MessageConverter
Implementación predeterminada de IMessageConverter. Proporciona conversión bidirectiva entre las estructuras de registro FIX y los mensajes StockSharp.
Implementa: IMessageConverter
Métodos
protected static FixParty[] BuildParties(string clientCode, string brokerCode)
result = MessageConverter.BuildParties(clientCode, brokerCode)
Build FIX Parties array de código cliente y código de broker.
protected virtual MarginModes? GetMarginMode(char? cashMargin)
result = messageConverter.GetMarginMode(cashMargin)
Obtener modo de margen de código de margen de caja FIX.
protected virtual OrderTypes? GetOrderType(char? ordType)
result = messageConverter.GetOrderType(ordType)
Obtenga el tipo de pedido del código de crédito FIX y aplique al mensaje.
protected virtual OrderPositionEffects? GetPositionEffect(char? positionEffect)
result = messageConverter.GetPositionEffect(positionEffect)
Obtener efecto de posición del código de crédito FIX.
protected virtual SecurityTypes? GetSecurityType(string fixSecurityType)
result = messageConverter.GetSecurityType(fixSecurityType)
Obtenga el tipo de instrumento financiero del código de cadena FIX.
protected virtual Sides? GetSide(char? fixSide)
result = messageConverter.GetSide(fixSide)
Obtenga un lado del código de crédito de la FIX.
protected virtual DateTime? GetTillDate(char? fixTif, DateTime? expiryDate)
result = messageConverter.GetTillDate(fixTif, expiryDate)
Obtener TillDate basado en FIX TimeInForce@.
protected virtual TimeInForce? GetTimeInForce(char? fixTif)
result = messageConverter.GetTimeInForce(fixTif)
Obtenga tiempo en vigor desde el código de crédito FIX.
public virtual FixBoard ToFixBoard(string requestId, BoardMessage message)
result = messageConverter.ToFixBoard(requestId, message)
Convert StockSharp BoardMessage to FIX Board.
public virtual FixBoardLookup ToFixBoardLookup(BoardLookupMessage message)
result = messageConverter.ToFixBoardLookup(message)
Convert StockSharp BoardLookupMessage to FIX BoardLookup.
public virtual FixBoardUpdate ToFixBoardUpdate(BoardMessage message)
result = messageConverter.ToFixBoardUpdate(message)
Convert StockSharp BoardMessage to FIX BoardUpdate.
protected virtual char? ToFixCashMargin(MarginModes? marginMode)
result = messageConverter.ToFixCashMargin(marginMode)
Convertir modo margen en código de margen de caja FIX.
public virtual FixDataTypeInfo ToFixDataTypeInfo(string requestId, DataTypeInfoMessage message)
result = messageConverter.ToFixDataTypeInfo(requestId, message)
Convert StockSharp DataTypeInfoMessage to FIX DataTypeInfo.
public virtual FixDataTypeLookup ToFixDataTypeLookup(DataTypeLookupMessage message)
result = messageConverter.ToFixDataTypeLookup(message)
Convert StockSharp DataTypeLookupMessage to FIX DataTypeLookup.
public virtual FixExecutionReport ToFixExecutionReport(ExecutionMessage message, string ordStatusReqId, string massStatusReqId, string origClOrdId, string clOrdId)
result = messageConverter.ToFixExecutionReport(message, ordStatusReqId, massStatusReqId, origClOrdId, clOrdId)
Convert StockSharp ExecutionMessage to FIX ExecutionReport.
public virtual FixHeartbeat ToFixHeartbeat(string testReqId)
result = messageConverter.ToFixHeartbeat(testReqId)
Convertir parámetros de latido cardíaco en FIX Heartbeat.
public virtual FixHistoryStart ToFixHistoryStart(string requestId, DateTime? from)
result = messageConverter.ToFixHistoryStart(requestId, from)
Convertir parámetros de historia en FIX HistoryStart.
