IMessageConverter
Interface para converter entre as estruturas de registro FIX e StockSharp mensagens. Fornece conversão bidirecional para compatibilidade entre IFixDialect e IFixServerSerializer@.
Métodos
public FixBoard ToFixBoard(string requestId, BoardMessage message)
result = iMessageConverter.ToFixBoard(requestId, message)
Converter StockSharp BoardMessage para FIX Board.
public FixBoardLookup ToFixBoardLookup(BoardLookupMessage message)
result = iMessageConverter.ToFixBoardLookup(message)
Converter StockSharp BoardLookupMessage para FIX BoardLookup.
public FixBoardUpdate ToFixBoardUpdate(BoardMessage message)
result = iMessageConverter.ToFixBoardUpdate(message)
Converter StockSharp BoardMessage para FIX BoardUpdate.
public FixDataTypeInfo ToFixDataTypeInfo(string requestId, DataTypeInfoMessage message)
result = iMessageConverter.ToFixDataTypeInfo(requestId, message)
Converter StockSharp DataTypeInfoMessage para FIX DataTypeInfo.
public FixDataTypeLookup ToFixDataTypeLookup(DataTypeLookupMessage message)
result = iMessageConverter.ToFixDataTypeLookup(message)
Converter StockSharp DataTypeLookupMessage para FIX DataTypeLookup.
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.
public FixHeartbeat ToFixHeartbeat(string testReqId)
result = iMessageConverter.ToFixHeartbeat(testReqId)
Converta parâmetros cardíacos para FIX Heartbeat.
public FixHistoryStart ToFixHistoryStart(string requestId, DateTime? from)
result = iMessageConverter.ToFixHistoryStart(requestId, from)
Converta parâmetros de histórico para FIX HistoryStart.
public FixLogonResponse ToFixLogonResponse(string sessionId, string licenseFeatureId, DateTime componentTimestamp)
result = iMessageConverter.ToFixLogonResponse(sessionId, licenseFeatureId, componentTimestamp)
Converta parâmetros de resposta de logon para FIX LogonResponse.
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.
public FixMarketDataRequest ToFixMarketDataRequest(MarketDataMessage message, FixId mdReqId, FixId mdResponseId)
result = iMessageConverter.ToFixMarketDataRequest(message, mdReqId, mdResponseId)
Converter StockSharp MarketDataMessage para FIX MarketDataRequest.
public FixMarketDataRequestReject ToFixMarketDataRequestReject(string mdReqId, Exception error)
result = iMessageConverter.ToFixMarketDataRequestReject(mdReqId, error)
Converter erro para FIX MarketDataRequestReject.
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.
public FixNewOrderSingle ToFixNewOrderSingle(OrderRegisterMessage message)
result = iMessageConverter.ToFixNewOrderSingle(message)
Converter StockSharp OrderRegisterMessage para FIX NewOrderSingle.
public FixNews ToFixNews(NewsMessage message, string mdResponseId)
result = iMessageConverter.ToFixNews(message, mdResponseId)
Converter StockSharp NewsMessage para FIX News.
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.
public FixOrderCancelReplaceRequest ToFixOrderCancelReplaceRequest(OrderReplaceMessage message)
result = iMessageConverter.ToFixOrderCancelReplaceRequest(message)
Converter StockSharp OrderReplaceMessage para FIX OrderCancelReplaceRequest.
public FixOrderCancelRequest ToFixOrderCancelRequest(OrderCancelMessage message)
result = iMessageConverter.ToFixOrderCancelRequest(message)
Converter StockSharp OrderCancelMessage para FIX OrderCancelRequest.
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.
public FixOrderMassCancelRequest ToFixOrderMassCancelRequest(OrderGroupCancelMessage message)
result = iMessageConverter.ToFixOrderMassCancelRequest(message)
Converter StockSharp OrderGroupCancelMessage para FIX OrderMassCancelRequest.
public FixOrderMassStatusRequest ToFixOrderMassStatusRequest(OrderStatusMessage message)
result = iMessageConverter.ToFixOrderMassStatusRequest(message)
Converter StockSharpOrderStatusMessage (pedido de massa) para FIX OrderMassStatusRequest.
public FixOrderStatusRequest ToFixOrderStatusRequest(OrderStatusMessage message)
result = iMessageConverter.ToFixOrderStatusRequest(message)
Converter StockSharp OrderStatusMessage para FIX OrderStatusRequest.
public FixPositionReport ToFixPositionReport(PositionChangeMessage message, string posReqId)
result = iMessageConverter.ToFixPositionReport(message, posReqId)
Converter StockSharp PositionChangeMessage para FIX PositionReport.
