ImexMessageAdapter

ImexMessageAdapter

public ImexMessageAdapter(IdGenerator transactionIdGenerator)

imexMessageAdapter = ImexMessageAdapter(transactionIdGenerator)

Initializes a new instance of the ImexMessageAdapter.

transactionIdGenerator

Transaction id generator.

Account

public string Account { get; set; }

value = imexMessageAdapter.Account
imexMessageAdapter.Account = value

Account identifier.

Address

public EndPoint Address { get; set; }

value = imexMessageAdapter.Address
imexMessageAdapter.Address = value

Entrance server addres.

CandlesBuildFrom

public override IEnumerable<Level1Fields> CandlesBuildFrom { get; }

value = imexMessageAdapter.CandlesBuildFrom

Possible options for candles building.

CheckTimeFrameByRequest

public override bool CheckTimeFrameByRequest { get; }

value = imexMessageAdapter.CheckTimeFrameByRequest

Check possible time-frame by request.

Dialect

public IUdpDialect Dialect { get; }

value = imexMessageAdapter.Dialect

IUdpDialect

DumpBinary

public bool DumpBinary { get; set; }

value = imexMessageAdapter.DumpBinary
imexMessageAdapter.DumpBinary = value

Log binary (hex) dumps of SBE messages at Verbose level.

EnqueueSubscriptions

public override bool EnqueueSubscriptions { get; set; }

value = imexMessageAdapter.EnqueueSubscriptions
imexMessageAdapter.EnqueueSubscriptions = value

Enqueue subscriptions.

FilterMarketId

public short? FilterMarketId { get; set; }

value = imexMessageAdapter.FilterMarketId
imexMessageAdapter.FilterMarketId = value

Market ID filter for reports. Only reports with this market_id are processed, others are skipped.

InstrumentMetadataUrl

public string InstrumentMetadataUrl { get; set; }

value = imexMessageAdapter.InstrumentMetadataUrl
imexMessageAdapter.InstrumentMetadataUrl = value

Base URL of the daily instrument metadata dump (https://storage.imexchange.tech/TS/instr-{yyyy-MM-dd}.json by default). The dialect downloads this once at startup, streams the response straight into Stream) and seeds the instrument-lot / spot-info maps for hosts that don't subscribe to the live MD instrument feed (Coloc Forwarder). Empty string disables the download — maps stay empty until populated by the live feed (FeederColo).

IsFullCandlesOnly

public override bool IsFullCandlesOnly { get; }

value = imexMessageAdapter.IsFullCandlesOnly

Translates CandleMessage as only fully filled.

IsNativeIdentifiers

public override bool IsNativeIdentifiers { get; }

value = imexMessageAdapter.IsNativeIdentifiers

Identify security in messages by native identifier Native.

IsNativeIdentifiersPersistable

public override bool IsNativeIdentifiersPersistable { get; }

value = imexMessageAdapter.IsNativeIdentifiersPersistable

Native identifier can be stored.

IsSecurityNewsOnly

public override bool IsSecurityNewsOnly { get; }

value = imexMessageAdapter.IsSecurityNewsOnly

Adapter provides news related with specified security.

IsSupportExecutionsPnL

public override bool IsSupportExecutionsPnL { get; }

value = imexMessageAdapter.IsSupportExecutionsPnL

Adapter fills PnL.

IsSupportOrderBookIncrements

public override bool IsSupportOrderBookIncrements { get; }

value = imexMessageAdapter.IsSupportOrderBookIncrements

Adapter translates incremental order books.

IsSupportSubscriptions

public override bool IsSupportSubscriptions { get; }

value = imexMessageAdapter.IsSupportSubscriptions

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

IsSupportTransactionLog

public override bool IsSupportTransactionLog { get; }

value = imexMessageAdapter.IsSupportTransactionLog

Adapter translates orders changes on reply of OrderStatusMessage.

Login

public string Login { get; set; }

value = imexMessageAdapter.Login
imexMessageAdapter.Login = value

Login.

MemberId

public int MemberId { get; set; }

value = imexMessageAdapter.MemberId
imexMessageAdapter.MemberId = value

Member identifier.

Password

public SecureString Password { get; set; }

value = imexMessageAdapter.Password
imexMessageAdapter.Password = value

Password.

SecurityExtendedFields

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

value = imexMessageAdapter.SecurityExtendedFields

Names of extended security fields in SecurityMessage.

