MessageConverter
Default implementation of IMessageConverter. Provides bidirectional conversion between FIX record structs and StockSharp messages.
Implements: IMessageConverter
Methods
protected static FixParty[] BuildParties(string clientCode, string brokerCode)
result = MessageConverter.BuildParties(clientCode, brokerCode)
Build FIX Parties array from client code and broker code.
protected virtual MarginModes? GetMarginMode(char? cashMargin)
result = messageConverter.GetMarginMode(cashMargin)
Get margin mode from FIX cash margin code.
protected virtual OrderTypes? GetOrderType(char? ordType)
result = messageConverter.GetOrderType(ordType)
Get order type from FIX char code and apply to message.
protected virtual OrderPositionEffects? GetPositionEffect(char? positionEffect)
result = messageConverter.GetPositionEffect(positionEffect)
Get position effect from FIX char code.
protected virtual SecurityTypes? GetSecurityType(string fixSecurityType)
result = messageConverter.GetSecurityType(fixSecurityType)
Get security type from FIX string code.
protected virtual Sides? GetSide(char? fixSide)
result = messageConverter.GetSide(fixSide)
Get side from FIX char code.
protected virtual DateTime? GetTillDate(char? fixTif, DateTime? expiryDate)
result = messageConverter.GetTillDate(fixTif, expiryDate)
Get TillDate based on FIX TimeInForce.
protected virtual TimeInForce? GetTimeInForce(char? fixTif)
result = messageConverter.GetTimeInForce(fixTif)
Get time in force from FIX char code.
public virtual FixBoard ToFixBoard(string requestId, BoardMessage message)
result = messageConverter.ToFixBoard(requestId, message)
Convert StockSharp BoardMessage to FIX Board.
public virtual FixBoardLookup ToFixBoardLookup(BoardLookupMessage message)
result = messageConverter.ToFixBoardLookup(message)
Convert StockSharp BoardLookupMessage to FIX BoardLookup.
public virtual FixBoardUpdate ToFixBoardUpdate(BoardMessage message)
result = messageConverter.ToFixBoardUpdate(message)
Convert StockSharp BoardMessage to FIX BoardUpdate.
protected virtual char? ToFixCashMargin(MarginModes? marginMode)
result = messageConverter.ToFixCashMargin(marginMode)
Convert margin mode to FIX cash margin code.
public virtual FixDataTypeInfo ToFixDataTypeInfo(string requestId, DataTypeInfoMessage message)
result = messageConverter.ToFixDataTypeInfo(requestId, message)
Convert StockSharp DataTypeInfoMessage to FIX DataTypeInfo.
public virtual FixDataTypeLookup ToFixDataTypeLookup(DataTypeLookupMessage message)
result = messageConverter.ToFixDataTypeLookup(message)
Convert StockSharp DataTypeLookupMessage to FIX DataTypeLookup.
public virtual FixExecutionReport ToFixExecutionReport(ExecutionMessage message, string ordStatusReqId, string massStatusReqId, string origClOrdId, string clOrdId)
result = messageConverter.ToFixExecutionReport(message, ordStatusReqId, massStatusReqId, origClOrdId, clOrdId)
Convert StockSharp ExecutionMessage to FIX ExecutionReport.
public virtual FixHeartbeat ToFixHeartbeat(string testReqId)
result = messageConverter.ToFixHeartbeat(testReqId)
Convert heartbeat parameters to FIX Heartbeat.
public virtual FixHistoryStart ToFixHistoryStart(string requestId, DateTime? from)
result = messageConverter.ToFixHistoryStart(requestId, from)
Convert history parameters to FIX HistoryStart.
public virtual FixLogonResponse ToFixLogonResponse(string sessionId, string licenseFeatureId, DateTime componentTimestamp)
result = messageConverter.ToFixLogonResponse(sessionId, licenseFeatureId, componentTimestamp)
Convert logon response parameters to FIX LogonResponse.
