ExanteFixDialect
StockSharp.Fix.Dialects
Exante FIX协议方言.
继承自: BaseFixDialect
构造函数
ExanteFixDialect
public ExanteFixDialect(IdGenerator transactionIdGenerator)exanteFixDialect = ExanteFixDialect(transactionIdGenerator)初始化了 & ##ExanteFixDialect+#的新实例.
- transactionIdGenerator
- 交易ID生成器。
属性
FeatureName
public override string FeatureName { get; }value = exanteFixDialect.FeatureName地物名相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相
PossibleSupportedMessages
public override IEnumerable<MessageTypeInfo> PossibleSupportedMessages { get; }value = exanteFixDialect.PossibleSupportedMessages可能支持的信息类型 。
SupportedOrderBookDepths
public override IEnumerable<int> SupportedOrderBookDepths { get; }value = exanteFixDialect.SupportedOrderBookDepthsAvailable options for MaxDepth.
方法
GetSupportedMarketDataTypesAsync
public override IAsyncEnumerable<DataType> GetSupportedMarketDataTypesAsync(SecurityId securityId, DateTime? from, DateTime? to)result = exanteFixDialect.GetSupportedMarketDataTypesAsync(securityId, from, to)获得适配器消息类型支持 。
- securityId
- SecurityId
- from
- 请求的起始日期。 如果 , 那么所有可用的信件都会被返回 。
- to
- 请求结束日期。 如果 , 那么所有可用的信件都会被退回 。
返回值: 由适配器市场数据类型支持.
InitSecId
protected override void InitSecId(SecurityMessage message, string symbol, string securityExchange, string idSource, string idValue)exanteFixDialect.InitSecId(message, symbol, securityExchange, idSource, idValue)输入金融工具id信息.
- message
- 包含金融工具信息的信息。
- symbol
- 符号。
- securityExchange
- 金融工具交换。
- idSource
- ID来源.
- idValue
- 值值( Id value).
OnReadAsync
protected override IAsyncEnumerable<Message> OnReadAsync(IFixReader reader, string msgType, CancellationToken cancellationToken)result = exanteFixDialect.OnReadAsync(reader, msgType, cancellationToken)读取 FIX 协议的下一封信件 。
- reader
- 以FIX协议格式记录的数据的读取器.
- msgType
- 消息类型 。
- cancellationToken
- CancellationToken
返回值: 消息的顺序.
OnWriteAsync
protected override ValueTask<string> OnWriteAsync(IFixWriter writer, Message message, CancellationToken cancellationToken)result = exanteFixDialect.OnWriteAsync(writer, message, cancellationToken)将指定的消息写入 FIX 协议 。
- writer
- FIX协议格式的数据记录器.
- message
- 腾讯.
- cancellationToken
- 取消的代币。
返回值: FixMessages值 。
ProcessExecutionReportAsync
protected override IAsyncEnumerable<Message> ProcessExecutionReportAsync(ExecutionReport report, Func<ExecutionReport, ExecutionMessage, CancellationToken, IAsyncEnumerable<ExecutionMessage>> processExecMsg, CancellationToken cancellationToken)result = exanteFixDialect.ProcessExecutionReportAsync(report, processExecMsg, cancellationToken)Process ExecutionReport instance.
- report
- ExecutionReport例.
- processExecMsg
- Post handle an ExecutionMessage instance.
- cancellationToken
- CancellationToken
ProcessExecutionReportAsync
protected override IAsyncEnumerable<ExecutionMessage> ProcessExecutionReportAsync(ExecutionReport report, ExecutionMessage message, CancellationToken cancellationToken)result = exanteFixDialect.ProcessExecutionReportAsync(report, message, cancellationToken)Process ExecutionReport instance.
- report
- ExecutionReport例.
- message
- ExecutionMessage
- cancellationToken
- CancellationToken