BvmtFixDialect

BvmtFixDialect(IdGenerator)

Initializes a new instance of the BvmtFixDialect.

transactionIdGenerator

Transaction id generator.

FeatureName : string

Feature name.

IsNativeIdentifiers : bool

Identify security in messages by native identifier Native.

IsReplaceCommandEditCurrent : bool

Is the OrderReplaceMessage command edit a current order.

IsSupportTransactionLog : bool

Adapter translates orders changes on reply of OrderStatusMessage.

LogicalAccessId : string

Logical access id.

LoginAsPortfolioName : bool

Use Login as portfolio name.

OrdersQueuingMode : OrdersQueuingMode

Order queue mode.

PartitionId : string

Partition id.

PossibleSupportedMessages : IEnumerable<MessageTypeInfo>

Possible supported message types.

SupportUnknownExecutions : bool

Support executions processing, generated by third-party software.

ApplyTimeInForce(ExecutionReport, ExecutionMessage, bool) : bool

Apply time in force.

report

msg

throwInvalid

GetExecutionTime(ExecutionReport) : DateTime

Get execution time.

GetOrderState(ExecutionReport) : OrderStates?

Convert OrdStatus to OrderStates value.

report

ExecutionReport value.

Retorna: OrderStates value.

GetOrderType(ExecutionReport, OrderCondition) : OrderTypes

Get order type.

report

Execution report.

condition

Base order condition (for example, for stop order algo orders).

Retorna: Order type.

GetSupportedMarketDataTypesAsync(SecurityId, DateTime?, DateTime?) : IAsyncEnumerable<DataType>

Get supported by adapter message types.

securityId

SecurityId

from

Start date for request. If , then all available messages will be returned.

to

End date for request. If , then all available messages will be returned.

Retorna: Supported by adapter market data types.

OnReadAsync(IFixReader, string, CancellationToken) : IAsyncEnumerable<Message>

Read next message from FIX protocol.

reader

The reader of data recorded in the FIX protocol format.

msgType

Message type.

cancellationToken

CancellationToken

Retorna: The sequence of messages.

OnWriteAsync(IFixWriter, Message, CancellationToken) : ValueTask<string>

Write the specified message into FIX protocol.

writer

The recorder of data in the FIX protocol format.

message

The message.

cancellationToken

Cancellation token.

Retorna: FixMessages value.

ProcessExecutionReportAsync(ExecutionReport, Func<ExecutionReport, ExecutionMessage, CancellationToken, IAsyncEnumerable<ExecutionMessage>>, CancellationToken) : IAsyncEnumerable<Message>

Process ExecutionReport instance.

report

ExecutionReport instance.

processExecMsg

Post handle an ExecutionMessage instance.

cancellationToken

CancellationToken

ProcessExecutionReportExtraTagAsync(FixTags, IFixReader, ExecutionReport, CancellationToken) : ValueTask<bool>

Process extra tags for ExecutionReport.

tag

Tag.

reader

The reader of data recorded in the FIX protocol format.

report

Execution report.

cancellationToken

CancellationToken

Retorna: Result.

TryParseNextMsqSeqNum(string) : long?

Try extract expected MsgSeqNum from the specified error message.

errorMessage

Error message.

Retorna: MsgSeqNum or .