PlazaMessageAdapter

PlazaMessageAdapter

public PlazaMessageAdapter(IdGenerator transactionIdGenerator)

plazaMessageAdapter = PlazaMessageAdapter(transactionIdGenerator)

Создать PlazaMessageAdapter.

transactionIdGenerator

Генератор идентификаторов транзакций.

Address

public EndPoint Address { get; set; }

value = plazaMessageAdapter.Address
plazaMessageAdapter.Address = value

Server address.

AppName

public string AppName { get; set; }

value = plazaMessageAdapter.AppName
plazaMessageAdapter.AppName = value

Префикс в имени приложения Plaza соединения.

BrokerCode

public string BrokerCode { get; set; }

value = plazaMessageAdapter.BrokerCode
plazaMessageAdapter.BrokerCode = value

Код брокерской фирмы.

CGateKey

public SecureString CGateKey { get; set; }

value = plazaMessageAdapter.CGateKey
plazaMessageAdapter.CGateKey = value

Идентификатор клиентского ПО.

ConfigPath

public string ConfigPath { get; set; }

value = plazaMessageAdapter.ConfigPath
plazaMessageAdapter.ConfigPath = value

Путь к директории, в которой будут храниться схемы потоков Plaza.

ConnectionGroupping

public SynchronizedDictionary<PlazaStream, int> ConnectionGroupping { get; }

value = plazaMessageAdapter.ConnectionGroupping

Настройки группировки потоков по соединениям.

DefaultDepthTable

public PlazaTable DefaultDepthTable { get; set; }

value = plazaMessageAdapter.DefaultDepthTable
plazaMessageAdapter.DefaultDepthTable = value

Таблица данных для стакана, которая будет запускаться при запуске потоков репликации.

FeatureName

public override string FeatureName { get; }

value = plazaMessageAdapter.FeatureName

Feature name.

IsAutoReplyOnTransactonalUnsubscription

public override bool IsAutoReplyOnTransactonalUnsubscription { get; }

value = plazaMessageAdapter.IsAutoReplyOnTransactonalUnsubscription

Send auto response for OrderStatusMessage and PortfolioLookupMessage unsubscribes.

IsControlConnectionLost

public bool IsControlConnectionLost { get; set; }

value = plazaMessageAdapter.IsControlConnectionLost
plazaMessageAdapter.IsControlConnectionLost = value

Контролировать потерю соединения с роутером. По-умолчанию включено.

IsDemo

public bool IsDemo { get; set; }

value = plazaMessageAdapter.IsDemo
plazaMessageAdapter.IsDemo = value

Connect to demo trading instead of real trading server.

IsNativeIdentifiers

public override bool IsNativeIdentifiers { get; }

value = plazaMessageAdapter.IsNativeIdentifiers

Identify security in messages by native identifier Native.

IsSupportOrderBookIncrements

public override bool IsSupportOrderBookIncrements { get; }

value = plazaMessageAdapter.IsSupportOrderBookIncrements

Adapter translates incremental order books.

IsSupportTransactionLog

public override bool IsSupportTransactionLog { get; }

value = plazaMessageAdapter.IsSupportTransactionLog

Adapter translates orders changes on reply of OrderStatusMessage.

Login

public string Login { get; set; }

value = plazaMessageAdapter.Login
plazaMessageAdapter.Login = value

Login.

OnlySystemTrades

public bool OnlySystemTrades { get; set; }

value = plazaMessageAdapter.OnlySystemTrades
plazaMessageAdapter.OnlySystemTrades = value

Передавать только системные сделки. По-умолчанию значение равно .

Password

public SecureString Password { get; set; }

value = plazaMessageAdapter.Password
plazaMessageAdapter.Password = value

Password.

PollTimeOut

public TimeSpan PollTimeOut { get; set; }

value = plazaMessageAdapter.PollTimeOut
plazaMessageAdapter.PollTimeOut = value

Время, в течение которого ожидается получение сообщения из потока данных или отправка транзакций.

RevisionPath

public string RevisionPath { get; set; }

value = plazaMessageAdapter.RevisionPath
plazaMessageAdapter.RevisionPath = value

Путь к директории, куда будут сохраняться ревизии.

RevisionSaveInterval

public TimeSpan RevisionSaveInterval { get; set; }

value = plazaMessageAdapter.RevisionSaveInterval
plazaMessageAdapter.RevisionSaveInterval = value

Интервал записи ревизий.

RevisionTables

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

value = plazaMessageAdapter.RevisionTables
plazaMessageAdapter.RevisionTables = value

Таблицы, которые необходимо отслеживать на изменение ревизий.

StreamManager

public IPlazaStreamManager StreamManager { get; }

value = plazaMessageAdapter.StreamManager

Менеджер потоков данных.