public virtual FixMarketDataIncrementalRefresh ToFixMarketDataIncrementalRefresh(string symbol, string securityExchange, string mdReqId, DataType buildFrom, ICollection<MDEntry> entries)
result = messageConverter.ToFixMarketDataIncrementalRefresh(symbol, securityExchange, mdReqId, buildFrom, entries)
Convert market data entries to FIX MarketDataIncrementalRefresh.
public FixMarketDataRequest ToFixMarketDataRequest(MarketDataMessage message, FixId mdReqId, FixId mdResponseId)
result = messageConverter.ToFixMarketDataRequest(message, mdReqId, mdResponseId)
Convert StockSharp MarketDataMessage to FIX MarketDataRequest.
public virtual FixMarketDataRequestReject ToFixMarketDataRequestReject(string mdReqId, Exception error)
result = messageConverter.ToFixMarketDataRequestReject(mdReqId, error)
Convert error to FIX MarketDataRequestReject.
public virtual FixMarketDataSnapshotFullRefresh ToFixMarketDataSnapshotFullRefresh(SecurityId securityId, string mdReqId, DataType buildFrom, ICollection<MDEntry> entries)
result = messageConverter.ToFixMarketDataSnapshotFullRefresh(securityId, mdReqId, buildFrom, entries)
Convert market data entries to FIX MarketDataSnapshotFullRefresh.
public virtual FixNewOrderSingle ToFixNewOrderSingle(OrderRegisterMessage message)
result = messageConverter.ToFixNewOrderSingle(message)
Convert StockSharp OrderRegisterMessage to FIX NewOrderSingle.
public virtual FixNews ToFixNews(NewsMessage message, string mdResponseId)
result = messageConverter.ToFixNews(message, mdResponseId)
Convert StockSharp NewsMessage to FIX News.
public virtual FixOrderCancelReject ToFixOrderCancelReject(string clOrdId, string orderId, string errorText, DateTime transactTime)
result = messageConverter.ToFixOrderCancelReject(clOrdId, orderId, errorText, transactTime)
Convert order cancel reject parameters to FIX OrderCancelReject.
public virtual FixOrderCancelReplaceRequest ToFixOrderCancelReplaceRequest(OrderReplaceMessage message)
result = messageConverter.ToFixOrderCancelReplaceRequest(message)
Convert StockSharp OrderReplaceMessage to FIX OrderCancelReplaceRequest.
public virtual FixOrderCancelRequest ToFixOrderCancelRequest(OrderCancelMessage message)
result = messageConverter.ToFixOrderCancelRequest(message)
Convert StockSharp OrderCancelMessage to FIX OrderCancelRequest.
public virtual FixOrderMassCancelReport ToFixOrderMassCancelReport(string clOrdId, char massCancelRequestType, string errorMessage)
result = messageConverter.ToFixOrderMassCancelReport(clOrdId, massCancelRequestType, errorMessage)
Convert order mass cancel report parameters to FIX OrderMassCancelReport.
public virtual FixOrderMassCancelRequest ToFixOrderMassCancelRequest(OrderGroupCancelMessage message)
result = messageConverter.ToFixOrderMassCancelRequest(message)
Convert StockSharp OrderGroupCancelMessage to FIX OrderMassCancelRequest.
public virtual FixOrderMassStatusRequest ToFixOrderMassStatusRequest(OrderStatusMessage message)
result = messageConverter.ToFixOrderMassStatusRequest(message)
Convert StockSharp OrderStatusMessage (mass request) to FIX OrderMassStatusRequest.
public virtual FixOrderStatusRequest ToFixOrderStatusRequest(OrderStatusMessage message)
result = messageConverter.ToFixOrderStatusRequest(message)
Convert StockSharp OrderStatusMessage to FIX OrderStatusRequest.
protected virtual char? ToFixOrderType(OrderTypes? orderType, OrderCondition condition)
result = messageConverter.ToFixOrderType(orderType, condition)
Convert order type to FIX char code.
protected virtual char? ToFixPositionEffect(OrderPositionEffects? effect)
result = messageConverter.ToFixPositionEffect(effect)
Convert position effect to FIX char code.
