MessageAdapter

MessageAdapter

protected MessageAdapter(IdGenerator transactionIdGenerator)

messageAdapter = MessageAdapter(transactionIdGenerator)

Initialize MessageAdapter.

transactionIdGenerator

Transaction id generator.

AssociatedBoards

public virtual string[] AssociatedBoards { get; }

value = messageAdapter.AssociatedBoards

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

CandlesBuildFrom

public virtual IEnumerable<Level1Fields> CandlesBuildFrom { get; }

value = messageAdapter.CandlesBuildFrom

Possible options for candles building.

Categories

public virtual MessageAdapterCategories Categories { get; }

value = messageAdapter.Categories

Message adapter categories.

CheckTimeFrameByRequest

public virtual bool CheckTimeFrameByRequest { get; }

value = messageAdapter.CheckTimeFrameByRequest

Check possible time-frame by request.

DisconnectTimeout

public virtual TimeSpan DisconnectTimeout { get; }

value = messageAdapter.DisconnectTimeout

Gets the timeout to wait for a graceful disconnect.

EnqueueSubscriptions

public virtual bool EnqueueSubscriptions { get; set; }

value = messageAdapter.EnqueueSubscriptions
messageAdapter.EnqueueSubscriptions = value

Enqueue subscriptions.

ExtraSetup

public virtual bool ExtraSetup { get; }

value = messageAdapter.ExtraSetup

The adapter requires extra setup.

FaultDelay

public TimeSpan FaultDelay { get; set; }

value = messageAdapter.FaultDelay
messageAdapter.FaultDelay = value

Gets or sets the delay applied between faulted iterations.

FeatureName

public virtual string FeatureName { get; }

value = messageAdapter.FeatureName

Feature name.

FileSystem

public IFileSystem FileSystem { get; set; }

value = messageAdapter.FileSystem
messageAdapter.FileSystem = value

IFileSystem

HeartbeatBeforeConnect

public virtual bool HeartbeatBeforeConnect { get; }

value = messageAdapter.HeartbeatBeforeConnect

Start sending TimeMessage before connection established.

HeartbeatInterval

public TimeSpan HeartbeatInterval { get; set; }

value = messageAdapter.HeartbeatInterval
messageAdapter.HeartbeatInterval = value

Server check interval for track the connection alive. The value is Zero turned off tracking.

Icon

public virtual Uri Icon { get; }

value = messageAdapter.Icon

Icon.

IsAutoReplyOnTransactonalUnsubscription

public virtual bool IsAutoReplyOnTransactonalUnsubscription { get; }

value = messageAdapter.IsAutoReplyOnTransactonalUnsubscription

Send auto response for OrderStatusMessage and PortfolioLookupMessage unsubscribes.

IsFullCandlesOnly

public virtual bool IsFullCandlesOnly { get; }

value = messageAdapter.IsFullCandlesOnly

Translates CandleMessage as only fully filled.

IsNativeIdentifiers

public virtual bool IsNativeIdentifiers { get; }

value = messageAdapter.IsNativeIdentifiers

Identify security in messages by native identifier Native.

IsNativeIdentifiersPersistable

public virtual bool IsNativeIdentifiersPersistable { get; }

value = messageAdapter.IsNativeIdentifiersPersistable

Native identifier can be stored.

IsPositionsEmulationRequired

public virtual bool? IsPositionsEmulationRequired { get; }

value = messageAdapter.IsPositionsEmulationRequired

Adapter required emulation PositionChangeMessage.

IsReplaceCommandEditCurrent

public virtual bool IsReplaceCommandEditCurrent { get; }

value = messageAdapter.IsReplaceCommandEditCurrent

Is the OrderReplaceMessage command edit a current order.

IsSecurityNewsOnly

public virtual bool IsSecurityNewsOnly { get; }

value = messageAdapter.IsSecurityNewsOnly

Adapter provides news related with specified security.

IsSupportExecutionsPnL

public virtual bool IsSupportExecutionsPnL { get; }

value = messageAdapter.IsSupportExecutionsPnL

Adapter fills PnL.

IsSupportOrderBookIncrements

public virtual bool IsSupportOrderBookIncrements { get; }

value = messageAdapter.IsSupportOrderBookIncrements

Adapter translates incremental order books.

