BasketMessageAdapter

StockSharp.Algo

Adaptador-agregador que permite operar simultaneamente vários adaptadores conectados a diferentes sistemas de negociação.

Herda de: BaseLogReceiver

Implementa: IMessageAdapterWrapper, IMessageAdapter, IMessageTransport, IAsyncPersistable, ILogReceiver, ILogSource, IDisposable

Construtores

BasketMessageAdapter
public BasketMessageAdapter(IdGenerator transactionIdGenerator, CandleBuilderProvider candleBuilderProvider, ISecurityMessageAdapterProvider securityAdapterProvider, IPortfolioMessageAdapterProvider portfolioAdapterProvider, IStorageBuffer buffer)
basketMessageAdapter = BasketMessageAdapter(transactionIdGenerator, candleBuilderProvider, securityAdapterProvider, portfolioAdapterProvider, buffer)

Inicializa uma nova instância do BasketMessageAdapter.

BasketMessageAdapter
public BasketMessageAdapter(IdGenerator transactionIdGenerator, CandleBuilderProvider candleBuilderProvider, ISecurityMessageAdapterProvider securityAdapterProvider, IPortfolioMessageAdapterProvider portfolioAdapterProvider, IStorageBuffer buffer, IAdapterWrapperPipelineBuilder pipelineBuilder, IBasketRoutingManager routingManager)
basketMessageAdapter = BasketMessageAdapter(transactionIdGenerator, candleBuilderProvider, securityAdapterProvider, portfolioAdapterProvider, buffer, pipelineBuilder, routingManager)

Inicializa uma nova instância do BasketMessageAdapter com dependências injetáveis.

Propriedades

Buffer
public IStorageBuffer Buffer { get; }
value = basketMessageAdapter.Buffer

Tampão de armazenamento.

CommissionManager
public ICommissionManager CommissionManager { get; set; }
value = basketMessageAdapter.CommissionManager
basketMessageAdapter.CommissionManager = value

O gerente de cálculo da comissão.

ConnectDisconnectEventOnFirstAdapter
public bool ConnectDisconnectEventOnFirstAdapter { get; set; }
value = basketMessageAdapter.ConnectDisconnectEventOnFirstAdapter
basketMessageAdapter.ConnectDisconnectEventOnFirstAdapter = value

Chamar o evento ConnectMessage quando o primeiro adaptador se conecta a InnerAdapters.

FillGapsBehaviour
public IFillGapsBehaviour FillGapsBehaviour { get; set; }
value = basketMessageAdapter.FillGapsBehaviour
basketMessageAdapter.FillGapsBehaviour = value

IFillGapsBehaviour

GenerateOrderBookFromLevel1
public bool GenerateOrderBookFromLevel1 { get; set; }
value = basketMessageAdapter.GenerateOrderBookFromLevel1
basketMessageAdapter.GenerateOrderBookFromLevel1 = value

Gere o livro de pedidos a partir de dados de Nível 1.

IgnoreExtraAdapters
public bool IgnoreExtraAdapters { get; set; }
value = basketMessageAdapter.IgnoreExtraAdapters
basketMessageAdapter.IgnoreExtraAdapters = value

Não adicione adaptadores extras.

InnerAdapters
public IInnerAdapterList InnerAdapters { get; }
value = basketMessageAdapter.InnerAdapters

Adaptadores com os quais o agregador opera.

IsRestoreSubscriptionOnErrorReconnect
public bool IsRestoreSubscriptionOnErrorReconnect { get; set; }
value = basketMessageAdapter.IsRestoreSubscriptionOnErrorReconnect
basketMessageAdapter.IsRestoreSubscriptionOnErrorReconnect = value

Restaurar assinatura ao reconectar.

IsSecurityNewsOnly
public bool IsSecurityNewsOnly { get; }
value = basketMessageAdapter.IsSecurityNewsOnly

Adaptador fornece notícias relacionadas com instrumento financeiro especificado.

IsSupportTransactionLog
public bool IsSupportTransactionLog { get; set; }
value = basketMessageAdapter.IsSupportTransactionLog
basketMessageAdapter.IsSupportTransactionLog = value

Usar TransactionOrderingMessageAdapter.

IsTimeForwarded
public bool IsTimeForwarded { get; set; }
value = basketMessageAdapter.IsTimeForwarded
basketMessageAdapter.IsTimeForwarded = value

Pass on the TimeMessage the inner adapters send out. Off by default: a connector keeps a clock of its own, and the time an adapter reports only paces the wrappers around it. A replay of history has no clock but its adapter's.

