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IMessageConverter

StockSharp.Server.Protocol

Interface for converting between FIX record structs and StockSharp messages. Provides bidirectional conversion for compatibility between IFixDialect and IFixServerSerializer.

メソッド

ToFixBoard(string, BoardMessage) : FixBoard

Convert StockSharp BoardMessage to FIX Board.

ToFixBoardLookup(BoardLookupMessage) : FixBoardLookup

Convert StockSharp BoardLookupMessage to FIX BoardLookup.

ToFixBoardUpdate(BoardMessage) : FixBoardUpdate

Convert StockSharp BoardMessage to FIX BoardUpdate.

ToFixDataTypeInfo(string, DataTypeInfoMessage) : FixDataTypeInfo

Convert StockSharp DataTypeInfoMessage to FIX DataTypeInfo.

ToFixDataTypeLookup(DataTypeLookupMessage) : FixDataTypeLookup

Convert StockSharp DataTypeLookupMessage to FIX DataTypeLookup.

ToFixExecutionReport(ExecutionMessage, string, string, string, string) : FixExecutionReport

Convert StockSharp ExecutionMessage to FIX ExecutionReport.

ToFixHeartbeat(string) : FixHeartbeat

Convert heartbeat parameters to FIX Heartbeat.

ToFixHistoryStart(string, DateTime?) : FixHistoryStart

Convert history parameters to FIX HistoryStart.

ToFixLogonResponse(string, string, DateTime) : FixLogonResponse

Convert logon response parameters to FIX LogonResponse.

ToFixMarketDataIncrementalRefresh(string, string, string, DataType, ICollection<MDEntry>) : FixMarketDataIncrementalRefresh

Convert market data entries to FIX MarketDataIncrementalRefresh.

ToFixMarketDataRequest(MarketDataMessage, FixId, FixId) : FixMarketDataRequest

Convert StockSharp MarketDataMessage to FIX MarketDataRequest.

ToFixMarketDataRequestReject(string, Exception) : FixMarketDataRequestReject

Convert error to FIX MarketDataRequestReject.

ToFixMarketDataSnapshotFullRefresh(SecurityId, string, DataType, ICollection<MDEntry>) : FixMarketDataSnapshotFullRefresh

Convert market data entries to FIX MarketDataSnapshotFullRefresh.

ToFixNewOrderSingle(OrderRegisterMessage) : FixNewOrderSingle

Convert StockSharp OrderRegisterMessage to FIX NewOrderSingle.

ToFixNews(NewsMessage, string) : FixNews

Convert StockSharp NewsMessage to FIX News.

ToFixOrderCancelReject(string, string, string, DateTime) : FixOrderCancelReject

Convert order cancel reject parameters to FIX OrderCancelReject.

ToFixOrderCancelReplaceRequest(OrderReplaceMessage) : FixOrderCancelReplaceRequest

Convert StockSharp OrderReplaceMessage to FIX OrderCancelReplaceRequest.

ToFixOrderCancelRequest(OrderCancelMessage) : FixOrderCancelRequest

Convert StockSharp OrderCancelMessage to FIX OrderCancelRequest.

ToFixOrderMassCancelReport(string, char, string) : FixOrderMassCancelReport

Convert order mass cancel report parameters to FIX OrderMassCancelReport.

ToFixOrderMassCancelRequest(OrderGroupCancelMessage) : FixOrderMassCancelRequest

Convert StockSharp OrderGroupCancelMessage to FIX OrderMassCancelRequest.

ToFixOrderMassStatusRequest(OrderStatusMessage) : FixOrderMassStatusRequest

Convert StockSharp OrderStatusMessage (mass request) to FIX OrderMassStatusRequest.

ToFixOrderStatusRequest(OrderStatusMessage) : FixOrderStatusRequest

Convert StockSharp OrderStatusMessage to FIX OrderStatusRequest.

ToFixPositionReport(PositionChangeMessage, string) : FixPositionReport

Convert StockSharp PositionChangeMessage to FIX PositionReport.

ToFixPositionReport(string, string, string, string, SecurityTypes?, TPlusLimits?, string, CurrencyTypes?, string, Sides?, DataType, string, string, ICollection<KeyValuePair<PositionChangeTypes, object>>, DateTime?) : FixPositionReport

Convert position parameters to FIX PositionReport.

ToFixReject(string, long?, string, FixTags?, int?, string) : FixReject

Convert reject parameters to FIX Reject.

ToFixRemoteFile(string, RemoteFileMessage) : FixRemoteFile

Convert StockSharp RemoteFileMessage to FIX RemoteFile.

ToFixRemove(RemoveMessage) : FixRemove

Convert StockSharp RemoveMessage to FIX Remove.

ToFixRequestForPositions(PortfolioLookupMessage) : FixRequestForPositions

Convert StockSharp PortfolioLookupMessage to FIX RequestForPositions.

ToFixResendRequest(long, long) : FixResendRequest

Convert sequence range to FIX ResendRequest.

