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Adapters chain

To make it easier to create your own connections, theS# package includes a number of special adapters:

Adapter

Description

HeartbeatMessageAdapter

An adapter that monitors ConnectMessage and DisconnectMessage messages when the connection is dropped and on subsequent attempts to re-establish it. Additionally, it sends a TimeMessage to the connection to simulate ping messages if the IMessageAdapterHeartbeatInterval is set.

Level1DepthBuilderAdapter

An adapter that collects QuoteChangeMessage from Level1ChangeMessage message MarketDataMessageBuildMode was set when subscribing and level1 message contains best buy or sell information.

Level1ExtendBuilderAdapter

An adapter that collects Level1ChangeMessage message from QuoteChangeMessage , tick trades and candles.

LookupTrackingMessageAdapter

An adapter that monitors subscriptions of the SecurityLookupMessage type for which the connection does not send the resulting SubscriptionFinishedMessage message. In this case, this adapter independently generates the resulting message after a certain timeout.

OrderBookIncrementMessageAdapter

An adapter that collects a whole order book from incremental messages. See Order books (incremental and regular) for details Order books (incremental and regular).

OrderBookSortMessageAdapter

An adapter that automatically sorts buy and sell orders in the order book if is QuoteChangeMessageIsSorted set to false.

OrderBookTruncateMessageAdapter

An adapter that automatically cuts the order book depth if MarketDataMessageMaxDepth was set when subscribing.

OrderLogMessageAdapter

An adapter that automatically creates an order book from the order log if MarketDataMessageBuildMode was set when subscribing. See for details Order log.

PartialDownloadMessageAdapter

An adapter that automatically splits a history request into multiple sub-requests at intervals. See Historical data for details.

SecurityMappingMessageAdapter

An adapter that automatically replaces instrument IDs, if they are specified in the ISecurityMappingStorage storage.

SecurityNativeIdMessageAdapter

An adapter that automatically replaces instrument IDs, if the adapter works with system instrument codes IMessageAdapterIsNativeIdentifiers.

SubscriptionOnlineMessageAdapter

An adapter that monitors subscriptions and prevents duplicate online subscriptions from being sent further into the connection. Duplicate subscriptions are saved and added to outgoing messages that inherit from ISubscriptionIdMessage via the ISubscriptionIdMessageSubscriptionIds property..

SubscriptionMessageAdapter

Subscription monitoring adapter. Unlike SubscriptionOnlineMessageAdapter, adapter redirects duplicate subscriptions further and works not only with online subscriptions, but also with history.

TransactionOrderingMessageAdapter

An adapter that monitors transactional messages (orders or trades) and sorts them in case the information about the trade comes earlier than the information about the order for which the trade was completed.

StorageMessageAdapter

An adapter that monitors historical subscriptions and tries to load data from internal storage. If the required data is not available, the subscription is redirected fur

StorageMetaInfoMessageAdapter

An adapter trying to load meta data (SecurityMessage, BoardMessage, PositionChangeMessage) from internal storage.

CandleBuilderMessageAdapter

Adapter gluing, building (from ticks or other available data) and loading candles.