IMessageConverter

StockSharp.Server.Protocol

Interface para converter entre as estruturas de registro FIX e StockSharp mensagens. Fornece conversão bidirecional para compatibilidade entre IFixDialect e IFixServerSerializer@.

Métodos

ToFixBoard
public FixBoard ToFixBoard(string requestId, BoardMessage message)
result = iMessageConverter.ToFixBoard(requestId, message)

Converter StockSharp BoardMessage para FIX Board.

ToFixBoardLookup
public FixBoardLookup ToFixBoardLookup(BoardLookupMessage message)
result = iMessageConverter.ToFixBoardLookup(message)

Converter StockSharp BoardLookupMessage para FIX BoardLookup.

ToFixBoardUpdate
public FixBoardUpdate ToFixBoardUpdate(BoardMessage message)
result = iMessageConverter.ToFixBoardUpdate(message)

Converter StockSharp BoardMessage para FIX BoardUpdate.

ToFixDataTypeInfo
public FixDataTypeInfo ToFixDataTypeInfo(string requestId, DataTypeInfoMessage message)
result = iMessageConverter.ToFixDataTypeInfo(requestId, message)

Converter StockSharp DataTypeInfoMessage para FIX DataTypeInfo.

ToFixDataTypeLookup
public FixDataTypeLookup ToFixDataTypeLookup(DataTypeLookupMessage message)
result = iMessageConverter.ToFixDataTypeLookup(message)

Converter StockSharp DataTypeLookupMessage para FIX DataTypeLookup.

ToFixExecutionReport
public FixExecutionReport ToFixExecutionReport(ExecutionMessage message, string ordStatusReqId, string massStatusReqId, string origClOrdId, string clOrdId)
result = iMessageConverter.ToFixExecutionReport(message, ordStatusReqId, massStatusReqId, origClOrdId, clOrdId)

Converter StockSharp ExecutionMessage para FIX ExecutionReport.

ToFixHeartbeat
public FixHeartbeat ToFixHeartbeat(string testReqId)
result = iMessageConverter.ToFixHeartbeat(testReqId)

Converta parâmetros cardíacos para FIX Heartbeat.

ToFixHistoryStart
public FixHistoryStart ToFixHistoryStart(string requestId, DateTime? from)
result = iMessageConverter.ToFixHistoryStart(requestId, from)

Converta parâmetros de histórico para FIX HistoryStart.

ToFixLogonResponse
public FixLogonResponse ToFixLogonResponse(string sessionId, string licenseFeatureId, DateTime componentTimestamp)
result = iMessageConverter.ToFixLogonResponse(sessionId, licenseFeatureId, componentTimestamp)

Converta parâmetros de resposta de logon para FIX LogonResponse.

ToFixMarketDataIncrementalRefresh
public FixMarketDataIncrementalRefresh ToFixMarketDataIncrementalRefresh(string symbol, string securityExchange, string mdReqId, DataType buildFrom, ICollection<MDEntry> entries)
result = iMessageConverter.ToFixMarketDataIncrementalRefresh(symbol, securityExchange, mdReqId, buildFrom, entries)

Converta os dados de mercado para FIX MarketDataIncrementalRefresh.

ToFixMarketDataRequest
public FixMarketDataRequest ToFixMarketDataRequest(MarketDataMessage message, FixId mdReqId, FixId mdResponseId)
result = iMessageConverter.ToFixMarketDataRequest(message, mdReqId, mdResponseId)

Converter StockSharp MarketDataMessage para FIX MarketDataRequest.

ToFixMarketDataRequestReject
public FixMarketDataRequestReject ToFixMarketDataRequestReject(string mdReqId, Exception error)
result = iMessageConverter.ToFixMarketDataRequestReject(mdReqId, error)

Converter erro para FIX MarketDataRequestReject.

