GainFuturesFixDialect
StockSharp.Fix.Dialects.GainFutures
Gain Futures FIX protocol dialect.
Hereda de: BaseFixDialect
Constructores
GainFuturesFixDialect(IdGenerator)
Initializes a new instance of the GainFuturesFixDialect.
- transactionIdGenerator
- Transaction id generator.
Propiedades
PossibleSupportedMessages : IEnumerable<MessageTypeInfo>
Possible supported message types.
Métodos
GetSupportedMarketDataTypesAsync(SecurityId, DateTime?, DateTime?) : IAsyncEnumerable<DataType>
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.
Devuelve: Supported by adapter market data types.
InitSecId(SecurityMessage, string, string, string, string)
Init security id information.
- message
- A message containing info about the security.
- symbol
- Symbol.
- securityExchange
- Security exchange.
- idSource
- Id source.
- idValue
- Id value.
IsAllDownloadingSupported(DataType) : bool
Is for the specified all securities downloading enabled.
- dataType
- Data type info.
Devuelve: Check result.
OnReadAsync(IFixReader, string, CancellationToken) : IAsyncEnumerable<Message>
Read next message from FIX protocol.
- reader
- The reader of data recorded in the FIX protocol format.
- msgType
- Message type.
- cancellationToken
- CancellationToken
Devuelve: The sequence of messages.
OnReset()
Reset state.
OnWriteAsync(IFixWriter, Message, CancellationToken) : ValueTask<string>
Write the specified message into FIX protocol.
- writer
- The recorder of data in the FIX protocol format.
- message
- The message.
- cancellationToken
- Cancellation token.
Devuelve: FixMessages value.
ProcessExecutionReportAsync(ExecutionReport, ExecutionMessage, CancellationToken) : IAsyncEnumerable<ExecutionMessage>
Process ExecutionReport instance.
- report
- ExecutionReport instance.
- message
- ExecutionMessage
- cancellationToken
- CancellationToken
ProcessExecutionReportExtraTagAsync(FixTags, IFixReader, ExecutionReport, CancellationToken) : ValueTask<bool>
Process extra tags for ExecutionReport.
- tag
- Tag.
- reader
- The reader of data recorded in the FIX protocol format.
- report
- Execution report.
- cancellationToken
- CancellationToken
Devuelve: Result.
ProcessSecurityDefinitionAsync(FixTags, IFixReader, SecurityMessage, CancellationToken) : ValueTask<bool>
Process SecurityDefinition message.
- tag
- Tag.
- reader
- The reader of data recorded in the FIX protocol format.
- message
- A message containing info about the security.
- cancellationToken
- CancellationToken
Devuelve: Processing result.