public virtual FixLogonResponse ToFixLogonResponse(string sessionId, string licenseFeatureId, DateTime componentTimestamp)
result = messageConverter.ToFixLogonResponse(sessionId, licenseFeatureId, componentTimestamp)
Convertir parámetros de respuesta al logotipo en FIX LogonResponse.
public virtual FixMarketDataIncrementalRefresh ToFixMarketDataIncrementalRefresh(string symbol, string securityExchange, string mdReqId, DataType buildFrom, ICollection<MDEntry> entries)
result = messageConverter.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 = messageConverter.ToFixMarketDataRequest(message, mdReqId, mdResponseId)
Convert StockSharp MarketDataMessage to FIX MarketDataRequest.
public virtual FixMarketDataRequestReject ToFixMarketDataRequestReject(string mdReqId, Exception error)
result = messageConverter.ToFixMarketDataRequestReject(mdReqId, error)
Convertir error en FIX MarketDataRequestReject.
public virtual FixMarketDataSnapshotFullRefresh ToFixMarketDataSnapshotFullRefresh(SecurityId securityId, string mdReqId, DataType buildFrom, ICollection<MDEntry> entries)
result = messageConverter.ToFixMarketDataSnapshotFullRefresh(securityId, mdReqId, buildFrom, entries)
Convertir entradas de datos de mercado en FIX MarketDataSnapshotFullRefresh.
public virtual FixNewOrderSingle ToFixNewOrderSingle(OrderRegisterMessage message)
result = messageConverter.ToFixNewOrderSingle(message)
Convert StockSharp OrderRegisterMessage to FIX NewOrderSingle.
public virtual FixNews ToFixNews(NewsMessage message, string mdResponseId)
result = messageConverter.ToFixNews(message, mdResponseId)
Convert StockSharp NewsMessage to FIX News.
public virtual FixOrderCancelReject ToFixOrderCancelReject(string clOrdId, string orderId, string errorText, DateTime transactTime)
result = messageConverter.ToFixOrderCancelReject(clOrdId, orderId, errorText, transactTime)
Convertir orden cancelar los parámetros de rechazo a FIX OrderCancelReject.
public virtual FixOrderCancelReplaceRequest ToFixOrderCancelReplaceRequest(OrderReplaceMessage message)
result = messageConverter.ToFixOrderCancelReplaceRequest(message)
Convert StockSharp OrderReplaceMessage to FIX OrderCancelReplaceRequest.
public virtual FixOrderCancelRequest ToFixOrderCancelRequest(OrderCancelMessage message)
result = messageConverter.ToFixOrderCancelRequest(message)
Convert StockSharp OrderCancelMessage to FIX OrderCancelRequest.
public virtual FixOrderMassCancelReport ToFixOrderMassCancelReport(string clOrdId, char massCancelRequestType, string errorMessage)
result = messageConverter.ToFixOrderMassCancelReport(clOrdId, massCancelRequestType, errorMessage)
Convertir los parámetros de informe de cancelación masiva de pedidos a FIX OrderMassCancelReport@.
public virtual FixOrderMassCancelRequest ToFixOrderMassCancelRequest(OrderGroupCancelMessage message)
result = messageConverter.ToFixOrderMassCancelRequest(message)
Convert StockSharp OrderGroupCancelMessage to FIX OrderMassCancelRequest.
public virtual FixOrderMassStatusRequest ToFixOrderMassStatusRequest(OrderStatusMessage message)
result = messageConverter.ToFixOrderMassStatusRequest(message)
Convertir StockSharp OrderStatusMessage (bajo petición de la masa) en FIX OrderMassStatusRequest.
public virtual FixOrderStatusRequest ToFixOrderStatusRequest(OrderStatusMessage message)
result = messageConverter.ToFixOrderStatusRequest(message)
Convert StockSharp OrderStatusMessage to FIX OrderStatusRequest.
protected virtual char? ToFixOrderType(OrderTypes? orderType, OrderCondition condition)
result = messageConverter.ToFixOrderType(orderType, condition)
Convertir tipo de pedido en código de crédito FIX.
