Data type info.

Returns: Check result.

ReadOrderConditionAsync

protected override ValueTask<bool> ReadOrderConditionAsync(IFixReader reader, FixTags tag, Func<OrderCondition> getCondition, CancellationToken cancellationToken)

result = luaFixDialect.ReadOrderConditionAsync(reader, tag, getCondition, cancellationToken)

To read the order condition OrderCondition.

reader

Data reader.

tag

Tag.

getCondition

The function returning the order condition.

cancellationToken

Cancellation token.

Returns: Whether the data was successfully processed.

WriteOrderConditionAsync

protected override ValueTask WriteOrderConditionAsync(IFixWriter writer, OrderCondition condition, CancellationToken cancellationToken)

result = luaFixDialect.WriteOrderConditionAsync(writer, condition, cancellationToken)

To record data by the order condition.

writer

FIX data writer.

condition

Order condition (e.g., stop- and algo- orders parameters).

cancellationToken

Cancellation token.