ToFixMarketDataSnapshotFullRefresh
public FixMarketDataSnapshotFullRefresh ToFixMarketDataSnapshotFullRefresh(SecurityId securityId, string mdReqId, DataType buildFrom, ICollection<MDEntry> entries)
result = iMessageConverter.ToFixMarketDataSnapshotFullRefresh(securityId, mdReqId, buildFrom, entries)

Converta os dados de mercado para FIX MarketDataSnapshotFullRefresh.

ToFixNewOrderSingle
public FixNewOrderSingle ToFixNewOrderSingle(OrderRegisterMessage message)
result = iMessageConverter.ToFixNewOrderSingle(message)

Converter StockSharp OrderRegisterMessage para FIX NewOrderSingle.

ToFixNews
public FixNews ToFixNews(NewsMessage message, string mdResponseId)
result = iMessageConverter.ToFixNews(message, mdResponseId)

Converter StockSharp NewsMessage para FIX News.

ToFixOrderCancelReject
public FixOrderCancelReject ToFixOrderCancelReject(string clOrdId, string orderId, string errorText, DateTime transactTime)
result = iMessageConverter.ToFixOrderCancelReject(clOrdId, orderId, errorText, transactTime)

Converter os parâmetros de rejeição de cancelamento de ordem para FIX OrderCancelReject.

ToFixOrderCancelReplaceRequest
public FixOrderCancelReplaceRequest ToFixOrderCancelReplaceRequest(OrderReplaceMessage message)
result = iMessageConverter.ToFixOrderCancelReplaceRequest(message)

Converter StockSharp OrderReplaceMessage para FIX OrderCancelReplaceRequest.

ToFixOrderCancelRequest
public FixOrderCancelRequest ToFixOrderCancelRequest(OrderCancelMessage message)
result = iMessageConverter.ToFixOrderCancelRequest(message)

Converter StockSharp OrderCancelMessage para FIX OrderCancelRequest.

ToFixOrderMassCancelReport
public FixOrderMassCancelReport ToFixOrderMassCancelReport(string clOrdId, char massCancelRequestType, string errorMessage)
result = iMessageConverter.ToFixOrderMassCancelReport(clOrdId, massCancelRequestType, errorMessage)

Converter parâmetros de relatório de cancelamento de massa de ordem para FIX OrderMassCancelReport.

ToFixOrderMassCancelRequest
public FixOrderMassCancelRequest ToFixOrderMassCancelRequest(OrderGroupCancelMessage message)
result = iMessageConverter.ToFixOrderMassCancelRequest(message)

Converter StockSharp OrderGroupCancelMessage para FIX OrderMassCancelRequest.

ToFixOrderMassStatusRequest
public FixOrderMassStatusRequest ToFixOrderMassStatusRequest(OrderStatusMessage message)
result = iMessageConverter.ToFixOrderMassStatusRequest(message)

Converter StockSharpOrderStatusMessage (pedido de massa) para FIX OrderMassStatusRequest.

ToFixOrderStatusRequest
public FixOrderStatusRequest ToFixOrderStatusRequest(OrderStatusMessage message)
result = iMessageConverter.ToFixOrderStatusRequest(message)

Converter StockSharp OrderStatusMessage para FIX OrderStatusRequest.

ToFixPositionReport
public FixPositionReport ToFixPositionReport(PositionChangeMessage message, string posReqId)
result = iMessageConverter.ToFixPositionReport(message, posReqId)

Converter StockSharp PositionChangeMessage para FIX PositionReport.

ToFixPositionReport
public FixPositionReport ToFixPositionReport(string posReqId, string account, string symbol, string securityExchange, SecurityTypes? securityType, TPlusLimits? limitType, string clientCode, CurrencyTypes? currency, string strategyId, Sides? side, DataType buildFrom, string depoName, string description, ICollection<KeyValuePair<PositionChangeTypes, object>> changes, DateTime? transactTime)
result = iMessageConverter.ToFixPositionReport(posReqId, account, symbol, securityExchange, securityType, limitType, clientCode, currency, strategyId, side, buildFrom, depoName, description, changes, transactTime)

Converta parâmetros de posição para FIX PositionReport.