protected virtual char? ToFixPositionEffect(OrderPositionEffects? effect)
result = messageConverter.ToFixPositionEffect(effect)
Convertir efecto de posición en código de crédito FIX.
public virtual 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 = messageConverter.ToFixPositionReport(posReqId, account, symbol, securityExchange, securityType, limitType, clientCode, currency, strategyId, side, buildFrom, depoName, description, changes, transactTime)
Convertir parámetros de posición en FIX PositionReport.
public virtual FixPositionReport ToFixPositionReport(PositionChangeMessage message, string posReqId)
result = messageConverter.ToFixPositionReport(message, posReqId)
Convert StockSharp PositionChangeMessage to FIX PositionReport.
public virtual FixReject ToFixReject(string error, long? refSeqNum, string refMsgType, FixTags? refTagId, int? sessionRejectReason, string requestId)
result = messageConverter.ToFixReject(error, refSeqNum, refMsgType, refTagId, sessionRejectReason, requestId)
Convertir parámetros de rechazo en FIX Reject.
public virtual FixRemoteFile ToFixRemoteFile(string requestId, RemoteFileMessage message)
result = messageConverter.ToFixRemoteFile(requestId, message)
Convert StockSharp RemoteFileMessage to FIX RemoteFile.
public virtual FixRemove ToFixRemove(RemoveMessage message)
result = messageConverter.ToFixRemove(message)
Convertir StockSharp@RemoveMessage@ a FIX Remove.
public virtual FixRequestForPositions ToFixRequestForPositions(PortfolioLookupMessage message)
result = messageConverter.ToFixRequestForPositions(message)
Convert StockSharp PortfolioLookupMessage to FIX RequestForPositions.
public virtual FixResendRequest ToFixResendRequest(long beginSeqNo, long endSeqNo)
result = messageConverter.ToFixResendRequest(beginSeqNo, endSeqNo)
Convertir secuencia de rango a FIX ResendRequest.
public virtual FixSecurityLegsInfo ToFixSecurityLegsInfo(string requestId, IDictionary<SecurityId, IEnumerable<SecurityId>> legs)
result = messageConverter.ToFixSecurityLegsInfo(requestId, legs)
Convertir patas de instrumentos financieros en FIX SecurityLegsInfo.
public virtual FixSecurityLegsRequest ToFixSecurityLegsRequest(SecurityLegsRequestMessage message)
result = messageConverter.ToFixSecurityLegsRequest(message)
Convert StockSharp SecurityLegsRequestMessage to FIX SecurityLegsRequest.
public virtual FixSecurityListRequest ToFixSecurityListRequest(SecurityLookupMessage message)
result = messageConverter.ToFixSecurityListRequest(message)
Convert StockSharp SecurityLookupMessage to FIX SecurityListRequest.
public virtual FixSecurityListResponse ToFixSecurityListResponse(ICollection<SecurityMessage> securities, string securityReqId, string securityResponseId, bool lastFragment)
result = messageConverter.ToFixSecurityListResponse(securities, securityReqId, securityResponseId, lastFragment)
Convertir StockSharp SecurityMessage collection en FIX SecurityListResponse.
public virtual FixSecurityListResponseError ToFixSecurityListResponseError(string securityReqId, string securityResponseId, Exception error)
result = messageConverter.ToFixSecurityListResponseError(securityReqId, securityResponseId, error)
Convertir error en FIX SecurityListResponseError.
public virtual FixSecurityMapping ToFixSecurityMapping(SecurityMappingMessage message)
result = messageConverter.ToFixSecurityMapping(message)
Convert StockSharp SecurityMappingMessage to FIX SecurityMapping.
public virtual FixSecurityStatusRequest ToFixSecurityStatusRequest(SecurityMessage message)
result = messageConverter.ToFixSecurityStatusRequest(message)
Convert StockSharp SecurityMessage to FIX SecurityStatusRequest.
protected virtual string ToFixSecurityType(SecurityTypes? securityType)
result = messageConverter.ToFixSecurityType(securityType)
Convertir tipo de instrumento financiero en código de cadena FIX.
