MarketDataImexDialect

StockSharp.Imex.Dialects.MarketData

Herda de: BaseUdpDialect

Propriedades

BestPrices : UdpFeedGroup

Best Prices.

Commons : UdpFeedGroup

Statistical Market Indicators.

CurrentPrices : UdpFeedGroup

Current Market Price.

Instruments : UdpFeedGroup

Trading Instruments.

OrderBook : UdpFeedGroup

Aggregated Order Book.

OrderBookHighSpeed : UdpFeedGroup

Aggregated Order Book (High-Speed).

Trades : UdpFeedGroup

Trades.

Métodos

CreateParser() : IUdpSettingsParser

Create a new instance of the IUdpSettingsParser class.

Retorna: IUdpSettingsParser

Dec8(long) : decimal

CommonsUpdate entry.Value is raw Int8 (int64). Price fields are Dec8-encoded (mantissa * 10^8) — need to divide.

Load(SettingsStorage)

Load settings.

storage: Settings storage.

LoadInstrumentMetadataAsync(string, CancellationToken) : ValueTask

Download the daily IMEX instrument metadata (instr-{today}.json) and seed _instrumentLot + _spotInfoByBalance for hosts that don't subscribe to the live MD instrument feed — Coloc Forwarder is the canonical case, trade channel only. Streams the HTTP response straight into the parser; nothing is materialised to disk. Hosts that DO subscribe to the feed (FeederColo) will overwrite these entries with the same values when ProcessInstrument / ProcessSpot fires on the first wire record. Pass an empty to skip the download.

LoadSettingsFromFile(IDictionary<string, UdpFeedGroup>)

Load settings from specified file.

feeds: UDP settings.

Save(SettingsStorage)

Save settings.

storage: Settings storage.