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.
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.
public FixRemoteFile ToFixRemoteFile(string requestId, RemoteFileMessage message)
result = iMessageConverter.ToFixRemoteFile(requestId, message)
Converter StockSharp RemoteFileMessage para FIX RemoteFile.
public FixRemove ToFixRemove(RemoveMessage message)
result = iMessageConverter.ToFixRemove(message)
Converter StockSharp RemoveMessage para FIX Remover.
public FixRequestForPositions ToFixRequestForPositions(PortfolioLookupMessage message)
result = iMessageConverter.ToFixRequestForPositions(message)
Converter StockSharp PortfolioLookupMessage para FIX RequestForPositions.
public FixResendRequest ToFixResendRequest(long beginSeqNo, long endSeqNo)
result = iMessageConverter.ToFixResendRequest(beginSeqNo, endSeqNo)
Converter intervalo de sequência para FIX ResendRequest.
public FixSecurityLegsInfo ToFixSecurityLegsInfo(string requestId, IDictionary<SecurityId, IEnumerable<SecurityId>> legs)
result = iMessageConverter.ToFixSecurityLegsInfo(requestId, legs)
Converta as pernas do instrumento financeiro para FIX SecurityLegsInfo.
public FixSecurityLegsRequest ToFixSecurityLegsRequest(SecurityLegsRequestMessage message)
result = iMessageConverter.ToFixSecurityLegsRequest(message)
Converter StockSharp SecurityLegsRequestMessage para FIX SecurityLegsRequest.
public FixSecurityListRequest ToFixSecurityListRequest(SecurityLookupMessage message)
result = iMessageConverter.ToFixSecurityListRequest(message)
Converter StockSharp SecurityLookupMessage para FIX SecurityListRequest.
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.
public FixSecurityListResponseError ToFixSecurityListResponseError(string securityReqId, string securityResponseId, Exception error)
result = iMessageConverter.ToFixSecurityListResponseError(securityReqId, securityResponseId, error)
Converter erro para FIX SecurityListResponseError.
public FixSecurityMapping ToFixSecurityMapping(SecurityMappingMessage message)
result = iMessageConverter.ToFixSecurityMapping(message)
Converter StockSharp SecurityMappingMessage para FIX SecurityMapping.
public FixSecurityStatusRequest ToFixSecurityStatusRequest(SecurityMessage message)
result = iMessageConverter.ToFixSecurityStatusRequest(message)
Converter StockSharp SecurityMessage para FIX SecurityStatusRequest.
public FixSequenceReset ToFixSequenceReset(bool gapFill, long newSeqNo)
result = iMessageConverter.ToFixSequenceReset(gapFill, newSeqNo)
Converta parâmetros de reset de sequência para FIX SequenceReset.
public FixSubscription ToFixSubscription(string requestId, string responseId, MarketDataMessage message)
result = iMessageConverter.ToFixSubscription(requestId, responseId, message)
Converter StockSharpMarketDataMessage para FIX Subscription.
public FixSubscriptionFinished ToFixSubscriptionFinished(SubscriptionFinishedMessage message, string mdReqId)
result = iMessageConverter.ToFixSubscriptionFinished(message, mdReqId)
Converter StockSharp SubscriptionFinishedMessage para FIX SubscriptionFinished.
public FixSubscriptionOnline ToFixSubscriptionOnline(string mdReqId)
result = iMessageConverter.ToFixSubscriptionOnline(mdReqId)
Converter StockSharp SubscriptionOnlineMessage para FIX SubscriptionOnline.
public FixSubscriptionResponse ToFixSubscriptionResponse(SubscriptionResponseMessage message, string mdReqId, string mdResponseId)
result = iMessageConverter.ToFixSubscriptionResponse(message, mdReqId, mdResponseId)
Converter StockSharp SubscriptionResponseMessage para FIX SubscriptionResponse.
public FixSubscriptionResponse ToFixSubscriptionResponse(string mdReqId, string mdResponseId, string error)
result = iMessageConverter.ToFixSubscriptionResponse(mdReqId, mdResponseId, error)
Converter erro para FIX SubscriptionResponse.
