IMessageConverter

ToFixBoard

public FixBoard ToFixBoard(string requestId, BoardMessage message)

result = iMessageConverter.ToFixBoard(requestId, message)

Преобразуйте StockSharp BoardMessage в FIX Board.

ToFixBoardLookup

public FixBoardLookup ToFixBoardLookup(BoardLookupMessage message)

result = iMessageConverter.ToFixBoardLookup(message)

Преобразуйте StockSharp BoardLookupMessage в FIX BoardLookup.

ToFixBoardUpdate

public FixBoardUpdate ToFixBoardUpdate(BoardMessage message)

result = iMessageConverter.ToFixBoardUpdate(message)

Преобразуйте StockSharp BoardMessage в FIX BoardUpdate.

ToFixDataTypeInfo

public FixDataTypeInfo ToFixDataTypeInfo(string requestId, DataTypeInfoMessage message)

result = iMessageConverter.ToFixDataTypeInfo(requestId, message)

Преобразуйте StockSharp DataTypeInfoMessage в FIX DataTypeInfo.

ToFixDataTypeLookup

public FixDataTypeLookup ToFixDataTypeLookup(DataTypeLookupMessage message)

result = iMessageConverter.ToFixDataTypeLookup(message)

Преобразуйте StockSharp DataTypeLookupMessage в FIX DataTypeLookup.

ToFixExecutionReport

public FixExecutionReport ToFixExecutionReport(ExecutionMessage message, string ordStatusReqId, string massStatusReqId, string origClOrdId, string clOrdId)

result = iMessageConverter.ToFixExecutionReport(message, ordStatusReqId, massStatusReqId, origClOrdId, clOrdId)

Преобразуйте StockSharp ExecutionMessage в FIX ExecutionReport.

ToFixHeartbeat

public FixHeartbeat ToFixHeartbeat(string testReqId)

result = iMessageConverter.ToFixHeartbeat(testReqId)

Преобразуйте параметры пульса в FIX Heartbeat.

ToFixHistoryStart

public FixHistoryStart ToFixHistoryStart(string requestId, DateTime? from)

result = iMessageConverter.ToFixHistoryStart(requestId, from)

Преобразуйте параметры истории в FIX HistoryStart.

ToFixLogonResponse

public FixLogonResponse ToFixLogonResponse(string sessionId, string licenseFeatureId, DateTime componentTimestamp)

result = iMessageConverter.ToFixLogonResponse(sessionId, licenseFeatureId, componentTimestamp)

Преобразуйте параметры ответа на вход в систему в 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)

Преобразуйте записи рыночных данных в FIX MarketDataIncrementalRefresh.

ToFixMarketDataRequest

public FixMarketDataRequest ToFixMarketDataRequest(MarketDataMessage message, FixId mdReqId, FixId mdResponseId)

result = iMessageConverter.ToFixMarketDataRequest(message, mdReqId, mdResponseId)

Преобразуйте StockSharp MarketDataMessage в FIX MarketDataRequest.

ToFixMarketDataRequestReject

public FixMarketDataRequestReject ToFixMarketDataRequestReject(string mdReqId, Exception error)

result = iMessageConverter.ToFixMarketDataRequestReject(mdReqId, error)

Преобразуйте ошибку в FIX MarketDataRequestReject.

ToFixMarketDataSnapshotFullRefresh

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

result = iMessageConverter.ToFixMarketDataSnapshotFullRefresh(securityId, mdReqId, buildFrom, entries)

Преобразуйте записи рыночных данных в FIX MarketDataSnapshotFullRefresh.

ToFixNewOrderSingle

public FixNewOrderSingle ToFixNewOrderSingle(OrderRegisterMessage message)

result = iMessageConverter.ToFixNewOrderSingle(message)

Преобразуйте StockSharp OrderRegisterMessage в FIX NewOrderSingle.

ToFixNews

public FixNews ToFixNews(NewsMessage message, string mdResponseId)

result = iMessageConverter.ToFixNews(message, mdResponseId)

Конвертируйте StockSharp NewsMessage в FIX News.

ToFixOrderCancelReject

public FixOrderCancelReject ToFixOrderCancelReject(string clOrdId, string orderId, string errorText, DateTime transactTime)

result = iMessageConverter.ToFixOrderCancelReject(clOrdId, orderId, errorText, transactTime)

Преобразуйте параметры отклонения заказа на отмену заказа в FIX OrderCancelReject.

