IMessageAdapter
Base message adapter interface which convert messages Message to native commands and back.
实现: IMessageTransport, IPersistable, ILogReceiver, ILogSource, IDisposable, ICloneable<IMessageAdapter>, ICloneable
属性
AssociatedBoards : string[]
The adapter can process subscription only with instruments associated with the specified board.
CandlesBuildFrom : IEnumerable<Level1Fields>
Possible options for candles building.
Categories : MessageAdapterCategories
Message adapter categories.
CheckTimeFrameByRequest : bool
Check possible time-frame by request.
DisconnectTimeout : TimeSpan
Gets the timeout to wait for a graceful disconnect.
EnqueueSubscriptions : bool
Enqueue subscriptions.
ExtraSetup : bool
The adapter requires extra setup.
FaultDelay : TimeSpan
Gets or sets the delay applied between faulted iterations.
FeatureName : string
Feature name.
HeartbeatBeforeConnect : bool
Start sending TimeMessage before connection established.
HeartbeatInterval : TimeSpan
Server check interval for track the connection alive. The value is Zero turned off tracking.
IsAutoReplyOnTransactonalUnsubscription : bool
Send auto response for OrderStatusMessage and PortfolioLookupMessage unsubscribes.
IsFullCandlesOnly : bool
Translates CandleMessage as only fully filled.
IsNativeIdentifiers : bool
Identify security in messages by native identifier Native.
IsNativeIdentifiersPersistable : bool
Native identifier can be stored.
IsPositionsEmulationRequired : bool?
Adapter required emulation PositionChangeMessage.
IsReplaceCommandEditCurrent : bool
Is the OrderReplaceMessage command edit a current order.
IsSecurityNewsOnly : bool
Adapter provides news related with specified security.
IsSupportExecutionsPnL : bool
Adapter fills PnL.
IsSupportOrderBookIncrements : bool
Adapter translates incremental order books.
IsSupportSubscriptions : bool
Support any subscriptions (ticks, order books etc.).
IsSupportTransactionLog : bool
Adapter translates orders changes on reply of OrderStatusMessage.
IterationInterval : TimeSpan
Interval between iterations.
LookupTimeout : TimeSpan?
Lookup timeout.
MaxParallelMessages : int
Gets or sets the maximum number of parallel (non-control) messages that can be processed. Must be greater than or equal to1.
NotSupportedResultMessages : IEnumerable<MessageTypes>
Not supported by adapter result message types.
OrderConditionType : Type
Type of OrderCondition.
PossibleSupportedMessages : IEnumerable<MessageTypeInfo>
Possible supported by adapter message types.
ReConnectionSettings : ReConnectionSettings
Connection tracking settings IMessageAdapter with a server.
SecurityExtendedFields : IEnumerable<ValueTuple<string, Type>>
Names of extended security fields in SecurityMessage.
StorageName : string
The storage name, associated with the adapter.
SupportedInMessages : IEnumerable<MessageTypes>
Supported by adapter message types.
SupportedOrderBookDepths : IEnumerable<int>
Available options for MaxDepth.
TransactionIdGenerator : IdGenerator
Transaction id generator.
UseInChannel : bool
Use channels for in messages.
UseOutChannel : bool
Use channels for out messages.
方法
CreateOrderLogMarketDepthBuilder(SecurityId) : IOrderLogMarketDepthBuilder
Create market depth builder.
- securityId
- Security ID.
返回值: Order log to market depth builder.
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.
IsAllDownloadingSupported(DataType) : bool
Is for the specified all securities downloading enabled.
- dataType
- Data type info.
返回值: Check result.
IsSecurityRequired(DataType) : bool
Support filtering subscriptions (subscribe/unsubscribe for specified security).
- dataType
- Data type info.
返回值: Check result.
IsSupportCandlesPriceLevels(MarketDataMessage) : bool
Support candles PriceLevels.
- subscription
- MarketDataMessage
返回值: Check result.
IsSupportCandlesUpdates(MarketDataMessage) : bool
Support candles subscription and live updates.
- subscription
- MarketDataMessage
返回值: Check result.
SendOutMessageAsync(Message, CancellationToken) : ValueTask
Send outgoing message and raise NewOutMessageAsync event.
- message
- Message.
- cancellationToken
- CancellationToken