public virtual FixPositionReport ToFixPositionReport(string posReqId, string account, string symbol, string securityExchange, SecurityTypes? securityType, TPlusLimits? limitType, string clientCode, CurrencyTypes? currency, string strategyId, Sides? side, DataType buildFrom, string depoName, string description, ICollection<KeyValuePair<PositionChangeTypes, object>> changes, DateTime? transactTime)
result = messageConverter.ToFixPositionReport(posReqId, account, symbol, securityExchange, securityType, limitType, clientCode, currency, strategyId, side, buildFrom, depoName, description, changes, transactTime)
Convert position parameters to FIX PositionReport.
public virtual FixPositionReport ToFixPositionReport(PositionChangeMessage message, string posReqId)
result = messageConverter.ToFixPositionReport(message, posReqId)
Convert StockSharp PositionChangeMessage to FIX PositionReport.
public virtual FixReject ToFixReject(string error, long? refSeqNum, string refMsgType, FixTags? refTagId, int? sessionRejectReason, string requestId)
result = messageConverter.ToFixReject(error, refSeqNum, refMsgType, refTagId, sessionRejectReason, requestId)
Convert reject parameters to FIX Reject.
public virtual FixRemoteFile ToFixRemoteFile(string requestId, RemoteFileMessage message)
result = messageConverter.ToFixRemoteFile(requestId, message)
Convert StockSharp RemoteFileMessage to FIX RemoteFile.
public virtual FixRemove ToFixRemove(RemoveMessage message)
result = messageConverter.ToFixRemove(message)
Convert StockSharp RemoveMessage to FIX Remove.
public virtual FixRequestForPositions ToFixRequestForPositions(PortfolioLookupMessage message)
result = messageConverter.ToFixRequestForPositions(message)
Convert StockSharp PortfolioLookupMessage to FIX RequestForPositions.
public virtual FixResendRequest ToFixResendRequest(long beginSeqNo, long endSeqNo)
result = messageConverter.ToFixResendRequest(beginSeqNo, endSeqNo)
Convert sequence range to FIX ResendRequest.
public virtual FixSecurityLegsInfo ToFixSecurityLegsInfo(string requestId, IDictionary<SecurityId, IEnumerable<SecurityId>> legs)
result = messageConverter.ToFixSecurityLegsInfo(requestId, legs)
Convert security legs to FIX SecurityLegsInfo.
public virtual FixSecurityLegsRequest ToFixSecurityLegsRequest(SecurityLegsRequestMessage message)
result = messageConverter.ToFixSecurityLegsRequest(message)
Convert StockSharp SecurityLegsRequestMessage to FIX SecurityLegsRequest.
public virtual FixSecurityListRequest ToFixSecurityListRequest(SecurityLookupMessage message)
result = messageConverter.ToFixSecurityListRequest(message)
Convert StockSharp SecurityLookupMessage to FIX SecurityListRequest.
public virtual FixSecurityListResponse ToFixSecurityListResponse(ICollection<SecurityMessage> securities, string securityReqId, string securityResponseId, bool lastFragment)
result = messageConverter.ToFixSecurityListResponse(securities, securityReqId, securityResponseId, lastFragment)
Convert StockSharp SecurityMessage collection to FIX SecurityListResponse.
public virtual FixSecurityListResponseError ToFixSecurityListResponseError(string securityReqId, string securityResponseId, Exception error)
result = messageConverter.ToFixSecurityListResponseError(securityReqId, securityResponseId, error)
Convert error to FIX SecurityListResponseError.
public virtual FixSecurityMapping ToFixSecurityMapping(SecurityMappingMessage message)
result = messageConverter.ToFixSecurityMapping(message)
Convert StockSharp SecurityMappingMessage to FIX SecurityMapping.
public virtual FixSecurityStatusRequest ToFixSecurityStatusRequest(SecurityMessage message)
result = messageConverter.ToFixSecurityStatusRequest(message)
Convert StockSharp SecurityMessage to FIX SecurityStatusRequest.
