MessageAdapter

StockSharp.Messages

The base adapter converts messages Message to the command of the trading system and back.

继承自: BaseLogReceiver

实现: IMessageAdapter, IMessageTransport, IPersistable, ILogReceiver, ILogSource, IDisposable, ICloneable<IMessageAdapter>, ICloneable, INotifyPropertyChanged

构造函数

MessageAdapter(IdGenerator)

Initialize MessageAdapter.

transactionIdGenerator: Transaction id generator.

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.

FileSystem : IFileSystem

IFileSystem

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.

Icon : Uri

Icon.

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.

Name : string

Name.

NotSupportedResultMessages : IEnumerable<MessageTypes>

Not supported by adapter result message types.

OrderConditionType : Type

Type of OrderCondition.

Platform : Platforms

Bit process, which can run the adapter.

PossibleSupportedMessages : IEnumerable<MessageTypeInfo>

Possible supported 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

Storage name.

SupportedInMessages : IEnumerable<MessageTypes>

Supported by adapter message types.

SupportedMarketDataTypes : IEnumerable<DataType>

SupportedOrderBookDepths : IEnumerable<int>

Available options for MaxDepth.

TransactionIdGenerator : IdGenerator

Transaction id generator used for internal child subscription routing. Must be kept in sync with the parent adapter's generator.

UseInChannel : bool

Use channels for in messages.

UseOutChannel : bool

Use channels for out messages.

方法

BoardLookupAsync(BoardLookupMessage, CancellationToken) : ValueTask

CancelOrderAsync(OrderCancelMessage, CancellationToken) : ValueTask

CancelOrderGroupAsync(OrderGroupCancelMessage, CancellationToken) : ValueTask

ChangePasswordAsync(ChangePasswordMessage, CancellationToken) : ValueTask

Clone() : IMessageAdapter

Create a copy of MessageAdapter.

返回值: Copy.

ConnectAsync(ConnectMessage, CancellationToken) : ValueTask

CreateOrderLogMarketDepthBuilder(SecurityId) : IOrderLogMarketDepthBuilder

Create market depth builder.

securityId: Security ID.

返回值: Order log to market depth builder.

DisconnectAsync(DisconnectMessage, CancellationToken) : ValueTask

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.

InitMessageLocalTime(Message)

Initialize local timestamp Message.

message: Message.

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.

Load(SettingsStorage)

Load settings.

storage: Settings storage.

MarketDataAsync(MarketDataMessage, CancellationToken) : ValueTask

OnCandlesSubscriptionAsync(MarketDataMessage, CancellationToken) : ValueTask

Handles subscription request for candles data. Override to provide implementation for candles subscription processing. The default implementation throws NotSupported.

mdMsg: Market data subscription message.
cancellationToken: Cancellation token to cancel the operation.

返回值: A ValueTask representing the asynchronous operation.

OnLevel1SubscriptionAsync(MarketDataMessage, CancellationToken) : ValueTask

Handles subscription request for level1 data. Override to provide implementation for level1 subscription processing. The default implementation throws NotSupported.

mdMsg: Market data subscription message.
cancellationToken: Cancellation token to cancel the operation.

返回值: A ValueTask representing the asynchronous operation.

OnMarketDepthSubscriptionAsync(MarketDataMessage, CancellationToken) : ValueTask

Handles subscription request for market depth data. Override to provide implementation for market depth subscription processing. The default implementation throws NotSupported.

mdMsg: Market data subscription message.
cancellationToken: Cancellation token to cancel the operation.

返回值: A ValueTask representing the asynchronous operation.

OnNewsSubscriptionAsync(MarketDataMessage, CancellationToken) : ValueTask

Handles subscription request for news data. Override to provide implementation for news subscription processing. The default implementation throws NotSupported.

mdMsg: Market data subscription message.
cancellationToken: Cancellation token to cancel the operation.

返回值: A ValueTask representing the asynchronous operation.

OnOrderLogSubscriptionAsync(MarketDataMessage, CancellationToken) : ValueTask

Handles subscription request for order log (trades/transactions) data. Override to provide implementation for order log subscription processing. The default implementation throws NotSupported.

mdMsg: Market data subscription message.
cancellationToken: Cancellation token to cancel the operation.

返回值: A ValueTask representing the asynchronous operation.

OnPropertyChanged(string)

Raise PropertyChanged event.

propertyName: The name of the property that changed.

