IMessageConverter
Interface para convertir entre structs de discos FIX y StockSharps. Proporciona conversión bidirectional para compatibilidad entre IFixDialect y IFixServerSerializer@.
Métodos
public FixBoard ToFixBoard(string requestId, BoardMessage message)
result = iMessageConverter.ToFixBoard(requestId, message)
Convert StockSharp BoardMessage to FIX Board.
public FixBoardLookup ToFixBoardLookup(BoardLookupMessage message)
result = iMessageConverter.ToFixBoardLookup(message)
Convert StockSharp BoardLookupMessage to FIX BoardLookup.
public FixBoardUpdate ToFixBoardUpdate(BoardMessage message)
result = iMessageConverter.ToFixBoardUpdate(message)
Convert StockSharp BoardMessage to FIX BoardUpdate.
public FixDataTypeInfo ToFixDataTypeInfo(string requestId, DataTypeInfoMessage message)
result = iMessageConverter.ToFixDataTypeInfo(requestId, message)
Convert StockSharp DataTypeInfoMessage to FIX DataTypeInfo.
public FixDataTypeLookup ToFixDataTypeLookup(DataTypeLookupMessage message)
result = iMessageConverter.ToFixDataTypeLookup(message)
Convert StockSharp DataTypeLookupMessage to FIX DataTypeLookup.
public FixExecutionReport ToFixExecutionReport(ExecutionMessage message, string ordStatusReqId, string massStatusReqId, string origClOrdId, string clOrdId)
result = iMessageConverter.ToFixExecutionReport(message, ordStatusReqId, massStatusReqId, origClOrdId, clOrdId)
Convert StockSharp ExecutionMessage to FIX ExecutionReport.
public FixHeartbeat ToFixHeartbeat(string testReqId)
result = iMessageConverter.ToFixHeartbeat(testReqId)
Convertir parámetros de latido cardíaco en FIX Heartbeat.
public FixHistoryStart ToFixHistoryStart(string requestId, DateTime? from)
result = iMessageConverter.ToFixHistoryStart(requestId, from)
Convertir parámetros de historia en FIX HistoryStart.
public FixLogonResponse ToFixLogonResponse(string sessionId, string licenseFeatureId, DateTime componentTimestamp)
result = iMessageConverter.ToFixLogonResponse(sessionId, licenseFeatureId, componentTimestamp)
Convertir parámetros de respuesta al logotipo en FIX LogonResponse.
public FixMarketDataIncrementalRefresh ToFixMarketDataIncrementalRefresh(string symbol, string securityExchange, string mdReqId, DataType buildFrom, ICollection<MDEntry> entries)
result = iMessageConverter.ToFixMarketDataIncrementalRefresh(symbol, securityExchange, mdReqId, buildFrom, entries)
Convertir entradas de datos de mercado en FIX MarketDataIncrementalRefresh.
public FixMarketDataRequest ToFixMarketDataRequest(MarketDataMessage message, FixId mdReqId, FixId mdResponseId)
result = iMessageConverter.ToFixMarketDataRequest(message, mdReqId, mdResponseId)
Convert StockSharp MarketDataMessage to FIX MarketDataRequest.
public FixMarketDataRequestReject ToFixMarketDataRequestReject(string mdReqId, Exception error)
result = iMessageConverter.ToFixMarketDataRequestReject(mdReqId, error)
Convertir error en FIX MarketDataRequestReject.
public FixMarketDataSnapshotFullRefresh ToFixMarketDataSnapshotFullRefresh(SecurityId securityId, string mdReqId, DataType buildFrom, ICollection<MDEntry> entries)
result = iMessageConverter.ToFixMarketDataSnapshotFullRefresh(securityId, mdReqId, buildFrom, entries)
Convertir entradas de datos de mercado en FIX MarketDataSnapshotFullRefresh.