protected virtual string ToFixSecurityType(SecurityTypes? securityType)
result = messageConverter.ToFixSecurityType(securityType)
Convert security type to FIX string code.
public virtual FixSequenceReset ToFixSequenceReset(bool gapFill, long newSeqNo)
result = messageConverter.ToFixSequenceReset(gapFill, newSeqNo)
Convert sequence reset parameters to FIX SequenceReset.
protected virtual char? ToFixSide(Sides? side)
result = messageConverter.ToFixSide(side)
Convert side to FIX char code.
public virtual FixSubscription ToFixSubscription(string requestId, string responseId, MarketDataMessage message)
result = messageConverter.ToFixSubscription(requestId, responseId, message)
Convert StockSharp MarketDataMessage to FIX Subscription.
public virtual FixSubscriptionFinished ToFixSubscriptionFinished(SubscriptionFinishedMessage message, string mdReqId)
result = messageConverter.ToFixSubscriptionFinished(message, mdReqId)
Convert StockSharp SubscriptionFinishedMessage to FIX SubscriptionFinished.
public virtual FixSubscriptionOnline ToFixSubscriptionOnline(string mdReqId)
result = messageConverter.ToFixSubscriptionOnline(mdReqId)
Convert StockSharp SubscriptionOnlineMessage to FIX SubscriptionOnline.
public virtual FixSubscriptionResponse ToFixSubscriptionResponse(string mdReqId, string mdResponseId, string error)
result = messageConverter.ToFixSubscriptionResponse(mdReqId, mdResponseId, error)
Convert error to FIX SubscriptionResponse.
public virtual FixSubscriptionResponse ToFixSubscriptionResponse(SubscriptionResponseMessage message, string mdReqId, string mdResponseId)
result = messageConverter.ToFixSubscriptionResponse(message, mdReqId, mdResponseId)
Convert StockSharp SubscriptionResponseMessage to FIX SubscriptionResponse.
protected virtual char? ToFixSubscriptionType(bool? isSubscribe)
result = messageConverter.ToFixSubscriptionType(isSubscribe)
Convert subscription type to FIX char code.
public virtual FixTestRequest ToFixTestRequest(TimeMessage message)
result = messageConverter.ToFixTestRequest(message)
Convert StockSharp TimeMessage to FIX TestRequest.
protected virtual char? ToFixTimeInForce(TimeInForce? tif, DateTime? tillDate)
result = messageConverter.ToFixTimeInForce(tif, tillDate)
Convert time in force to FIX char code, using to distinguish GoodTillCancel / Day / GoodTillDate (all represented as PutInQueue).
protected virtual char? ToFixTimeInForce(TimeInForce? tif)
result = messageConverter.ToFixTimeInForce(tif)
Convert time in force to FIX char code.
public virtual FixTradingSessionStatus ToFixTradingSessionStatus(string requestId, BoardStateMessage message)
result = messageConverter.ToFixTradingSessionStatus(requestId, message)
Convert StockSharp BoardStateMessage to FIX TradingSessionStatus.
public virtual FixTradingSessionStatusRequest ToFixTradingSessionStatusRequest(BoardLookupMessage message)
result = messageConverter.ToFixTradingSessionStatusRequest(message)
Convert StockSharp BoardLookupMessage to FIX TradingSessionStatusRequest.
public virtual FixUserInfo ToFixUserInfo(UserInfoMessage message, string userRequestId)
result = messageConverter.ToFixUserInfo(message, userRequestId)
Convert StockSharp UserInfoMessage to FIX UserInfo.
public virtual FixUserRequest ToFixUserRequest(UserRequestMessage message)
result = messageConverter.ToFixUserRequest(message)
Convert StockSharp UserRequestMessage to FIX UserRequest.
public virtual FixUserRequestEx ToFixUserRequestEx(UserLookupMessage message)
result = messageConverter.ToFixUserRequestEx(message)
Convert StockSharp UserLookupMessage to FIX UserRequestEx.