ToFixOrderCancelReplaceRequest

public FixOrderCancelReplaceRequest ToFixOrderCancelReplaceRequest(OrderReplaceMessage message)

result = iMessageConverter.ToFixOrderCancelReplaceRequest(message)

Преобразуйте StockSharp OrderReplaceMessage в FIX OrderCancelReplaceRequest.

ToFixOrderCancelRequest

public FixOrderCancelRequest ToFixOrderCancelRequest(OrderCancelMessage message)

result = iMessageConverter.ToFixOrderCancelRequest(message)

Преобразуйте StockSharp OrderCancelMessage в FIX OrderCancelRequest.

ToFixOrderMassCancelReport

public FixOrderMassCancelReport ToFixOrderMassCancelReport(string clOrdId, char massCancelRequestType, string errorMessage)

result = iMessageConverter.ToFixOrderMassCancelReport(clOrdId, massCancelRequestType, errorMessage)

Преобразовать параметры отчета о массовом отмене заказов в FIX OrderMassCancelReport.

ToFixOrderMassCancelRequest

public FixOrderMassCancelRequest ToFixOrderMassCancelRequest(OrderGroupCancelMessage message)

result = iMessageConverter.ToFixOrderMassCancelRequest(message)

Преобразуйте StockSharp OrderGroupCancelMessage в FIX OrderMassCancelRequest.

ToFixOrderMassStatusRequest

public FixOrderMassStatusRequest ToFixOrderMassStatusRequest(OrderStatusMessage message)

result = iMessageConverter.ToFixOrderMassStatusRequest(message)

Преобразовать StockSharp OrderStatusMessage (массовый запрос) в FIX OrderMassStatusRequest.

ToFixOrderStatusRequest

public FixOrderStatusRequest ToFixOrderStatusRequest(OrderStatusMessage message)

result = iMessageConverter.ToFixOrderStatusRequest(message)

Преобразуйте StockSharp OrderStatusMessage в FIX OrderStatusRequest.

ToFixPositionReport

public FixPositionReport ToFixPositionReport(PositionChangeMessage message, string posReqId)

result = iMessageConverter.ToFixPositionReport(message, posReqId)

Преобразуйте StockSharp PositionChangeMessage в 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)

Преобразуйте параметры позиции в 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)

Преобразуйте параметры отклонения в FIX Reject.

ToFixRemoteFile

public FixRemoteFile ToFixRemoteFile(string requestId, RemoteFileMessage message)

result = iMessageConverter.ToFixRemoteFile(requestId, message)

Преобразуйте StockSharp RemoteFileMessage в FIX RemoteFile.

ToFixRemove

public FixRemove ToFixRemove(RemoveMessage message)

result = iMessageConverter.ToFixRemove(message)

Преобразовать StockSharp RemoveMessage в FIX Удалить.

ToFixRequestForPositions

public FixRequestForPositions ToFixRequestForPositions(PortfolioLookupMessage message)

result = iMessageConverter.ToFixRequestForPositions(message)

Преобразуйте StockSharp PortfolioLookupMessage в FIX RequestForPositions.

ToFixResendRequest

public FixResendRequest ToFixResendRequest(long beginSeqNo, long endSeqNo)

result = iMessageConverter.ToFixResendRequest(beginSeqNo, endSeqNo)

Преобразовать диапазон последовательности в FIX ResendRequest.

ToFixSecurityLegsInfo

public FixSecurityLegsInfo ToFixSecurityLegsInfo(string requestId, IDictionary<SecurityId, IEnumerable<SecurityId>> legs)

result = iMessageConverter.ToFixSecurityLegsInfo(requestId, legs)

Конвертируйте части финансового инструмента в FIX SecurityLegsInfo.

ToFixSecurityLegsRequest

public FixSecurityLegsRequest ToFixSecurityLegsRequest(SecurityLegsRequestMessage message)

result = iMessageConverter.ToFixSecurityLegsRequest(message)

Преобразуйте StockSharp SecurityLegsRequestMessage в FIX SecurityLegsRequest.

ToFixSecurityListRequest

public FixSecurityListRequest ToFixSecurityListRequest(SecurityLookupMessage message)

result = iMessageConverter.ToFixSecurityListRequest(message)

Преобразуйте StockSharp SecurityLookupMessage в FIX SecurityListRequest.

ToFixSecurityListResponse

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

result = iMessageConverter.ToFixSecurityListResponse(securities, securityReqId, securityResponseId, lastFragment)

Преобразуйте коллекцию StockSharp SecurityMessage в FIX SecurityListResponse.

