IMessageConverter

StockSharp.Server.Protocol

Interface para convertir entre structs de discos FIX y StockSharps. Proporciona conversión bidirectional para compatibilidad entre IFixDialect y IFixServerSerializer@.

Métodos

ToFixBoard
public FixBoard ToFixBoard(string requestId, BoardMessage message)
result = iMessageConverter.ToFixBoard(requestId, message)

Convert StockSharp BoardMessage to FIX Board.

ToFixBoardLookup
public FixBoardLookup ToFixBoardLookup(BoardLookupMessage message)
result = iMessageConverter.ToFixBoardLookup(message)

Convert StockSharp BoardLookupMessage to FIX BoardLookup.

ToFixBoardUpdate
public FixBoardUpdate ToFixBoardUpdate(BoardMessage message)
result = iMessageConverter.ToFixBoardUpdate(message)

Convert StockSharp BoardMessage to FIX BoardUpdate.

ToFixDataTypeInfo
public FixDataTypeInfo ToFixDataTypeInfo(string requestId, DataTypeInfoMessage message)
result = iMessageConverter.ToFixDataTypeInfo(requestId, message)

Convert StockSharp DataTypeInfoMessage to FIX DataTypeInfo.

ToFixDataTypeLookup
public FixDataTypeLookup ToFixDataTypeLookup(DataTypeLookupMessage message)
result = iMessageConverter.ToFixDataTypeLookup(message)

Convert StockSharp DataTypeLookupMessage to FIX DataTypeLookup.

ToFixExecutionReport
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.

ToFixHeartbeat
public FixHeartbeat ToFixHeartbeat(string testReqId)
result = iMessageConverter.ToFixHeartbeat(testReqId)

Convertir parámetros de latido cardíaco en FIX Heartbeat.

ToFixHistoryStart
public FixHistoryStart ToFixHistoryStart(string requestId, DateTime? from)
result = iMessageConverter.ToFixHistoryStart(requestId, from)

Convertir parámetros de historia en FIX HistoryStart.

ToFixLogonResponse
public FixLogonResponse ToFixLogonResponse(string sessionId, string licenseFeatureId, DateTime componentTimestamp)
result = iMessageConverter.ToFixLogonResponse(sessionId, licenseFeatureId, componentTimestamp)

Convertir parámetros de respuesta al logotipo en FIX LogonResponse.

ToFixMarketDataIncrementalRefresh
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.

ToFixMarketDataRequest
public FixMarketDataRequest ToFixMarketDataRequest(MarketDataMessage message, FixId mdReqId, FixId mdResponseId)
result = iMessageConverter.ToFixMarketDataRequest(message, mdReqId, mdResponseId)

Convert StockSharp MarketDataMessage to FIX MarketDataRequest.

ToFixMarketDataRequestReject
public FixMarketDataRequestReject ToFixMarketDataRequestReject(string mdReqId, Exception error)
result = iMessageConverter.ToFixMarketDataRequestReject(mdReqId, error)

Convertir error en FIX MarketDataRequestReject.

ToFixMarketDataSnapshotFullRefresh
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.

ToFixNewOrderSingle
public FixNewOrderSingle ToFixNewOrderSingle(OrderRegisterMessage message)
result = iMessageConverter.ToFixNewOrderSingle(message)

Convert StockSharp OrderRegisterMessage to FIX NewOrderSingle.

ToFixNews
public FixNews ToFixNews(NewsMessage message, string mdResponseId)
result = iMessageConverter.ToFixNews(message, mdResponseId)

Convert StockSharp NewsMessage to FIX News.

ToFixOrderCancelReject
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.

ToFixOrderCancelReplaceRequest
public FixOrderCancelReplaceRequest ToFixOrderCancelReplaceRequest(OrderReplaceMessage message)
result = iMessageConverter.ToFixOrderCancelReplaceRequest(message)

Convert StockSharp OrderReplaceMessage to FIX OrderCancelReplaceRequest.

ToFixOrderCancelRequest
public FixOrderCancelRequest ToFixOrderCancelRequest(OrderCancelMessage message)
result = iMessageConverter.ToFixOrderCancelRequest(message)

Convert StockSharp OrderCancelMessage to FIX OrderCancelRequest.

ToFixOrderMassCancelReport
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@.

ToFixOrderMassCancelRequest
public FixOrderMassCancelRequest ToFixOrderMassCancelRequest(OrderGroupCancelMessage message)
result = iMessageConverter.ToFixOrderMassCancelRequest(message)

Convert StockSharp OrderGroupCancelMessage to FIX OrderMassCancelRequest.