public virtual FixSequenceReset ToFixSequenceReset(bool gapFill, long newSeqNo)
result = messageConverter.ToFixSequenceReset(gapFill, newSeqNo)
Convertir parámetros de reajuste de secuencias en FIX SequenceReset.
protected virtual char? ToFixSide(Sides? side)
result = messageConverter.ToFixSide(side)
Convertir lado en código de crédito FIX.
public virtual FixSubscription ToFixSubscription(string requestId, string responseId, MarketDataMessage message)
result = messageConverter.ToFixSubscription(requestId, responseId, message)
Convertir StockSharp@MarketDataMessage@ a FIX Subscription.
public virtual FixSubscriptionFinished ToFixSubscriptionFinished(SubscriptionFinishedMessage message, string mdReqId)
result = messageConverter.ToFixSubscriptionFinished(message, mdReqId)
Convert StockSharp SubscriptionFinishedMessage to FIX SubscriptionFinished.
public virtual FixSubscriptionOnline ToFixSubscriptionOnline(string mdReqId)
result = messageConverter.ToFixSubscriptionOnline(mdReqId)
Convert StockSharp SubscriptionOnlineMessage to FIX SubscriptionOnline.
public virtual FixSubscriptionResponse ToFixSubscriptionResponse(string mdReqId, string mdResponseId, string error)
result = messageConverter.ToFixSubscriptionResponse(mdReqId, mdResponseId, error)
Convertir error en FIX SubscriptionResponse.
public virtual FixSubscriptionResponse ToFixSubscriptionResponse(SubscriptionResponseMessage message, string mdReqId, string mdResponseId)
result = messageConverter.ToFixSubscriptionResponse(message, mdReqId, mdResponseId)
Convert StockSharp SubscriptionResponseMessage to FIX SubscriptionResponse.
protected virtual char? ToFixSubscriptionType(bool? isSubscribe)
result = messageConverter.ToFixSubscriptionType(isSubscribe)
Convertir tipo de suscripción en código de crédito FIX.
public virtual FixTestRequest ToFixTestRequest(TimeMessage message)
result = messageConverter.ToFixTestRequest(message)
Convert StockSharp TimeMessage to FIX TestRequest.
protected virtual char? ToFixTimeInForce(TimeInForce? tif, DateTime? tillDate)
result = messageConverter.ToFixTimeInForce(tif, tillDate)
Convertir tiempo en fuerza en código de carbón FIX, utilizando para distinguir GoodTillCancel / Day / GoodTillDate (todo representado como PutInQueue).
protected virtual char? ToFixTimeInForce(TimeInForce? tif)
result = messageConverter.ToFixTimeInForce(tif)
Convertir tiempo en fuerza en código de crédito FIX.
public virtual FixTradingSessionStatus ToFixTradingSessionStatus(string requestId, BoardStateMessage message)
result = messageConverter.ToFixTradingSessionStatus(requestId, message)
Convert StockSharp BoardStateMessage to FIX TradingSessionStatus.
public virtual FixTradingSessionStatusRequest ToFixTradingSessionStatusRequest(BoardLookupMessage message)
result = messageConverter.ToFixTradingSessionStatusRequest(message)
Convert StockSharp BoardLookupMessage to FIX TradingSessionStatusRequest.
public virtual FixUserInfo ToFixUserInfo(UserInfoMessage message, string userRequestId)
result = messageConverter.ToFixUserInfo(message, userRequestId)
Convert StockSharp UserInfoMessage to FIX UserInfo.
public virtual FixUserRequest ToFixUserRequest(UserRequestMessage message)
result = messageConverter.ToFixUserRequest(message)
Convert StockSharp UserRequestMessage to FIX UserRequest.
public virtual FixUserRequestEx ToFixUserRequestEx(UserLookupMessage message)
result = messageConverter.ToFixUserRequestEx(message)
Convert StockSharp UserLookupMessage to FIX UserRequestEx.