ToFixSecurityListResponseError

public FixSecurityListResponseError ToFixSecurityListResponseError(string securityReqId, string securityResponseId, Exception error)

result = iMessageConverter.ToFixSecurityListResponseError(securityReqId, securityResponseId, error)

Преобразуйте ошибку в FIX SecurityListResponseError.

ToFixSecurityMapping

public FixSecurityMapping ToFixSecurityMapping(SecurityMappingMessage message)

result = iMessageConverter.ToFixSecurityMapping(message)

Преобразуйте StockSharp SecurityMappingMessage в FIX SecurityMapping.

ToFixSecurityStatusRequest

public FixSecurityStatusRequest ToFixSecurityStatusRequest(SecurityMessage message)

result = iMessageConverter.ToFixSecurityStatusRequest(message)

Преобразуйте StockSharp SecurityMessage в FIX SecurityStatusRequest.

ToFixSequenceReset

public FixSequenceReset ToFixSequenceReset(bool gapFill, long newSeqNo)

result = iMessageConverter.ToFixSequenceReset(gapFill, newSeqNo)

Преобразуйте параметры сброса последовательности в FIX SequenceReset.

ToFixSubscription

public FixSubscription ToFixSubscription(string requestId, string responseId, MarketDataMessage message)

result = iMessageConverter.ToFixSubscription(requestId, responseId, message)

Преобразуйте StockSharp MarketDataMessage в подписку FIX.

ToFixSubscriptionFinished

public FixSubscriptionFinished ToFixSubscriptionFinished(SubscriptionFinishedMessage message, string mdReqId)

result = iMessageConverter.ToFixSubscriptionFinished(message, mdReqId)

Преобразуйте StockSharp SubscriptionFinishedMessage в FIX SubscriptionFinished.

ToFixSubscriptionOnline

public FixSubscriptionOnline ToFixSubscriptionOnline(string mdReqId)

result = iMessageConverter.ToFixSubscriptionOnline(mdReqId)

Преобразуйте StockSharp SubscriptionOnlineMessage в FIX SubscriptionOnline.

ToFixSubscriptionResponse

public FixSubscriptionResponse ToFixSubscriptionResponse(SubscriptionResponseMessage message, string mdReqId, string mdResponseId)

result = iMessageConverter.ToFixSubscriptionResponse(message, mdReqId, mdResponseId)

Преобразуйте StockSharp SubscriptionResponseMessage в FIX SubscriptionResponse.

ToFixSubscriptionResponse

public FixSubscriptionResponse ToFixSubscriptionResponse(string mdReqId, string mdResponseId, string error)

result = iMessageConverter.ToFixSubscriptionResponse(mdReqId, mdResponseId, error)

Преобразуйте ошибку в FIX SubscriptionResponse.

ToFixTestRequest

public FixTestRequest ToFixTestRequest(TimeMessage message)

result = iMessageConverter.ToFixTestRequest(message)

Преобразуйте StockSharp TimeMessage в FIX TestRequest.

ToFixTradingSessionStatus

public FixTradingSessionStatus ToFixTradingSessionStatus(string requestId, BoardStateMessage message)

result = iMessageConverter.ToFixTradingSessionStatus(requestId, message)

Преобразуйте StockSharp BoardStateMessage в FIX TradingSessionStatus.

ToFixTradingSessionStatusRequest

public FixTradingSessionStatusRequest ToFixTradingSessionStatusRequest(BoardLookupMessage message)

result = iMessageConverter.ToFixTradingSessionStatusRequest(message)

Преобразуйте StockSharp BoardLookupMessage в FIX TradingSessionStatusRequest.

ToFixUserInfo

public FixUserInfo ToFixUserInfo(UserInfoMessage message, string userRequestId)

result = iMessageConverter.ToFixUserInfo(message, userRequestId)

Преобразуйте StockSharp UserInfoMessage в FIX UserInfo.

ToFixUserRequest

public FixUserRequest ToFixUserRequest(UserRequestMessage message)

result = iMessageConverter.ToFixUserRequest(message)

Преобразуйте StockSharp UserRequestMessage в FIX UserRequest.

ToFixUserRequestEx

public FixUserRequestEx ToFixUserRequestEx(UserLookupMessage message)

result = iMessageConverter.ToFixUserRequestEx(message)

Преобразуйте StockSharp UserLookupMessage в FIX UserRequestEx.