SettingsFile

public string SettingsFile { get; set; }

value = imexMessageAdapter.SettingsFile
imexMessageAdapter.SettingsFile = value

Settings file.

StorageName

public override string StorageName { get; }

value = imexMessageAdapter.StorageName

The storage name, associated with the adapter.

SupportedOrderBookDepths

public override IEnumerable<int> SupportedOrderBookDepths { get; }

value = imexMessageAdapter.SupportedOrderBookDepths

Available options for MaxDepth.

CancelOrderAsync

protected override ValueTask CancelOrderAsync(OrderCancelMessage cancelMsg, CancellationToken cancellationToken)

result = imexMessageAdapter.CancelOrderAsync(cancelMsg, cancellationToken)

CancelOrderGroupAsync

protected override ValueTask CancelOrderGroupAsync(OrderGroupCancelMessage cancelMsg, CancellationToken cancellationToken)

result = imexMessageAdapter.CancelOrderGroupAsync(cancelMsg, cancellationToken)

ConnectAsync

protected override ValueTask ConnectAsync(ConnectMessage connectMsg, CancellationToken cancellationToken)

result = imexMessageAdapter.ConnectAsync(connectMsg, cancellationToken)

CreateOrderLogMarketDepthBuilder

public override IOrderLogMarketDepthBuilder CreateOrderLogMarketDepthBuilder(SecurityId securityId)

result = imexMessageAdapter.CreateOrderLogMarketDepthBuilder(securityId)

Create market depth builder.

securityId

Security ID.

Returns: Order log to market depth builder.

DisconnectAsync

protected override ValueTask DisconnectAsync(DisconnectMessage disconnectMsg, CancellationToken cancellationToken)

result = imexMessageAdapter.DisconnectAsync(disconnectMsg, cancellationToken)

GetSupportedMarketDataTypesAsync

public override IAsyncEnumerable<DataType> GetSupportedMarketDataTypesAsync(SecurityId securityId, DateTime? from, DateTime? to)

result = imexMessageAdapter.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 = imexMessageAdapter.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 = imexMessageAdapter.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 = imexMessageAdapter.IsSupportCandlesPriceLevels(subscription)

Support candles PriceLevels.

subscription

MarketDataMessage

Returns: Check result.

IsSupportCandlesUpdates

public override bool IsSupportCandlesUpdates(MarketDataMessage subscription)

result = imexMessageAdapter.IsSupportCandlesUpdates(subscription)

Support candles subscription and live updates.

subscription

MarketDataMessage

Returns: Check result.

Load

public override void Load(SettingsStorage storage)

imexMessageAdapter.Load(storage)

Load settings.

storage

Settings storage.

MarketDataAsync

protected override ValueTask MarketDataAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = imexMessageAdapter.MarketDataAsync(mdMsg, cancellationToken)

OrderStatusAsync

protected override ValueTask OrderStatusAsync(OrderStatusMessage statusMsg, CancellationToken cancellationToken)

result = imexMessageAdapter.OrderStatusAsync(statusMsg, cancellationToken)

PortfolioLookupAsync

protected override ValueTask PortfolioLookupAsync(PortfolioLookupMessage lookupMsg, CancellationToken cancellationToken)

result = imexMessageAdapter.PortfolioLookupAsync(lookupMsg, cancellationToken)

RegisterOrderAsync

protected override ValueTask RegisterOrderAsync(OrderRegisterMessage regMsg, CancellationToken cancellationToken)

result = imexMessageAdapter.RegisterOrderAsync(regMsg, cancellationToken)

ResetAsync

protected override ValueTask ResetAsync(ResetMessage resetMsg, CancellationToken cancellationToken)

result = imexMessageAdapter.ResetAsync(resetMsg, cancellationToken)

Save

public override void Save(SettingsStorage storage)

imexMessageAdapter.Save(storage)

Save settings.

storage

Settings storage.

SecurityLookupAsync

protected override ValueTask SecurityLookupAsync(SecurityLookupMessage lookupMsg, CancellationToken cancellationToken)

result = imexMessageAdapter.SecurityLookupAsync(lookupMsg, cancellationToken)

TimeAsync

protected override ValueTask TimeAsync(TimeMessage timeMsg, CancellationToken cancellationToken)

result = imexMessageAdapter.TimeAsync(timeMsg, cancellationToken)