public virtual FixUserResponse ToFixUserResponse(string userRequestId, string userName, UserStatus status, string text)
result = messageConverter.ToFixUserResponse(userRequestId, userName, status, text)
Convertir parámetros de respuesta del usuario en FIX UserResponse.
public virtual ValueTuple<string, DateTime?> ToHistoryStart(FixHistoryStart fix)
result = messageConverter.ToHistoryStart(fix)
Convertir FIX HistoryStart a parámetros de historia.
public virtual DataTypeLookupMessage ToMessage(FixDataTypeLookup fix)
result = messageConverter.ToMessage(fix)
Convert FIX DataTypeLookup to StockSharp DataTypeLookupMessage.
public virtual OrderRegisterMessage ToMessage(FixNewOrderSingle fix)
result = messageConverter.ToMessage(fix)
Convert FIX NewOrderSingle to StockSharp OrderRegisterMessage.
public virtual OrderCancelMessage ToMessage(FixOrderCancelRequest fix)
result = messageConverter.ToMessage(fix)
Convert FIX OrderCancelRequest to StockSharp OrderCancelMessage.
public virtual UserInfoMessage ToMessage(FixUserInfo fix)
result = messageConverter.ToMessage(fix)
Convert FIX UserInfo to StockSharp UserInfoMessage.
public virtual OrderReplaceMessage ToMessage(FixOrderCancelReplaceRequest fix)
result = messageConverter.ToMessage(fix)
Convert FIX OrderCancelReplaceRequest to StockSharp OrderReplaceMessage.
public virtual NewsMessage ToMessage(FixNews fix)
result = messageConverter.ToMessage(fix)
Convertir FIX News a StockSharp@NewsMessage@.
public virtual OrderGroupCancelMessage ToMessage(FixOrderMassCancelRequest fix)
result = messageConverter.ToMessage(fix)
Convert FIX OrderMassCancelRequest to StockSharp OrderGroupCancelMessage.
public virtual ValueTuple<ICollection<SecurityMessage>, string, string, bool> ToMessage(FixSecurityListResponse fix)
result = messageConverter.ToMessage(fix)
Convertir FIX SecurityListResponse en StockSharp SecurityMessage collection with metadata.
public virtual OrderStatusMessage ToMessage(FixOrderStatusRequest fix)
result = messageConverter.ToMessage(fix)
Convert FIX OrderStatusRequest to StockSharp OrderStatusMessage.
public virtual PositionChangeMessage ToMessage(FixPositionReport fix)
result = messageConverter.ToMessage(fix)
Convert FIX PositionReport to StockSharp PositionChangeMessage.
public virtual OrderStatusMessage ToMessage(FixOrderMassStatusRequest fix)
result = messageConverter.ToMessage(fix)
Convertir FIX OrderMassStatusRequest en StockSharp OrderStatusMessage (bajo petición de la masa).
public virtual ExecutionMessage ToMessage(FixExecutionReport fix)
result = messageConverter.ToMessage(fix)
Convert FIX ExecutionReport to StockSharp ExecutionMessage.
public virtual UserRequestMessage ToMessage(FixUserRequest fix)
result = messageConverter.ToMessage(fix)
Convert FIX UserRequest to StockSharp UserRequestMessage.
public virtual ValueTuple<string, string, UserStatus, string> ToMessage(FixUserResponse fix)
result = messageConverter.ToMessage(fix)
Convertir FIX UserResponse a parámetros de respuesta del usuario.
public virtual BoardLookupMessage ToMessage(FixTradingSessionStatusRequest fix)
result = messageConverter.ToMessage(fix)
Convert FIX TradingSessionStatusRequest to StockSharp BoardLookupMessage.
public virtual SubscriptionResponseMessage ToMessage(FixSubscriptionResponse fix)
result = messageConverter.ToMessage(fix)
Convert FIX SubscriptionResponse to StockSharp SubscriptionResponseMessage.
