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.

SettingsApplied

public Task SettingsApplied { get; }

value = udpMessageAdapter.SettingsApplied

Completes when what was read from SettingsFile is applied to Dialect. It never faults: a failure is logged.

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.

LoadAsync

public override Task LoadAsync(SettingsStorage storage, CancellationToken cancellationToken)

result = udpMessageAdapter.LoadAsync(storage, cancellationToken)

Asynchronously loads the state of the object from the specified SettingsStorage.

storage

The SettingsStorage instance from which to load the data.

cancellationToken

A token to monitor for cancellation requests.

Returns: A task that represents the asynchronous load operation.

SaveAsync

public override Task SaveAsync(SettingsStorage storage, CancellationToken cancellationToken)

result = udpMessageAdapter.SaveAsync(storage, cancellationToken)

Asynchronously saves the state of the object to the specified SettingsStorage.

storage

The SettingsStorage instance to which to save the data.

cancellationToken

A token to monitor for cancellation requests.

Returns: A task that represents the asynchronous save operation.

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()

Returns a string representation of the tuple, with values separated by commas.

Returns: A string representing the tuple's values.

DefaultHeartbeatInterval

public static readonly TimeSpan DefaultHeartbeatInterval

value = UdpMessageAdapter.DefaultHeartbeatInterval

Default value for HeartbeatInterval.