IMessageAdapter
Base message adapter interface which convert messages Message to native commands and back.
Implements: IMessageTransport, IPersistable, ILogReceiver, ILogSource, IDisposable, ICloneable<IMessageAdapter>, ICloneable
Properties
public string[] AssociatedBoards { get; }
value = iMessageAdapter.AssociatedBoards
The adapter can process subscription only with instruments associated with the specified board.
public IEnumerable<Level1Fields> CandlesBuildFrom { get; }
value = iMessageAdapter.CandlesBuildFrom
Possible options for candles building.
public MessageAdapterCategories Categories { get; }
value = iMessageAdapter.Categories
Message adapter categories.
public bool CheckTimeFrameByRequest { get; }
value = iMessageAdapter.CheckTimeFrameByRequest
Check possible time-frame by request.
public TimeSpan DisconnectTimeout { get; }
value = iMessageAdapter.DisconnectTimeout
Gets the timeout to wait for a graceful disconnect.
public bool EnqueueSubscriptions { get; set; }
value = iMessageAdapter.EnqueueSubscriptions
iMessageAdapter.EnqueueSubscriptions = value
Enqueue subscriptions.
public bool ExtraSetup { get; }
value = iMessageAdapter.ExtraSetup
The adapter requires extra setup.
public TimeSpan FaultDelay { get; set; }
value = iMessageAdapter.FaultDelay
iMessageAdapter.FaultDelay = value
Gets or sets the delay applied between faulted iterations.
public bool HeartbeatBeforeConnect { get; }
value = iMessageAdapter.HeartbeatBeforeConnect
Start sending TimeMessage before connection established.
public TimeSpan HeartbeatInterval { get; set; }
value = iMessageAdapter.HeartbeatInterval
iMessageAdapter.HeartbeatInterval = value
Server check interval for track the connection alive. The value is Zero turned off tracking.
public bool IsAutoReplyOnTransactonalUnsubscription { get; }
value = iMessageAdapter.IsAutoReplyOnTransactonalUnsubscription
Send auto response for OrderStatusMessage and PortfolioLookupMessage unsubscribes.
public bool IsFullCandlesOnly { get; }
value = iMessageAdapter.IsFullCandlesOnly
Translates CandleMessage as only fully filled.
public bool IsNativeIdentifiers { get; }
value = iMessageAdapter.IsNativeIdentifiers
Identify security in messages by native identifier Native.
public bool IsNativeIdentifiersPersistable { get; }
value = iMessageAdapter.IsNativeIdentifiersPersistable
Native identifier can be stored.
public bool? IsPositionsEmulationRequired { get; }
value = iMessageAdapter.IsPositionsEmulationRequired
Adapter required emulation PositionChangeMessage.
public bool IsReplaceCommandEditCurrent { get; }
value = iMessageAdapter.IsReplaceCommandEditCurrent
Is the OrderReplaceMessage command edit a current order.
public bool IsSecurityNewsOnly { get; }
value = iMessageAdapter.IsSecurityNewsOnly
Adapter provides news related with specified security.
public bool IsSupportExecutionsPnL { get; }
value = iMessageAdapter.IsSupportExecutionsPnL
Adapter fills PnL.
public bool IsSupportOrderBookIncrements { get; }
value = iMessageAdapter.IsSupportOrderBookIncrements
Adapter translates incremental order books.
public bool IsSupportSubscriptions { get; }
value = iMessageAdapter.IsSupportSubscriptions
Support any subscriptions (ticks, order books etc.).
public bool IsSupportTransactionLog { get; }
value = iMessageAdapter.IsSupportTransactionLog
Adapter translates orders changes on reply of OrderStatusMessage.
public TimeSpan IterationInterval { get; }
value = iMessageAdapter.IterationInterval
Interval between iterations.
public TimeSpan? LookupTimeout { get; }
value = iMessageAdapter.LookupTimeout
Lookup timeout.
public int MaxParallelMessages { get; set; }
value = iMessageAdapter.MaxParallelMessages
iMessageAdapter.MaxParallelMessages = value
Gets or sets the maximum number of parallel (non-control) messages that can be processed. Must be greater than or equal to1.
public IEnumerable<MessageTypes> NotSupportedResultMessages { get; }
value = iMessageAdapter.NotSupportedResultMessages
Not supported by adapter result message types.
public Type OrderConditionType { get; }
value = iMessageAdapter.OrderConditionType
Type of OrderCondition.
public IEnumerable<MessageTypeInfo> PossibleSupportedMessages { get; }
value = iMessageAdapter.PossibleSupportedMessages
Possible supported by adapter message types.
public ReConnectionSettings ReConnectionSettings { get; }
value = iMessageAdapter.ReConnectionSettings
Connection tracking settings IMessageAdapter with a server.
public IEnumerable<ValueTuple<string, Type>> SecurityExtendedFields { get; }
value = iMessageAdapter.SecurityExtendedFields
Names of extended security fields in SecurityMessage.
public string StorageName { get; }
value = iMessageAdapter.StorageName
The storage name, associated with the adapter.
public IEnumerable<MessageTypes> SupportedInMessages { get; set; }
value = iMessageAdapter.SupportedInMessages
iMessageAdapter.SupportedInMessages = value
Supported by adapter message types.
public IEnumerable<int> SupportedOrderBookDepths { get; }
value = iMessageAdapter.SupportedOrderBookDepths
Available options for MaxDepth.
public IdGenerator TransactionIdGenerator { get; }
value = iMessageAdapter.TransactionIdGenerator
Transaction id generator.
public bool UseInChannel { get; }
value = iMessageAdapter.UseInChannel
Use channels for in messages.
public bool UseOutChannel { get; }
value = iMessageAdapter.UseOutChannel
Use channels for out messages.
Methods
public IOrderLogMarketDepthBuilder CreateOrderLogMarketDepthBuilder(SecurityId securityId)
result = iMessageAdapter.CreateOrderLogMarketDepthBuilder(securityId)
Create market depth builder.
- securityId
- Security ID.
Returns: Order log to market depth builder.
public IAsyncEnumerable<DataType> GetSupportedMarketDataTypesAsync(SecurityId securityId, DateTime? from, DateTime? to)
result = iMessageAdapter.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.
public bool IsAllDownloadingSupported(DataType dataType)
result = iMessageAdapter.IsAllDownloadingSupported(dataType)
Is for the specified all securities downloading enabled.
- dataType
- Data type info.
Returns: Check result.
public bool IsSecurityRequired(DataType dataType)
result = iMessageAdapter.IsSecurityRequired(dataType)
Support filtering subscriptions (subscribe/unsubscribe for specified security).
- dataType
- Data type info.
Returns: Check result.
public bool IsSupportCandlesPriceLevels(MarketDataMessage subscription)
result = iMessageAdapter.IsSupportCandlesPriceLevels(subscription)
Support candles PriceLevels.
- subscription
- MarketDataMessage
Returns: Check result.
public bool IsSupportCandlesUpdates(MarketDataMessage subscription)
result = iMessageAdapter.IsSupportCandlesUpdates(subscription)
Support candles subscription and live updates.
- subscription
- MarketDataMessage
Returns: Check result.
public ValueTask SendOutMessageAsync(Message message, CancellationToken cancellationToken)
result = iMessageAdapter.SendOutMessageAsync(message, cancellationToken)
Send outgoing message and raise NewOutMessageAsync event.
- message
- Message.
- cancellationToken
- CancellationToken