MessageConverter
A implementação padrão de IMessageConverter. Fornece conversão bidirecional entre as estruturas de registro FIX e StockSharp mensagens.
Implementa: IMessageConverter
Métodos
protected static FixParty[] BuildParties(string clientCode, string brokerCode)
result = MessageConverter.BuildParties(clientCode, brokerCode)
Construa o array FIX Partys a partir do código do cliente e do código do corretor.
protected virtual MarginModes? GetMarginMode(char? cashMargin)
result = messageConverter.GetMarginMode(cashMargin)
Obter o modo de margem do código de margem de dinheiro FIX.
protected virtual OrderTypes? GetOrderType(char? ordType)
result = messageConverter.GetOrderType(ordType)
Obter tipo de ordem de código de caracteres FIX e aplicar à mensagem.
protected virtual OrderPositionEffects? GetPositionEffect(char? positionEffect)
result = messageConverter.GetPositionEffect(positionEffect)
Obter efeito de posição do código de caracteres FIX.
protected virtual SecurityTypes? GetSecurityType(string fixSecurityType)
result = messageConverter.GetSecurityType(fixSecurityType)
Obter tipo de instrumento financeiro a partir do código de string FIX.
protected virtual Sides? GetSide(char? fixSide)
result = messageConverter.GetSide(fixSide)
Fica do lado do código de caracteres FIX.
protected virtual DateTime? GetTillDate(char? fixTif, DateTime? expiryDate)
result = messageConverter.GetTillDate(fixTif, expiryDate)
Obter TillDate baseado em FIX TimeInForce.
protected virtual TimeInForce? GetTimeInForce(char? fixTif)
result = messageConverter.GetTimeInForce(fixTif)
Obter tempo em vigor a partir do código de caracteres FIX.
public virtual FixBoard ToFixBoard(string requestId, BoardMessage message)
result = messageConverter.ToFixBoard(requestId, message)
Converter StockSharp BoardMessage para FIX Board.
public virtual FixBoardLookup ToFixBoardLookup(BoardLookupMessage message)
result = messageConverter.ToFixBoardLookup(message)
Converter StockSharp BoardLookupMessage para FIX BoardLookup.
public virtual FixBoardUpdate ToFixBoardUpdate(BoardMessage message)
result = messageConverter.ToFixBoardUpdate(message)
Converter StockSharp BoardMessage para FIX BoardUpdate.
protected virtual char? ToFixCashMargin(MarginModes? marginMode)
result = messageConverter.ToFixCashMargin(marginMode)
Converter o modo de margem para o código de margem de dinheiro FIX.
public virtual FixDataTypeInfo ToFixDataTypeInfo(string requestId, DataTypeInfoMessage message)
result = messageConverter.ToFixDataTypeInfo(requestId, message)
Converter StockSharp DataTypeInfoMessage para FIX DataTypeInfo.
public virtual FixDataTypeLookup ToFixDataTypeLookup(DataTypeLookupMessage message)
result = messageConverter.ToFixDataTypeLookup(message)
Converter StockSharp DataTypeLookupMessage para FIX DataTypeLookup.
public virtual FixExecutionReport ToFixExecutionReport(ExecutionMessage message, string ordStatusReqId, string massStatusReqId, string origClOrdId, string clOrdId)
result = messageConverter.ToFixExecutionReport(message, ordStatusReqId, massStatusReqId, origClOrdId, clOrdId)
Converter StockSharp ExecutionMessage para FIX ExecutionReport.
public virtual FixHeartbeat ToFixHeartbeat(string testReqId)
result = messageConverter.ToFixHeartbeat(testReqId)
Converta parâmetros cardíacos para FIX Heartbeat.
public virtual FixHistoryStart ToFixHistoryStart(string requestId, DateTime? from)
result = messageConverter.ToFixHistoryStart(requestId, from)
Converta parâmetros de histórico para FIX HistoryStart.
public virtual FixLogonResponse ToFixLogonResponse(string sessionId, string licenseFeatureId, DateTime componentTimestamp)
result = messageConverter.ToFixLogonResponse(sessionId, licenseFeatureId, componentTimestamp)
Converta parâmetros de resposta de logon para FIX LogonResponse.
