SpbExMessageAdapter

SpbExMessageAdapter(IdGenerator)

Initializes a new instance of the SpbExMessageAdapter.

transactionIdGenerator

Transaction id generator.

CancelOnDisconnect : bool

Cancel On Disconnect.

Config : SpbExAddressConfig

Configuration.

EnableSuspend : bool

Enable suspend mode (enqueue non ordered messages).

FeatureName : string

Feature name.

IgnoreLimits : bool

Ignore limits.

IsAutoReplyOnTransactonalUnsubscription : bool

Send auto response for OrderStatusMessage and PortfolioLookupMessage unsubscribes.

IsNativeIdentifiers : bool

Identify security in messages by native identifier Native.

IsSupportOrderBookIncrements : bool

Adapter translates incremental order books.

Login : string

Login.

Password : SecureString

Password.

AllocatePacket(int) : IMemoryOwner<byte>

Allocate a packet from the memory pool.

size

The size of the packet.

戻り値: Memory owner.

CancelOrderAsync(OrderCancelMessage, CancellationToken) : ValueTask

CancelOrderGroupAsync(OrderGroupCancelMessage, CancellationToken) : ValueTask

ConnectAsync(ConnectMessage, CancellationToken) : ValueTask

DisconnectAsync(DisconnectMessage, CancellationToken) : ValueTask

Dump(IDictionary<EndPoint, string>)

Test dump files.

dumpFiles

Dump files.

IsAllDownloadingSupported(DataType) : bool

Is for the specified all securities downloading enabled.

dataType

Data type info.

戻り値: Check result.

IsSecurityRequired(DataType) : bool

Support filtering subscriptions (subscribe/unsubscribe for specified security).

dataType

Data type info.

戻り値: Check result.

Load(SettingsStorage)

Load settings.

storage

Settings storage.

OnLevel1SubscriptionAsync(MarketDataMessage, CancellationToken) : ValueTask

Handles subscription request for level1 data. Override to provide implementation for level1 subscription processing. The default implementation throws NotSupported.

mdMsg

Market data subscription message.

cancellationToken

Cancellation token to cancel the operation.

戻り値: A ValueTask representing the asynchronous operation.

OnMarketDepthSubscriptionAsync(MarketDataMessage, CancellationToken) : ValueTask

Handles subscription request for market depth data. Override to provide implementation for market depth subscription processing. The default implementation throws NotSupported.

mdMsg

Market data subscription message.

cancellationToken

Cancellation token to cancel the operation.

戻り値: A ValueTask representing the asynchronous operation.

OnTicksSubscriptionAsync(MarketDataMessage, CancellationToken) : ValueTask

Handles subscription request for ticks data. Override to provide implementation for ticks subscription processing. The default implementation throws NotSupported.

mdMsg

Market data subscription message.

cancellationToken

Cancellation token to cancel the operation.

戻り値: A ValueTask representing the asynchronous operation.

OrderStatusAsync(OrderStatusMessage, CancellationToken) : ValueTask

PortfolioLookupAsync(PortfolioLookupMessage, CancellationToken) : ValueTask

RegisterOrderAsync(OrderRegisterMessage, CancellationToken) : ValueTask

ResetAsync(ResetMessage, CancellationToken) : ValueTask

Save(SettingsStorage)

Save settings.

storage

Settings storage.

SecurityLookupAsync(SecurityLookupMessage, CancellationToken) : ValueTask

TimeAsync(TimeMessage, CancellationToken) : ValueTask

ToString() : string

Преобразовать к строковому представлению.

戻り値: Строковое представление.

DefaultHeartbeatInterval : TimeSpan

Default value for HeartbeatInterval.