OnSendInMessageAsync(Message, CancellationToken) : ValueTask

Send in message handler.

message: Message
cancellationToken: CancellationToken

返回值: ValueTask

OnTFCandlesSubscriptionAsync(MarketDataMessage, CancellationToken) : ValueTask

Handles subscription request for time-frame candles (TF candles) data. Override to provide implementation for TF candles subscription processing. The default implementation throws NotSupported.

mdMsg: Market data subscription message.
cancellationToken: Cancellation token to cancel the operation.

返回值: A ValueTask representing the asynchronous operation.

OnTicksSubscriptionAsync(MarketDataMessage, CancellationToken) : ValueTask

Handles subscription request for ticks data. Override to provide implementation for ticks subscription processing. The default implementation throws NotSupported.

mdMsg: Market data subscription message.
cancellationToken: Cancellation token to cancel the operation.

返回值: A ValueTask representing the asynchronous operation.

OrderStatusAsync(OrderStatusMessage, CancellationToken) : ValueTask

PortfolioLookupAsync(PortfolioLookupMessage, CancellationToken) : ValueTask

RegisterOrderAsync(OrderRegisterMessage, CancellationToken) : ValueTask

ReplaceOrderAsync(OrderReplaceMessage, CancellationToken) : ValueTask

ResetAsync(ResetMessage, CancellationToken) : ValueTask

Save(SettingsStorage)

Save settings.

storage: Settings storage.

SecurityLookupAsync(SecurityLookupMessage, CancellationToken) : ValueTask

SendInMessageAsync(Message, CancellationToken) : ValueTask

Processes a generic message asynchronously.

message: The message to process.
cancellationToken: CancellationToken

SendOutConnectionStateAsync(ConnectionStates, CancellationToken) : ValueTask

Send to CancellationToken) connection state message.

state: ConnectionStates
cancellationToken: Cancellation token.

SendOutDisconnectMessageAsync(bool, CancellationToken) : ValueTask

Send to CancellationToken) disconnect message.

expected: Is disconnect expected.
cancellationToken: Cancellation token.

SendOutDisconnectMessageAsync(Exception, CancellationToken) : ValueTask

Send to CancellationToken) disconnect message.

error: Error info. Can be .
cancellationToken: Cancellation token.

SendOutErrorAsync(string, CancellationToken) : ValueTask

Initialize a new message ErrorMessage and pass it to the method CancellationToken).

description: Error details.
cancellationToken: Cancellation token.

SendOutErrorAsync(Exception, CancellationToken) : ValueTask

Initialize a new message ErrorMessage and pass it to the method CancellationToken).

error: Error details.
cancellationToken: Cancellation token.

SendOutMessageAsync(Message, CancellationToken) : ValueTask

Send outgoing message (state change, order, etc.).

message: Message.
cancellationToken: CancellationToken

SendSubscriptionFinishedAsync(long, CancellationToken, DateTime?) : ValueTask

Initialize a new message SubscriptionFinishedMessage and pass it to the method CancellationToken).

originalTransactionId: ID of the original message for which this message is a response.
cancellationToken: Cancellation token.
nextFrom: NextFrom.

SendSubscriptionNotSupportedAsync(long, CancellationToken) : ValueTask

Initialize a new message SubscriptionResponseMessage and pass it to the method CancellationToken).

originalTransactionId: ID of the original message for which this message is a response.
cancellationToken: Cancellation token.

SendSubscriptionOnlineAsync(long, CancellationToken) : ValueTask

Initialize a new message SubscriptionOnlineMessage and pass it to the method CancellationToken).

originalTransactionId: ID of the original message for which this message is a response.
cancellationToken: Cancellation token.

SendSubscriptionReplyAsync(long, CancellationToken, Exception) : ValueTask

Initialize a new message SubscriptionResponseMessage and pass it to the method CancellationToken).

originalTransactionId: ID of the original message for which this message is a response.
cancellationToken: Cancellation token.
error: Subscribe or unsubscribe error info. To be set if the answer.

SendSubscriptionResultAsync(ISubscriptionMessage, CancellationToken) : ValueTask

Initialize a new message SubscriptionOnlineMessage or SubscriptionFinishedMessage and pass it to the method CancellationToken).

message: Subscription.
cancellationToken: Cancellation token.

TimeAsync(TimeMessage, CancellationToken) : ValueTask

ValidateSecurityId(SecurityId) : bool

Validate the specified security id is supported by the adapter and subscription can be done.

secId: SecurityId.

返回值: Check result.

事件

NewOutMessageAsync : Func<Message, CancellationToken, ValueTask>

New message event.