public virtual FixMarketDataIncrementalRefresh ToFixMarketDataIncrementalRefresh(string symbol, string securityExchange, string mdReqId, DataType buildFrom, ICollection<MDEntry> entries)
result = messageConverter.ToFixMarketDataIncrementalRefresh(symbol, securityExchange, mdReqId, buildFrom, entries)
Converta os dados de mercado para FIX MarketDataIncrementalRefresh.
public FixMarketDataRequest ToFixMarketDataRequest(MarketDataMessage message, FixId mdReqId, FixId mdResponseId)
result = messageConverter.ToFixMarketDataRequest(message, mdReqId, mdResponseId)
Converter StockSharp MarketDataMessage para FIX MarketDataRequest.
public virtual FixMarketDataRequestReject ToFixMarketDataRequestReject(string mdReqId, Exception error)
result = messageConverter.ToFixMarketDataRequestReject(mdReqId, error)
Converter erro para FIX MarketDataRequestReject.
public virtual FixMarketDataSnapshotFullRefresh ToFixMarketDataSnapshotFullRefresh(SecurityId securityId, string mdReqId, DataType buildFrom, ICollection<MDEntry> entries)
result = messageConverter.ToFixMarketDataSnapshotFullRefresh(securityId, mdReqId, buildFrom, entries)
Converta os dados de mercado para FIX MarketDataSnapshotFullRefresh.
public virtual FixNewOrderSingle ToFixNewOrderSingle(OrderRegisterMessage message)
result = messageConverter.ToFixNewOrderSingle(message)
Converter StockSharp OrderRegisterMessage para FIX NewOrderSingle.
public virtual FixNews ToFixNews(NewsMessage message, string mdResponseId)
result = messageConverter.ToFixNews(message, mdResponseId)
Converter StockSharp NewsMessage para FIX News.
public virtual FixOrderCancelReject ToFixOrderCancelReject(string clOrdId, string orderId, string errorText, DateTime transactTime)
result = messageConverter.ToFixOrderCancelReject(clOrdId, orderId, errorText, transactTime)
Converter os parâmetros de rejeição de cancelamento de ordem para FIX OrderCancelReject.
public virtual FixOrderCancelReplaceRequest ToFixOrderCancelReplaceRequest(OrderReplaceMessage message)
result = messageConverter.ToFixOrderCancelReplaceRequest(message)
Converter StockSharp OrderReplaceMessage para FIX OrderCancelReplaceRequest.
public virtual FixOrderCancelRequest ToFixOrderCancelRequest(OrderCancelMessage message)
result = messageConverter.ToFixOrderCancelRequest(message)
Converter StockSharp OrderCancelMessage para FIX OrderCancelRequest.
public virtual FixOrderMassCancelReport ToFixOrderMassCancelReport(string clOrdId, char massCancelRequestType, string errorMessage)
result = messageConverter.ToFixOrderMassCancelReport(clOrdId, massCancelRequestType, errorMessage)
Converter parâmetros de relatório de cancelamento de massa de ordem para FIX OrderMassCancelReport.
public virtual FixOrderMassCancelRequest ToFixOrderMassCancelRequest(OrderGroupCancelMessage message)
result = messageConverter.ToFixOrderMassCancelRequest(message)
Converter StockSharp OrderGroupCancelMessage para FIX OrderMassCancelRequest.
public virtual FixOrderMassStatusRequest ToFixOrderMassStatusRequest(OrderStatusMessage message)
result = messageConverter.ToFixOrderMassStatusRequest(message)
Converter StockSharpOrderStatusMessage (pedido de massa) para FIX OrderMassStatusRequest.
public virtual FixOrderStatusRequest ToFixOrderStatusRequest(OrderStatusMessage message)
result = messageConverter.ToFixOrderStatusRequest(message)
Converter StockSharp OrderStatusMessage para FIX OrderStatusRequest.
