IMessageAdapter

StockSharp.Messages

Base message adapter interface which convert messages Message to native commands and back.

Implementa: IMessageTransport, IPersistable, ILogReceiver, ILogSource, IDisposable, ICloneable<IMessageAdapter>, ICloneable

Propiedades

AssociatedBoards : string[]

The adapter can process subscription only with instruments associated with the specified board.

CandlesBuildFrom : IEnumerable<Level1Fields>

Possible options for candles building.

Categories : MessageAdapterCategories

Message adapter categories.

CheckTimeFrameByRequest : bool

Check possible time-frame by request.

DisconnectTimeout : TimeSpan

Gets the timeout to wait for a graceful disconnect.

EnqueueSubscriptions : bool

Enqueue subscriptions.

ExtraSetup : bool

The adapter requires extra setup.

FaultDelay : TimeSpan

Gets or sets the delay applied between faulted iterations.

FeatureName : string

Feature name.

HeartbeatBeforeConnect : bool

Start sending TimeMessage before connection established.

HeartbeatInterval : TimeSpan

Server check interval for track the connection alive. The value is Zero turned off tracking.

Icon : Uri

Icon.

IsAutoReplyOnTransactonalUnsubscription : bool

Send auto response for OrderStatusMessage and PortfolioLookupMessage unsubscribes.

IsFullCandlesOnly : bool

Translates CandleMessage as only fully filled.

IsNativeIdentifiers : bool

Identify security in messages by native identifier Native.

IsNativeIdentifiersPersistable : bool

Native identifier can be stored.

IsPositionsEmulationRequired : bool?

Adapter required emulation PositionChangeMessage.

IsReplaceCommandEditCurrent : bool

Is the OrderReplaceMessage command edit a current order.

IsSecurityNewsOnly : bool

Adapter provides news related with specified security.

IsSupportExecutionsPnL : bool

Adapter fills PnL.

IsSupportOrderBookIncrements : bool

Adapter translates incremental order books.

IsSupportSubscriptions : bool

Support any subscriptions (ticks, order books etc.).

IsSupportTransactionLog : bool

Adapter translates orders changes on reply of OrderStatusMessage.

IterationInterval : TimeSpan

Interval between iterations.

LookupTimeout : TimeSpan?

Lookup timeout.

MaxParallelMessages : int

Gets or sets the maximum number of parallel (non-control) messages that can be processed. Must be greater than or equal to1.

NotSupportedResultMessages : IEnumerable<MessageTypes>

Not supported by adapter result message types.

OrderConditionType : Type

Type of OrderCondition.

PossibleSupportedMessages : IEnumerable<MessageTypeInfo>

Possible supported by adapter message types.

ReConnectionSettings : ReConnectionSettings

Connection tracking settings IMessageAdapter with a server.

SecurityExtendedFields : IEnumerable<ValueTuple<string, Type>>

Names of extended security fields in SecurityMessage.

StorageName : string

The storage name, associated with the adapter.

SupportedInMessages : IEnumerable<MessageTypes>

Supported by adapter message types.

SupportedOrderBookDepths : IEnumerable<int>

Available options for MaxDepth.

TransactionIdGenerator : IdGenerator

Transaction id generator.

UseInChannel : bool

Use channels for in messages.

UseOutChannel : bool

Use channels for out messages.

Métodos

CreateOrderLogMarketDepthBuilder(SecurityId) : IOrderLogMarketDepthBuilder

Create market depth builder.

securityId
Security ID.

Devuelve: Order log to market depth builder.

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.

IsAllDownloadingSupported(DataType) : bool

Is for the specified all securities downloading enabled.

dataType
Data type info.

Devuelve: Check result.

IsSecurityRequired(DataType) : bool

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

dataType
Data type info.

Devuelve: Check result.

IsSupportCandlesPriceLevels(MarketDataMessage) : bool

Support candles PriceLevels.

subscription
MarketDataMessage

Devuelve: Check result.

IsSupportCandlesUpdates(MarketDataMessage) : bool

Support candles subscription and live updates.

subscription
MarketDataMessage

Devuelve: Check result.

SendOutMessageAsync(Message, CancellationToken) : ValueTask

Send outgoing message and raise NewOutMessageAsync event.

message
Message.
cancellationToken
CancellationToken