ToFixReject
public FixReject ToFixReject(string error, long? refSeqNum, string refMsgType, FixTags? refTagId, int? sessionRejectReason, string requestId)
result = iMessageConverter.ToFixReject(error, refSeqNum, refMsgType, refTagId, sessionRejectReason, requestId)

Converter parâmetros de rejeição para o Rejeito FIX.

ToFixRemoteFile
public FixRemoteFile ToFixRemoteFile(string requestId, RemoteFileMessage message)
result = iMessageConverter.ToFixRemoteFile(requestId, message)

Converter StockSharp RemoteFileMessage para FIX RemoteFile.

ToFixRemove
public FixRemove ToFixRemove(RemoveMessage message)
result = iMessageConverter.ToFixRemove(message)

Converter StockSharp RemoveMessage para FIX Remover.

ToFixRequestForPositions
public FixRequestForPositions ToFixRequestForPositions(PortfolioLookupMessage message)
result = iMessageConverter.ToFixRequestForPositions(message)

Converter StockSharp PortfolioLookupMessage para FIX RequestForPositions.

ToFixResendRequest
public FixResendRequest ToFixResendRequest(long beginSeqNo, long endSeqNo)
result = iMessageConverter.ToFixResendRequest(beginSeqNo, endSeqNo)

Converter intervalo de sequência para FIX ResendRequest.

ToFixSecurityLegsInfo
public FixSecurityLegsInfo ToFixSecurityLegsInfo(string requestId, IDictionary<SecurityId, IEnumerable<SecurityId>> legs)
result = iMessageConverter.ToFixSecurityLegsInfo(requestId, legs)

Converta as pernas do instrumento financeiro para FIX SecurityLegsInfo.

ToFixSecurityLegsRequest
public FixSecurityLegsRequest ToFixSecurityLegsRequest(SecurityLegsRequestMessage message)
result = iMessageConverter.ToFixSecurityLegsRequest(message)

Converter StockSharp SecurityLegsRequestMessage para FIX SecurityLegsRequest.

ToFixSecurityListRequest
public FixSecurityListRequest ToFixSecurityListRequest(SecurityLookupMessage message)
result = iMessageConverter.ToFixSecurityListRequest(message)

Converter StockSharp SecurityLookupMessage para FIX SecurityListRequest.

ToFixSecurityListResponse
public FixSecurityListResponse ToFixSecurityListResponse(ICollection<SecurityMessage> securities, string securityReqId, string securityResponseId, bool lastFragment)
result = iMessageConverter.ToFixSecurityListResponse(securities, securityReqId, securityResponseId, lastFragment)

Converter StockSharp SecurityMessage colection para FIX SecurityListResponse.

ToFixSecurityListResponseError
public FixSecurityListResponseError ToFixSecurityListResponseError(string securityReqId, string securityResponseId, Exception error)
result = iMessageConverter.ToFixSecurityListResponseError(securityReqId, securityResponseId, error)

Converter erro para FIX SecurityListResponseError.

ToFixSecurityMapping
public FixSecurityMapping ToFixSecurityMapping(SecurityMappingMessage message)
result = iMessageConverter.ToFixSecurityMapping(message)

Converter StockSharp SecurityMappingMessage para FIX SecurityMapping.

ToFixSecurityStatusRequest
public FixSecurityStatusRequest ToFixSecurityStatusRequest(SecurityMessage message)
result = iMessageConverter.ToFixSecurityStatusRequest(message)

Converter StockSharp SecurityMessage para FIX SecurityStatusRequest.

ToFixSequenceReset
public FixSequenceReset ToFixSequenceReset(bool gapFill, long newSeqNo)
result = iMessageConverter.ToFixSequenceReset(gapFill, newSeqNo)

Converta parâmetros de reset de sequência para FIX SequenceReset.