ToFixOrderMassStatusRequest
public FixOrderMassStatusRequest ToFixOrderMassStatusRequest(OrderStatusMessage message)
result = iMessageConverter.ToFixOrderMassStatusRequest(message)

Convertir StockSharp OrderStatusMessage (bajo petición de la masa) en FIX OrderMassStatusRequest.

ToFixOrderStatusRequest
public FixOrderStatusRequest ToFixOrderStatusRequest(OrderStatusMessage message)
result = iMessageConverter.ToFixOrderStatusRequest(message)

Convert StockSharp OrderStatusMessage to FIX OrderStatusRequest.

ToFixPositionReport
public FixPositionReport ToFixPositionReport(PositionChangeMessage message, string posReqId)
result = iMessageConverter.ToFixPositionReport(message, posReqId)

Convert StockSharp PositionChangeMessage to FIX PositionReport.

ToFixPositionReport
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.

ToFixReject
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.

ToFixRemoteFile
public FixRemoteFile ToFixRemoteFile(string requestId, RemoteFileMessage message)
result = iMessageConverter.ToFixRemoteFile(requestId, message)

Convert StockSharp RemoteFileMessage to FIX RemoteFile.

ToFixRemove
public FixRemove ToFixRemove(RemoveMessage message)
result = iMessageConverter.ToFixRemove(message)

Convertir StockSharp@RemoveMessage@ a FIX Remove.

ToFixRequestForPositions
public FixRequestForPositions ToFixRequestForPositions(PortfolioLookupMessage message)
result = iMessageConverter.ToFixRequestForPositions(message)

Convert StockSharp PortfolioLookupMessage to FIX RequestForPositions.

ToFixResendRequest
public FixResendRequest ToFixResendRequest(long beginSeqNo, long endSeqNo)
result = iMessageConverter.ToFixResendRequest(beginSeqNo, endSeqNo)

Convertir secuencia de rango a FIX ResendRequest.

ToFixSecurityLegsInfo
public FixSecurityLegsInfo ToFixSecurityLegsInfo(string requestId, IDictionary<SecurityId, IEnumerable<SecurityId>> legs)
result = iMessageConverter.ToFixSecurityLegsInfo(requestId, legs)

Convertir patas de instrumentos financieros en FIX SecurityLegsInfo.

ToFixSecurityLegsRequest
public FixSecurityLegsRequest ToFixSecurityLegsRequest(SecurityLegsRequestMessage message)
result = iMessageConverter.ToFixSecurityLegsRequest(message)

Convert StockSharp SecurityLegsRequestMessage to FIX SecurityLegsRequest.

ToFixSecurityListRequest
public FixSecurityListRequest ToFixSecurityListRequest(SecurityLookupMessage message)
result = iMessageConverter.ToFixSecurityListRequest(message)

Convert StockSharp SecurityLookupMessage to FIX SecurityListRequest.

ToFixSecurityListResponse
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.

ToFixSecurityListResponseError
public FixSecurityListResponseError ToFixSecurityListResponseError(string securityReqId, string securityResponseId, Exception error)
result = iMessageConverter.ToFixSecurityListResponseError(securityReqId, securityResponseId, error)

Convertir error en FIX SecurityListResponseError.

ToFixSecurityMapping
public FixSecurityMapping ToFixSecurityMapping(SecurityMappingMessage message)
result = iMessageConverter.ToFixSecurityMapping(message)

Convert StockSharp SecurityMappingMessage to FIX SecurityMapping.

ToFixSecurityStatusRequest
public FixSecurityStatusRequest ToFixSecurityStatusRequest(SecurityMessage message)
result = iMessageConverter.ToFixSecurityStatusRequest(message)

Convert StockSharp SecurityMessage to FIX SecurityStatusRequest.

ToFixSequenceReset
public FixSequenceReset ToFixSequenceReset(bool gapFill, long newSeqNo)
result = iMessageConverter.ToFixSequenceReset(gapFill, newSeqNo)

Convertir parámetros de reajuste de secuencias en FIX SequenceReset.

ToFixSubscription
public FixSubscription ToFixSubscription(string requestId, string responseId, MarketDataMessage message)
result = iMessageConverter.ToFixSubscription(requestId, responseId, message)

Convertir StockSharp@MarketDataMessage@ a FIX Subscription.

ToFixSubscriptionFinished
public FixSubscriptionFinished ToFixSubscriptionFinished(SubscriptionFinishedMessage message, string mdReqId)
result = iMessageConverter.ToFixSubscriptionFinished(message, mdReqId)

Convert StockSharp SubscriptionFinishedMessage to FIX SubscriptionFinished.