public virtual FixUserResponse ToFixUserResponse(string userRequestId, string userName, UserStatus status, string text)
result = messageConverter.ToFixUserResponse(userRequestId, userName, status, text)
Convert user response parameters to FIX UserResponse.
public virtual ValueTuple<string, DateTime?> ToHistoryStart(FixHistoryStart fix)
result = messageConverter.ToHistoryStart(fix)
Convert FIX HistoryStart to history parameters.
public virtual DataTypeLookupMessage ToMessage(FixDataTypeLookup fix)
result = messageConverter.ToMessage(fix)
Convert FIX DataTypeLookup to StockSharp DataTypeLookupMessage.
public virtual OrderRegisterMessage ToMessage(FixNewOrderSingle fix)
result = messageConverter.ToMessage(fix)
Convert FIX NewOrderSingle to StockSharp OrderRegisterMessage.
public virtual OrderCancelMessage ToMessage(FixOrderCancelRequest fix)
result = messageConverter.ToMessage(fix)
Convert FIX OrderCancelRequest to StockSharp OrderCancelMessage.
public virtual UserInfoMessage ToMessage(FixUserInfo fix)
result = messageConverter.ToMessage(fix)
Convert FIX UserInfo to StockSharp UserInfoMessage.
public virtual OrderReplaceMessage ToMessage(FixOrderCancelReplaceRequest fix)
result = messageConverter.ToMessage(fix)
Convert FIX OrderCancelReplaceRequest to StockSharp OrderReplaceMessage.
public virtual NewsMessage ToMessage(FixNews fix)
result = messageConverter.ToMessage(fix)
Convert FIX News to StockSharp NewsMessage.
public virtual OrderGroupCancelMessage ToMessage(FixOrderMassCancelRequest fix)
result = messageConverter.ToMessage(fix)
Convert FIX OrderMassCancelRequest to StockSharp OrderGroupCancelMessage.
public virtual ValueTuple<ICollection<SecurityMessage>, string, string, bool> ToMessage(FixSecurityListResponse fix)
result = messageConverter.ToMessage(fix)
Convert FIX SecurityListResponse to StockSharp SecurityMessage collection with metadata.
public virtual OrderStatusMessage ToMessage(FixOrderStatusRequest fix)
result = messageConverter.ToMessage(fix)
Convert FIX OrderStatusRequest to StockSharp OrderStatusMessage.
public virtual PositionChangeMessage ToMessage(FixPositionReport fix)
result = messageConverter.ToMessage(fix)
Convert FIX PositionReport to StockSharp PositionChangeMessage.
public virtual OrderStatusMessage ToMessage(FixOrderMassStatusRequest fix)
result = messageConverter.ToMessage(fix)
Convert FIX OrderMassStatusRequest to StockSharp OrderStatusMessage (mass request).
public virtual ExecutionMessage ToMessage(FixExecutionReport fix)
result = messageConverter.ToMessage(fix)
Convert FIX ExecutionReport to StockSharp ExecutionMessage.
public virtual UserRequestMessage ToMessage(FixUserRequest fix)
result = messageConverter.ToMessage(fix)
Convert FIX UserRequest to StockSharp UserRequestMessage.
public virtual ValueTuple<string, string, UserStatus, string> ToMessage(FixUserResponse fix)
result = messageConverter.ToMessage(fix)
Convert FIX UserResponse to user response parameters.
public virtual BoardLookupMessage ToMessage(FixTradingSessionStatusRequest fix)
result = messageConverter.ToMessage(fix)
Convert FIX TradingSessionStatusRequest to StockSharp BoardLookupMessage.
public virtual SubscriptionResponseMessage ToMessage(FixSubscriptionResponse fix)
result = messageConverter.ToMessage(fix)
Convert FIX SubscriptionResponse to StockSharp SubscriptionResponseMessage.
public virtual UserLookupMessage ToMessage(FixUserRequestEx fix)
result = messageConverter.ToMessage(fix)
Convert FIX UserRequestEx to StockSharp UserLookupMessage.