TableRegistry

public PlazaTableRegistry TableRegistry { get; }

value = plazaMessageAdapter.TableRegistry

Реестр всех таблиц сервера Плазы.

Tables

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

value = plazaMessageAdapter.Tables
plazaMessageAdapter.Tables = value

Таблицы, которые будут запущены при подключении.

ThreadCount

public int ThreadCount { get; set; }

value = plazaMessageAdapter.ThreadCount
plazaMessageAdapter.ThreadCount = value

Число транзакционных потоков.

TransactionTimeOut

public TimeSpan TransactionTimeOut { get; set; }

value = plazaMessageAdapter.TransactionTimeOut
plazaMessageAdapter.TransactionTimeOut = value

Время, в течении которого ожидается ответ для транзакции.

UseLocalProtocol

public bool UseLocalProtocol { get; set; }

value = plazaMessageAdapter.UseLocalProtocol
plazaMessageAdapter.UseLocalProtocol = value

Использовать SharedMem протокол при соединении с локальным роутером. По-умолчанию не используется.

CancelOrderAsync

protected override ValueTask CancelOrderAsync(OrderCancelMessage cancelMsg, CancellationToken cancellationToken)

result = plazaMessageAdapter.CancelOrderAsync(cancelMsg, cancellationToken)

CancelOrderGroupAsync

protected override ValueTask CancelOrderGroupAsync(OrderGroupCancelMessage cancelMsg, CancellationToken cancellationToken)

result = plazaMessageAdapter.CancelOrderGroupAsync(cancelMsg, cancellationToken)

ConnectAsync

protected override ValueTask ConnectAsync(ConnectMessage connectMsg, CancellationToken cancellationToken)

result = plazaMessageAdapter.ConnectAsync(connectMsg, cancellationToken)

CreateOrderLogMarketDepthBuilder

public override IOrderLogMarketDepthBuilder CreateOrderLogMarketDepthBuilder(SecurityId securityId)

result = plazaMessageAdapter.CreateOrderLogMarketDepthBuilder(securityId)

Создать построитель стакана.

securityId

Идентификатор инструмента.

Returns: Построитель стакана.

DisconnectAsync

protected override ValueTask DisconnectAsync(DisconnectMessage disconnectMsg, CancellationToken cancellationToken)

result = plazaMessageAdapter.DisconnectAsync(disconnectMsg, cancellationToken)

GetSupportedMarketDataTypesAsync

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

result = plazaMessageAdapter.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 = plazaMessageAdapter.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 = plazaMessageAdapter.IsSecurityRequired(dataType)

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

dataType

Data type info.

Returns: Check result.

Load

public override void Load(SettingsStorage storage)

plazaMessageAdapter.Load(storage)

Load settings.

storage

Settings storage.

MarketDataAsync

protected override ValueTask MarketDataAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = plazaMessageAdapter.MarketDataAsync(mdMsg, cancellationToken)

OrderStatusAsync

protected override ValueTask OrderStatusAsync(OrderStatusMessage statusMsg, CancellationToken cancellationToken)

result = plazaMessageAdapter.OrderStatusAsync(statusMsg, cancellationToken)

PortfolioLookupAsync

protected override ValueTask PortfolioLookupAsync(PortfolioLookupMessage lookupMsg, CancellationToken cancellationToken)

result = plazaMessageAdapter.PortfolioLookupAsync(lookupMsg, cancellationToken)

RegisterOrderAsync

protected override ValueTask RegisterOrderAsync(OrderRegisterMessage regMsg, CancellationToken cancellationToken)

result = plazaMessageAdapter.RegisterOrderAsync(regMsg, cancellationToken)

ReplaceOrderAsync

protected override ValueTask ReplaceOrderAsync(OrderReplaceMessage replaceMsg, CancellationToken cancellationToken)

result = plazaMessageAdapter.ReplaceOrderAsync(replaceMsg, cancellationToken)

ResetAsync

protected override ValueTask ResetAsync(ResetMessage resetMsg, CancellationToken cancellationToken)

result = plazaMessageAdapter.ResetAsync(resetMsg, cancellationToken)

Save

public override void Save(SettingsStorage storage)

plazaMessageAdapter.Save(storage)

Save settings.

storage

Settings storage.

SecurityLookupAsync

protected override ValueTask SecurityLookupAsync(SecurityLookupMessage lookupMsg, CancellationToken cancellationToken)

result = plazaMessageAdapter.SecurityLookupAsync(lookupMsg, cancellationToken)

TimeAsync

protected override ValueTask TimeAsync(TimeMessage timeMsg, CancellationToken cancellationToken)

result = plazaMessageAdapter.TimeAsync(timeMsg, cancellationToken)

ToString

public override string ToString()

result = plazaMessageAdapter.ToString()

Преобразовать к строковому представлению.

Returns: Строковое представление.