IsSupportSubscriptions

public virtual bool IsSupportSubscriptions { get; }

value = messageAdapter.IsSupportSubscriptions

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

IsSupportTransactionLog

public virtual bool IsSupportTransactionLog { get; }

value = messageAdapter.IsSupportTransactionLog

Adapter translates orders changes on reply of OrderStatusMessage.

IterationInterval

public virtual TimeSpan IterationInterval { get; set; }

value = messageAdapter.IterationInterval
messageAdapter.IterationInterval = value

Interval between iterations.

LookupTimeout

public virtual TimeSpan? LookupTimeout { get; }

value = messageAdapter.LookupTimeout

Lookup timeout.

MaxParallelMessages

public int MaxParallelMessages { get; set; }

value = messageAdapter.MaxParallelMessages
messageAdapter.MaxParallelMessages = value

Gets or sets the maximum number of parallel (non-control) messages that can be processed. Must be greater than or equal to1.

Name

public override string Name { get; set; }

value = messageAdapter.Name
messageAdapter.Name = value

Name.

NotSupportedResultMessages

public virtual IEnumerable<MessageTypes> NotSupportedResultMessages { get; set; }

value = messageAdapter.NotSupportedResultMessages
messageAdapter.NotSupportedResultMessages = value

Not supported by adapter result message types.

OrderConditionType

public virtual Type OrderConditionType { get; }

value = messageAdapter.OrderConditionType

Type of OrderCondition.

Platform

public Platforms Platform { get; protected set; }

value = messageAdapter.Platform
messageAdapter.Platform = value

Bit process, which can run the adapter.

PossibleSupportedMessages

public virtual IEnumerable<MessageTypeInfo> PossibleSupportedMessages { get; set; }

value = messageAdapter.PossibleSupportedMessages
messageAdapter.PossibleSupportedMessages = value

Possible supported by adapter message types.

ReConnectionSettings

public ReConnectionSettings ReConnectionSettings { get; }

value = messageAdapter.ReConnectionSettings

Connection tracking settings IMessageAdapter with a server.

SecurityExtendedFields

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

value = messageAdapter.SecurityExtendedFields

Names of extended security fields in SecurityMessage.

StorageName

public virtual string StorageName { get; }

value = messageAdapter.StorageName

The storage name, associated with the adapter.

SupportedInMessages

public virtual IEnumerable<MessageTypes> SupportedInMessages { get; set; }

value = messageAdapter.SupportedInMessages
messageAdapter.SupportedInMessages = value

Supported by adapter message types.

SupportedMarketDataTypes

internal IEnumerable<DataType> SupportedMarketDataTypes { get; set; }

value = messageAdapter.SupportedMarketDataTypes
messageAdapter.SupportedMarketDataTypes = value

SupportedOrderBookDepths

public virtual IEnumerable<int> SupportedOrderBookDepths { get; }

value = messageAdapter.SupportedOrderBookDepths

Available options for MaxDepth.

TransactionIdGenerator

public IdGenerator TransactionIdGenerator { get; set; }

value = messageAdapter.TransactionIdGenerator
messageAdapter.TransactionIdGenerator = value

Transaction id generator.

UseInChannel

public virtual bool UseInChannel { get; }

value = messageAdapter.UseInChannel

Use channels for in messages.

UseOutChannel

public virtual bool UseOutChannel { get; }

value = messageAdapter.UseOutChannel

Use channels for out messages.

BoardLookupAsync

protected virtual ValueTask BoardLookupAsync(BoardLookupMessage lookupMsg, CancellationToken cancellationToken)

result = messageAdapter.BoardLookupAsync(lookupMsg, cancellationToken)

CancelOrderAsync

protected virtual ValueTask CancelOrderAsync(OrderCancelMessage cancelMsg, CancellationToken cancellationToken)

result = messageAdapter.CancelOrderAsync(cancelMsg, cancellationToken)

CancelOrderGroupAsync

protected virtual ValueTask CancelOrderGroupAsync(OrderGroupCancelMessage cancelMsg, CancellationToken cancellationToken)

result = messageAdapter.CancelOrderGroupAsync(cancelMsg, cancellationToken)

ChangePasswordAsync

protected virtual ValueTask ChangePasswordAsync(ChangePasswordMessage pwdMsg, CancellationToken cancellationToken)

result = messageAdapter.ChangePasswordAsync(pwdMsg, cancellationToken)

Clone

public virtual IMessageAdapter Clone()

result = messageAdapter.Clone()

Create a copy of MessageAdapter.

