ExanteFixDialect
StockSharp.Fix.Dialects
Exante FIX protocol dialect.
Herda de: BaseFixDialect
Construtores
ExanteFixDialect(IdGenerator)
Initializes a new instance of the ExanteFixDialect.
- transactionIdGenerator
- Transaction id generator.
Propriedades
FeatureName : string
Feature name.
PossibleSupportedMessages : IEnumerable<MessageTypeInfo>
Possible supported message types.
SupportedOrderBookDepths : IEnumerable<int>
Available options for MaxDepth.
Métodos
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.
InitSecId(SecurityMessage, string, string, string, string)
Init security id information.
- message
- A message containing info about the security.
- symbol
- Symbol.
- securityExchange
- Security exchange.
- idSource
- Id source.
- idValue
- Id value.
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<ExecutionMessage>
Process ExecutionReport instance.
- report
- ExecutionReport instance.
- processExecMsg
- Post handle an ExecutionMessage instance.
- cancellationToken
- CancellationToken
ProcessExecutionReportAsync(ExecutionReport, ExecutionMessage, CancellationToken) : IAsyncEnumerable<ExecutionMessage>
Process ExecutionReport instance.
- report
- ExecutionReport instance.
- message
- ExecutionMessage
- cancellationToken
- CancellationToken