MessageAdapter

MessageAdapter

protected MessageAdapter(IdGenerator transactionIdGenerator)

messageAdapter = MessageAdapter(transactionIdGenerator)

Initialize MessageAdapter.

transactionIdGenerator

交易ID生成器。

AssociatedBoards

public virtual string[] AssociatedBoards { get; }

value = messageAdapter.AssociatedBoards

适配器只能处理与指定的棋盘相接的仪器的订阅.

CandlesBuildFrom

public virtual IEnumerable<Level1Fields> CandlesBuildFrom { get; }

value = messageAdapter.CandlesBuildFrom

蜡烛的建造可能的选择.

Categories

public virtual MessageAdapterCategories Categories { get; }

value = messageAdapter.Categories

消息适配器分类 。

CheckTimeFrameByRequest

public virtual bool CheckTimeFrameByRequest { get; }

value = messageAdapter.CheckTimeFrameByRequest

以请求方式检查可能的时间范围 。

DisconnectTimeout

public virtual TimeSpan DisconnectTimeout { get; }

value = messageAdapter.DisconnectTimeout

得到超时等待优雅的断开。

EnqueueSubscriptions

public virtual bool EnqueueSubscriptions { get; set; }

value = messageAdapter.EnqueueSubscriptions
messageAdapter.EnqueueSubscriptions = value

入会订会.

ExtraSetup

public virtual bool ExtraSetup { get; }

value = messageAdapter.ExtraSetup

适配器需要额外的设置.

FaultDelay

public TimeSpan FaultDelay { get; set; }

value = messageAdapter.FaultDelay
messageAdapter.FaultDelay = value

获取或设置在错误重复之间应用的延迟 。

FeatureName

public virtual string FeatureName { get; }

value = messageAdapter.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

FileSystem

public IFileSystem FileSystem { get; set; }

value = messageAdapter.FileSystem
messageAdapter.FileSystem = value

IFileSystem

HeartbeatBeforeConnect

public virtual bool HeartbeatBeforeConnect { get; }

value = messageAdapter.HeartbeatBeforeConnect

Start sending TimeMessage before connection established.

HeartbeatInterval

public TimeSpan HeartbeatInterval { get; set; }

value = messageAdapter.HeartbeatInterval
messageAdapter.HeartbeatInterval = value

服务器检查连接的运行间隔值为零 。

Icon

public virtual Uri Icon { get; }

value = messageAdapter.Icon

图标

IsAutoReplyOnTransactonalUnsubscription

public virtual bool IsAutoReplyOnTransactonalUnsubscription { get; }

value = messageAdapter.IsAutoReplyOnTransactonalUnsubscription

发送OrderStatusMessage和PortfolioLookupMessage未订阅的自动响应.

IsFullCandlesOnly

public virtual bool IsFullCandlesOnly { get; }

value = messageAdapter.IsFullCandlesOnly

Translates CandleMessage as only fully filled.

IsNativeIdentifiers

public virtual bool IsNativeIdentifiers { get; }

value = messageAdapter.IsNativeIdentifiers

使用土著身份识别符识别信息中的金融工具。

IsNativeIdentifiersPersistable

public virtual bool IsNativeIdentifiersPersistable { get; }

value = messageAdapter.IsNativeIdentifiersPersistable

原生标识符可以被存储.

IsPositionsEmulationRequired

public virtual bool? IsPositionsEmulationRequired { get; }

value = messageAdapter.IsPositionsEmulationRequired

需要模拟PositionChangeMessage的适配器。

IsReplaceCommandEditCurrent

public virtual bool IsReplaceCommandEditCurrent { get; }

value = messageAdapter.IsReplaceCommandEditCurrent

OrderReplaceMessage 命令是否编辑当前命令 。

IsSecurityNewsOnly

public virtual bool IsSecurityNewsOnly { get; }

value = messageAdapter.IsSecurityNewsOnly

适配器提供与特定金融工具相關的新闻.

IsSupportExecutionsPnL

public virtual bool IsSupportExecutionsPnL { get; }

value = messageAdapter.IsSupportExecutionsPnL

Adapter fills PnL.

IsSupportOrderBookIncrements

public virtual bool IsSupportOrderBookIncrements { get; }

value = messageAdapter.IsSupportOrderBookIncrements

适生翻译增量令书.