LatencyManager
public ILatencyManager LatencyManager { get; set; }
value = basketMessageAdapter.LatencyManager
basketMessageAdapter.LatencyManager = value

Gerente de cálculo de atraso de registro de pedidos.

Level1Extend
public bool Level1Extend { get; set; }
value = basketMessageAdapter.Level1Extend
basketMessageAdapter.Level1Extend = value

Usar Level1ExtendBuilderAdapter.

MappingProvider
public ISecurityMappingStorageProvider MappingProvider { get; set; }
value = basketMessageAdapter.MappingProvider
basketMessageAdapter.MappingProvider = value

Identificador do instrumento financeiro que mapeia o fornecedor de armazenamento.

NativeIdStorage
public INativeIdStorageProvider NativeIdStorage { get; set; }
value = basketMessageAdapter.NativeIdStorage
basketMessageAdapter.NativeIdStorage = value

O fornecedor de armazenamento de identificador nativo do instrumento financeiro.

PnLManager
public IPnLManager PnLManager { get; set; }
value = basketMessageAdapter.PnLManager
basketMessageAdapter.PnLManager = value

O gerente de perdas de lucro.

PortfolioAdapterProvider
public IPortfolioMessageAdapterProvider PortfolioAdapterProvider { get; }
value = basketMessageAdapter.PortfolioAdapterProvider

O provedor do adaptador de mensagens baseado em portfólio.

RoutingManager
public IBasketRoutingManager RoutingManager { get; }
value = basketMessageAdapter.RoutingManager

- Apanha o gerente de roteamento.

SecurityAdapterProvider
public ISecurityMessageAdapterProvider SecurityAdapterProvider { get; }
value = basketMessageAdapter.SecurityAdapterProvider

O fornecedor do adaptador de mensagens baseado em instrumentos financeiros.

SendFinishedCandlesImmediatelly
public bool SendFinishedCandlesImmediatelly { get; set; }
value = basketMessageAdapter.SendFinishedCandlesImmediatelly
basketMessageAdapter.SendFinishedCandlesImmediatelly = value

SendFinishedCandlesImmediatelly.

SlippageManager
public ISlippageManager SlippageManager { get; set; }
value = basketMessageAdapter.SlippageManager
basketMessageAdapter.SlippageManager = value

Gerente de escorregaduras.

StorageProcessor
public IStorageProcessor StorageProcessor { get; }
value = basketMessageAdapter.StorageProcessor

Processador de armazenamento.

StorageSettings
public StorageCoreSettings StorageSettings { get; }
value = basketMessageAdapter.StorageSettings

Configuração do armazenamento.

SupportBuildingFromOrderLog
public bool SupportBuildingFromOrderLog { get; set; }
value = basketMessageAdapter.SupportBuildingFromOrderLog
basketMessageAdapter.SupportBuildingFromOrderLog = value

Usar OrderLogMessageAdapter.

SupportCandlesCompression
public bool SupportCandlesCompression { get; set; }
value = basketMessageAdapter.SupportCandlesCompression
basketMessageAdapter.SupportCandlesCompression = value

Usar CandleBuilderMessageAdapter.

SupportLookupTracking
public bool SupportLookupTracking { get; set; }
value = basketMessageAdapter.SupportLookupTracking
basketMessageAdapter.SupportLookupTracking = value

Usar LookupTrackingMessageAdapter.

SupportOffline
public bool SupportOffline { get; set; }
value = basketMessageAdapter.SupportOffline
basketMessageAdapter.SupportOffline = value

Usar OfflineMessageAdapter.

SupportOrderBookTruncate
public bool SupportOrderBookTruncate { get; set; }
value = basketMessageAdapter.SupportOrderBookTruncate
basketMessageAdapter.SupportOrderBookTruncate = value

Usar OrderBookTruncateMessageAdapter.

SupportSecurityAll
public bool SupportSecurityAll { get; set; }
value = basketMessageAdapter.SupportSecurityAll
basketMessageAdapter.SupportSecurityAll = value

Usar SubscriptionSecurityAllMessageAdapter.

SupportStorage
public bool SupportStorage { get; set; }
value = basketMessageAdapter.SupportStorage
basketMessageAdapter.SupportStorage = value

Usar StorageMessageAdapter.

SuppressOrderBookIncrements
public bool SuppressOrderBookIncrements { get; set; }
value = basketMessageAdapter.SuppressOrderBookIncrements
basketMessageAdapter.SuppressOrderBookIncrements = value

Quando , o OrderBookIncrementMessageAdapter nunca é adicionado ao gasoduto — mesmo quando o adaptador interno relata IsSupportOrderBookIncrements.

