BasketMessageAdapter
Adapter-aggregator that allows simultaneously to operate multiple adapters connected to different trading systems.
継承元: BaseLogReceiver
実装: IMessageAdapterWrapper, IMessageAdapter, IMessageTransport, IPersistable, ILogReceiver, ILogSource, IDisposable, ICloneable<IMessageAdapter>, ICloneable
コンストラクター
BasketMessageAdapter(IdGenerator, CandleBuilderProvider, ISecurityMessageAdapterProvider, IPortfolioMessageAdapterProvider, IStorageBuffer)
Initializes a new instance of the BasketMessageAdapter.
BasketMessageAdapter(IdGenerator, CandleBuilderProvider, ISecurityMessageAdapterProvider, IPortfolioMessageAdapterProvider, IStorageBuffer, IAdapterWrapperPipelineBuilder, IBasketRoutingManager)
Initializes a new instance of the BasketMessageAdapter with injectable dependencies.
プロパティ
Buffer : IStorageBuffer
Storage buffer.
CommissionManager : ICommissionManager
The commission calculating manager.
ConnectDisconnectEventOnFirstAdapter : bool
To call the ConnectMessage event when the first adapter connects to InnerAdapters.
ExtendedInfoStorage : IExtendedInfoStorage
Extended info storage.
FillGapsBehaviour : IFillGapsBehaviour
IFillGapsBehaviour
GenerateOrderBookFromLevel1 : bool
Generate order book from Level1 data.
IgnoreExtraAdapters : bool
Do not add extra adapters.
InnerAdapters : IInnerAdapterList
Adapters with which the aggregator operates.
IsRestoreSubscriptionOnErrorReconnect : bool
Restore subscription on reconnect.
IsSecurityNewsOnly : bool
Adapter provides news related with specified security.
IsSupportTransactionLog : bool
Use TransactionOrderingMessageAdapter.
LatencyManager : ILatencyManager
Orders registration delay calculation manager.
Level1Extend : bool
Use Level1ExtendBuilderAdapter.
MappingProvider : ISecurityMappingStorageProvider
Security identifier mappings storage provider.
NativeIdStorage : INativeIdStorageProvider
Security native identifier storage provider.
PnLManager : IPnLManager
The profit-loss manager.
PortfolioAdapterProvider : IPortfolioMessageAdapterProvider
The portfolio based message adapter's provider.
RoutingManager : IBasketRoutingManager
Gets the routing manager.
SecurityAdapterProvider : ISecurityMessageAdapterProvider
The security based message adapter's provider.
SendFinishedCandlesImmediatelly : bool
SendFinishedCandlesImmediatelly.
SlippageManager : ISlippageManager
Slippage manager.
StorageProcessor : IStorageProcessor
Storage processor.
StorageSettings : StorageCoreSettings
Storage settings.
SupportBuildingFromOrderLog : bool
Use OrderLogMessageAdapter.
SupportCandlesCompression : bool
Use CandleBuilderMessageAdapter.
SupportLookupTracking : bool
Use LookupTrackingMessageAdapter.
SupportOffline : bool
Use OfflineMessageAdapter.
SupportOrderBookTruncate : bool
Use OrderBookTruncateMessageAdapter.
SupportSecurityAll : bool
Use SubscriptionSecurityAllMessageAdapter.
SupportStorage : bool
Use StorageMessageAdapter.
SuppressOrderBookIncrements : bool
When , the OrderBookIncrementMessageAdapter is never added to the pipeline — even when the inner adapter reports IsSupportOrderBookIncrements.
SuppressReconnectingErrors : bool
Suppress reconnecting errors.
TransactionIdGenerator : IdGenerator
Transaction id generator used for internal child subscription routing. Must be kept in sync with the parent adapter's generator.
UseInChannel : bool
Use channels for in messages.
UseOutChannel : bool
Use channels for out messages.
メソッド
ApplyHeartbeat(IMessageAdapter, bool)
Apply on/off heartbeat mode for the specified adapter.
Clone() : IMessageAdapter
Create a copy of BasketMessageAdapter.
DisposeManaged()
To release allocated resources.
GetSortedAdapters() : IEnumerable<IMessageAdapter>
To get adapters SortedAdapters sorted by the specified priority.
OnInnerAdapterNewOutMessage(IMessageAdapter, Message, CancellationToken) : ValueTask
The embedded adapter event handler.
OnSendInMessageAsync(Message, CancellationToken) : ValueTask
Send message.
OnSendOutMessageAsync(Message, CancellationToken) : ValueTask
Send outgoing message and raise NewOutMessageAsync event.
SendOutMessageAsync(Message, CancellationToken) : ValueTask
Send outgoing message (state change, order, etc.).
- message
- Message.
- cancellationToken
- CancellationToken
TryGetAdapter(string, IMessageAdapter) : bool
Try find adapter by portfolio name.
イベント
NewOutMessageAsync : Func<Message, CancellationToken, ValueTask>
New message event.