public FixTestRequest ToFixTestRequest(TimeMessage message)
result = iMessageConverter.ToFixTestRequest(message)
Converter StockSharp TimeMessage para FIX TestRequest.
public FixTradingSessionStatus ToFixTradingSessionStatus(string requestId, BoardStateMessage message)
result = iMessageConverter.ToFixTradingSessionStatus(requestId, message)
Converter StockSharp BoardStateMessage para FIX TradingSessionStatus.
public FixTradingSessionStatusRequest ToFixTradingSessionStatusRequest(BoardLookupMessage message)
result = iMessageConverter.ToFixTradingSessionStatusRequest(message)
Converter StockSharp BoardLookupMessage para FIX TradingSessionStatusRequest.
public FixUserInfo ToFixUserInfo(UserInfoMessage message, string userRequestId)
result = iMessageConverter.ToFixUserInfo(message, userRequestId)
Converter StockSharp UserInfoMessage para FIX UserInfo.
public FixUserRequest ToFixUserRequest(UserRequestMessage message)
result = iMessageConverter.ToFixUserRequest(message)
Converter StockSharp UserRequestMessage para FIX UserRequest.
public FixUserRequestEx ToFixUserRequestEx(UserLookupMessage message)
result = iMessageConverter.ToFixUserRequestEx(message)
Converter StockSharp UserLookupMessage para FIX UserRequestEx.
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.
public ValueTuple<string, DateTime?> ToHistoryStart(FixHistoryStart fix)
result = iMessageConverter.ToHistoryStart(fix)
Converta FIX HistoryStartpara parâmetros de histórico.
public SubscriptionResponseMessage ToMessage(FixSubscriptionResponse fix)
result = iMessageConverter.ToMessage(fix)
Converter FIX SubscriptionResponse para StockSharp SubscriptionResponseMessage.
public SubscriptionOnlineMessage ToMessage(FixSubscriptionOnline fix)
result = iMessageConverter.ToMessage(fix)
Converter FIX SubscriptionOnline para StockSharp SubscriptionOnlineMessage.
public ValueTuple<string, char, string> ToMessage(FixOrderMassCancelReport fix)
result = iMessageConverter.ToMessage(fix)
Converta FIX OrderMassCancelReportpara os parâmetros de relatório de cancelamento de massa.
public ValueTuple<SecurityId, string, DataType, ICollection<MDEntry>> ToMessage(FixMarketDataSnapshotFullRefresh fix)
result = iMessageConverter.ToMessage(fix)
Converta FIX MarketDataSnapshotFullRefresh para parâmetros de dados de mercado.
public ValueTuple<string, string, string, DataType, ICollection<MDEntry>> ToMessage(FixMarketDataIncrementalRefresh fix)
result = iMessageConverter.ToMessage(fix)
Converta FIX MarketDataIncrementalRefresh para parâmetros de dados de mercado.
public SubscriptionFinishedMessage ToMessage(FixSubscriptionFinished fix)
result = iMessageConverter.ToMessage(fix)
Converter FIX SubscriptionFinished para StockSharp SubscriptionFinishedMessage.
public ValueTuple<string, string, string, DateTime> ToMessage(FixOrderCancelReject fix)
result = iMessageConverter.ToMessage(fix)
Converta FIX OrderCancelRejectpara cancelar os parâmetros de rejeição.
public DataTypeLookupMessage ToMessage(FixDataTypeLookup fix)
result = iMessageConverter.ToMessage(fix)
Converter FIX DataTypeLookup para StockSharp DataTypeLookupMessage.
public UserInfoMessage ToMessage(FixUserInfo fix)
result = iMessageConverter.ToMessage(fix)
Converter FIX UserInfo para StockSharp UserInfoMessage.
public OrderCancelMessage ToMessage(FixOrderCancelRequest fix)
result = iMessageConverter.ToMessage(fix)
Converter FIX OrderCancelRequest para StockSharp OrderCancelMessage.
public OrderReplaceMessage ToMessage(FixOrderCancelReplaceRequest fix)
result = iMessageConverter.ToMessage(fix)
Converter FIX OrderCancelReplaceRequest para StockSharp OrderReplaceMessage.
public OrderGroupCancelMessage ToMessage(FixOrderMassCancelRequest fix)
result = iMessageConverter.ToMessage(fix)
Converter FIX OrderMassCancelRequest para StockSharp OrderGroupCancelMessage.