ToFixSecurityLegsInfo(string, IDictionary<SecurityId, IEnumerable<SecurityId>>) : FixSecurityLegsInfo

Convert security legs to FIX SecurityLegsInfo.

ToFixSecurityLegsRequest(SecurityLegsRequestMessage) : FixSecurityLegsRequest

Convert StockSharp SecurityLegsRequestMessage to FIX SecurityLegsRequest.

ToFixSecurityListRequest(SecurityLookupMessage) : FixSecurityListRequest

Convert StockSharp SecurityLookupMessage to FIX SecurityListRequest.

ToFixSecurityListResponse(ICollection<SecurityMessage>, string, string, bool) : FixSecurityListResponse

Convert StockSharp SecurityMessage collection to FIX SecurityListResponse.

ToFixSecurityListResponseError(string, string, Exception) : FixSecurityListResponseError

Convert error to FIX SecurityListResponseError.

ToFixSecurityMapping(SecurityMappingMessage) : FixSecurityMapping

Convert StockSharp SecurityMappingMessage to FIX SecurityMapping.

ToFixSecurityStatusRequest(SecurityMessage) : FixSecurityStatusRequest

Convert StockSharp SecurityMessage to FIX SecurityStatusRequest.

ToFixSequenceReset(bool, long) : FixSequenceReset

Convert sequence reset parameters to FIX SequenceReset.

ToFixSubscription(string, string, MarketDataMessage) : FixSubscription

Convert StockSharp MarketDataMessage to FIX Subscription.

ToFixSubscriptionFinished(SubscriptionFinishedMessage, string) : FixSubscriptionFinished

Convert StockSharp SubscriptionFinishedMessage to FIX SubscriptionFinished.

ToFixSubscriptionOnline(string) : FixSubscriptionOnline

Convert StockSharp SubscriptionOnlineMessage to FIX SubscriptionOnline.

ToFixSubscriptionResponse(SubscriptionResponseMessage, string, string) : FixSubscriptionResponse

Convert StockSharp SubscriptionResponseMessage to FIX SubscriptionResponse.

ToFixSubscriptionResponse(string, string, string) : FixSubscriptionResponse

Convert error to FIX SubscriptionResponse.

ToFixTestRequest(TimeMessage) : FixTestRequest

Convert StockSharp TimeMessage to FIX TestRequest.

ToFixTradingSessionStatus(string, BoardStateMessage) : FixTradingSessionStatus

Convert StockSharp BoardStateMessage to FIX TradingSessionStatus.

ToFixTradingSessionStatusRequest(BoardLookupMessage) : FixTradingSessionStatusRequest

Convert StockSharp BoardLookupMessage to FIX TradingSessionStatusRequest.

ToFixUserInfo(UserInfoMessage, string) : FixUserInfo

Convert StockSharp UserInfoMessage to FIX UserInfo.

ToFixUserRequest(UserRequestMessage) : FixUserRequest

Convert StockSharp UserRequestMessage to FIX UserRequest.

ToFixUserRequestEx(UserLookupMessage) : FixUserRequestEx

Convert StockSharp UserLookupMessage to FIX UserRequestEx.

ToFixUserResponse(string, string, UserStatus, string) : FixUserResponse

Convert user response parameters to FIX UserResponse.

ToHistoryStart(FixHistoryStart) : ValueTuple<string, DateTime?>

Convert FIX HistoryStart to history parameters.

ToMessage(FixSubscriptionResponse) : ValueTuple<string, string, string, DataType, ICollection<MDEntry>>

Convert FIX SubscriptionResponse to StockSharp SubscriptionResponseMessage.

ToMessage(FixSubscriptionOnline) : ValueTuple<string, string, string, DataType, ICollection<MDEntry>>

Convert FIX SubscriptionOnline to StockSharp SubscriptionOnlineMessage.

ToMessage(FixOrderMassCancelReport) : ValueTuple<string, string, string, DataType, ICollection<MDEntry>>

Convert FIX OrderMassCancelReport to order mass cancel report parameters.

ToMessage(FixMarketDataSnapshotFullRefresh) : ValueTuple<string, string, string, DataType, ICollection<MDEntry>>

Convert FIX MarketDataSnapshotFullRefresh to market data parameters.

ToMessage(FixMarketDataIncrementalRefresh) : ValueTuple<string, string, string, DataType, ICollection<MDEntry>>

Convert FIX MarketDataIncrementalRefresh to market data parameters.

ToMessage(FixSubscriptionFinished) : ValueTuple<string, string, string, DataType, ICollection<MDEntry>>

Convert FIX SubscriptionFinished to StockSharp SubscriptionFinishedMessage.

ToMessage(FixOrderCancelReject) : ValueTuple<string, string, string, DataType, ICollection<MDEntry>>

Convert FIX OrderCancelReject to order cancel reject parameters.

ToMessage(FixDataTypeLookup) : ValueTuple<string, string, string, DataType, ICollection<MDEntry>>

Convert FIX DataTypeLookup to StockSharp DataTypeLookupMessage.

ToMessage(FixUserInfo) : ValueTuple<string, string, string, DataType, ICollection<MDEntry>>

Convert FIX UserInfo to StockSharp UserInfoMessage.