IsSupportSubscriptions

public virtual bool IsSupportSubscriptions { get; }

value = messageAdapter.IsSupportSubscriptions

支持任何订阅( ticks, 订购书等) 。

IsSupportTransactionLog

public virtual bool IsSupportTransactionLog { get; }

value = messageAdapter.IsSupportTransactionLog

适配器在OrderStatusMessage的回执中翻译命令更改.

IterationInterval

public virtual TimeSpan IterationInterval { get; set; }

value = messageAdapter.IterationInterval
messageAdapter.IterationInterval = value

迭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相相

LookupTimeout

public virtual TimeSpan? LookupTimeout { get; }

value = messageAdapter.LookupTimeout

寻找暂停。

MaxParallelMessages

public int MaxParallelMessages { get; set; }

value = messageAdapter.MaxParallelMessages
messageAdapter.MaxParallelMessages = value

获取或设置可以处理的并行(非控制)信件的最大数量。必须大于或等于1。

Name

public override string Name { get; set; }

value = messageAdapter.Name
messageAdapter.Name = value

名曰为相.

NotSupportedResultMessages

public virtual IEnumerable<MessageTypes> NotSupportedResultMessages { get; set; }

value = messageAdapter.NotSupportedResultMessages
messageAdapter.NotSupportedResultMessages = value

不支持适配器结果消息类型 。

OrderConditionType

public virtual Type OrderConditionType { get; }

value = messageAdapter.OrderConditionType

Type of OrderCondition.

Platform

public Platforms Platform { get; protected set; }

value = messageAdapter.Platform
messageAdapter.Platform = value

位进程,可以运行适配器.

PossibleSupportedMessages

public virtual IEnumerable<MessageTypeInfo> PossibleSupportedMessages { get; set; }

value = messageAdapter.PossibleSupportedMessages
messageAdapter.PossibleSupportedMessages = value

可能支持的信息类型 。

ReConnectionSettings

public ReConnectionSettings ReConnectionSettings { get; }

value = messageAdapter.ReConnectionSettings

连接跟踪设置 IMessageAdapter 与服务器连接 。

SecurityExtendedFields

public virtual IEnumerable<ValueTuple<string, Type>> SecurityExtendedFields { get; }

value = messageAdapter.SecurityExtendedFields

×××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××

StorageName

public virtual string StorageName { get; }

value = messageAdapter.StorageName

储取名.

SupportedInMessages

public virtual IEnumerable<MessageTypes> SupportedInMessages { get; set; }

value = messageAdapter.SupportedInMessages
messageAdapter.SupportedInMessages = value

由适配器消息类型支持.

SupportedMarketDataTypes

internal IEnumerable<DataType> SupportedMarketDataTypes { get; set; }

value = messageAdapter.SupportedMarketDataTypes
messageAdapter.SupportedMarketDataTypes = value

SupportedOrderBookDepths

public virtual IEnumerable<int> SupportedOrderBookDepths { get; }

value = messageAdapter.SupportedOrderBookDepths

Available options for MaxDepth.

TransactionIdGenerator

public IdGenerator TransactionIdGenerator { get; set; }

value = messageAdapter.TransactionIdGenerator
messageAdapter.TransactionIdGenerator = value

用于内部儿童订阅路由的 dication 生成器。 必须与 父适配器 的生成器同步 。

UseInChannel

public virtual bool UseInChannel { get; }

value = messageAdapter.UseInChannel

使用消息中的频道 。

UseOutChannel

public virtual bool UseOutChannel { get; }

value = messageAdapter.UseOutChannel

使用频道发送消息 。

BoardLookupAsync

protected virtual ValueTask BoardLookupAsync(BoardLookupMessage lookupMsg, CancellationToken cancellationToken)

result = messageAdapter.BoardLookupAsync(lookupMsg, cancellationToken)

CancelOrderAsync

protected virtual ValueTask CancelOrderAsync(OrderCancelMessage cancelMsg, CancellationToken cancellationToken)

result = messageAdapter.CancelOrderAsync(cancelMsg, cancellationToken)

CancelOrderGroupAsync

protected virtual ValueTask CancelOrderGroupAsync(OrderGroupCancelMessage cancelMsg, CancellationToken cancellationToken)

result = messageAdapter.CancelOrderGroupAsync(cancelMsg, cancellationToken)

ChangePasswordAsync

protected virtual ValueTask ChangePasswordAsync(ChangePasswordMessage pwdMsg, CancellationToken cancellationToken)

result = messageAdapter.ChangePasswordAsync(pwdMsg, cancellationToken)

Clone

public virtual IMessageAdapter Clone()

result = messageAdapter.Clone()

Create a copy of MessageAdapter.