ToFixSubscriptionOnline
public FixSubscriptionOnline ToFixSubscriptionOnline(string mdReqId)
result = iMessageConverter.ToFixSubscriptionOnline(mdReqId)

Convert StockSharp SubscriptionOnlineMessage to FIX SubscriptionOnline.

ToFixSubscriptionResponse
public FixSubscriptionResponse ToFixSubscriptionResponse(SubscriptionResponseMessage message, string mdReqId, string mdResponseId)
result = iMessageConverter.ToFixSubscriptionResponse(message, mdReqId, mdResponseId)

Convert StockSharp SubscriptionResponseMessage to FIX SubscriptionResponse.

ToFixSubscriptionResponse
public FixSubscriptionResponse ToFixSubscriptionResponse(string mdReqId, string mdResponseId, string error)
result = iMessageConverter.ToFixSubscriptionResponse(mdReqId, mdResponseId, error)

Convertir error en FIX SubscriptionResponse.

ToFixTestRequest
public FixTestRequest ToFixTestRequest(TimeMessage message)
result = iMessageConverter.ToFixTestRequest(message)

Convert StockSharp TimeMessage to FIX TestRequest.

ToFixTradingSessionStatus
public FixTradingSessionStatus ToFixTradingSessionStatus(string requestId, BoardStateMessage message)
result = iMessageConverter.ToFixTradingSessionStatus(requestId, message)

Convert StockSharp BoardStateMessage to FIX TradingSessionStatus.

ToFixTradingSessionStatusRequest
public FixTradingSessionStatusRequest ToFixTradingSessionStatusRequest(BoardLookupMessage message)
result = iMessageConverter.ToFixTradingSessionStatusRequest(message)

Convert StockSharp BoardLookupMessage to FIX TradingSessionStatusRequest.

ToFixUserInfo
public FixUserInfo ToFixUserInfo(UserInfoMessage message, string userRequestId)
result = iMessageConverter.ToFixUserInfo(message, userRequestId)

Convert StockSharp UserInfoMessage to FIX UserInfo.

ToFixUserRequest
public FixUserRequest ToFixUserRequest(UserRequestMessage message)
result = iMessageConverter.ToFixUserRequest(message)

Convert StockSharp UserRequestMessage to FIX UserRequest.

ToFixUserRequestEx
public FixUserRequestEx ToFixUserRequestEx(UserLookupMessage message)
result = iMessageConverter.ToFixUserRequestEx(message)

Convert StockSharp UserLookupMessage to FIX UserRequestEx.

ToFixUserResponse
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.

ToHistoryStart
public ValueTuple<string, DateTime?> ToHistoryStart(FixHistoryStart fix)
result = iMessageConverter.ToHistoryStart(fix)

Convertir FIX HistoryStart a parámetros de historia.

ToMessage
public SubscriptionResponseMessage ToMessage(FixSubscriptionResponse fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX SubscriptionResponse to StockSharp SubscriptionResponseMessage.

ToMessage
public SubscriptionOnlineMessage ToMessage(FixSubscriptionOnline fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX SubscriptionOnline to StockSharp SubscriptionOnlineMessage.

ToMessage
public ValueTuple<string, char, string> ToMessage(FixOrderMassCancelReport fix)
result = iMessageConverter.ToMessage(fix)

Convertir FIX OrderMassCancelReport@ para ordenar los parámetros de informe de cancelación masiva.

ToMessage
public ValueTuple<SecurityId, string, DataType, ICollection<MDEntry>> ToMessage(FixMarketDataSnapshotFullRefresh fix)
result = iMessageConverter.ToMessage(fix)

Convertir FIX MarketDataSnapshotFullRefresh en parámetros de datos de mercado.

ToMessage
public ValueTuple<string, string, string, DataType, ICollection<MDEntry>> ToMessage(FixMarketDataIncrementalRefresh fix)
result = iMessageConverter.ToMessage(fix)

Convertir FIX MarketDataIncrementalRefresh en parámetros de datos de mercado.

ToMessage
public SubscriptionFinishedMessage ToMessage(FixSubscriptionFinished fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX SubscriptionFinished to StockSharp SubscriptionFinishedMessage.

ToMessage
public ValueTuple<string, string, string, DateTime> ToMessage(FixOrderCancelReject fix)
result = iMessageConverter.ToMessage(fix)

Convertir FIX OrderCancelReject@ para ordenar la cancelación de parámetros de rechazo.

ToMessage
public DataTypeLookupMessage ToMessage(FixDataTypeLookup fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX DataTypeLookup to StockSharp DataTypeLookupMessage.