public virtual UserLookupMessage ToMessage(FixUserRequestEx fix)
result = messageConverter.ToMessage(fix)
Convert FIX UserRequestEx to StockSharp UserLookupMessage.
public virtual ValueTuple<string, string, string, DataType, ICollection<MDEntry>> ToMessage(FixMarketDataIncrementalRefresh fix)
result = messageConverter.ToMessage(fix)
Convertir FIX MarketDataIncrementalRefresh en parámetros de datos de mercado.
public virtual BoardLookupMessage ToMessage(FixBoardLookup fix)
result = messageConverter.ToMessage(fix)
Convert FIX BoardLookup to StockSharp BoardLookupMessage.
public virtual ValueTuple<SecurityId, string, DataType, ICollection<MDEntry>> ToMessage(FixMarketDataSnapshotFullRefresh fix)
result = messageConverter.ToMessage(fix)
Convertir FIX MarketDataSnapshotFullRefresh en parámetros de datos de mercado.
public virtual BoardMessage ToMessage(FixBoardUpdate fix)
result = messageConverter.ToMessage(fix)
Convert FIX BoardUpdate to StockSharp BoardMessage.
public virtual SecurityLookupMessage ToMessage(FixSecurityListRequest fix)
result = messageConverter.ToMessage(fix)
Convert FIX SecurityListRequest to StockSharp SecurityLookupMessage.
public virtual ValueTuple<string, char, string> ToMessage(FixOrderMassCancelReport fix)
result = messageConverter.ToMessage(fix)
Convertir FIX OrderMassCancelReport@ para ordenar los parámetros de informe de cancelación masiva.
public virtual SecurityMessage ToMessage(FixSecurityStatusRequest fix)
result = messageConverter.ToMessage(fix)
Convert FIX SecurityStatusRequest to StockSharp SecurityMessage.
public virtual PortfolioLookupMessage ToMessage(FixRequestForPositions fix)
result = messageConverter.ToMessage(fix)
Convert FIX RequestForPositions to StockSharp PortfolioLookupMessage.
public virtual ValueTuple<string, string, string, DateTime> ToMessage(FixOrderCancelReject fix)
result = messageConverter.ToMessage(fix)
Convertir FIX OrderCancelReject@ para ordenar la cancelación de parámetros de rechazo.
public virtual SecurityMappingMessage ToMessage(FixSecurityMapping fix)
result = messageConverter.ToMessage(fix)
Convert FIX SecurityMapping to StockSharp SecurityMappingMessage.
public virtual RemoveMessage ToMessage(FixRemove fix)
result = messageConverter.ToMessage(fix)
Convertir FIX Remove to StockSharp@RemoveMessage@.
public virtual TimeMessage ToMessage(FixTestRequest fix)
result = messageConverter.ToMessage(fix)
Convert FIX TestRequest to StockSharp TimeMessage.
public virtual SubscriptionOnlineMessage ToMessage(FixSubscriptionOnline fix)
result = messageConverter.ToMessage(fix)
Convert FIX SubscriptionOnline to StockSharp SubscriptionOnlineMessage.
public virtual SubscriptionFinishedMessage ToMessage(FixSubscriptionFinished fix)
result = messageConverter.ToMessage(fix)
Convert FIX SubscriptionFinished to StockSharp SubscriptionFinishedMessage.
public virtual SecurityLegsRequestMessage ToMessage(FixSecurityLegsRequest fix)
result = messageConverter.ToMessage(fix)
Convert FIX SecurityLegsRequest to StockSharp SecurityLegsRequestMessage.
public IEnumerable<MarketDataMessage> ToMessages(FixMarketDataRequest fix)
result = messageConverter.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 virtual ValueTuple<long, long> ToResendRange(FixResendRequest fix)
result = messageConverter.ToResendRange(fix)
Convertir datos FIX ResendRequest a rango de secuencias.
public virtual ValueTuple<bool, long> ToSequenceReset(FixSequenceReset fix)
result = messageConverter.ToSequenceReset(fix)
Convertir datos FIX SequenceReset a números de secuencia.