public FixNewOrderSingle ToFixNewOrderSingle(OrderRegisterMessage message)
result = iMessageConverter.ToFixNewOrderSingle(message)
Convert StockSharp OrderRegisterMessage to FIX NewOrderSingle.
public FixNews ToFixNews(NewsMessage message, string mdResponseId)
result = iMessageConverter.ToFixNews(message, mdResponseId)
Convert StockSharp NewsMessage to FIX News.
public FixOrderCancelReject ToFixOrderCancelReject(string clOrdId, string orderId, string errorText, DateTime transactTime)
result = iMessageConverter.ToFixOrderCancelReject(clOrdId, orderId, errorText, transactTime)
Convertir orden cancelar los parámetros de rechazo a FIX OrderCancelReject.
public FixOrderCancelReplaceRequest ToFixOrderCancelReplaceRequest(OrderReplaceMessage message)
result = iMessageConverter.ToFixOrderCancelReplaceRequest(message)
Convert StockSharp OrderReplaceMessage to FIX OrderCancelReplaceRequest.
public FixOrderCancelRequest ToFixOrderCancelRequest(OrderCancelMessage message)
result = iMessageConverter.ToFixOrderCancelRequest(message)
Convert StockSharp OrderCancelMessage to FIX OrderCancelRequest.
public FixOrderMassCancelReport ToFixOrderMassCancelReport(string clOrdId, char massCancelRequestType, string errorMessage)
result = iMessageConverter.ToFixOrderMassCancelReport(clOrdId, massCancelRequestType, errorMessage)
Convertir los parámetros de informe de cancelación masiva de pedidos a FIX OrderMassCancelReport@.
public FixOrderMassCancelRequest ToFixOrderMassCancelRequest(OrderGroupCancelMessage message)
result = iMessageConverter.ToFixOrderMassCancelRequest(message)
Convert StockSharp OrderGroupCancelMessage to FIX OrderMassCancelRequest.
public FixOrderMassStatusRequest ToFixOrderMassStatusRequest(OrderStatusMessage message)
result = iMessageConverter.ToFixOrderMassStatusRequest(message)
Convertir StockSharp OrderStatusMessage (bajo petición de la masa) en FIX OrderMassStatusRequest.
public FixOrderStatusRequest ToFixOrderStatusRequest(OrderStatusMessage message)
result = iMessageConverter.ToFixOrderStatusRequest(message)
Convert StockSharp OrderStatusMessage to FIX OrderStatusRequest.
public FixPositionReport ToFixPositionReport(PositionChangeMessage message, string posReqId)
result = iMessageConverter.ToFixPositionReport(message, posReqId)
Convert StockSharp PositionChangeMessage to FIX PositionReport.
public 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 = iMessageConverter.ToFixPositionReport(posReqId, account, symbol, securityExchange, securityType, limitType, clientCode, currency, strategyId, side, buildFrom, depoName, description, changes, transactTime)
Convertir parámetros de posición en FIX PositionReport.
public FixReject ToFixReject(string error, long? refSeqNum, string refMsgType, FixTags? refTagId, int? sessionRejectReason, string requestId)
result = iMessageConverter.ToFixReject(error, refSeqNum, refMsgType, refTagId, sessionRejectReason, requestId)
Convertir parámetros de rechazo en FIX Reject.
public FixRemoteFile ToFixRemoteFile(string requestId, RemoteFileMessage message)
result = iMessageConverter.ToFixRemoteFile(requestId, message)
Convert StockSharp RemoteFileMessage to FIX RemoteFile.
public FixRemove ToFixRemove(RemoveMessage message)
result = iMessageConverter.ToFixRemove(message)
Convertir StockSharp@RemoveMessage@ a FIX Remove.
public FixRequestForPositions ToFixRequestForPositions(PortfolioLookupMessage message)
result = iMessageConverter.ToFixRequestForPositions(message)
Convert StockSharp PortfolioLookupMessage to FIX RequestForPositions.