protected virtual char? ToFixOrderType(OrderTypes? orderType, OrderCondition condition)
result = messageConverter.ToFixOrderType(orderType, condition)
Converta o tipo de ordem para código de caracteres FIX.
protected virtual char? ToFixPositionEffect(OrderPositionEffects? effect)
result = messageConverter.ToFixPositionEffect(effect)
Converter o efeito de posição para código de caracteres FIX.
public virtual 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 = messageConverter.ToFixPositionReport(posReqId, account, symbol, securityExchange, securityType, limitType, clientCode, currency, strategyId, side, buildFrom, depoName, description, changes, transactTime)
Converta parâmetros de posição para FIX PositionReport.
public virtual FixPositionReport ToFixPositionReport(PositionChangeMessage message, string posReqId)
result = messageConverter.ToFixPositionReport(message, posReqId)
Converter StockSharp PositionChangeMessage para FIX PositionReport.
public virtual FixReject ToFixReject(string error, long? refSeqNum, string refMsgType, FixTags? refTagId, int? sessionRejectReason, string requestId)
result = messageConverter.ToFixReject(error, refSeqNum, refMsgType, refTagId, sessionRejectReason, requestId)
Converter parâmetros de rejeição para o Rejeito FIX.
public virtual FixRemoteFile ToFixRemoteFile(string requestId, RemoteFileMessage message)
result = messageConverter.ToFixRemoteFile(requestId, message)
Converter StockSharp RemoteFileMessage para FIX RemoteFile.
public virtual FixRemove ToFixRemove(RemoveMessage message)
result = messageConverter.ToFixRemove(message)
Converter StockSharp RemoveMessage para FIX Remover.
public virtual FixRequestForPositions ToFixRequestForPositions(PortfolioLookupMessage message)
result = messageConverter.ToFixRequestForPositions(message)
Converter StockSharp PortfolioLookupMessage para FIX RequestForPositions.
public virtual FixResendRequest ToFixResendRequest(long beginSeqNo, long endSeqNo)
result = messageConverter.ToFixResendRequest(beginSeqNo, endSeqNo)
Converter intervalo de sequência para FIX ResendRequest.
public virtual FixSecurityLegsInfo ToFixSecurityLegsInfo(string requestId, IDictionary<SecurityId, IEnumerable<SecurityId>> legs)
result = messageConverter.ToFixSecurityLegsInfo(requestId, legs)
Converta as pernas do instrumento financeiro para FIX SecurityLegsInfo.
public virtual FixSecurityLegsRequest ToFixSecurityLegsRequest(SecurityLegsRequestMessage message)
result = messageConverter.ToFixSecurityLegsRequest(message)
Converter StockSharp SecurityLegsRequestMessage para FIX SecurityLegsRequest.
public virtual FixSecurityListRequest ToFixSecurityListRequest(SecurityLookupMessage message)
result = messageConverter.ToFixSecurityListRequest(message)
Converter StockSharp SecurityLookupMessage para FIX SecurityListRequest.
public virtual FixSecurityListResponse ToFixSecurityListResponse(ICollection<SecurityMessage> securities, string securityReqId, string securityResponseId, bool lastFragment)
result = messageConverter.ToFixSecurityListResponse(securities, securityReqId, securityResponseId, lastFragment)
Converter StockSharp SecurityMessage colection para FIX SecurityListResponse.
public virtual FixSecurityListResponseError ToFixSecurityListResponseError(string securityReqId, string securityResponseId, Exception error)
result = messageConverter.ToFixSecurityListResponseError(securityReqId, securityResponseId, error)
Converter erro para FIX SecurityListResponseError.
public virtual FixSecurityMapping ToFixSecurityMapping(SecurityMappingMessage message)
result = messageConverter.ToFixSecurityMapping(message)
Converter StockSharp SecurityMappingMessage para FIX SecurityMapping.
public virtual FixSecurityStatusRequest ToFixSecurityStatusRequest(SecurityMessage message)
result = messageConverter.ToFixSecurityStatusRequest(message)
Converter StockSharp SecurityMessage para FIX SecurityStatusRequest.
