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)

Loads the state of the object from the specified SettingsStorage.

storage

The SettingsStorage instance from which to load the data.

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)

Saves the state of the object to the specified SettingsStorage.

storage

The SettingsStorage instance to which to save the data.

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)