public FixResendRequest ToFixResendRequest(long beginSeqNo, long endSeqNo)
result = iMessageConverter.ToFixResendRequest(beginSeqNo, endSeqNo)
Convertir secuencia de rango a FIX ResendRequest.
public FixSecurityLegsInfo ToFixSecurityLegsInfo(string requestId, IDictionary<SecurityId, IEnumerable<SecurityId>> legs)
result = iMessageConverter.ToFixSecurityLegsInfo(requestId, legs)
Convertir patas de instrumentos financieros en FIX SecurityLegsInfo.
public FixSecurityLegsRequest ToFixSecurityLegsRequest(SecurityLegsRequestMessage message)
result = iMessageConverter.ToFixSecurityLegsRequest(message)
Convert StockSharp SecurityLegsRequestMessage to FIX SecurityLegsRequest.
public FixSecurityListRequest ToFixSecurityListRequest(SecurityLookupMessage message)
result = iMessageConverter.ToFixSecurityListRequest(message)
Convert StockSharp SecurityLookupMessage to FIX SecurityListRequest.
public FixSecurityListResponse ToFixSecurityListResponse(ICollection<SecurityMessage> securities, string securityReqId, string securityResponseId, bool lastFragment)
result = iMessageConverter.ToFixSecurityListResponse(securities, securityReqId, securityResponseId, lastFragment)
Convertir StockSharp SecurityMessage collection en FIX SecurityListResponse.
public FixSecurityListResponseError ToFixSecurityListResponseError(string securityReqId, string securityResponseId, Exception error)
result = iMessageConverter.ToFixSecurityListResponseError(securityReqId, securityResponseId, error)
Convertir error en FIX SecurityListResponseError.
public FixSecurityMapping ToFixSecurityMapping(SecurityMappingMessage message)
result = iMessageConverter.ToFixSecurityMapping(message)
Convert StockSharp SecurityMappingMessage to FIX SecurityMapping.
public FixSecurityStatusRequest ToFixSecurityStatusRequest(SecurityMessage message)
result = iMessageConverter.ToFixSecurityStatusRequest(message)
Convert StockSharp SecurityMessage to FIX SecurityStatusRequest.
public FixSequenceReset ToFixSequenceReset(bool gapFill, long newSeqNo)
result = iMessageConverter.ToFixSequenceReset(gapFill, newSeqNo)
Convertir parámetros de reajuste de secuencias en FIX SequenceReset.
public FixSubscription ToFixSubscription(string requestId, string responseId, MarketDataMessage message)
result = iMessageConverter.ToFixSubscription(requestId, responseId, message)
Convertir StockSharp@MarketDataMessage@ a FIX Subscription.
public FixSubscriptionFinished ToFixSubscriptionFinished(SubscriptionFinishedMessage message, string mdReqId)
result = iMessageConverter.ToFixSubscriptionFinished(message, mdReqId)
Convert StockSharp SubscriptionFinishedMessage to FIX SubscriptionFinished.
public FixSubscriptionOnline ToFixSubscriptionOnline(string mdReqId)
result = iMessageConverter.ToFixSubscriptionOnline(mdReqId)
Convert StockSharp SubscriptionOnlineMessage to FIX SubscriptionOnline.
public FixSubscriptionResponse ToFixSubscriptionResponse(SubscriptionResponseMessage message, string mdReqId, string mdResponseId)
result = iMessageConverter.ToFixSubscriptionResponse(message, mdReqId, mdResponseId)
Convert StockSharp SubscriptionResponseMessage to FIX SubscriptionResponse.
public FixSubscriptionResponse ToFixSubscriptionResponse(string mdReqId, string mdResponseId, string error)
result = iMessageConverter.ToFixSubscriptionResponse(mdReqId, mdResponseId, error)
Convertir error en FIX SubscriptionResponse.
public FixTestRequest ToFixTestRequest(TimeMessage message)
result = iMessageConverter.ToFixTestRequest(message)
Convert StockSharp TimeMessage to FIX TestRequest.
