ImexMessageAdapter
Imex 的电文适配器.
继承自: MessageAdapter
实现: IUdpMessageAdapter, IMessageAdapter, IMessageTransport, IPersistable, ILogReceiver, ILogSource, IDisposable, ICloneable<IMessageAdapter>, ICloneable, ILoginPasswordAdapter, IAddressAdapter<EndPoint>
构造函数
public ImexMessageAdapter(IdGenerator transactionIdGenerator)
imexMessageAdapter = ImexMessageAdapter(transactionIdGenerator)
初始化了 & ##ImexMessageAdapter+#的新实例.
- transactionIdGenerator
- 交易ID生成器。
属性
public string Account { get; set; }
value = imexMessageAdapter.Account
imexMessageAdapter.Account = value
账户标识符。
public EndPoint Address { get; set; }
value = imexMessageAdapter.Address
imexMessageAdapter.Address = value
输入服务器添加器 。
public override IEnumerable<Level1Fields> CandlesBuildFrom { get; }
value = imexMessageAdapter.CandlesBuildFrom
蜡烛的建造可能的选择.
public override bool CheckTimeFrameByRequest { get; }
value = imexMessageAdapter.CheckTimeFrameByRequest
以请求方式检查可能的时间范围 。
public bool DumpBinary { get; set; }
value = imexMessageAdapter.DumpBinary
imexMessageAdapter.DumpBinary = value
Verbose级的日志二进制(hex)垃圾堆放 SBE 信件.
public override bool EnqueueSubscriptions { get; set; }
value = imexMessageAdapter.EnqueueSubscriptions
imexMessageAdapter.EnqueueSubscriptions = value
入会订会.
public short? FilterMarketId { get; set; }
value = imexMessageAdapter.FilterMarketId
imexMessageAdapter.FilterMarketId = value
报告市场ID过滤器。 只有使用 market_id 的报告被处理, 其他报告被跳过 。
public string InstrumentMetadataUrl { get; set; }
value = imexMessageAdapter.InstrumentMetadataUrl
imexMessageAdapter.InstrumentMetadataUrl = value
每日仪器元数据堆放(默认情况下为%\https://storage.imexchange.tech/TS/instr-{yyyy-MM-dd}.json\})的基础 URL 。 方言在启动时下载此功能, 将响应直接流入流中, 并给不订阅活的 MD 仪器种子( Coloc Forwarder) 的主机种子 仪器槽/ 即时信息映射 。 空字符串禁用下载 —— 地图在被活的种子覆盖之前保持空(%\FeederColo\%) 。
public override bool IsFullCandlesOnly { get; }
value = imexMessageAdapter.IsFullCandlesOnly
Translates CandleMessage as only fully filled.
public override bool IsNativeIdentifiers { get; }
value = imexMessageAdapter.IsNativeIdentifiers
使用土著身份识别符识别信息中的金融工具。
public override bool IsNativeIdentifiersPersistable { get; }
value = imexMessageAdapter.IsNativeIdentifiersPersistable
原生标识符可以被存储.
public override bool IsSecurityNewsOnly { get; }
value = imexMessageAdapter.IsSecurityNewsOnly
适配器提供与特定金融工具相關的新闻.
public override bool IsSupportExecutionsPnL { get; }
value = imexMessageAdapter.IsSupportExecutionsPnL
Adapter fills PnL.
public override bool IsSupportOrderBookIncrements { get; }
value = imexMessageAdapter.IsSupportOrderBookIncrements
适生翻译增量令书.
public override bool IsSupportSubscriptions { get; }
value = imexMessageAdapter.IsSupportSubscriptions
支持任何订阅( ticks, 订购书等) 。
public override bool IsSupportTransactionLog { get; }
value = imexMessageAdapter.IsSupportTransactionLog
适配器在OrderStatusMessage的回执中翻译命令更改.
public string Login { get; set; }
value = imexMessageAdapter.Login
imexMessageAdapter.Login = value
登录.
public int MemberId { get; set; }
value = imexMessageAdapter.MemberId
imexMessageAdapter.MemberId = value
会员识别码.
public SecureString Password { get; set; }
value = imexMessageAdapter.Password
imexMessageAdapter.Password = value
密码
public override IEnumerable<ValueTuple<string, Type>> SecurityExtendedFields { get; }
value = imexMessageAdapter.SecurityExtendedFields
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public string SettingsFile { get; set; }
value = imexMessageAdapter.SettingsFile
imexMessageAdapter.SettingsFile = value
设置文件 。
public override IEnumerable<int> SupportedOrderBookDepths { get; }
value = imexMessageAdapter.SupportedOrderBookDepths
Available options for MaxDepth.
