IMessageAdapter

StockSharp.Messages

Base message adapter interface which convert messages Message to native commands and back.

Implements: IMessageTransport, IPersistable, ILogReceiver, ILogSource, IDisposable, ICloneable<IMessageAdapter>, ICloneable

Properties

AssociatedBoards
public string[] AssociatedBoards { get; }
value = iMessageAdapter.AssociatedBoards

The adapter can process subscription only with instruments associated with the specified board.

CandlesBuildFrom
public IEnumerable<Level1Fields> CandlesBuildFrom { get; }
value = iMessageAdapter.CandlesBuildFrom

Possible options for candles building.

Categories
public MessageAdapterCategories Categories { get; }
value = iMessageAdapter.Categories

Message adapter categories.

CheckTimeFrameByRequest
public bool CheckTimeFrameByRequest { get; }
value = iMessageAdapter.CheckTimeFrameByRequest

Check possible time-frame by request.

DisconnectTimeout
public TimeSpan DisconnectTimeout { get; }
value = iMessageAdapter.DisconnectTimeout

Gets the timeout to wait for a graceful disconnect.

EnqueueSubscriptions
public bool EnqueueSubscriptions { get; set; }
value = iMessageAdapter.EnqueueSubscriptions
iMessageAdapter.EnqueueSubscriptions = value

Enqueue subscriptions.

ExtraSetup
public bool ExtraSetup { get; }
value = iMessageAdapter.ExtraSetup

The adapter requires extra setup.

FaultDelay
public TimeSpan FaultDelay { get; set; }
value = iMessageAdapter.FaultDelay
iMessageAdapter.FaultDelay = value

Gets or sets the delay applied between faulted iterations.

FeatureName
public string FeatureName { get; }
value = iMessageAdapter.FeatureName

Feature name.

HeartbeatBeforeConnect
public bool HeartbeatBeforeConnect { get; }
value = iMessageAdapter.HeartbeatBeforeConnect

Start sending TimeMessage before connection established.

HeartbeatInterval
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.

Icon
public Uri Icon { get; }
value = iMessageAdapter.Icon

Icon.

IsAutoReplyOnTransactonalUnsubscription
public bool IsAutoReplyOnTransactonalUnsubscription { get; }
value = iMessageAdapter.IsAutoReplyOnTransactonalUnsubscription

Send auto response for OrderStatusMessage and PortfolioLookupMessage unsubscribes.

IsFullCandlesOnly
public bool IsFullCandlesOnly { get; }
value = iMessageAdapter.IsFullCandlesOnly

Translates CandleMessage as only fully filled.

IsNativeIdentifiers
public bool IsNativeIdentifiers { get; }
value = iMessageAdapter.IsNativeIdentifiers

Identify security in messages by native identifier Native.

IsNativeIdentifiersPersistable
public bool IsNativeIdentifiersPersistable { get; }
value = iMessageAdapter.IsNativeIdentifiersPersistable

Native identifier can be stored.

IsPositionsEmulationRequired
public bool? IsPositionsEmulationRequired { get; }
value = iMessageAdapter.IsPositionsEmulationRequired

Adapter required emulation PositionChangeMessage.

IsReplaceCommandEditCurrent
public bool IsReplaceCommandEditCurrent { get; }
value = iMessageAdapter.IsReplaceCommandEditCurrent

Is the OrderReplaceMessage command edit a current order.

IsSecurityNewsOnly
public bool IsSecurityNewsOnly { get; }
value = iMessageAdapter.IsSecurityNewsOnly

Adapter provides news related with specified security.

IsSupportExecutionsPnL
public bool IsSupportExecutionsPnL { get; }
value = iMessageAdapter.IsSupportExecutionsPnL

Adapter fills PnL.

IsSupportOrderBookIncrements
public bool IsSupportOrderBookIncrements { get; }
value = iMessageAdapter.IsSupportOrderBookIncrements

Adapter translates incremental order books.

IsSupportSubscriptions
public bool IsSupportSubscriptions { get; }
value = iMessageAdapter.IsSupportSubscriptions

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

IsSupportTransactionLog
public bool IsSupportTransactionLog { get; }
value = iMessageAdapter.IsSupportTransactionLog

Adapter translates orders changes on reply of OrderStatusMessage.