返回值: 收到了,我们得去查查

ConnectAsync

protected virtual ValueTask ConnectAsync(ConnectMessage connectMsg, CancellationToken cancellationToken)

result = messageAdapter.ConnectAsync(connectMsg, cancellationToken)

CreateOrderLogMarketDepthBuilder

public virtual IOrderLogMarketDepthBuilder CreateOrderLogMarketDepthBuilder(SecurityId securityId)

result = messageAdapter.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.

DisconnectAsync

protected virtual ValueTask DisconnectAsync(DisconnectMessage disconnectMsg, CancellationToken cancellationToken)

result = messageAdapter.DisconnectAsync(disconnectMsg, cancellationToken)

GetSupportedMarketDataTypesAsync

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

result = messageAdapter.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.

InitMessageLocalTime

private void InitMessageLocalTime(Message message)

messageAdapter.InitMessageLocalTime(message)

初始化本地时间戳消息 。

message

传言.

IsAllDownloadingSupported

public virtual bool IsAllDownloadingSupported(DataType dataType)

result = messageAdapter.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。

IsSecurityRequired

public virtual bool IsSecurityRequired(DataType dataType)

result = messageAdapter.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。

IsSupportCandlesPriceLevels

public virtual bool IsSupportCandlesPriceLevels(MarketDataMessage subscription)

result = messageAdapter.IsSupportCandlesPriceLevels(subscription)

Support candles PriceLevels.

subscription

MarketDataMessage

返回值: 检查结果。

IsSupportCandlesUpdates

public virtual bool IsSupportCandlesUpdates(MarketDataMessage subscription)

result = messageAdapter.IsSupportCandlesUpdates(subscription)

支持订阅蜡烛和现场更新。

subscription

MarketDataMessage

返回值: 检查结果。

Load

public override void Load(SettingsStorage storage)

messageAdapter.Load(storage)

装入设置 。

storage

设置存储 。

MarketDataAsync

protected virtual ValueTask MarketDataAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = messageAdapter.MarketDataAsync(mdMsg, cancellationToken)

OnCandlesSubscriptionAsync

protected virtual ValueTask OnCandlesSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = messageAdapter.OnCandlesSubscriptionAsync(mdMsg, cancellationToken)

处理蜡烛数据的订阅请求。 覆盖为蜡烛订阅处理提供执行。 默认执行会丢出 NotSupported 。

mdMsg

市场数据订阅信息.

cancellationToken

取消操作的代理 。

返回值: 代表同步操作的ValueTask.

OnLevel1SubscriptionAsync

protected virtual ValueTask OnLevel1SubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = messageAdapter.OnLevel1SubscriptionAsync(mdMsg, cancellationToken)

处理关卡1 的订阅请求。 覆盖以提供关卡1 的订阅处理。 默认执行会丢出 NotSupported 。

mdMsg

市场数据订阅信息.

cancellationToken

取消操作的代理 。

返回值: 代表同步操作的ValueTask.

OnMarketDepthSubscriptionAsync

protected virtual ValueTask OnMarketDepthSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = messageAdapter.OnMarketDepthSubscriptionAsync(mdMsg, cancellationToken)

处理市场深度数据的订阅请求。 覆盖以提供市场深度订阅处理的操作。 默认执行将丢出 NotSupported 。

mdMsg

市场数据订阅信息.

cancellationToken

取消操作的代理 。

返回值: 代表同步操作的ValueTask.

OnNewsSubscriptionAsync

protected virtual ValueTask OnNewsSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = messageAdapter.OnNewsSubscriptionAsync(mdMsg, cancellationToken)

处理新闻数据的订阅请求。 覆盖以提供新闻订阅处理的执行。 默认执行会丢出 NotSupported 。

mdMsg

市场数据订阅信息.

cancellationToken

取消操作的代理 。

返回值: 代表同步操作的ValueTask.