ToMessage
public UserInfoMessage ToMessage(FixUserInfo fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX UserInfo to StockSharp UserInfoMessage.

ToMessage
public OrderCancelMessage ToMessage(FixOrderCancelRequest fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX OrderCancelRequest to StockSharp OrderCancelMessage.

ToMessage
public OrderReplaceMessage ToMessage(FixOrderCancelReplaceRequest fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX OrderCancelReplaceRequest to StockSharp OrderReplaceMessage.

ToMessage
public OrderGroupCancelMessage ToMessage(FixOrderMassCancelRequest fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX OrderMassCancelRequest to StockSharp OrderGroupCancelMessage.

ToMessage
public OrderStatusMessage ToMessage(FixOrderStatusRequest fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX OrderStatusRequest to StockSharp OrderStatusMessage.

ToMessage
public OrderStatusMessage ToMessage(FixOrderMassStatusRequest fix)
result = iMessageConverter.ToMessage(fix)

Convertir FIX OrderMassStatusRequest en StockSharp OrderStatusMessage (bajo petición de la masa).

ToMessage
public TimeMessage ToMessage(FixTestRequest fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX TestRequest to StockSharp TimeMessage.

ToMessage
public BoardLookupMessage ToMessage(FixTradingSessionStatusRequest fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX TradingSessionStatusRequest to StockSharp BoardLookupMessage.

ToMessage
public SecurityLookupMessage ToMessage(FixSecurityListRequest fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX SecurityListRequest to StockSharp SecurityLookupMessage.

ToMessage
public SecurityMessage ToMessage(FixSecurityStatusRequest fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX SecurityStatusRequest to StockSharp SecurityMessage.

ToMessage
public ValueTuple<string, string, UserStatus, string> ToMessage(FixUserResponse fix)
result = iMessageConverter.ToMessage(fix)

Convertir FIX UserResponse a parámetros de respuesta del usuario.

ToMessage
public SecurityMappingMessage ToMessage(FixSecurityMapping fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX SecurityMapping to StockSharp SecurityMappingMessage.

ToMessage
public SecurityLegsRequestMessage ToMessage(FixSecurityLegsRequest fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX SecurityLegsRequest to StockSharp SecurityLegsRequestMessage.

ToMessage
public UserRequestMessage ToMessage(FixUserRequest fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX UserRequest to StockSharp UserRequestMessage.

ToMessage
public UserLookupMessage ToMessage(FixUserRequestEx fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX UserRequestEx to StockSharp UserLookupMessage.

ToMessage
public BoardLookupMessage ToMessage(FixBoardLookup fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX BoardLookup to StockSharp BoardLookupMessage.

ToMessage
public BoardMessage ToMessage(FixBoardUpdate fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX BoardUpdate to StockSharp BoardMessage.

ToMessage
public RemoveMessage ToMessage(FixRemove fix)
result = iMessageConverter.ToMessage(fix)

Convertir FIX Remove to StockSharp@RemoveMessage@.

ToMessage
public ExecutionMessage ToMessage(FixExecutionReport fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX ExecutionReport to StockSharp ExecutionMessage.

ToMessage
public PositionChangeMessage ToMessage(FixPositionReport fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX PositionReport to StockSharp PositionChangeMessage.

ToMessage
public ValueTuple<ICollection<SecurityMessage>, string, string, bool> ToMessage(FixSecurityListResponse fix)
result = iMessageConverter.ToMessage(fix)

Convertir FIX SecurityListResponse en StockSharp SecurityMessage collection with metadata.

ToMessage
public NewsMessage ToMessage(FixNews fix)
result = iMessageConverter.ToMessage(fix)

Convertir FIX News a StockSharp@NewsMessage@.

ToMessage
public PortfolioLookupMessage ToMessage(FixRequestForPositions fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX RequestForPositions to StockSharp PortfolioLookupMessage.

ToMessage
public OrderRegisterMessage ToMessage(FixNewOrderSingle fix)
result = iMessageConverter.ToMessage(fix)

Convert FIX NewOrderSingle to StockSharp OrderRegisterMessage.

ToMessages
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).

ToResendRange
public ValueTuple<long, long> ToResendRange(FixResendRequest fix)
result = iMessageConverter.ToResendRange(fix)

Convertir datos FIX ResendRequest a rango de secuencias.

ToSequenceReset
public ValueTuple<bool, long> ToSequenceReset(FixSequenceReset fix)
result = iMessageConverter.ToSequenceReset(fix)

Convertir datos FIX SequenceReset a números de secuencia.