UdpMessageAdapter

UdpMessageAdapter

protected UdpMessageAdapter(IUdpDialect dialect, IdGenerator transactionIdGenerator)

udpMessageAdapter = UdpMessageAdapter(dialect, transactionIdGenerator)

dialect

The default dialect.

transactionIdGenerator

Transaction id generator.

AssociatedBoards

public override string[] AssociatedBoards { get; }

value = udpMessageAdapter.AssociatedBoards

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

CandlesBuildFrom

public override IEnumerable<Level1Fields> CandlesBuildFrom { get; }

value = udpMessageAdapter.CandlesBuildFrom

Possible options for candles building.

Categories

public override MessageAdapterCategories Categories { get; }

value = udpMessageAdapter.Categories

Message adapter categories.

CheckTimeFrameByRequest

public override bool CheckTimeFrameByRequest { get; }

value = udpMessageAdapter.CheckTimeFrameByRequest

Check possible time-frame by request.

Dialect

public IUdpDialect Dialect { get; protected set; }

value = udpMessageAdapter.Dialect
udpMessageAdapter.Dialect = value

IUdpDialect

EnqueueSubscriptions

public override bool EnqueueSubscriptions { get; set; }

value = udpMessageAdapter.EnqueueSubscriptions
udpMessageAdapter.EnqueueSubscriptions = value

Enqueue subscriptions.

FeatureName

public override string FeatureName { get; }

value = udpMessageAdapter.FeatureName

Feature name.

Icon

public override Uri Icon { get; }

value = udpMessageAdapter.Icon

Icon.

IsAutoReplyOnTransactonalUnsubscription

public override bool IsAutoReplyOnTransactonalUnsubscription { get; }

value = udpMessageAdapter.IsAutoReplyOnTransactonalUnsubscription

Send auto response for OrderStatusMessage and PortfolioLookupMessage unsubscribes.

IsFullCandlesOnly

public override bool IsFullCandlesOnly { get; }

value = udpMessageAdapter.IsFullCandlesOnly

Translates CandleMessage as only fully filled.

IsNativeIdentifiers

public override bool IsNativeIdentifiers { get; }

value = udpMessageAdapter.IsNativeIdentifiers

Identify security in messages by native identifier Native.

IsNativeIdentifiersPersistable

public override bool IsNativeIdentifiersPersistable { get; }

value = udpMessageAdapter.IsNativeIdentifiersPersistable

Native identifier can be stored.

IsPositionsEmulationRequired

public override bool? IsPositionsEmulationRequired { get; }

value = udpMessageAdapter.IsPositionsEmulationRequired

Adapter required emulation PositionChangeMessage.

IsReplaceCommandEditCurrent

public override bool IsReplaceCommandEditCurrent { get; }

value = udpMessageAdapter.IsReplaceCommandEditCurrent

Is the OrderReplaceMessage command edit a current order.

IsSecurityNewsOnly

public override bool IsSecurityNewsOnly { get; }

value = udpMessageAdapter.IsSecurityNewsOnly

Adapter provides news related with specified security.

IsSupportExecutionsPnL

public override bool IsSupportExecutionsPnL { get; }

value = udpMessageAdapter.IsSupportExecutionsPnL

Adapter fills PnL.

IsSupportOrderBookIncrements

public override bool IsSupportOrderBookIncrements { get; }

value = udpMessageAdapter.IsSupportOrderBookIncrements

Adapter translates incremental order books.

IsSupportSubscriptions

public override bool IsSupportSubscriptions { get; }

value = udpMessageAdapter.IsSupportSubscriptions

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

IsSupportTransactionLog

public override bool IsSupportTransactionLog { get; }

value = udpMessageAdapter.IsSupportTransactionLog

Adapter translates orders changes on reply of OrderStatusMessage.

IterationInterval

public override TimeSpan IterationInterval { get; }

value = udpMessageAdapter.IterationInterval

Interval between iterations.

Login

public string Login { get; set; }

value = udpMessageAdapter.Login
udpMessageAdapter.Login = value

Login.

LookupTimeout

public override TimeSpan? LookupTimeout { get; }

value = udpMessageAdapter.LookupTimeout

Lookup timeout.

NotSupportedResultMessages

public override IEnumerable<MessageTypes> NotSupportedResultMessages { get; }

value = udpMessageAdapter.NotSupportedResultMessages

Not supported by adapter result message types.

OrderConditionType

public override Type OrderConditionType { get; }

value = udpMessageAdapter.OrderConditionType

Type of OrderCondition.

Password

public SecureString Password { get; set; }

value = udpMessageAdapter.Password
udpMessageAdapter.Password = value

Password.

PossibleSupportedMessages

public override IEnumerable<MessageTypeInfo> PossibleSupportedMessages { get; }

value = udpMessageAdapter.PossibleSupportedMessages

Possible supported by adapter message types.

SecurityExtendedFields

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

value = udpMessageAdapter.SecurityExtendedFields

Names of extended security fields in SecurityMessage.

SettingsFile

public string SettingsFile { get; set; }

value = udpMessageAdapter.SettingsFile
udpMessageAdapter.SettingsFile = value

Settings file.

StorageName

public override string StorageName { get; }

value = udpMessageAdapter.StorageName

The storage name, associated with the adapter.

SupportedInMessages

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

value = udpMessageAdapter.SupportedInMessages
udpMessageAdapter.SupportedInMessages = value

Supported by adapter message types.

SupportedOrderBookDepths

public override IEnumerable<int> SupportedOrderBookDepths { get; }

value = udpMessageAdapter.SupportedOrderBookDepths

Available options for MaxDepth.

UseInChannel

public override bool UseInChannel { get; }

value = udpMessageAdapter.UseInChannel

Use channels for in messages.

UseOutChannel

public override bool UseOutChannel { get; }

value = udpMessageAdapter.UseOutChannel

Use channels for out messages.

CreateOrderLogMarketDepthBuilder

public override IOrderLogMarketDepthBuilder CreateOrderLogMarketDepthBuilder(SecurityId securityId)

result = udpMessageAdapter.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 = udpMessageAdapter.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 = udpMessageAdapter.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 = udpMessageAdapter.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 = udpMessageAdapter.IsSupportCandlesPriceLevels(subscription)

Support candles PriceLevels.

subscription

MarketDataMessage

Returns: Check result.

IsSupportCandlesUpdates

public override bool IsSupportCandlesUpdates(MarketDataMessage subscription)

result = udpMessageAdapter.IsSupportCandlesUpdates(subscription)

Support candles subscription and live updates.

subscription

MarketDataMessage

Returns: Check result.

Load

public override void Load(SettingsStorage storage)

udpMessageAdapter.Load(storage)

Load settings.

storage

Settings storage.

Save

public override void Save(SettingsStorage storage)

udpMessageAdapter.Save(storage)

Save settings.

storage

Settings storage.

SendInMessageAsync

public override ValueTask SendInMessageAsync(Message message, CancellationToken cancellationToken)

result = udpMessageAdapter.SendInMessageAsync(message, cancellationToken)

Processes a generic message asynchronously.

message

The message to process.

cancellationToken

CancellationToken

ToString

public override string ToString()

result = udpMessageAdapter.ToString()

Преобразовать к строковому представлению.

Returns: Строковое представление.

DefaultHeartbeatInterval

public static readonly TimeSpan DefaultHeartbeatInterval

value = UdpMessageAdapter.DefaultHeartbeatInterval

Default value for HeartbeatInterval.