ImexMessageAdapter
The message adapter for Imex.
Herda de: MessageAdapter
Implementa: IUdpMessageAdapter, IMessageAdapter, IMessageTransport, IPersistable, ILogReceiver, ILogSource, IDisposable, ICloneable<IMessageAdapter>, ICloneable, ILoginPasswordAdapter, IAddressAdapter<EndPoint>
Construtores
ImexMessageAdapter(IdGenerator)
Initializes a new instance of the ImexMessageAdapter.
- transactionIdGenerator
- Transaction id generator.
Propriedades
CandlesBuildFrom : IEnumerable<Level1Fields>
Possible options for candles building.
CheckTimeFrameByRequest : bool
Check possible time-frame by request.
Dialect : IUdpDialect
Gets the UDP dialect associated with this client.
DumpBinary : bool
Log binary (hex) dumps of SBE messages at Verbose level.
EnqueueSubscriptions : bool
Enqueue subscriptions.
FilterMarketId : short?
Market ID filter for reports. Only reports with this market_id are processed, others are skipped.
InstrumentMetadataUrl : string
Base URL of the daily instrument metadata dump (https://storage.imexchange.tech/TS/instr-{yyyy-MM-dd}.json by default). The dialect downloads this once at startup, streams the response straight into Stream) and seeds the instrument-lot / spot-info maps for hosts that don't subscribe to the live MD instrument feed (Coloc Forwarder). Empty string disables the download — maps stay empty until populated by the live feed (FeederColo).
IsFullCandlesOnly : bool
Translates CandleMessage as only fully filled.
IsNativeIdentifiers : bool
Identify security in messages by native identifier Native.
IsNativeIdentifiersPersistable : bool
Native identifier can be stored.
IsSecurityNewsOnly : bool
Adapter provides news related with specified security.
IsSupportExecutionsPnL : bool
Adapter fills PnL.
IsSupportOrderBookIncrements : bool
Adapter translates incremental order books.
IsSupportSubscriptions : bool
Support any subscriptions (ticks, order books etc.).
IsSupportTransactionLog : bool
Adapter translates orders changes on reply of OrderStatusMessage.
Password : SecureString
Password.
SecurityExtendedFields : IEnumerable<ValueTuple<string, Type>>
Names of extended security fields in SecurityMessage.
SettingsFile : string
Settings file.
StorageName : string
Storage name.
SupportedOrderBookDepths : IEnumerable<int>
Available options for MaxDepth.
Métodos
CreateOrderLogMarketDepthBuilder(SecurityId) : IOrderLogMarketDepthBuilder
Create market depth builder.
- securityId
- Security ID.
Retorna: Order log to market depth builder.
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.
IsAllDownloadingSupported(DataType) : bool
Is for the specified all securities downloading enabled.
- dataType
- Data type info.
Retorna: Check result.
IsSecurityRequired(DataType) : bool
Support filtering subscriptions (subscribe/unsubscribe for specified security).
- dataType
- Data type info.
Retorna: Check result.
IsSupportCandlesPriceLevels(MarketDataMessage) : bool
Support candles PriceLevels.
- subscription
- MarketDataMessage
Retorna: Check result.
IsSupportCandlesUpdates(MarketDataMessage) : bool
Support candles subscription and live updates.
- subscription
- MarketDataMessage
Retorna: Check result.