ToFixSubscription
public FixSubscription ToFixSubscription(string requestId, string responseId, MarketDataMessage message)
result = iMessageConverter.ToFixSubscription(requestId, responseId, message)

Converter StockSharpMarketDataMessage para FIX Subscription.

ToFixSubscriptionFinished
public FixSubscriptionFinished ToFixSubscriptionFinished(SubscriptionFinishedMessage message, string mdReqId)
result = iMessageConverter.ToFixSubscriptionFinished(message, mdReqId)

Converter StockSharp SubscriptionFinishedMessage para FIX SubscriptionFinished.

ToFixSubscriptionOnline
public FixSubscriptionOnline ToFixSubscriptionOnline(string mdReqId)
result = iMessageConverter.ToFixSubscriptionOnline(mdReqId)

Converter StockSharp SubscriptionOnlineMessage para FIX SubscriptionOnline.

ToFixSubscriptionResponse
public FixSubscriptionResponse ToFixSubscriptionResponse(SubscriptionResponseMessage message, string mdReqId, string mdResponseId)
result = iMessageConverter.ToFixSubscriptionResponse(message, mdReqId, mdResponseId)

Converter StockSharp SubscriptionResponseMessage para FIX SubscriptionResponse.

ToFixSubscriptionResponse
public FixSubscriptionResponse ToFixSubscriptionResponse(string mdReqId, string mdResponseId, string error)
result = iMessageConverter.ToFixSubscriptionResponse(mdReqId, mdResponseId, error)

Converter erro para FIX SubscriptionResponse.

ToFixTestRequest
public FixTestRequest ToFixTestRequest(TimeMessage message)
result = iMessageConverter.ToFixTestRequest(message)

Converter StockSharp TimeMessage para FIX TestRequest.

ToFixTradingSessionStatus
public FixTradingSessionStatus ToFixTradingSessionStatus(string requestId, BoardStateMessage message)
result = iMessageConverter.ToFixTradingSessionStatus(requestId, message)

Converter StockSharp BoardStateMessage para FIX TradingSessionStatus.

ToFixTradingSessionStatusRequest
public FixTradingSessionStatusRequest ToFixTradingSessionStatusRequest(BoardLookupMessage message)
result = iMessageConverter.ToFixTradingSessionStatusRequest(message)

Converter StockSharp BoardLookupMessage para FIX TradingSessionStatusRequest.

ToFixUserInfo
public FixUserInfo ToFixUserInfo(UserInfoMessage message, string userRequestId)
result = iMessageConverter.ToFixUserInfo(message, userRequestId)

Converter StockSharp UserInfoMessage para FIX UserInfo.

ToFixUserRequest
public FixUserRequest ToFixUserRequest(UserRequestMessage message)
result = iMessageConverter.ToFixUserRequest(message)

Converter StockSharp UserRequestMessage para FIX UserRequest.

ToFixUserRequestEx
public FixUserRequestEx ToFixUserRequestEx(UserLookupMessage message)
result = iMessageConverter.ToFixUserRequestEx(message)

Converter StockSharp UserLookupMessage para FIX UserRequestEx.

ToFixUserResponse
public FixUserResponse ToFixUserResponse(string userRequestId, string userName, UserStatus status, string text)
result = iMessageConverter.ToFixUserResponse(userRequestId, userName, status, text)

Converta parâmetros de resposta do usuário para FIX UserResponse.

ToHistoryStart
public ValueTuple<string, DateTime?> ToHistoryStart(FixHistoryStart fix)
result = iMessageConverter.ToHistoryStart(fix)

Converta FIX HistoryStartpara parâmetros de histórico.

ToMessage
public SubscriptionResponseMessage ToMessage(FixSubscriptionResponse fix)
result = iMessageConverter.ToMessage(fix)

Converter FIX SubscriptionResponse para StockSharp SubscriptionResponseMessage.