ToFixUserResponse

public FixUserResponse ToFixUserResponse(string userRequestId, string userName, UserStatus status, string text)

result = iMessageConverter.ToFixUserResponse(userRequestId, userName, status, text)

Преобразуйте параметры ответа пользователя в FIX UserResponse.

ToHistoryStart

public ValueTuple<string, DateTime?> ToHistoryStart(FixHistoryStart fix)

result = iMessageConverter.ToHistoryStart(fix)

Преобразовать FIX HistoryStart в параметры истории.

ToMessage

public SubscriptionResponseMessage ToMessage(FixSubscriptionResponse fix)

result = iMessageConverter.ToMessage(fix)

Преобразуйте FIX SubscriptionResponse в StockSharp SubscriptionResponseMessage.

ToMessage

public SubscriptionOnlineMessage ToMessage(FixSubscriptionOnline fix)

result = iMessageConverter.ToMessage(fix)

Преобразуйте FIX SubscriptionOnline в StockSharp SubscriptionOnlineMessage.

ToMessage

public ValueTuple<string, char, string> ToMessage(FixOrderMassCancelReport fix)

result = iMessageConverter.ToMessage(fix)

Преобразуйте FIX OrderMassCancelReport в параметры отчета о массовой отмене заказов.

ToMessage

public ValueTuple<SecurityId, string, DataType, ICollection<MDEntry>> ToMessage(FixMarketDataSnapshotFullRefresh fix)

result = iMessageConverter.ToMessage(fix)

Преобразуйте FIX MarketDataSnapshotFullRefresh в параметры рыночных данных.

ToMessage

public ValueTuple<string, string, string, DataType, ICollection<MDEntry>> ToMessage(FixMarketDataIncrementalRefresh fix)

result = iMessageConverter.ToMessage(fix)

Преобразуйте FIX MarketDataIncrementalRefresh в параметры рыночных данных.

ToMessage

public SubscriptionFinishedMessage ToMessage(FixSubscriptionFinished fix)

result = iMessageConverter.ToMessage(fix)

Преобразуйте FIX SubscriptionFinished в StockSharp SubscriptionFinishedMessage.

ToMessage

public ValueTuple<string, string, string, DateTime> ToMessage(FixOrderCancelReject fix)

result = iMessageConverter.ToMessage(fix)

Преобразуйте FIX OrderCancelReject в параметры отклонения заказа на отмену заказа.

ToMessage

public DataTypeLookupMessage ToMessage(FixDataTypeLookup fix)

result = iMessageConverter.ToMessage(fix)

Преобразуйте FIX DataTypeLookup в StockSharp DataTypeLookupMessage.

ToMessage

public UserInfoMessage ToMessage(FixUserInfo fix)

result = iMessageConverter.ToMessage(fix)

Преобразуйте FIX UserInfo в StockSharp UserInfoMessage.

ToMessage

public OrderCancelMessage ToMessage(FixOrderCancelRequest fix)

result = iMessageConverter.ToMessage(fix)

Преобразуйте FIX OrderCancelRequest в StockSharp OrderCancelMessage.

ToMessage

public OrderReplaceMessage ToMessage(FixOrderCancelReplaceRequest fix)

result = iMessageConverter.ToMessage(fix)

Преобразуйте FIX OrderCancelReplaceRequest в StockSharp OrderReplaceMessage.

ToMessage

public OrderGroupCancelMessage ToMessage(FixOrderMassCancelRequest fix)

result = iMessageConverter.ToMessage(fix)

Преобразуйте FIX OrderMassCancelRequest в StockSharp OrderGroupCancelMessage.

ToMessage

public OrderStatusMessage ToMessage(FixOrderStatusRequest fix)

result = iMessageConverter.ToMessage(fix)

Преобразуйте FIX OrderStatusRequest в StockSharp OrderStatusMessage.

ToMessage

public OrderStatusMessage ToMessage(FixOrderMassStatusRequest fix)

result = iMessageConverter.ToMessage(fix)

Преобразование FIX OrderMassStatusRequest в StockSharp OrderStatusMessage (массовый запрос).

ToMessage

public TimeMessage ToMessage(FixTestRequest fix)

result = iMessageConverter.ToMessage(fix)

Преобразуйте FIX TestRequest в StockSharp TimeMessage.

ToMessage

public BoardLookupMessage ToMessage(FixTradingSessionStatusRequest fix)

result = iMessageConverter.ToMessage(fix)

Преобразуйте FIX TradingSessionStatusRequest в StockSharp BoardLookupMessage.