Returns: Copy.

ConnectAsync

protected virtual ValueTask ConnectAsync(ConnectMessage connectMsg, CancellationToken cancellationToken)

result = messageAdapter.ConnectAsync(connectMsg, cancellationToken)

CreateOrderLogMarketDepthBuilder

public virtual IOrderLogMarketDepthBuilder CreateOrderLogMarketDepthBuilder(SecurityId securityId)

result = messageAdapter.CreateOrderLogMarketDepthBuilder(securityId)

Create market depth builder.

securityId

Security ID.

Returns: Order log to market depth builder.

DisconnectAsync

protected virtual ValueTask DisconnectAsync(DisconnectMessage disconnectMsg, CancellationToken cancellationToken)

result = messageAdapter.DisconnectAsync(disconnectMsg, cancellationToken)

GetSupportedMarketDataTypesAsync

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

result = messageAdapter.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.

InitMessageLocalTime

private void InitMessageLocalTime(Message message)

messageAdapter.InitMessageLocalTime(message)

Initialize local timestamp Message.

message

Message.

IsAllDownloadingSupported

public virtual bool IsAllDownloadingSupported(DataType dataType)

result = messageAdapter.IsAllDownloadingSupported(dataType)

Is for the specified all securities downloading enabled.

dataType

Data type info.

Returns: Check result.

IsSecurityRequired

public virtual bool IsSecurityRequired(DataType dataType)

result = messageAdapter.IsSecurityRequired(dataType)

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

dataType

Data type info.

Returns: Check result.

IsSupportCandlesPriceLevels

public virtual bool IsSupportCandlesPriceLevels(MarketDataMessage subscription)

result = messageAdapter.IsSupportCandlesPriceLevels(subscription)

Support candles PriceLevels.

subscription

MarketDataMessage

Returns: Check result.

IsSupportCandlesUpdates

public virtual bool IsSupportCandlesUpdates(MarketDataMessage subscription)

result = messageAdapter.IsSupportCandlesUpdates(subscription)

Support candles subscription and live updates.

subscription

MarketDataMessage

Returns: Check result.

Load

public override void Load(SettingsStorage storage)

messageAdapter.Load(storage)

Load settings.

storage

Settings storage.

MarketDataAsync

protected virtual ValueTask MarketDataAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = messageAdapter.MarketDataAsync(mdMsg, cancellationToken)

OnCandlesSubscriptionAsync

protected virtual ValueTask OnCandlesSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = messageAdapter.OnCandlesSubscriptionAsync(mdMsg, cancellationToken)

Handles subscription request for candles data. Override to provide implementation for candles subscription processing. The default implementation throws NotSupported.

mdMsg

Market data subscription message.

cancellationToken

Cancellation token to cancel the operation.

Returns: A ValueTask representing the asynchronous operation.

OnLevel1SubscriptionAsync

protected virtual ValueTask OnLevel1SubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = messageAdapter.OnLevel1SubscriptionAsync(mdMsg, cancellationToken)

Handles subscription request for level1 data. Override to provide implementation for level1 subscription processing. The default implementation throws NotSupported.

mdMsg

Market data subscription message.

cancellationToken

Cancellation token to cancel the operation.

Returns: A ValueTask representing the asynchronous operation.

OnMarketDepthSubscriptionAsync

protected virtual ValueTask OnMarketDepthSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = messageAdapter.OnMarketDepthSubscriptionAsync(mdMsg, cancellationToken)

Handles subscription request for market depth data. Override to provide implementation for market depth subscription processing. The default implementation throws NotSupported.

mdMsg

Market data subscription message.

cancellationToken

Cancellation token to cancel the operation.

Returns: A ValueTask representing the asynchronous operation.

OnNewsSubscriptionAsync

protected virtual ValueTask OnNewsSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = messageAdapter.OnNewsSubscriptionAsync(mdMsg, cancellationToken)

Handles subscription request for news data. Override to provide implementation for news subscription processing. The default implementation throws NotSupported.

mdMsg

Market data subscription message.

cancellationToken

Cancellation token to cancel the operation.

Returns: A ValueTask representing the asynchronous operation.