ToMessage
public SubscriptionOnlineMessage ToMessage(FixSubscriptionOnline fix)
result = iMessageConverter.ToMessage(fix)

Converter FIX SubscriptionOnline para StockSharp SubscriptionOnlineMessage.

ToMessage
public ValueTuple<string, char, string> ToMessage(FixOrderMassCancelReport fix)
result = iMessageConverter.ToMessage(fix)

Converta FIX OrderMassCancelReportpara os parâmetros de relatório de cancelamento de massa.

ToMessage
public ValueTuple<SecurityId, string, DataType, ICollection<MDEntry>> ToMessage(FixMarketDataSnapshotFullRefresh fix)
result = iMessageConverter.ToMessage(fix)

Converta FIX MarketDataSnapshotFullRefresh para parâmetros de dados de mercado.

ToMessage
public ValueTuple<string, string, string, DataType, ICollection<MDEntry>> ToMessage(FixMarketDataIncrementalRefresh fix)
result = iMessageConverter.ToMessage(fix)

Converta FIX MarketDataIncrementalRefresh para parâmetros de dados de mercado.

ToMessage
public SubscriptionFinishedMessage ToMessage(FixSubscriptionFinished fix)
result = iMessageConverter.ToMessage(fix)

Converter FIX SubscriptionFinished para StockSharp SubscriptionFinishedMessage.

ToMessage
public ValueTuple<string, string, string, DateTime> ToMessage(FixOrderCancelReject fix)
result = iMessageConverter.ToMessage(fix)

Converta FIX OrderCancelRejectpara cancelar os parâmetros de rejeição.

ToMessage
public DataTypeLookupMessage ToMessage(FixDataTypeLookup fix)
result = iMessageConverter.ToMessage(fix)

Converter FIX DataTypeLookup para StockSharp DataTypeLookupMessage.

ToMessage
public UserInfoMessage ToMessage(FixUserInfo fix)
result = iMessageConverter.ToMessage(fix)

Converter FIX UserInfo para StockSharp UserInfoMessage.

ToMessage
public OrderCancelMessage ToMessage(FixOrderCancelRequest fix)
result = iMessageConverter.ToMessage(fix)

Converter FIX OrderCancelRequest para StockSharp OrderCancelMessage.

ToMessage
public OrderReplaceMessage ToMessage(FixOrderCancelReplaceRequest fix)
result = iMessageConverter.ToMessage(fix)

Converter FIX OrderCancelReplaceRequest para StockSharp OrderReplaceMessage.

ToMessage
public OrderGroupCancelMessage ToMessage(FixOrderMassCancelRequest fix)
result = iMessageConverter.ToMessage(fix)

Converter FIX OrderMassCancelRequest para StockSharp OrderGroupCancelMessage.

ToMessage
public OrderStatusMessage ToMessage(FixOrderStatusRequest fix)
result = iMessageConverter.ToMessage(fix)

Converter FIX OrderStatusRequest para StockSharp OrderStatusMessage.

ToMessage
public OrderStatusMessage ToMessage(FixOrderMassStatusRequest fix)
result = iMessageConverter.ToMessage(fix)

Converter FIX OrderMassStatusRequestStockSharpOrderStatusMessage (pedido de massa).

ToMessage
public TimeMessage ToMessage(FixTestRequest fix)
result = iMessageConverter.ToMessage(fix)

Converter FIX TestRequest para StockSharp TimeMessage.

ToMessage
public BoardLookupMessage ToMessage(FixTradingSessionStatusRequest fix)
result = iMessageConverter.ToMessage(fix)

Converter FIX TradingSessionStatusRequest para StockSharp BoardLookupMessage.

ToMessage
public SecurityLookupMessage ToMessage(FixSecurityListRequest fix)
result = iMessageConverter.ToMessage(fix)

Converter FIX SecurityListRequest para StockSharp SecurityLookupMessage.