ToMessage

public SecurityLookupMessage ToMessage(FixSecurityListRequest fix)

result = iMessageConverter.ToMessage(fix)

Преобразуйте FIX SecurityListRequest в StockSharp SecurityLookupMessage.

ToMessage

public SecurityMessage ToMessage(FixSecurityStatusRequest fix)

result = iMessageConverter.ToMessage(fix)

Преобразуйте FIX SecurityStatusRequest в StockSharp SecurityMessage.

ToMessage

public ValueTuple<string, string, UserStatus, string> ToMessage(FixUserResponse fix)

result = iMessageConverter.ToMessage(fix)

Преобразуйте FIX UserResponse в параметры ответа пользователя.

ToMessage

public SecurityMappingMessage ToMessage(FixSecurityMapping fix)

result = iMessageConverter.ToMessage(fix)

Преобразуйте FIX SecurityMapping в StockSharp SecurityMappingMessage.

ToMessage

public SecurityLegsRequestMessage ToMessage(FixSecurityLegsRequest fix)

result = iMessageConverter.ToMessage(fix)

Преобразуйте FIX SecurityLegsRequest в StockSharp SecurityLegsRequestMessage.

ToMessage

public UserRequestMessage ToMessage(FixUserRequest fix)

result = iMessageConverter.ToMessage(fix)

Преобразуйте FIX UserRequest в StockSharp UserRequestMessage.

ToMessage

public UserLookupMessage ToMessage(FixUserRequestEx fix)

result = iMessageConverter.ToMessage(fix)

Преобразуйте FIX UserRequestEx в StockSharp UserLookupMessage.

ToMessage

public BoardLookupMessage ToMessage(FixBoardLookup fix)

result = iMessageConverter.ToMessage(fix)

Преобразуйте FIX BoardLookup в StockSharp BoardLookupMessage.

ToMessage

public BoardMessage ToMessage(FixBoardUpdate fix)

result = iMessageConverter.ToMessage(fix)

Преобразуйте FIX BoardUpdate в StockSharp BoardMessage.

ToMessage

public RemoveMessage ToMessage(FixRemove fix)

result = iMessageConverter.ToMessage(fix)

Преобразовать FIX Remove в StockSharp RemoveMessage.

ToMessage

public ExecutionMessage ToMessage(FixExecutionReport fix)

result = iMessageConverter.ToMessage(fix)

Преобразуйте FIX ExecutionReport в StockSharp ExecutionMessage.

ToMessage

public PositionChangeMessage ToMessage(FixPositionReport fix)

result = iMessageConverter.ToMessage(fix)

Преобразуйте FIX PositionReport в StockSharp PositionChangeMessage.

ToMessage

public ValueTuple<ICollection<SecurityMessage>, string, string, bool> ToMessage(FixSecurityListResponse fix)

result = iMessageConverter.ToMessage(fix)

Преобразование FIX SecurityListResponse в коллекцию StockSharp SecurityMessage с метаданными.

ToMessage

public NewsMessage ToMessage(FixNews fix)

result = iMessageConverter.ToMessage(fix)

Преобразуйте FIX News в StockSharp NewsMessage.

ToMessage

public PortfolioLookupMessage ToMessage(FixRequestForPositions fix)

result = iMessageConverter.ToMessage(fix)

Преобразуйте FIX RequestForPositions в StockSharp PortfolioLookupMessage.

ToMessage

public OrderRegisterMessage ToMessage(FixNewOrderSingle fix)

result = iMessageConverter.ToMessage(fix)

Преобразуйте FIX NewOrderSingle в StockSharp OrderRegisterMessage.

ToMessages

public IEnumerable<MarketDataMessage> ToMessages(FixMarketDataRequest fix)

result = iMessageConverter.ToMessages(fix)

Преобразовать FIX MarketDataRequest в коллекцию StockSharp MarketDataMessage. Один запрос FIX может генерировать несколько сообщений S# (для каждой комбинации финансового инструмента/типа данных).

ToResendRange

public ValueTuple<long, long> ToResendRange(FixResendRequest fix)

result = iMessageConverter.ToResendRange(fix)

Преобразуйте данные FIX ResendRequest в диапазон последовательности.

ToSequenceReset

public ValueTuple<bool, long> ToSequenceReset(FixSequenceReset fix)

result = iMessageConverter.ToSequenceReset(fix)

Преобразуйте данные FIX SequenceReset в порядковые номера.