The messages mechanism is an internal logical layer of the architecture S#, ensuring interaction of various platform elements by the standard protocol.
Messages acts as information transmitting agent. Messages feature their own type MessageTypes. A certain class corresponds to each type of message. In turn, all classes of messages inherit from the abstract class Message, which provides descendants with such properties, as message type Message.Type and Message.LocalTime - local time when the message was created/received.
The messages can be outgoing and incoming.
- The outgoing messages - the messages, sent to the external system. Usually those are the commands, generated by the software, for example, the message ConnectMessage - the command, requesting connection with server.
- The incoming messages - the messages, coming from the external system. Those are the messages, transmitting information on market data, transactions, portfolio, connection events etc. For example, the QuoteChangeMessage message - transmits information on change of the order book.
Message adapter plays role of an intermediary between the trading system and the software. Each type of connector has its own adapter class (-es), inherited from the abstract class MessageAdapter.
The adapter performs two main functions:
- Converts outgoing messages into commands of the specific trading system.
- Converts information from the trading system (connection, market data, transactions etc.) in to incoming messages.
- Transport channel - ensures synchronization of incoming and outgoing messages.