OnOrderLogSubscriptionAsync

protected virtual ValueTask OnOrderLogSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = messageAdapter.OnOrderLogSubscriptionAsync(mdMsg, cancellationToken)

Handles subscription request for order log (trades/transactions) data. Override to provide implementation for order log subscription processing. The default implementation throws NotSupported.

mdMsg

Market data subscription message.

cancellationToken

Cancellation token to cancel the operation.

Returns: A ValueTask representing the asynchronous operation.

OnPropertyChanged

protected void OnPropertyChanged(string propertyName)

messageAdapter.OnPropertyChanged(propertyName)

Raise PropertyChanged event.

propertyName

The name of the property that changed.

OnSendInMessageAsync

protected virtual ValueTask OnSendInMessageAsync(Message message, CancellationToken cancellationToken)

result = messageAdapter.OnSendInMessageAsync(message, cancellationToken)

Send in message handler.

message

Message

cancellationToken

CancellationToken

Returns: ValueTask

OnTFCandlesSubscriptionAsync

protected virtual ValueTask OnTFCandlesSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = messageAdapter.OnTFCandlesSubscriptionAsync(mdMsg, cancellationToken)

Handles subscription request for time-frame candles (TF candles) data. Override to provide implementation for TF candles subscription processing. The default implementation throws NotSupported.

mdMsg

Market data subscription message.

cancellationToken

Cancellation token to cancel the operation.

Returns: A ValueTask representing the asynchronous operation.

OnTicksSubscriptionAsync

protected virtual ValueTask OnTicksSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = messageAdapter.OnTicksSubscriptionAsync(mdMsg, cancellationToken)

Handles subscription request for ticks data. Override to provide implementation for ticks subscription processing. The default implementation throws NotSupported.

mdMsg

Market data subscription message.

cancellationToken

Cancellation token to cancel the operation.

Returns: A ValueTask representing the asynchronous operation.

OrderStatusAsync

protected virtual ValueTask OrderStatusAsync(OrderStatusMessage statusMsg, CancellationToken cancellationToken)

result = messageAdapter.OrderStatusAsync(statusMsg, cancellationToken)

PortfolioLookupAsync

protected virtual ValueTask PortfolioLookupAsync(PortfolioLookupMessage lookupMsg, CancellationToken cancellationToken)

result = messageAdapter.PortfolioLookupAsync(lookupMsg, cancellationToken)

RegisterOrderAsync

protected virtual ValueTask RegisterOrderAsync(OrderRegisterMessage regMsg, CancellationToken cancellationToken)

result = messageAdapter.RegisterOrderAsync(regMsg, cancellationToken)

ReplaceOrderAsync

protected virtual ValueTask ReplaceOrderAsync(OrderReplaceMessage replaceMsg, CancellationToken cancellationToken)

result = messageAdapter.ReplaceOrderAsync(replaceMsg, cancellationToken)

ResetAsync

protected virtual ValueTask ResetAsync(ResetMessage resetMsg, CancellationToken cancellationToken)

result = messageAdapter.ResetAsync(resetMsg, cancellationToken)

Save

public override void Save(SettingsStorage storage)

messageAdapter.Save(storage)

Save settings.

storage

Settings storage.

SecurityLookupAsync

protected virtual ValueTask SecurityLookupAsync(SecurityLookupMessage lookupMsg, CancellationToken cancellationToken)

result = messageAdapter.SecurityLookupAsync(lookupMsg, cancellationToken)

SendInMessageAsync

public virtual ValueTask SendInMessageAsync(Message message, CancellationToken cancellationToken)

result = messageAdapter.SendInMessageAsync(message, cancellationToken)

Processes a generic message asynchronously.

message

The message to process.

cancellationToken

CancellationToken

SendOutConnectionStateAsync

protected ValueTask SendOutConnectionStateAsync(ConnectionStates state, CancellationToken cancellationToken)

result = messageAdapter.SendOutConnectionStateAsync(state, cancellationToken)

Send to CancellationToken) connection state message.

state

ConnectionStates

cancellationToken

Cancellation token.

SendOutDisconnectMessageAsync

protected ValueTask SendOutDisconnectMessageAsync(bool expected, CancellationToken cancellationToken)

result = messageAdapter.SendOutDisconnectMessageAsync(expected, cancellationToken)

Send to CancellationToken) disconnect message.

expected

Is disconnect expected.

cancellationToken

Cancellation token.