SuppressReconnectingErrors
public bool SuppressReconnectingErrors { get; set; }
value = basketMessageAdapter.SuppressReconnectingErrors
basketMessageAdapter.SuppressReconnectingErrors = value

Suprimir os erros de reconexão.

TransactionIdGenerator
public IdGenerator TransactionIdGenerator { get; set; }
value = basketMessageAdapter.TransactionIdGenerator
basketMessageAdapter.TransactionIdGenerator = value

Gerador de ID de transação usado para roteamento interno da assinatura do filho. Deve ser mantido em sincronia com o gerador do adaptador pai.

UseInChannel
public bool UseInChannel { get; set; }
value = basketMessageAdapter.UseInChannel
basketMessageAdapter.UseInChannel = value

Usar canais para as mensagens.

UseOutChannel
public bool UseOutChannel { get; set; }
value = basketMessageAdapter.UseOutChannel
basketMessageAdapter.UseOutChannel = value

Usar canais para mensagens de saída.

Métodos

ApplyHeartbeat
public void ApplyHeartbeat(IMessageAdapter adapter, bool on)
basketMessageAdapter.ApplyHeartbeat(adapter, on)

Aplicar o modo de batimento cardíaco ligado/desligado para o adaptador especificado.

CloneAsync
public ValueTask<IMessageAdapter> CloneAsync(CancellationToken cancellationToken)
result = basketMessageAdapter.CloneAsync(cancellationToken)

Create a copy of BasketMessageAdapter.

cancellationToken
CancellationToken

Retorna: Copy.

DisposeManaged
protected override void DisposeManaged()
basketMessageAdapter.DisposeManaged()

Para liberar recursos alocados.

GetSortedAdapters
protected IEnumerable<IMessageAdapter> GetSortedAdapters()
result = basketMessageAdapter.GetSortedAdapters()

Para obter adaptadores SortedAdapters ordenados pela prioridade especificada.

LoadAsync
public override Task LoadAsync(SettingsStorage storage, CancellationToken cancellationToken)
result = basketMessageAdapter.LoadAsync(storage, cancellationToken)

Asynchronously loads the state of the object from the specified SettingsStorage.

storage
The SettingsStorage instance from which to load the data.
cancellationToken
A token to monitor for cancellation requests.

Retorna: A task that represents the asynchronous load operation.

OnInnerAdapterNewOutMessage
protected virtual ValueTask OnInnerAdapterNewOutMessage(IMessageAdapter innerAdapter, Message message, CancellationToken cancellationToken)
result = basketMessageAdapter.OnInnerAdapterNewOutMessage(innerAdapter, message, cancellationToken)

O adaptador incorporado de evento.

OnSendInMessageAsync
protected virtual ValueTask OnSendInMessageAsync(Message message, CancellationToken cancellationToken)
result = basketMessageAdapter.OnSendInMessageAsync(message, cancellationToken)

Enviar mensagem.

OnSendOutMessageAsync
protected virtual ValueTask OnSendOutMessageAsync(Message message, CancellationToken cancellationToken)
result = basketMessageAdapter.OnSendOutMessageAsync(message, cancellationToken)

Envie mensagem de saída e levante NewOutMessageAsync event.

SaveAsync
public override Task SaveAsync(SettingsStorage storage, CancellationToken cancellationToken)
result = basketMessageAdapter.SaveAsync(storage, cancellationToken)

Asynchronously saves the state of the object to the specified SettingsStorage.

storage
The SettingsStorage instance to which to save the data.
cancellationToken
A token to monitor for cancellation requests.

Retorna: A task that represents the asynchronous save operation.

SendOutMessageAsync
public ValueTask SendOutMessageAsync(Message message, CancellationToken cancellationToken)
result = basketMessageAdapter.SendOutMessageAsync(message, cancellationToken)

Enviar mensagem de saída (alteração de estado, ordem, etc.).

message
Mensagem.
cancellationToken
CancellationToken
TryGetAdapter
public bool TryGetAdapter(string porfolioName, IMessageAdapter adapter)
result = basketMessageAdapter.TryGetAdapter(porfolioName, adapter)

Tente encontrar o adaptador pelo nome do portfólio.

Eventos

NewOutMessageAsync
public event Func<Message, CancellationToken, ValueTask> NewOutMessageAsync
basketMessageAdapter.NewOutMessageAsync += handler

Novo evento de mensagem.