OnOrderLogSubscriptionAsync

protected virtual ValueTask OnOrderLogSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = messageAdapter.OnOrderLogSubscriptionAsync(mdMsg, cancellationToken)

处理订购日志(trans/ Transcess) 数据的订阅请求。 覆盖以提供订购日志订阅处理的操作。 默认执行会丢出 NotSupported 。

mdMsg

市场数据订阅信息.

cancellationToken

取消操作的代理 。

返回值: 代表同步操作的ValueTask.

OnPropertyChanged

protected void OnPropertyChanged(string propertyName)

messageAdapter.OnPropertyChanged(propertyName)

Raise PropertyChanged event.

propertyName

所变之地产名.

OnSendInMessageAsync

protected virtual ValueTask OnSendInMessageAsync(Message message, CancellationToken cancellationToken)

result = messageAdapter.OnSendInMessageAsync(message, cancellationToken)

发送信息处理器。

message

消息

cancellationToken

CancellationToken

返回值: ValueTask

OnTFCandlesSubscriptionAsync

protected virtual ValueTask OnTFCandlesSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = messageAdapter.OnTFCandlesSubscriptionAsync(mdMsg, cancellationToken)

处理对时间范围蜡烛(TF clash) 数据的订阅请求。 覆盖为 TF 蜡烛订阅处理提供执行。 默认执行会丢出 NotSupported 。

mdMsg

市场数据订阅信息.

cancellationToken

取消操作的代理 。

返回值: 代表同步操作的ValueTask.

OnTicksSubscriptionAsync

protected virtual ValueTask OnTicksSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = messageAdapter.OnTicksSubscriptionAsync(mdMsg, cancellationToken)

处理对 勾选数据的订阅请求。 覆盖为 勾选订阅处理提供执行。 默认执行会丢出 NotSupported 。

mdMsg

市场数据订阅信息.

cancellationToken

取消操作的代理 。

返回值: 代表同步操作的ValueTask.

OrderStatusAsync

protected virtual ValueTask OrderStatusAsync(OrderStatusMessage statusMsg, CancellationToken cancellationToken)

result = messageAdapter.OrderStatusAsync(statusMsg, cancellationToken)

PortfolioLookupAsync

protected virtual ValueTask PortfolioLookupAsync(PortfolioLookupMessage lookupMsg, CancellationToken cancellationToken)

result = messageAdapter.PortfolioLookupAsync(lookupMsg, cancellationToken)

RegisterOrderAsync

protected virtual ValueTask RegisterOrderAsync(OrderRegisterMessage regMsg, CancellationToken cancellationToken)

result = messageAdapter.RegisterOrderAsync(regMsg, cancellationToken)

ReplaceOrderAsync

protected virtual ValueTask ReplaceOrderAsync(OrderReplaceMessage replaceMsg, CancellationToken cancellationToken)

result = messageAdapter.ReplaceOrderAsync(replaceMsg, cancellationToken)

ResetAsync

protected virtual ValueTask ResetAsync(ResetMessage resetMsg, CancellationToken cancellationToken)

result = messageAdapter.ResetAsync(resetMsg, cancellationToken)

Save

public override void Save(SettingsStorage storage)

messageAdapter.Save(storage)

保存设置 。

storage

设置存储 。

SecurityLookupAsync

protected virtual ValueTask SecurityLookupAsync(SecurityLookupMessage lookupMsg, CancellationToken cancellationToken)

result = messageAdapter.SecurityLookupAsync(lookupMsg, cancellationToken)

SendInMessageAsync

public virtual ValueTask SendInMessageAsync(Message message, CancellationToken cancellationToken)

result = messageAdapter.SendInMessageAsync(message, cancellationToken)

同步处理一个通用消息。

message

处理的信息。

cancellationToken

CancellationToken

SendOutConnectionStateAsync

protected ValueTask SendOutConnectionStateAsync(ConnectionStates state, CancellationToken cancellationToken)

result = messageAdapter.SendOutConnectionStateAsync(state, cancellationToken)

发送到 CancellationToken) 连接状态消息.

state

ConnectionStates

cancellationToken

取消的代币。

SendOutDisconnectMessageAsync

protected ValueTask SendOutDisconnectMessageAsync(bool expected, CancellationToken cancellationToken)

result = messageAdapter.SendOutDisconnectMessageAsync(expected, cancellationToken)