protected virtual string ToFixSecurityType(SecurityTypes? securityType)
result = messageConverter.ToFixSecurityType(securityType)
Converter tipo de instrumento financeiro para código de string FIX.
public virtual FixSequenceReset ToFixSequenceReset(bool gapFill, long newSeqNo)
result = messageConverter.ToFixSequenceReset(gapFill, newSeqNo)
Converta parâmetros de reset de sequência para FIX SequenceReset.
protected virtual char? ToFixSide(Sides? side)
result = messageConverter.ToFixSide(side)
Converter lado para código de caracteres FIX.
public virtual FixSubscription ToFixSubscription(string requestId, string responseId, MarketDataMessage message)
result = messageConverter.ToFixSubscription(requestId, responseId, message)
Converter StockSharpMarketDataMessage para FIX Subscription.
public virtual FixSubscriptionFinished ToFixSubscriptionFinished(SubscriptionFinishedMessage message, string mdReqId)
result = messageConverter.ToFixSubscriptionFinished(message, mdReqId)
Converter StockSharp SubscriptionFinishedMessage para FIX SubscriptionFinished.
public virtual FixSubscriptionOnline ToFixSubscriptionOnline(string mdReqId)
result = messageConverter.ToFixSubscriptionOnline(mdReqId)
Converter StockSharp SubscriptionOnlineMessage para FIX SubscriptionOnline.
public virtual FixSubscriptionResponse ToFixSubscriptionResponse(string mdReqId, string mdResponseId, string error)
result = messageConverter.ToFixSubscriptionResponse(mdReqId, mdResponseId, error)
Converter erro para FIX SubscriptionResponse.
public virtual FixSubscriptionResponse ToFixSubscriptionResponse(SubscriptionResponseMessage message, string mdReqId, string mdResponseId)
result = messageConverter.ToFixSubscriptionResponse(message, mdReqId, mdResponseId)
Converter StockSharp SubscriptionResponseMessage para FIX SubscriptionResponse.
protected virtual char? ToFixSubscriptionType(bool? isSubscribe)
result = messageConverter.ToFixSubscriptionType(isSubscribe)
Converta o tipo de assinatura para código de caracteres FIX.
public virtual FixTestRequest ToFixTestRequest(TimeMessage message)
result = messageConverter.ToFixTestRequest(message)
Converter StockSharp TimeMessage para FIX TestRequest.
protected virtual char? ToFixTimeInForce(TimeInForce? tif, DateTime? tillDate)
result = messageConverter.ToFixTimeInForce(tif, tillDate)
Converta o tempo em vigor para o código de caracteres FIX, usando para distinguir GoodTillCancel / Day / GoodTillDate (todos representados como PutInQueue).
protected virtual char? ToFixTimeInForce(TimeInForce? tif)
result = messageConverter.ToFixTimeInForce(tif)
Converter o tempo em vigor para o código de caracteres FIX.
public virtual FixTradingSessionStatus ToFixTradingSessionStatus(string requestId, BoardStateMessage message)
result = messageConverter.ToFixTradingSessionStatus(requestId, message)
Converter StockSharp BoardStateMessage para FIX TradingSessionStatus.
public virtual FixTradingSessionStatusRequest ToFixTradingSessionStatusRequest(BoardLookupMessage message)
result = messageConverter.ToFixTradingSessionStatusRequest(message)
Converter StockSharp BoardLookupMessage para FIX TradingSessionStatusRequest.
public virtual FixUserInfo ToFixUserInfo(UserInfoMessage message, string userRequestId)
result = messageConverter.ToFixUserInfo(message, userRequestId)
Converter StockSharp UserInfoMessage para FIX UserInfo.
public virtual FixUserRequest ToFixUserRequest(UserRequestMessage message)
result = messageConverter.ToFixUserRequest(message)
Converter StockSharp UserRequestMessage para FIX UserRequest.
public virtual FixUserRequestEx ToFixUserRequestEx(UserLookupMessage message)
result = messageConverter.ToFixUserRequestEx(message)
Converter StockSharp UserLookupMessage para FIX UserRequestEx.