public virtual ValueTuple<string, string, string, DataType, ICollection<MDEntry>> ToMessage(FixMarketDataIncrementalRefresh fix)
result = messageConverter.ToMessage(fix)
Convert FIX MarketDataIncrementalRefresh to market data parameters.
public virtual BoardLookupMessage ToMessage(FixBoardLookup fix)
result = messageConverter.ToMessage(fix)
Convert FIX BoardLookup to StockSharp BoardLookupMessage.
public virtual ValueTuple<SecurityId, string, DataType, ICollection<MDEntry>> ToMessage(FixMarketDataSnapshotFullRefresh fix)
result = messageConverter.ToMessage(fix)
Convert FIX MarketDataSnapshotFullRefresh to market data parameters.
public virtual BoardMessage ToMessage(FixBoardUpdate fix)
result = messageConverter.ToMessage(fix)
Convert FIX BoardUpdate to StockSharp BoardMessage.
public virtual SecurityLookupMessage ToMessage(FixSecurityListRequest fix)
result = messageConverter.ToMessage(fix)
Convert FIX SecurityListRequest to StockSharp SecurityLookupMessage.
public virtual ValueTuple<string, char, string> ToMessage(FixOrderMassCancelReport fix)
result = messageConverter.ToMessage(fix)
Convert FIX OrderMassCancelReport to order mass cancel report parameters.
public virtual SecurityMessage ToMessage(FixSecurityStatusRequest fix)
result = messageConverter.ToMessage(fix)
Convert FIX SecurityStatusRequest to StockSharp SecurityMessage.
public virtual PortfolioLookupMessage ToMessage(FixRequestForPositions fix)
result = messageConverter.ToMessage(fix)
Convert FIX RequestForPositions to StockSharp PortfolioLookupMessage.
public virtual ValueTuple<string, string, string, DateTime> ToMessage(FixOrderCancelReject fix)
result = messageConverter.ToMessage(fix)
Convert FIX OrderCancelReject to order cancel reject parameters.
public virtual SecurityMappingMessage ToMessage(FixSecurityMapping fix)
result = messageConverter.ToMessage(fix)
Convert FIX SecurityMapping to StockSharp SecurityMappingMessage.
public virtual RemoveMessage ToMessage(FixRemove fix)
result = messageConverter.ToMessage(fix)
Convert FIX Remove to StockSharp RemoveMessage.
public virtual TimeMessage ToMessage(FixTestRequest fix)
result = messageConverter.ToMessage(fix)
Convert FIX TestRequest to StockSharp TimeMessage.
public virtual SubscriptionOnlineMessage ToMessage(FixSubscriptionOnline fix)
result = messageConverter.ToMessage(fix)
Convert FIX SubscriptionOnline to StockSharp SubscriptionOnlineMessage.
public virtual SubscriptionFinishedMessage ToMessage(FixSubscriptionFinished fix)
result = messageConverter.ToMessage(fix)
Convert FIX SubscriptionFinished to StockSharp SubscriptionFinishedMessage.
public virtual SecurityLegsRequestMessage ToMessage(FixSecurityLegsRequest fix)
result = messageConverter.ToMessage(fix)
Convert FIX SecurityLegsRequest to StockSharp SecurityLegsRequestMessage.
public IEnumerable<MarketDataMessage> ToMessages(FixMarketDataRequest fix)
result = messageConverter.ToMessages(fix)
Convert FIX MarketDataRequest to StockSharp MarketDataMessage collection. One FIX request may generate multiple S# messages (per security/datatype combination).
public virtual ValueTuple<long, long> ToResendRange(FixResendRequest fix)
result = messageConverter.ToResendRange(fix)
Convert FIX ResendRequest data to sequence range.
public virtual ValueTuple<bool, long> ToSequenceReset(FixSequenceReset fix)
result = messageConverter.ToSequenceReset(fix)
Convert FIX SequenceReset data to sequence numbers.