public OrderStatusMessage ToMessage(FixOrderStatusRequest fix)
result = iMessageConverter.ToMessage(fix)
Converter FIX OrderStatusRequest para StockSharp OrderStatusMessage.
public OrderStatusMessage ToMessage(FixOrderMassStatusRequest fix)
result = iMessageConverter.ToMessage(fix)
Converter FIX OrderMassStatusRequestStockSharpOrderStatusMessage (pedido de massa).
public TimeMessage ToMessage(FixTestRequest fix)
result = iMessageConverter.ToMessage(fix)
Converter FIX TestRequest para StockSharp TimeMessage.
public BoardLookupMessage ToMessage(FixTradingSessionStatusRequest fix)
result = iMessageConverter.ToMessage(fix)
Converter FIX TradingSessionStatusRequest para StockSharp BoardLookupMessage.
public SecurityLookupMessage ToMessage(FixSecurityListRequest fix)
result = iMessageConverter.ToMessage(fix)
Converter FIX SecurityListRequest para StockSharp SecurityLookupMessage.
public SecurityMessage ToMessage(FixSecurityStatusRequest fix)
result = iMessageConverter.ToMessage(fix)
Converter FIX SecurityStatusRequest para StockSharp SecurityMessage.
public ValueTuple<string, string, UserStatus, string> ToMessage(FixUserResponse fix)
result = iMessageConverter.ToMessage(fix)
Converta FIX UserResponsepara parâmetros de resposta do usuário.
public SecurityMappingMessage ToMessage(FixSecurityMapping fix)
result = iMessageConverter.ToMessage(fix)
Converter FIX SecurityMapping para StockSharp SecurityMappingMessage.
public SecurityLegsRequestMessage ToMessage(FixSecurityLegsRequest fix)
result = iMessageConverter.ToMessage(fix)
Converter FIX SecurityLegsRequest para StockSharp SecurityLegsRequestMessage.
public UserRequestMessage ToMessage(FixUserRequest fix)
result = iMessageConverter.ToMessage(fix)
Converter FIX UserRequest para StockSharp UserRequestMessage.
public UserLookupMessage ToMessage(FixUserRequestEx fix)
result = iMessageConverter.ToMessage(fix)
Converter FIX UserRequestEx para StockSharp UserLookupMessage.
public BoardLookupMessage ToMessage(FixBoardLookup fix)
result = iMessageConverter.ToMessage(fix)
Converter FIX BoardLookup para StockSharp BoardLookupMessage.
public BoardMessage ToMessage(FixBoardUpdate fix)
result = iMessageConverter.ToMessage(fix)
Converter FIX BoardUpdate para StockSharp BoardMessage.
public RemoveMessage ToMessage(FixRemove fix)
result = iMessageConverter.ToMessage(fix)
Converter FIX Remover para StockSharp RemoveMessage.
public ExecutionMessage ToMessage(FixExecutionReport fix)
result = iMessageConverter.ToMessage(fix)
Converter FIX ExecutionReport para StockSharp ExecutionMessage.
public PositionChangeMessage ToMessage(FixPositionReport fix)
result = iMessageConverter.ToMessage(fix)
Converter FIX PositionReport para StockSharp PositionChangeMessage.
public ValueTuple<ICollection<SecurityMessage>, string, string, bool> ToMessage(FixSecurityListResponse fix)
result = iMessageConverter.ToMessage(fix)
Converta FIX SecurityListResponse para StockSharp SecurityMessage@ colection com metadados.
public NewsMessage ToMessage(FixNews fix)
result = iMessageConverter.ToMessage(fix)
Converter notícias FIX para StockSharp NewsMessage.
public PortfolioLookupMessage ToMessage(FixRequestForPositions fix)
result = iMessageConverter.ToMessage(fix)
Converter FIX RequestForPositions para StockSharp PortfolioLookupMessage.
public OrderRegisterMessage ToMessage(FixNewOrderSingle fix)
result = iMessageConverter.ToMessage(fix)
Converter FIX NewOrderSingle para StockSharp OrderRegisterMessage.
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).
public ValueTuple<long, long> ToResendRange(FixResendRequest fix)
result = iMessageConverter.ToResendRange(fix)
Converta FIX ResendRequest dados para intervalo de sequência.
public ValueTuple<bool, long> ToSequenceReset(FixSequenceReset fix)
result = iMessageConverter.ToSequenceReset(fix)
Converta FIX SequenceReset dados para números de sequência.