UdpMessageAdapter
The base class for the UDP message adapter.
Inherits: MessageAdapter
Implements: IUdpMessageAdapter, IMessageAdapter, IMessageTransport, IPersistable, ILogReceiver, ILogSource, IDisposable, ICloneable<IMessageAdapter>, ICloneable, ILoginPasswordAdapter
Constructors
UdpMessageAdapter(IUdpDialect, IdGenerator)
- dialect
- The default dialect.
- transactionIdGenerator
- Transaction id generator.
Properties
AssociatedBoards : string[]
The adapter can process subscription only with instruments associated with the specified board.
CandlesBuildFrom : IEnumerable<Level1Fields>
Possible options for candles building.
Categories : MessageAdapterCategories
Message adapter categories.
CheckTimeFrameByRequest : bool
Check possible time-frame by request.
Dialect : IUdpDialect
Gets the UDP dialect associated with this client.
EnqueueSubscriptions : bool
Enqueue subscriptions.
FeatureName : string
Feature name.
IsAutoReplyOnTransactonalUnsubscription : bool
Send auto response for OrderStatusMessage and PortfolioLookupMessage unsubscribes.
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.
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.
LookupTimeout : TimeSpan?
Lookup timeout.
NotSupportedResultMessages : IEnumerable<MessageTypes>
Not supported by adapter result message types.
OrderConditionType : Type
Type of OrderCondition.
Password : SecureString
Password.
PossibleSupportedMessages : IEnumerable<MessageTypeInfo>
Possible supported message types.
SecurityExtendedFields : IEnumerable<ValueTuple<string, Type>>
Names of extended security fields in SecurityMessage.
SettingsFile : string
Settings file.
StorageName : string
Storage name.
SupportedInMessages : IEnumerable<MessageTypes>
Supported by adapter message types.
SupportedOrderBookDepths : IEnumerable<int>
Available options for MaxDepth.
UseInChannel : bool
Use channels for in messages.
UseOutChannel : bool
Use channels for out messages.
Methods
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.
SendInMessageAsync(Message, CancellationToken) : ValueTask
Processes a generic message asynchronously.
- message
- The message to process.
- cancellationToken
- CancellationToken
Fields
DefaultHeartbeatInterval : TimeSpan
Default value for HeartbeatInterval.