IterationInterval
public TimeSpan IterationInterval { get; }
value = iMessageAdapter.IterationInterval

Interval between iterations.

LookupTimeout
public TimeSpan? LookupTimeout { get; }
value = iMessageAdapter.LookupTimeout

Lookup timeout.

MaxParallelMessages
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.

NotSupportedResultMessages
public IEnumerable<MessageTypes> NotSupportedResultMessages { get; }
value = iMessageAdapter.NotSupportedResultMessages

Not supported by adapter result message types.

OrderConditionType
public Type OrderConditionType { get; }
value = iMessageAdapter.OrderConditionType

Type of OrderCondition.

PossibleSupportedMessages
public IEnumerable<MessageTypeInfo> PossibleSupportedMessages { get; }
value = iMessageAdapter.PossibleSupportedMessages

Possible supported by adapter message types.

ReConnectionSettings
public ReConnectionSettings ReConnectionSettings { get; }
value = iMessageAdapter.ReConnectionSettings

Connection tracking settings IMessageAdapter with a server.

SecurityExtendedFields
public IEnumerable<ValueTuple<string, Type>> SecurityExtendedFields { get; }
value = iMessageAdapter.SecurityExtendedFields

Names of extended security fields in SecurityMessage.

StorageName
public string StorageName { get; }
value = iMessageAdapter.StorageName

The storage name, associated with the adapter.

SupportedInMessages
public IEnumerable<MessageTypes> SupportedInMessages { get; set; }
value = iMessageAdapter.SupportedInMessages
iMessageAdapter.SupportedInMessages = value

Supported by adapter message types.

SupportedOrderBookDepths
public IEnumerable<int> SupportedOrderBookDepths { get; }
value = iMessageAdapter.SupportedOrderBookDepths

Available options for MaxDepth.

TransactionIdGenerator
public IdGenerator TransactionIdGenerator { get; }
value = iMessageAdapter.TransactionIdGenerator

Transaction id generator.

UseInChannel
public bool UseInChannel { get; }
value = iMessageAdapter.UseInChannel

Use channels for in messages.

UseOutChannel
public bool UseOutChannel { get; }
value = iMessageAdapter.UseOutChannel

Use channels for out messages.

Methods

CreateOrderLogMarketDepthBuilder
public IOrderLogMarketDepthBuilder CreateOrderLogMarketDepthBuilder(SecurityId securityId)
result = iMessageAdapter.CreateOrderLogMarketDepthBuilder(securityId)

Create market depth builder.

securityId
Security ID.

Returns: Order log to market depth builder.

GetSupportedMarketDataTypesAsync
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.

IsAllDownloadingSupported
public bool IsAllDownloadingSupported(DataType dataType)
result = iMessageAdapter.IsAllDownloadingSupported(dataType)

Is for the specified all securities downloading enabled.

dataType
Data type info.

Returns: Check result.

IsSecurityRequired
public bool IsSecurityRequired(DataType dataType)
result = iMessageAdapter.IsSecurityRequired(dataType)

Support filtering subscriptions (subscribe/unsubscribe for specified security).

dataType
Data type info.

Returns: Check result.

IsSupportCandlesPriceLevels
public bool IsSupportCandlesPriceLevels(MarketDataMessage subscription)
result = iMessageAdapter.IsSupportCandlesPriceLevels(subscription)

Support candles PriceLevels.

subscription
MarketDataMessage

Returns: Check result.

IsSupportCandlesUpdates
public bool IsSupportCandlesUpdates(MarketDataMessage subscription)
result = iMessageAdapter.IsSupportCandlesUpdates(subscription)

Support candles subscription and live updates.

subscription
MarketDataMessage

Returns: Check result.

SendOutMessageAsync
public ValueTask SendOutMessageAsync(Message message, CancellationToken cancellationToken)
result = iMessageAdapter.SendOutMessageAsync(message, cancellationToken)

Send outgoing message and raise NewOutMessageAsync event.

message
Message.
cancellationToken
CancellationToken