AdapterRouter

AdapterRouter(IOrderRoutingState, Func<IMessageAdapter, IMessageAdapter>, CandleBuilderProvider, Func<bool>)

Initializes a new instance of AdapterRouter.

orderRouting

Order routing state.

getUnderlyingAdapter

Function to unwrap adapter to underlying.

candleBuilderProvider

Candle builder provider for subscription filtering.

levelExtend

Function returning Level1Extend setting.

AddMessageTypeAdapter(MessageTypes, IMessageAdapter)

Add adapter for specified message type.

AddNotSupported(long, IMessageAdapter)

Add adapter to non-supported set for a transaction (for retry logic).

AddOrderAdapter(long, IMessageAdapter)

Add order transaction to adapter mapping.

AddPortfolioAdapter(string, IMessageAdapter)

Add portfolio adapter mapping directly. Used during Load.

AddSecurityAdapter(ValueTuple<SecurityId, DataType>, IMessageAdapter)

Add security adapter mapping directly. Used during Load.

Clear()

Clears all adapter states and resets current state to Disconnected.

ClearPortfolioAdapters()

Clear portfolio adapters cache. Used during Load.

ClearSecurityAdapters()

Clear security adapters cache. Used during Load.

GetAdapters(Message, Func<IMessageAdapter, IMessageAdapter>) : ValueTuple<IMessageAdapter[], bool>

Get adapters for a message based on message type, security, and filtering.

message

Message to route.

getWrapper

Function to resolve wrapper adapter from underlying adapter.

返回值: Matched adapters array and whether supported-message filtering was skipped.

GetPortfolioAdapter(string, Func<IMessageAdapter, IMessageAdapter>) : IMessageAdapter

Get adapter for portfolio-based routing.

portfolioName

Portfolio name.

getWrapper

Function to resolve wrapper adapter from underlying adapter.

返回值: Found adapter or null.

GetSubscriptionAdaptersAsync(MarketDataMessage, IMessageAdapter[], bool, CancellationToken) : ValueTask<IMessageAdapter[]>

Get adapters for market data subscription with additional filtering (candles, build mode, etc.).

mdMsg

Market data message.

adapters

Pre-filtered adapters from IMessageAdapter}).

skipSupportedMessages

Whether supported-message filtering was skipped.

cancellationToken

CancellationToken

返回值: Filtered adapters.

RemoveMessageTypeAdapter(MessageTypes, IMessageAdapter)

Remove adapter for specified message type.

RemovePortfolioAdapter(string)

Remove adapter for portfolio.

RemoveSecurityAdapter(SecurityId, DataType)

Remove adapter for specific security and data type.

SetPortfolioAdapter(string, IMessageAdapter)

Set adapter for portfolio.

SetSecurityAdapter(SecurityId, DataType, IMessageAdapter)

Set adapter for specific security and data type.

TryGetOrderAdapter(long, IMessageAdapter) : bool

Try get adapter for order by transaction id.