发送到 CancellationToken) 断开消息 。

expected

需要断开。

cancellationToken

取消的代币。

SendOutDisconnectMessageAsync

protected ValueTask SendOutDisconnectMessageAsync(Exception error, CancellationToken cancellationToken)

result = messageAdapter.SendOutDisconnectMessageAsync(error, cancellationToken)

发送到 CancellationToken) 断开消息 。

error

信息错误,有可能

cancellationToken

取消的代币。

SendOutErrorAsync

protected ValueTask SendOutErrorAsync(string description, CancellationToken cancellationToken)

result = messageAdapter.SendOutErrorAsync(description, cancellationToken)

初始化新信件 ErrorMessage,并将其传递给方法 CancellationToken 。

description

错误细节 。

cancellationToken

取消的代币。

SendOutErrorAsync

protected ValueTask SendOutErrorAsync(Exception error, CancellationToken cancellationToken)

result = messageAdapter.SendOutErrorAsync(error, cancellationToken)

初始化新信件 ErrorMessage,并将其传递给方法 CancellationToken 。

error

错误细节 。

cancellationToken

取消的代币。

SendOutMessageAsync

public virtual ValueTask SendOutMessageAsync(Message message, CancellationToken cancellationToken)

result = messageAdapter.SendOutMessageAsync(message, cancellationToken)

发送发送的消息(状态更改,顺序等).

message

传言.

cancellationToken

CancellationToken

SendSubscriptionFinishedAsync

protected ValueTask SendSubscriptionFinishedAsync(long originalTransactionId, CancellationToken cancellationToken, DateTime? nextFrom)

result = messageAdapter.SendSubscriptionFinishedAsync(originalTransactionId, cancellationToken, nextFrom)

初始化新信件 SubscriptionFinishedMessage,并将其传递给方法 CancellationToken 。

originalTransactionId

为该消息作为响应的原始消息的ID.

cancellationToken

取消的代币。

nextFrom

NextFrom.

SendSubscriptionNotSupportedAsync

protected ValueTask SendSubscriptionNotSupportedAsync(long originalTransactionId, CancellationToken cancellationToken)

result = messageAdapter.SendSubscriptionNotSupportedAsync(originalTransactionId, cancellationToken)

初始化新信件 SubscriptionResponseMessage,并将其传递给方法 CancellationToken 。

originalTransactionId

为该消息作为响应的原始消息的ID.

cancellationToken

取消的代币。

SendSubscriptionOnlineAsync

protected ValueTask SendSubscriptionOnlineAsync(long originalTransactionId, CancellationToken cancellationToken)

result = messageAdapter.SendSubscriptionOnlineAsync(originalTransactionId, cancellationToken)

初始化新信件 SubscriptionOnlineMessage,并将其传递给方法 CancellationToken 。

originalTransactionId

为该消息作为响应的原始消息的ID.

cancellationToken

取消的代币。

SendSubscriptionReplyAsync

protected ValueTask SendSubscriptionReplyAsync(long originalTransactionId, CancellationToken cancellationToken, Exception error)

result = messageAdapter.SendSubscriptionReplyAsync(originalTransactionId, cancellationToken, error)

初始化新信件 SubscriptionResponseMessage,并将其传递给方法 CancellationToken 。

originalTransactionId

为该消息作为响应的原始消息的ID.

cancellationToken

取消的代币。

error

订阅或取消订阅错误信息。 如果答案, 则设置 。

SendSubscriptionResultAsync

protected ValueTask SendSubscriptionResultAsync(ISubscriptionMessage message, CancellationToken cancellationToken)

result = messageAdapter.SendSubscriptionResultAsync(message, cancellationToken)

初始化新信件 SubscriptionOnlineMessage 或 SubscriptionFinishedMessage 并传递给方法 CancellationToken 。

message

订阅.

cancellationToken

取消的代币。

TimeAsync

protected virtual ValueTask TimeAsync(TimeMessage timeMsg, CancellationToken cancellationToken)

result = messageAdapter.TimeAsync(timeMsg, cancellationToken)

ValidateSecurityId

protected virtual bool ValidateSecurityId(SecurityId secId)

result = messageAdapter.ValidateSecurityId(secId)

验证指定的金融工具id由适配器支持,可以进行订阅.

secId

SecurityId.

返回值: 检查结果。

NewOutMessageAsync

public event Func<Message, CancellationToken, ValueTask> NewOutMessageAsync

messageAdapter.NewOutMessageAsync += handler

新消息事件 。