SendOutDisconnectMessageAsync

protected ValueTask SendOutDisconnectMessageAsync(Exception error, CancellationToken cancellationToken)

result = messageAdapter.SendOutDisconnectMessageAsync(error, cancellationToken)

Send to CancellationToken) disconnect message.

error

Error info. Can be .

cancellationToken

Cancellation token.

SendOutErrorAsync

protected ValueTask SendOutErrorAsync(string description, CancellationToken cancellationToken)

result = messageAdapter.SendOutErrorAsync(description, cancellationToken)

Initialize a new message ErrorMessage and pass it to the method CancellationToken).

description

Error details.

cancellationToken

Cancellation token.

SendOutErrorAsync

protected ValueTask SendOutErrorAsync(Exception error, CancellationToken cancellationToken)

result = messageAdapter.SendOutErrorAsync(error, cancellationToken)

Initialize a new message ErrorMessage and pass it to the method CancellationToken).

error

Error details.

cancellationToken

Cancellation token.

SendOutMessageAsync

public virtual ValueTask SendOutMessageAsync(Message message, CancellationToken cancellationToken)

result = messageAdapter.SendOutMessageAsync(message, cancellationToken)

Send outgoing message and raise NewOutMessageAsync event.

message

Message.

cancellationToken

CancellationToken

SendSubscriptionFinishedAsync

protected ValueTask SendSubscriptionFinishedAsync(long originalTransactionId, CancellationToken cancellationToken, DateTime? nextFrom)

result = messageAdapter.SendSubscriptionFinishedAsync(originalTransactionId, cancellationToken, nextFrom)

Initialize a new message SubscriptionFinishedMessage and pass it to the method CancellationToken).

originalTransactionId

ID of the original message for which this message is a response.

cancellationToken

Cancellation token.

nextFrom

NextFrom.

SendSubscriptionNotSupportedAsync

protected ValueTask SendSubscriptionNotSupportedAsync(long originalTransactionId, CancellationToken cancellationToken)

result = messageAdapter.SendSubscriptionNotSupportedAsync(originalTransactionId, cancellationToken)

Initialize a new message SubscriptionResponseMessage and pass it to the method CancellationToken).

originalTransactionId

ID of the original message for which this message is a response.

cancellationToken

Cancellation token.

SendSubscriptionOnlineAsync

protected ValueTask SendSubscriptionOnlineAsync(long originalTransactionId, CancellationToken cancellationToken)

result = messageAdapter.SendSubscriptionOnlineAsync(originalTransactionId, cancellationToken)

Initialize a new message SubscriptionOnlineMessage and pass it to the method CancellationToken).

originalTransactionId

ID of the original message for which this message is a response.

cancellationToken

Cancellation token.

SendSubscriptionReplyAsync

protected ValueTask SendSubscriptionReplyAsync(long originalTransactionId, CancellationToken cancellationToken, Exception error)

result = messageAdapter.SendSubscriptionReplyAsync(originalTransactionId, cancellationToken, error)

Initialize a new message SubscriptionResponseMessage and pass it to the method CancellationToken).

originalTransactionId

ID of the original message for which this message is a response.

cancellationToken

Cancellation token.

error

Subscribe or unsubscribe error info. To be set if the answer.

SendSubscriptionResultAsync

protected ValueTask SendSubscriptionResultAsync(ISubscriptionMessage message, CancellationToken cancellationToken)

result = messageAdapter.SendSubscriptionResultAsync(message, cancellationToken)

Initialize a new message SubscriptionOnlineMessage or SubscriptionFinishedMessage and pass it to the method CancellationToken).

message

Subscription.

cancellationToken

Cancellation token.

TimeAsync

protected virtual ValueTask TimeAsync(TimeMessage timeMsg, CancellationToken cancellationToken)

result = messageAdapter.TimeAsync(timeMsg, cancellationToken)

ValidateSecurityId

protected virtual bool ValidateSecurityId(SecurityId secId)

result = messageAdapter.ValidateSecurityId(secId)

Validate the specified security id is supported by the adapter and subscription can be done.

secId

SecurityId.

Returns: Check result.

NewOutMessageAsync

public event Func<Message, CancellationToken, ValueTask> NewOutMessageAsync

messageAdapter.NewOutMessageAsync += handler

New message event.