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)

Load settings.

storage

Settings storage.

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)

Save settings.

storage

Settings storage.