public FixTradingSessionStatus ToFixTradingSessionStatus(string requestId, BoardStateMessage message)
result = iMessageConverter.ToFixTradingSessionStatus(requestId, message)
Convert StockSharp BoardStateMessage to FIX TradingSessionStatus.
public FixTradingSessionStatusRequest ToFixTradingSessionStatusRequest(BoardLookupMessage message)
result = iMessageConverter.ToFixTradingSessionStatusRequest(message)
Convert StockSharp BoardLookupMessage to FIX TradingSessionStatusRequest.
public FixUserInfo ToFixUserInfo(UserInfoMessage message, string userRequestId)
result = iMessageConverter.ToFixUserInfo(message, userRequestId)
Convert StockSharp UserInfoMessage to FIX UserInfo.
public FixUserRequest ToFixUserRequest(UserRequestMessage message)
result = iMessageConverter.ToFixUserRequest(message)
Convert StockSharp UserRequestMessage to FIX UserRequest.
public FixUserRequestEx ToFixUserRequestEx(UserLookupMessage message)
result = iMessageConverter.ToFixUserRequestEx(message)
Convert StockSharp UserLookupMessage to FIX UserRequestEx.
public FixUserResponse ToFixUserResponse(string userRequestId, string userName, UserStatus status, string text)
result = iMessageConverter.ToFixUserResponse(userRequestId, userName, status, text)
Convertir parámetros de respuesta del usuario en FIX UserResponse.
public ValueTuple<string, DateTime?> ToHistoryStart(FixHistoryStart fix)
result = iMessageConverter.ToHistoryStart(fix)
Convertir FIX HistoryStart a parámetros de historia.
public SubscriptionResponseMessage ToMessage(FixSubscriptionResponse fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX SubscriptionResponse to StockSharp SubscriptionResponseMessage.
public SubscriptionOnlineMessage ToMessage(FixSubscriptionOnline fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX SubscriptionOnline to StockSharp SubscriptionOnlineMessage.
public ValueTuple<string, char, string> ToMessage(FixOrderMassCancelReport fix)
result = iMessageConverter.ToMessage(fix)
Convertir FIX OrderMassCancelReport@ para ordenar los parámetros de informe de cancelación masiva.
public ValueTuple<SecurityId, string, DataType, ICollection<MDEntry>> ToMessage(FixMarketDataSnapshotFullRefresh fix)
result = iMessageConverter.ToMessage(fix)
Convertir FIX MarketDataSnapshotFullRefresh en parámetros de datos de mercado.
public ValueTuple<string, string, string, DataType, ICollection<MDEntry>> ToMessage(FixMarketDataIncrementalRefresh fix)
result = iMessageConverter.ToMessage(fix)
Convertir FIX MarketDataIncrementalRefresh en parámetros de datos de mercado.
public SubscriptionFinishedMessage ToMessage(FixSubscriptionFinished fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX SubscriptionFinished to StockSharp SubscriptionFinishedMessage.
public ValueTuple<string, string, string, DateTime> ToMessage(FixOrderCancelReject fix)
result = iMessageConverter.ToMessage(fix)
Convertir FIX OrderCancelReject@ para ordenar la cancelación de parámetros de rechazo.
public DataTypeLookupMessage ToMessage(FixDataTypeLookup fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX DataTypeLookup to StockSharp DataTypeLookupMessage.
public UserInfoMessage ToMessage(FixUserInfo fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX UserInfo to StockSharp UserInfoMessage.
public OrderCancelMessage ToMessage(FixOrderCancelRequest fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX OrderCancelRequest to StockSharp OrderCancelMessage.
public OrderReplaceMessage ToMessage(FixOrderCancelReplaceRequest fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX OrderCancelReplaceRequest to StockSharp OrderReplaceMessage.
public OrderGroupCancelMessage ToMessage(FixOrderMassCancelRequest fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX OrderMassCancelRequest to StockSharp OrderGroupCancelMessage.
