SwissQuoteFixDialect

StockSharp.Fix.Dialects

SwissQuoteFIX协议方言.

构造函数

public SwissQuoteFixDialect(IdGenerator transactionIdGenerator)

swissQuoteFixDialect = SwissQuoteFixDialect(transactionIdGenerator)

初始化了 & ##SwissQuoteFixDialect+#的新实例.

transactionIdGenerator: 交易ID生成器。

属性

FeatureName

public override string FeatureName { get; }

value = swissQuoteFixDialect.FeatureName

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LoginAsPortfolioName

protected override bool LoginAsPortfolioName { get; }

value = swissQuoteFixDialect.LoginAsPortfolioName

使用登录作为组合名。

PossibleSupportedMessages

public override IEnumerable<MessageTypeInfo> PossibleSupportedMessages { get; }

value = swissQuoteFixDialect.PossibleSupportedMessages

可能支持的信息类型。

SupportedOrderBookDepths

public override IEnumerable<int> SupportedOrderBookDepths { get; }

value = swissQuoteFixDialect.SupportedOrderBookDepths

Available options for MaxDepth.

方法

GetOrderState

protected override OrderStates? GetOrderState(ExecutionReport report)

result = swissQuoteFixDialect.GetOrderState(report)

Convert OrdStatus to OrderStates value.

report: ExecutionReport值。

返回值: OrderStates值。

GetSupportedMarketDataTypesAsync

public override IAsyncEnumerable<DataType> GetSupportedMarketDataTypesAsync(SecurityId securityId, DateTime? from, DateTime? to)

result = swissQuoteFixDialect.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.

OnReadAsync

protected override IAsyncEnumerable<Message> OnReadAsync(IFixReader reader, string msgType, CancellationToken cancellationToken)

result = swissQuoteFixDialect.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 = swissQuoteFixDialect.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 = swissQuoteFixDialect.ProcessExecutionReportAsync(report, processExecMsg, cancellationToken)

Process ExecutionReport instance.

report: ExecutionReport例.
processExecMsg: Post handle an ExecutionMessage instance.
cancellationToken: CancellationToken

SecurityLookupAsync

protected override ValueTask SecurityLookupAsync(SecurityLookupMessage lookupMsg, CancellationToken cancellationToken)

result = swissQuoteFixDialect.SecurityLookupAsync(lookupMsg, cancellationToken)