ToMessage(FixOrderCancelRequest) : ValueTuple<string, string, string, DataType, ICollection<MDEntry>>

Convert FIX OrderCancelRequest to StockSharp OrderCancelMessage.

ToMessage(FixOrderCancelReplaceRequest) : ValueTuple<string, string, string, DataType, ICollection<MDEntry>>

Convert FIX OrderCancelReplaceRequest to StockSharp OrderReplaceMessage.

ToMessage(FixOrderMassCancelRequest) : ValueTuple<string, string, string, DataType, ICollection<MDEntry>>

Convert FIX OrderMassCancelRequest to StockSharp OrderGroupCancelMessage.

ToMessage(FixOrderStatusRequest) : ValueTuple<string, string, string, DataType, ICollection<MDEntry>>

Convert FIX OrderStatusRequest to StockSharp OrderStatusMessage.

ToMessage(FixOrderMassStatusRequest) : ValueTuple<string, string, string, DataType, ICollection<MDEntry>>

Convert FIX OrderMassStatusRequest to StockSharp OrderStatusMessage (mass request).

ToMessage(FixTestRequest) : ValueTuple<string, string, string, DataType, ICollection<MDEntry>>

Convert FIX TestRequest to StockSharp TimeMessage.

ToMessage(FixTradingSessionStatusRequest) : ValueTuple<string, string, string, DataType, ICollection<MDEntry>>

Convert FIX TradingSessionStatusRequest to StockSharp BoardLookupMessage.

ToMessage(FixSecurityListRequest) : ValueTuple<string, string, string, DataType, ICollection<MDEntry>>

Convert FIX SecurityListRequest to StockSharp SecurityLookupMessage.

ToMessage(FixSecurityStatusRequest) : ValueTuple<string, string, string, DataType, ICollection<MDEntry>>

Convert FIX SecurityStatusRequest to StockSharp SecurityMessage.

ToMessage(FixUserResponse) : ValueTuple<string, string, string, DataType, ICollection<MDEntry>>

Convert FIX UserResponse to user response parameters.

ToMessage(FixSecurityMapping) : ValueTuple<string, string, string, DataType, ICollection<MDEntry>>

Convert FIX SecurityMapping to StockSharp SecurityMappingMessage.

ToMessage(FixSecurityLegsRequest) : ValueTuple<string, string, string, DataType, ICollection<MDEntry>>

Convert FIX SecurityLegsRequest to StockSharp SecurityLegsRequestMessage.

ToMessage(FixUserRequest) : ValueTuple<string, string, string, DataType, ICollection<MDEntry>>

Convert FIX UserRequest to StockSharp UserRequestMessage.

ToMessage(FixUserRequestEx) : ValueTuple<string, string, string, DataType, ICollection<MDEntry>>

Convert FIX UserRequestEx to StockSharp UserLookupMessage.

ToMessage(FixBoardLookup) : ValueTuple<string, string, string, DataType, ICollection<MDEntry>>

Convert FIX BoardLookup to StockSharp BoardLookupMessage.

ToMessage(FixBoardUpdate) : ValueTuple<string, string, string, DataType, ICollection<MDEntry>>

Convert FIX BoardUpdate to StockSharp BoardMessage.

ToMessage(FixRemove) : ValueTuple<string, string, string, DataType, ICollection<MDEntry>>

Convert FIX Remove to StockSharp RemoveMessage.

ToMessage(FixExecutionReport) : ValueTuple<string, string, string, DataType, ICollection<MDEntry>>

Convert FIX ExecutionReport to StockSharp ExecutionMessage.

ToMessage(FixPositionReport) : ValueTuple<string, string, string, DataType, ICollection<MDEntry>>

Convert FIX PositionReport to StockSharp PositionChangeMessage.

ToMessage(FixSecurityListResponse) : ValueTuple<string, string, string, DataType, ICollection<MDEntry>>

Convert FIX SecurityListResponse to StockSharp SecurityMessage collection with metadata.

ToMessage(FixNews) : ValueTuple<string, string, string, DataType, ICollection<MDEntry>>

Convert FIX News to StockSharp NewsMessage.

ToMessage(FixRequestForPositions) : ValueTuple<string, string, string, DataType, ICollection<MDEntry>>

Convert FIX RequestForPositions to StockSharp PortfolioLookupMessage.

ToMessage(FixNewOrderSingle) : ValueTuple<string, string, string, DataType, ICollection<MDEntry>>

Convert FIX NewOrderSingle to StockSharp OrderRegisterMessage.

ToMessages(FixMarketDataRequest) : IEnumerable<MarketDataMessage>

Convert FIX MarketDataRequest to StockSharp MarketDataMessage collection. One FIX request may generate multiple S# messages (per security/datatype combination).

ToResendRange(FixResendRequest) : ValueTuple<long, long>

Convert FIX ResendRequest data to sequence range.

ToSequenceReset(FixSequenceReset) : ValueTuple<bool, long>

Convert FIX SequenceReset data to sequence numbers.