public virtual FixUserResponse ToFixUserResponse(string userRequestId, string userName, UserStatus status, string text)
result = messageConverter.ToFixUserResponse(userRequestId, userName, status, text)
Converta parâmetros de resposta do usuário para FIX UserResponse.
public virtual ValueTuple<string, DateTime?> ToHistoryStart(FixHistoryStart fix)
result = messageConverter.ToHistoryStart(fix)
Converta FIX HistoryStartpara parâmetros de histórico.
public virtual DataTypeLookupMessage ToMessage(FixDataTypeLookup fix)
result = messageConverter.ToMessage(fix)
Converter FIX DataTypeLookup para StockSharp DataTypeLookupMessage.
public virtual OrderRegisterMessage ToMessage(FixNewOrderSingle fix)
result = messageConverter.ToMessage(fix)
Converter FIX NewOrderSingle para StockSharp OrderRegisterMessage.
public virtual OrderCancelMessage ToMessage(FixOrderCancelRequest fix)
result = messageConverter.ToMessage(fix)
Converter FIX OrderCancelRequest para StockSharp OrderCancelMessage.
public virtual UserInfoMessage ToMessage(FixUserInfo fix)
result = messageConverter.ToMessage(fix)
Converter FIX UserInfo para StockSharp UserInfoMessage.
public virtual OrderReplaceMessage ToMessage(FixOrderCancelReplaceRequest fix)
result = messageConverter.ToMessage(fix)
Converter FIX OrderCancelReplaceRequest para StockSharp OrderReplaceMessage.
public virtual NewsMessage ToMessage(FixNews fix)
result = messageConverter.ToMessage(fix)
Converter notícias FIX para StockSharp NewsMessage.
public virtual OrderGroupCancelMessage ToMessage(FixOrderMassCancelRequest fix)
result = messageConverter.ToMessage(fix)
Converter FIX OrderMassCancelRequest para StockSharp OrderGroupCancelMessage.
public virtual ValueTuple<ICollection<SecurityMessage>, string, string, bool> ToMessage(FixSecurityListResponse fix)
result = messageConverter.ToMessage(fix)
Converta FIX SecurityListResponse para StockSharp SecurityMessage@ colection com metadados.
public virtual OrderStatusMessage ToMessage(FixOrderStatusRequest fix)
result = messageConverter.ToMessage(fix)
Converter FIX OrderStatusRequest para StockSharp OrderStatusMessage.
public virtual PositionChangeMessage ToMessage(FixPositionReport fix)
result = messageConverter.ToMessage(fix)
Converter FIX PositionReport para StockSharp PositionChangeMessage.
public virtual OrderStatusMessage ToMessage(FixOrderMassStatusRequest fix)
result = messageConverter.ToMessage(fix)
Converter FIX OrderMassStatusRequestStockSharpOrderStatusMessage (pedido de massa).
public virtual ExecutionMessage ToMessage(FixExecutionReport fix)
result = messageConverter.ToMessage(fix)
Converter FIX ExecutionReport para StockSharp ExecutionMessage.
public virtual UserRequestMessage ToMessage(FixUserRequest fix)
result = messageConverter.ToMessage(fix)
Converter FIX UserRequest para StockSharp UserRequestMessage.
public virtual ValueTuple<string, string, UserStatus, string> ToMessage(FixUserResponse fix)
result = messageConverter.ToMessage(fix)
Converta FIX UserResponsepara parâmetros de resposta do usuário.
public virtual BoardLookupMessage ToMessage(FixTradingSessionStatusRequest fix)
result = messageConverter.ToMessage(fix)
Converter FIX TradingSessionStatusRequest para StockSharp BoardLookupMessage.
public virtual SubscriptionResponseMessage ToMessage(FixSubscriptionResponse fix)
result = messageConverter.ToMessage(fix)
Converter FIX SubscriptionResponse para StockSharp SubscriptionResponseMessage.
public virtual UserLookupMessage ToMessage(FixUserRequestEx fix)
result = messageConverter.ToMessage(fix)
Converter FIX UserRequestEx para StockSharp UserLookupMessage.
