SpbExMessageAdapter

SpbExMessageAdapter

public SpbExMessageAdapter(IdGenerator transactionIdGenerator)

spbExMessageAdapter = SpbExMessageAdapter(transactionIdGenerator)

Initializes a new instance of the SpbExMessageAdapter.

transactionIdGenerator

Transaction id generator.

CancelOnDisconnect

public bool CancelOnDisconnect { get; set; }

value = spbExMessageAdapter.CancelOnDisconnect
spbExMessageAdapter.CancelOnDisconnect = value

Cancel On Disconnect.

Config

public SpbExAddressConfig Config { get; set; }

value = spbExMessageAdapter.Config
spbExMessageAdapter.Config = value

Configuration.

EnableSuspend

public bool EnableSuspend { get; set; }

value = spbExMessageAdapter.EnableSuspend
spbExMessageAdapter.EnableSuspend = value

Enable suspend mode (enqueue non ordered messages).

FeatureName

public override string FeatureName { get; }

value = spbExMessageAdapter.FeatureName

Feature name.

IgnoreLimits

public bool IgnoreLimits { get; set; }

value = spbExMessageAdapter.IgnoreLimits
spbExMessageAdapter.IgnoreLimits = value

Ignore limits.

IsAutoReplyOnTransactonalUnsubscription

public override bool IsAutoReplyOnTransactonalUnsubscription { get; }

value = spbExMessageAdapter.IsAutoReplyOnTransactonalUnsubscription

Send auto response for OrderStatusMessage and PortfolioLookupMessage unsubscribes.

IsNativeIdentifiers

public override bool IsNativeIdentifiers { get; }

value = spbExMessageAdapter.IsNativeIdentifiers

Identify security in messages by native identifier Native.

IsSupportOrderBookIncrements

public override bool IsSupportOrderBookIncrements { get; }

value = spbExMessageAdapter.IsSupportOrderBookIncrements

Adapter translates incremental order books.

Login

public string Login { get; set; }

value = spbExMessageAdapter.Login
spbExMessageAdapter.Login = value

Login.

Password

public SecureString Password { get; set; }

value = spbExMessageAdapter.Password
spbExMessageAdapter.Password = value

Password.

AllocatePacket

internal IMemoryOwner<byte> AllocatePacket(int size)

result = spbExMessageAdapter.AllocatePacket(size)

Allocate a packet from the memory pool.

size

The size of the packet.

Returns: Memory owner.

CancelOrderAsync

protected override ValueTask CancelOrderAsync(OrderCancelMessage cancelMsg, CancellationToken cancellationToken)

result = spbExMessageAdapter.CancelOrderAsync(cancelMsg, cancellationToken)

CancelOrderGroupAsync

protected override ValueTask CancelOrderGroupAsync(OrderGroupCancelMessage cancelMsg, CancellationToken cancellationToken)

result = spbExMessageAdapter.CancelOrderGroupAsync(cancelMsg, cancellationToken)

ConnectAsync

protected override ValueTask ConnectAsync(ConnectMessage connectMsg, CancellationToken cancellationToken)

result = spbExMessageAdapter.ConnectAsync(connectMsg, cancellationToken)

DisconnectAsync

protected override ValueTask DisconnectAsync(DisconnectMessage disconnectMsg, CancellationToken cancellationToken)

result = spbExMessageAdapter.DisconnectAsync(disconnectMsg, cancellationToken)

Dump

public void Dump(IDictionary<EndPoint, string> dumpFiles)

spbExMessageAdapter.Dump(dumpFiles)

Test dump files.

dumpFiles

Dump files.

IsAllDownloadingSupported

public override bool IsAllDownloadingSupported(DataType dataType)

result = spbExMessageAdapter.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 = spbExMessageAdapter.IsSecurityRequired(dataType)

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

dataType

Data type info.

Returns: Check result.

Load

public override void Load(SettingsStorage storage)

spbExMessageAdapter.Load(storage)

Load settings.

storage

Settings storage.

OnLevel1SubscriptionAsync

protected override ValueTask OnLevel1SubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = spbExMessageAdapter.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 = spbExMessageAdapter.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.

OnTicksSubscriptionAsync

protected override ValueTask OnTicksSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = spbExMessageAdapter.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 = spbExMessageAdapter.OrderStatusAsync(statusMsg, cancellationToken)

PortfolioLookupAsync

protected override ValueTask PortfolioLookupAsync(PortfolioLookupMessage lookupMsg, CancellationToken cancellationToken)

result = spbExMessageAdapter.PortfolioLookupAsync(lookupMsg, cancellationToken)

RegisterOrderAsync

protected override ValueTask RegisterOrderAsync(OrderRegisterMessage regMsg, CancellationToken cancellationToken)

result = spbExMessageAdapter.RegisterOrderAsync(regMsg, cancellationToken)

ResetAsync

protected override ValueTask ResetAsync(ResetMessage resetMsg, CancellationToken cancellationToken)

result = spbExMessageAdapter.ResetAsync(resetMsg, cancellationToken)

Save

public override void Save(SettingsStorage storage)

spbExMessageAdapter.Save(storage)

Save settings.

storage

Settings storage.

SecurityLookupAsync

protected override ValueTask SecurityLookupAsync(SecurityLookupMessage lookupMsg, CancellationToken cancellationToken)

result = spbExMessageAdapter.SecurityLookupAsync(lookupMsg, cancellationToken)

TimeAsync

protected override ValueTask TimeAsync(TimeMessage timeMsg, CancellationToken cancellationToken)

result = spbExMessageAdapter.TimeAsync(timeMsg, cancellationToken)

ToString

public override string ToString()

result = spbExMessageAdapter.ToString()

Преобразовать к строковому представлению.

Returns: Строковое представление.

DefaultHeartbeatInterval

public static readonly TimeSpan DefaultHeartbeatInterval

value = SpbExMessageAdapter.DefaultHeartbeatInterval

Default value for HeartbeatInterval.