BvmtFixDialect
Tunis BVMT FIX protocol dialect.
继承自: BaseFixDialect
构造函数
BvmtFixDialect(IdGenerator)
Initializes a new instance of the BvmtFixDialect.
- transactionIdGenerator
- Transaction id generator.
属性
FeatureName : string
Feature name.
IsNativeIdentifiers : bool
Identify security in messages by native identifier Native.
IsReplaceCommandEditCurrent : bool
Is the OrderReplaceMessage command edit a current order.
IsSupportTransactionLog : bool
Adapter translates orders changes on reply of OrderStatusMessage.
LogicalAccessId : string
Logical access id.
LoginAsPortfolioName : bool
Use Login as portfolio name.
OrdersQueuingMode : OrdersQueuingMode
Order queue mode.
PartitionId : string
Partition id.
PossibleSupportedMessages : IEnumerable<MessageTypeInfo>
Possible supported message types.
SupportUnknownExecutions : bool
Support executions processing, generated by third-party software.
方法
ApplyTimeInForce(ExecutionReport, ExecutionMessage, bool) : bool
Apply time in force.
- report
- msg
- throwInvalid
GetExecutionTime(ExecutionReport) : DateTime
Get execution time.
GetOrderState(ExecutionReport) : OrderStates?
Convert OrdStatus to OrderStates value.
- report
- ExecutionReport value.
返回值: OrderStates value.
GetOrderType(ExecutionReport, OrderCondition) : OrderTypes
Get order type.
- report
- Execution report.
- condition
- Base order condition (for example, for stop order algo orders).
返回值: Order type.
GetSupportedMarketDataTypesAsync(SecurityId, DateTime?, DateTime?) : IAsyncEnumerable<DataType>
Get supported by adapter message types.
- securityId
- SecurityId
- from
- Start date for request. If , then all available messages will be returned.
- to
- End date for request. If , then all available messages will be returned.
返回值: Supported by adapter market data types.
OnReadAsync(IFixReader, string, CancellationToken) : IAsyncEnumerable<Message>
Read next message from FIX protocol.
- reader
- The reader of data recorded in the FIX protocol format.
- msgType
- Message type.
- cancellationToken
- CancellationToken
返回值: The sequence of messages.
OnWriteAsync(IFixWriter, Message, CancellationToken) : ValueTask<string>
Write the specified message into FIX protocol.
- writer
- The recorder of data in the FIX protocol format.
- message
- The message.
- cancellationToken
- Cancellation token.
返回值: FixMessages value.
ProcessExecutionReportAsync(ExecutionReport, Func<ExecutionReport, ExecutionMessage, CancellationToken, IAsyncEnumerable<ExecutionMessage>>, CancellationToken) : IAsyncEnumerable<Message>
Process ExecutionReport instance.
- report
- ExecutionReport instance.
- processExecMsg
- Post handle an ExecutionMessage instance.
- cancellationToken
- CancellationToken
ProcessExecutionReportExtraTagAsync(FixTags, IFixReader, ExecutionReport, CancellationToken) : ValueTask<bool>
Process extra tags for ExecutionReport.
- tag
- Tag.
- reader
- The reader of data recorded in the FIX protocol format.
- report
- Execution report.
- cancellationToken
- CancellationToken
返回值: Result.
TryParseNextMsqSeqNum(string) : long?
Try extract expected MsgSeqNum from the specified error message.
- errorMessage
- Error message.
返回值: MsgSeqNum or .