public OrderStatusMessage ToMessage(FixOrderStatusRequest fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX OrderStatusRequest to StockSharp OrderStatusMessage.
public OrderStatusMessage ToMessage(FixOrderMassStatusRequest fix)
result = iMessageConverter.ToMessage(fix)
Convertir FIX OrderMassStatusRequest en StockSharp OrderStatusMessage (bajo petición de la masa).
public TimeMessage ToMessage(FixTestRequest fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX TestRequest to StockSharp TimeMessage.
public BoardLookupMessage ToMessage(FixTradingSessionStatusRequest fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX TradingSessionStatusRequest to StockSharp BoardLookupMessage.
public SecurityLookupMessage ToMessage(FixSecurityListRequest fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX SecurityListRequest to StockSharp SecurityLookupMessage.
public SecurityMessage ToMessage(FixSecurityStatusRequest fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX SecurityStatusRequest to StockSharp SecurityMessage.
public ValueTuple<string, string, UserStatus, string> ToMessage(FixUserResponse fix)
result = iMessageConverter.ToMessage(fix)
Convertir FIX UserResponse a parámetros de respuesta del usuario.
public SecurityMappingMessage ToMessage(FixSecurityMapping fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX SecurityMapping to StockSharp SecurityMappingMessage.
public SecurityLegsRequestMessage ToMessage(FixSecurityLegsRequest fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX SecurityLegsRequest to StockSharp SecurityLegsRequestMessage.
public UserRequestMessage ToMessage(FixUserRequest fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX UserRequest to StockSharp UserRequestMessage.
public UserLookupMessage ToMessage(FixUserRequestEx fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX UserRequestEx to StockSharp UserLookupMessage.
public BoardLookupMessage ToMessage(FixBoardLookup fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX BoardLookup to StockSharp BoardLookupMessage.
public BoardMessage ToMessage(FixBoardUpdate fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX BoardUpdate to StockSharp BoardMessage.
public RemoveMessage ToMessage(FixRemove fix)
result = iMessageConverter.ToMessage(fix)
Convertir FIX Remove to StockSharp@RemoveMessage@.
public ExecutionMessage ToMessage(FixExecutionReport fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX ExecutionReport to StockSharp ExecutionMessage.
public PositionChangeMessage ToMessage(FixPositionReport fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX PositionReport to StockSharp PositionChangeMessage.
public ValueTuple<ICollection<SecurityMessage>, string, string, bool> ToMessage(FixSecurityListResponse fix)
result = iMessageConverter.ToMessage(fix)
Convertir FIX SecurityListResponse en StockSharp SecurityMessage collection with metadata.
public NewsMessage ToMessage(FixNews fix)
result = iMessageConverter.ToMessage(fix)
Convertir FIX News a StockSharp@NewsMessage@.
public PortfolioLookupMessage ToMessage(FixRequestForPositions fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX RequestForPositions to StockSharp PortfolioLookupMessage.
public OrderRegisterMessage ToMessage(FixNewOrderSingle fix)
result = iMessageConverter.ToMessage(fix)
Convert FIX NewOrderSingle to StockSharp OrderRegisterMessage.
public IEnumerable<MarketDataMessage> ToMessages(FixMarketDataRequest fix)
result = iMessageConverter.ToMessages(fix)
Convertir FIX MarketDataRequest en StockSharp MarketDataMessage collection. Una solicitud de FIX puede generar múltiples mensajes S# (por medio de la combinación de instrumentos financieros/datatipos).
public ValueTuple<long, long> ToResendRange(FixResendRequest fix)
result = iMessageConverter.ToResendRange(fix)
Convertir datos FIX ResendRequest a rango de secuencias.
public ValueTuple<bool, long> ToSequenceReset(FixSequenceReset fix)
result = iMessageConverter.ToSequenceReset(fix)
Convertir datos FIX SequenceReset a números de secuencia.