public virtual ValueTuple<string, string, string, DataType, ICollection<MDEntry>> ToMessage(FixMarketDataIncrementalRefresh fix)
result = messageConverter.ToMessage(fix)
Converta FIX MarketDataIncrementalRefresh para parâmetros de dados de mercado.
public virtual BoardLookupMessage ToMessage(FixBoardLookup fix)
result = messageConverter.ToMessage(fix)
Converter FIX BoardLookup para StockSharp BoardLookupMessage.
public virtual ValueTuple<SecurityId, string, DataType, ICollection<MDEntry>> ToMessage(FixMarketDataSnapshotFullRefresh fix)
result = messageConverter.ToMessage(fix)
Converta FIX MarketDataSnapshotFullRefresh para parâmetros de dados de mercado.
public virtual BoardMessage ToMessage(FixBoardUpdate fix)
result = messageConverter.ToMessage(fix)
Converter FIX BoardUpdate para StockSharp BoardMessage.
public virtual SecurityLookupMessage ToMessage(FixSecurityListRequest fix)
result = messageConverter.ToMessage(fix)
Converter FIX SecurityListRequest para StockSharp SecurityLookupMessage.
public virtual ValueTuple<string, char, string> ToMessage(FixOrderMassCancelReport fix)
result = messageConverter.ToMessage(fix)
Converta FIX OrderMassCancelReportpara os parâmetros de relatório de cancelamento de massa.
public virtual SecurityMessage ToMessage(FixSecurityStatusRequest fix)
result = messageConverter.ToMessage(fix)
Converter FIX SecurityStatusRequest para StockSharp SecurityMessage.
public virtual PortfolioLookupMessage ToMessage(FixRequestForPositions fix)
result = messageConverter.ToMessage(fix)
Converter FIX RequestForPositions para StockSharp PortfolioLookupMessage.
public virtual ValueTuple<string, string, string, DateTime> ToMessage(FixOrderCancelReject fix)
result = messageConverter.ToMessage(fix)
Converta FIX OrderCancelRejectpara cancelar os parâmetros de rejeição.
public virtual SecurityMappingMessage ToMessage(FixSecurityMapping fix)
result = messageConverter.ToMessage(fix)
Converter FIX SecurityMapping para StockSharp SecurityMappingMessage.
public virtual RemoveMessage ToMessage(FixRemove fix)
result = messageConverter.ToMessage(fix)
Converter FIX Remover para StockSharp RemoveMessage.
public virtual TimeMessage ToMessage(FixTestRequest fix)
result = messageConverter.ToMessage(fix)
Converter FIX TestRequest para StockSharp TimeMessage.
public virtual SubscriptionOnlineMessage ToMessage(FixSubscriptionOnline fix)
result = messageConverter.ToMessage(fix)
Converter FIX SubscriptionOnline para StockSharp SubscriptionOnlineMessage.
public virtual SubscriptionFinishedMessage ToMessage(FixSubscriptionFinished fix)
result = messageConverter.ToMessage(fix)
Converter FIX SubscriptionFinished para StockSharp SubscriptionFinishedMessage.
public virtual SecurityLegsRequestMessage ToMessage(FixSecurityLegsRequest fix)
result = messageConverter.ToMessage(fix)
Converter FIX SecurityLegsRequest para StockSharp SecurityLegsRequestMessage.
public IEnumerable<MarketDataMessage> ToMessages(FixMarketDataRequest fix)
result = messageConverter.ToMessages(fix)
Converter FIX MarketDataRequestStockSharpMarketDataMessage colection. Uma solicitação FIX pode gerar múltiplas mensagens S# (por instrumento financeiro/combinação de tipo de dados).
public virtual ValueTuple<long, long> ToResendRange(FixResendRequest fix)
result = messageConverter.ToResendRange(fix)
Converta FIX ResendRequest dados para intervalo de sequência.
public virtual ValueTuple<bool, long> ToSequenceReset(FixSequenceReset fix)
result = messageConverter.ToSequenceReset(fix)
Converta FIX SequenceReset dados para números de sequência.