MicexMessageAdapter

StockSharp.Micex

Адаптер сообщений для Micex Bridge.

Implements: ILoginPasswordAdapter, IAddressAdapter<EndPoint>

Constructors

public MicexMessageAdapter(IdGenerator transactionIdGenerator)

micexMessageAdapter = MicexMessageAdapter(transactionIdGenerator)

Создать MicexMessageAdapter.

transactionIdGenerator: Генератор идентификаторов транзакций.

Properties

Addresses

public IEnumerable<EndPoint> Addresses { get; set; }

value = micexMessageAdapter.Addresses
micexMessageAdapter.Addresses = value

Список адресов и портов серверов доступа.

Boards

public IEnumerable<string> Boards { get; set; }

value = micexMessageAdapter.Boards
micexMessageAdapter.Boards = value

Список площадок, с которыми будет вестись работа.

CancelOnDisconnectHeartbeatInterval

public TimeSpan CancelOnDisconnectHeartbeatInterval { get; set; }

value = micexMessageAdapter.CancelOnDisconnectHeartbeatInterval
micexMessageAdapter.CancelOnDisconnectHeartbeatInterval = value

Интервал оповещения сервера об активности. Используется в режиме Cancel On Disconnect.

ClientCode

public string ClientCode { get; set; }

value = micexMessageAdapter.ClientCode
micexMessageAdapter.ClientCode = value

Код клиента, присвоенный брокером.

CommentField

public MicexCommentFields CommentField { get; set; }

value = micexMessageAdapter.CommentField
micexMessageAdapter.CommentField = value

Поле, в которое нужно записывать пользовательский комментарий транзакции. По-умолчанию равно BrokerRef.

CompressionLevel

public CompressionLevels CompressionLevel { get; set; }

value = micexMessageAdapter.CompressionLevel
micexMessageAdapter.CompressionLevel = value

Параметр компрессии данных. По-умолчанию равен BZip.

ConnectionType

public ConnectionTypes ConnectionType { get; set; }

value = micexMessageAdapter.ConnectionType
micexMessageAdapter.ConnectionType = value

Тип подключения.

DllPath

public string DllPath { get; set; }

value = micexMessageAdapter.DllPath
micexMessageAdapter.DllPath = value

Путь к файлу mtesrl.dll.

ExtraSettings

public string ExtraSettings { get; set; }

value = micexMessageAdapter.ExtraSettings
micexMessageAdapter.ExtraSettings = value

Дополнительные настройки.

FeatureName

public override string FeatureName { get; }

value = micexMessageAdapter.FeatureName

Feature name.

IgnoreCurrencies

public ICollection<string> IgnoreCurrencies { get; }

value = micexMessageAdapter.IgnoreCurrencies

Игнорируемые валюты.

Interface

public MicexInterfaces Interface { get; set; }

value = micexMessageAdapter.Interface
micexMessageAdapter.Interface = value

Идентификатор интерфейса торговой системы ММВБ.

IsAutoReplyOnTransactonalUnsubscription

public override bool IsAutoReplyOnTransactonalUnsubscription { get; }

value = micexMessageAdapter.IsAutoReplyOnTransactonalUnsubscription

Send auto response for OrderStatusMessage and PortfolioLookupMessage unsubscribes.

Language

public string Language { get; set; }

value = micexMessageAdapter.Language
micexMessageAdapter.Language = value

Язык для сообщений об ошибках. Допустимые значения: “English”, “Russian”, “Ukrainian”.

public string Login { get; set; }

value = micexMessageAdapter.Login
micexMessageAdapter.Login = value

MicexLogLevel

public string MicexLogLevel { get; set; }

value = micexMessageAdapter.MicexLogLevel
micexMessageAdapter.MicexLogLevel = value

Строка в формате “N,M”, где первое число N – уровень логирования вызовов API MTESRL. Второе число M – уровень сбора статистики по соединению. Максимальный уровень логирования равен "5,2". Минимальный (выключен) "0,0". По-умолчанию значение равно .

OrderBookDepth

public int? OrderBookDepth { get; set; }

value = micexMessageAdapter.OrderBookDepth
micexMessageAdapter.OrderBookDepth = value

Запрашиваемое количество лучших котировок на покупку/продажу по инструменту. Для получения всех котировок значение не указывается.

OverrideDll

public bool OverrideDll { get; set; }

value = micexMessageAdapter.OverrideDll
micexMessageAdapter.OverrideDll = value

Перезаписать файл библиотеки из ресурсов. По-умолчанию файл будет перезаписан.

Password

public SecureString Password { get; set; }

value = micexMessageAdapter.Password
micexMessageAdapter.Password = value

Password.