ToMessage
public SecurityMessage ToMessage(FixSecurityStatusRequest fix)
result = iMessageConverter.ToMessage(fix)

Converter FIX SecurityStatusRequest para StockSharp SecurityMessage.

ToMessage
public ValueTuple<string, string, UserStatus, string> ToMessage(FixUserResponse fix)
result = iMessageConverter.ToMessage(fix)

Converta FIX UserResponsepara parâmetros de resposta do usuário.

ToMessage
public SecurityMappingMessage ToMessage(FixSecurityMapping fix)
result = iMessageConverter.ToMessage(fix)

Converter FIX SecurityMapping para StockSharp SecurityMappingMessage.

ToMessage
public SecurityLegsRequestMessage ToMessage(FixSecurityLegsRequest fix)
result = iMessageConverter.ToMessage(fix)

Converter FIX SecurityLegsRequest para StockSharp SecurityLegsRequestMessage.

ToMessage
public UserRequestMessage ToMessage(FixUserRequest fix)
result = iMessageConverter.ToMessage(fix)

Converter FIX UserRequest para StockSharp UserRequestMessage.

ToMessage
public UserLookupMessage ToMessage(FixUserRequestEx fix)
result = iMessageConverter.ToMessage(fix)

Converter FIX UserRequestEx para StockSharp UserLookupMessage.

ToMessage
public BoardLookupMessage ToMessage(FixBoardLookup fix)
result = iMessageConverter.ToMessage(fix)

Converter FIX BoardLookup para StockSharp BoardLookupMessage.

ToMessage
public BoardMessage ToMessage(FixBoardUpdate fix)
result = iMessageConverter.ToMessage(fix)

Converter FIX BoardUpdate para StockSharp BoardMessage.

ToMessage
public RemoveMessage ToMessage(FixRemove fix)
result = iMessageConverter.ToMessage(fix)

Converter FIX Remover para StockSharp RemoveMessage.

ToMessage
public ExecutionMessage ToMessage(FixExecutionReport fix)
result = iMessageConverter.ToMessage(fix)

Converter FIX ExecutionReport para StockSharp ExecutionMessage.

ToMessage
public PositionChangeMessage ToMessage(FixPositionReport fix)
result = iMessageConverter.ToMessage(fix)

Converter FIX PositionReport para StockSharp PositionChangeMessage.

ToMessage
public ValueTuple<ICollection<SecurityMessage>, string, string, bool> ToMessage(FixSecurityListResponse fix)
result = iMessageConverter.ToMessage(fix)

Converta FIX SecurityListResponse para StockSharp SecurityMessage@ colection com metadados.

ToMessage
public NewsMessage ToMessage(FixNews fix)
result = iMessageConverter.ToMessage(fix)

Converter notícias FIX para StockSharp NewsMessage.

ToMessage
public PortfolioLookupMessage ToMessage(FixRequestForPositions fix)
result = iMessageConverter.ToMessage(fix)

Converter FIX RequestForPositions para StockSharp PortfolioLookupMessage.

ToMessage
public OrderRegisterMessage ToMessage(FixNewOrderSingle fix)
result = iMessageConverter.ToMessage(fix)

Converter FIX NewOrderSingle para StockSharp OrderRegisterMessage.

ToMessages
public IEnumerable<MarketDataMessage> ToMessages(FixMarketDataRequest fix)
result = iMessageConverter.ToMessages(fix)

Converter FIX MarketDataRequestStockSharpMarketDataMessage colection. Uma solicitação FIX pode gerar múltiplas mensagens S# (por instrumento financeiro/combinação de tipo de dados).

ToResendRange
public ValueTuple<long, long> ToResendRange(FixResendRequest fix)
result = iMessageConverter.ToResendRange(fix)

Converta FIX ResendRequest dados para intervalo de sequência.

ToSequenceReset
public ValueTuple<bool, long> ToSequenceReset(FixSequenceReset fix)
result = iMessageConverter.ToSequenceReset(fix)

Converta FIX SequenceReset dados para números de sequência.