方法
protected override ValueTask CancelOrderAsync(OrderCancelMessage cancelMsg, CancellationToken cancellationToken)
result = imexMessageAdapter.CancelOrderAsync(cancelMsg, cancellationToken)
protected override ValueTask CancelOrderGroupAsync(OrderGroupCancelMessage cancelMsg, CancellationToken cancellationToken)
result = imexMessageAdapter.CancelOrderGroupAsync(cancelMsg, cancellationToken)
protected override ValueTask ConnectAsync(ConnectMessage connectMsg, CancellationToken cancellationToken)
result = imexMessageAdapter.ConnectAsync(connectMsg, cancellationToken)
public override IOrderLogMarketDepthBuilder CreateOrderLogMarketDepthBuilder(SecurityId securityId)
result = imexMessageAdapter.CreateOrderLogMarketDepthBuilder(securityId)
创建市场深度建设站.
- securityId
- 金融工具标识。
返回值: 订购日志到市场深度建设者.
protected override ValueTask DisconnectAsync(DisconnectMessage disconnectMsg, CancellationToken cancellationToken)
result = imexMessageAdapter.DisconnectAsync(disconnectMsg, cancellationToken)
public override IAsyncEnumerable<DataType> GetSupportedMarketDataTypesAsync(SecurityId securityId, DateTime? from, DateTime? to)
result = imexMessageAdapter.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.
public override bool IsAllDownloadingSupported(DataType dataType)
result = imexMessageAdapter.IsAllDownloadingSupported(dataType)
用于指定的所有金融工具下载启用。
- dataType
- 数据类型信息.
返回值: 检查结果。
public override bool IsSecurityRequired(DataType dataType)
result = imexMessageAdapter.IsSecurityRequired(dataType)
支持过滤订阅(订阅/不订阅指定金融工具).
- dataType
- 数据类型信息.
返回值: 检查结果。
public override bool IsSupportCandlesPriceLevels(MarketDataMessage subscription)
result = imexMessageAdapter.IsSupportCandlesPriceLevels(subscription)
Support candles PriceLevels.
- subscription
- MarketDataMessage
返回值: 检查结果。
public override bool IsSupportCandlesUpdates(MarketDataMessage subscription)
result = imexMessageAdapter.IsSupportCandlesUpdates(subscription)
支持订阅蜡烛和现场更新。
- subscription
- MarketDataMessage
返回值: 检查结果。
public override void Load(SettingsStorage storage)
imexMessageAdapter.Load(storage)
装入设置 。
- storage
- 设置存储 。
protected override ValueTask MarketDataAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)
result = imexMessageAdapter.MarketDataAsync(mdMsg, cancellationToken)
protected override ValueTask OrderStatusAsync(OrderStatusMessage statusMsg, CancellationToken cancellationToken)
result = imexMessageAdapter.OrderStatusAsync(statusMsg, cancellationToken)
protected override ValueTask PortfolioLookupAsync(PortfolioLookupMessage lookupMsg, CancellationToken cancellationToken)
result = imexMessageAdapter.PortfolioLookupAsync(lookupMsg, cancellationToken)
protected override ValueTask RegisterOrderAsync(OrderRegisterMessage regMsg, CancellationToken cancellationToken)
result = imexMessageAdapter.RegisterOrderAsync(regMsg, cancellationToken)
protected override ValueTask ResetAsync(ResetMessage resetMsg, CancellationToken cancellationToken)
result = imexMessageAdapter.ResetAsync(resetMsg, cancellationToken)
public override void Save(SettingsStorage storage)
imexMessageAdapter.Save(storage)
保存设置 。
- storage
- 设置存储 。
protected override ValueTask SecurityLookupAsync(SecurityLookupMessage lookupMsg, CancellationToken cancellationToken)
result = imexMessageAdapter.SecurityLookupAsync(lookupMsg, cancellationToken)
protected override ValueTask TimeAsync(TimeMessage timeMsg, CancellationToken cancellationToken)
result = imexMessageAdapter.TimeAsync(timeMsg, cancellationToken)