MarketDataImexDialect

BestPrices

public UdpFeedGroup BestPrices { get; }

value = marketDataImexDialect.BestPrices

Best Prices.

Commons

public UdpFeedGroup Commons { get; }

value = marketDataImexDialect.Commons

Statistical Market Indicators.

CurrentPrices

public UdpFeedGroup CurrentPrices { get; }

value = marketDataImexDialect.CurrentPrices

Current Market Price.

Instruments

public UdpFeedGroup Instruments { get; }

value = marketDataImexDialect.Instruments

Trading Instruments.

OrderBook

public UdpFeedGroup OrderBook { get; }

value = marketDataImexDialect.OrderBook

Aggregated Order Book.

OrderBookHighSpeed

public UdpFeedGroup OrderBookHighSpeed { get; }

value = marketDataImexDialect.OrderBookHighSpeed

Aggregated Order Book (High-Speed).

Trades

public UdpFeedGroup Trades { get; }

value = marketDataImexDialect.Trades

Trades.

CreateParser

public override IUdpSettingsParser CreateParser()

result = marketDataImexDialect.CreateParser()

Create a new instance of the IUdpSettingsParser class.

Returns: IUdpSettingsParser

Dec8

private static decimal Dec8(long raw)

result = MarketDataImexDialect.Dec8(raw)

CommonsUpdate entry.Value is raw Int8 (int64). Price fields are Dec8-encoded (mantissa * 10^8) — need to divide.

Load

public override void Load(SettingsStorage storage)

marketDataImexDialect.Load(storage)

Loads the state of the object from the specified SettingsStorage.

storage

The SettingsStorage instance from which to load the data.

LoadInstrumentMetadataAsync

internal ValueTask LoadInstrumentMetadataAsync(string baseUrl, CancellationToken cancellationToken)

result = marketDataImexDialect.LoadInstrumentMetadataAsync(baseUrl, cancellationToken)

Download the daily IMEX instrument metadata (instr-{today}.json) and seed _instrumentLot + _spotInfoByBalance for hosts that don't subscribe to the live MD instrument feed — Coloc Forwarder is the canonical case, trade channel only. Streams the HTTP response straight into the parser; nothing is materialised to disk. Hosts that DO subscribe to the feed (FeederColo) will overwrite these entries with the same values when ProcessInstrument / ProcessSpot fires on the first wire record. Pass an empty to skip the download.

LoadSettingsFromFile

public override void LoadSettingsFromFile(IDictionary<string, UdpFeedGroup> feeds)

marketDataImexDialect.LoadSettingsFromFile(feeds)

Load settings from specified file.

feeds

UDP settings.

Save

public override void Save(SettingsStorage storage)

marketDataImexDialect.Save(storage)

Saves the state of the object to the specified SettingsStorage.

storage

The SettingsStorage instance to which to save the data.