PreferredAddress

public EndPoint PreferredAddress { get; set; }

value = micexMessageAdapter.PreferredAddress
micexMessageAdapter.PreferredAddress = value

Адрес предпочитаемого сервера доступа.

RequestAllDepths

public bool RequestAllDepths { get; set; }

value = micexMessageAdapter.RequestAllDepths
micexMessageAdapter.RequestAllDepths = value

Запрашиваемое стаканы по всем инструментам.

Server

public string Server { get; set; }

value = micexMessageAdapter.Server
micexMessageAdapter.Server = value

Идентификатор сервера доступа, например, “EQ_TEST”.

Service

public string Service { get; set; }

value = micexMessageAdapter.Service
micexMessageAdapter.Service = value

Имя сервиса торговой системы.

Methods

CancelOrderAsync

protected override ValueTask CancelOrderAsync(OrderCancelMessage cancelMsg, CancellationToken cancellationToken)

result = micexMessageAdapter.CancelOrderAsync(cancelMsg, cancellationToken)

CancelOrderGroupAsync

protected override ValueTask CancelOrderGroupAsync(OrderGroupCancelMessage cancelMsg, CancellationToken cancellationToken)

result = micexMessageAdapter.CancelOrderGroupAsync(cancelMsg, cancellationToken)

ConnectAsync

protected override ValueTask ConnectAsync(ConnectMessage connectMsg, CancellationToken cancellationToken)

result = micexMessageAdapter.ConnectAsync(connectMsg, cancellationToken)

DisconnectAsync

protected override ValueTask DisconnectAsync(DisconnectMessage disconnectMsg, CancellationToken cancellationToken)

result = micexMessageAdapter.DisconnectAsync(disconnectMsg, cancellationToken)

IsAllDownloadingSupported

public override bool IsAllDownloadingSupported(DataType dataType)

result = micexMessageAdapter.IsAllDownloadingSupported(dataType)

Is for the specified all securities downloading enabled.

dataType: Data type info.

Returns: Check result.

Load

public override void Load(SettingsStorage storage)

micexMessageAdapter.Load(storage)

Load settings.

storage: Settings storage.

OnLevel1SubscriptionAsync

protected override ValueTask OnLevel1SubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = micexMessageAdapter.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 override ValueTask OnMarketDepthSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = micexMessageAdapter.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 override ValueTask OnNewsSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = micexMessageAdapter.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.

OnTicksSubscriptionAsync

protected override ValueTask OnTicksSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = micexMessageAdapter.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 override ValueTask OrderStatusAsync(OrderStatusMessage statusMsg, CancellationToken cancellationToken)

result = micexMessageAdapter.OrderStatusAsync(statusMsg, cancellationToken)

PortfolioLookupAsync

protected override ValueTask PortfolioLookupAsync(PortfolioLookupMessage lookupMsg, CancellationToken cancellationToken)

result = micexMessageAdapter.PortfolioLookupAsync(lookupMsg, cancellationToken)

RegisterOrderAsync

protected override ValueTask RegisterOrderAsync(OrderRegisterMessage regMsg, CancellationToken cancellationToken)

result = micexMessageAdapter.RegisterOrderAsync(regMsg, cancellationToken)

ReplaceOrderAsync

protected override ValueTask ReplaceOrderAsync(OrderReplaceMessage replaceMsg, CancellationToken cancellationToken)

result = micexMessageAdapter.ReplaceOrderAsync(replaceMsg, cancellationToken)

ResetAsync

protected override ValueTask ResetAsync(ResetMessage resetMsg, CancellationToken cancellationToken)

result = micexMessageAdapter.ResetAsync(resetMsg, cancellationToken)

Save

public override void Save(SettingsStorage storage)

micexMessageAdapter.Save(storage)

Save settings.

storage: Settings storage.

SecurityLookupAsync

protected override ValueTask SecurityLookupAsync(SecurityLookupMessage lookupMsg, CancellationToken cancellationToken)

result = micexMessageAdapter.SecurityLookupAsync(lookupMsg, cancellationToken)

TimeAsync

protected override ValueTask TimeAsync(TimeMessage timeMsg, CancellationToken cancellationToken)

result = micexMessageAdapter.TimeAsync(timeMsg, cancellationToken)

ToString

public override string ToString()

result = micexMessageAdapter.ToString()

Преобразовать к строковому представлению.

Returns: Строковое представление.

Fields

DefaultHeartbeatInterval

public static readonly TimeSpan DefaultHeartbeatInterval

value = MicexMessageAdapter.DefaultHeartbeatInterval

Значение по умолчанию для HeartbeatInterval.