IMessageConverter

ToFixBoard

public FixBoard ToFixBoard(string requestId, BoardMessage message)

result = iMessageConverter.ToFixBoard(requestId, message)

Convert StockSharp BoardMessage to FIX Board.

ToFixBoardLookup

public FixBoardLookup ToFixBoardLookup(BoardLookupMessage message)

result = iMessageConverter.ToFixBoardLookup(message)

Convert StockSharp BoardLookupMessage to FIX BoardLookup.

ToFixBoardUpdate

public FixBoardUpdate ToFixBoardUpdate(BoardMessage message)

result = iMessageConverter.ToFixBoardUpdate(message)

Convert StockSharp BoardMessage to FIX BoardUpdate.

ToFixDataTypeInfo

public FixDataTypeInfo ToFixDataTypeInfo(string requestId, DataTypeInfoMessage message)

result = iMessageConverter.ToFixDataTypeInfo(requestId, message)

Convert StockSharp DataTypeInfoMessage to FIX DataTypeInfo.

ToFixDataTypeLookup

public FixDataTypeLookup ToFixDataTypeLookup(DataTypeLookupMessage message)

result = iMessageConverter.ToFixDataTypeLookup(message)

Convert StockSharp DataTypeLookupMessage to FIX DataTypeLookup.

ToFixExecutionReport

public FixExecutionReport ToFixExecutionReport(ExecutionMessage message, string ordStatusReqId, string massStatusReqId, string origClOrdId, string clOrdId)

result = iMessageConverter.ToFixExecutionReport(message, ordStatusReqId, massStatusReqId, origClOrdId, clOrdId)

Convert StockSharp ExecutionMessage to FIX ExecutionReport.

ToFixHeartbeat

public FixHeartbeat ToFixHeartbeat(string testReqId)

result = iMessageConverter.ToFixHeartbeat(testReqId)

将心跳参数转换为 FIX Heartbeat 。

ToFixHistoryStart

public FixHistoryStart ToFixHistoryStart(string requestId, DateTime? from)

result = iMessageConverter.ToFixHistoryStart(requestId, from)

Convert history parameters to FIX HistoryStart.

ToFixLogonResponse

public FixLogonResponse ToFixLogonResponse(string sessionId, string licenseFeatureId, DateTime componentTimestamp)

result = iMessageConverter.ToFixLogonResponse(sessionId, licenseFeatureId, componentTimestamp)

将登录响应参数转换为 FIX LogonResponse 。

ToFixMarketDataIncrementalRefresh

public FixMarketDataIncrementalRefresh ToFixMarketDataIncrementalRefresh(string symbol, string securityExchange, string mdReqId, DataType buildFrom, ICollection<MDEntry> entries)

result = iMessageConverter.ToFixMarketDataIncrementalRefresh(symbol, securityExchange, mdReqId, buildFrom, entries)

将市场数据条目转换为 FIX MarketDataIncrementalRefresh 。

ToFixMarketDataRequest

public FixMarketDataRequest ToFixMarketDataRequest(MarketDataMessage message, FixId mdReqId, FixId mdResponseId)

result = iMessageConverter.ToFixMarketDataRequest(message, mdReqId, mdResponseId)

Convert StockSharp MarketDataMessage to FIX MarketDataRequest.

ToFixMarketDataRequestReject

public FixMarketDataRequestReject ToFixMarketDataRequestReject(string mdReqId, Exception error)

result = iMessageConverter.ToFixMarketDataRequestReject(mdReqId, error)

Convert error to FIX MarketDataRequestReject.

ToFixMarketDataSnapshotFullRefresh

public FixMarketDataSnapshotFullRefresh ToFixMarketDataSnapshotFullRefresh(SecurityId securityId, string mdReqId, DataType buildFrom, ICollection<MDEntry> entries)

result = iMessageConverter.ToFixMarketDataSnapshotFullRefresh(securityId, mdReqId, buildFrom, entries)

将市场数据条目转换为 FIX MarketDataSnapshotFullRefresh 。

ToFixNewOrderSingle

public FixNewOrderSingle ToFixNewOrderSingle(OrderRegisterMessage message)

result = iMessageConverter.ToFixNewOrderSingle(message)

Convert StockSharp OrderRegisterMessage to FIX NewOrderSingle.

ToFixNews

public FixNews ToFixNews(NewsMessage message, string mdResponseId)

result = iMessageConverter.ToFixNews(message, mdResponseId)

Convert StockSharp NewsMessage to FIX News.

ToFixOrderCancelReject

public FixOrderCancelReject ToFixOrderCancelReject(string clOrdId, string orderId, string errorText, DateTime transactTime)

result = iMessageConverter.ToFixOrderCancelReject(clOrdId, orderId, errorText, transactTime)

将命令取消拒绝参数转换为 FIX OrderCancelReject 。

ToFixOrderCancelReplaceRequest

public FixOrderCancelReplaceRequest ToFixOrderCancelReplaceRequest(OrderReplaceMessage message)

result = iMessageConverter.ToFixOrderCancelReplaceRequest(message)

Convert StockSharp OrderReplaceMessage to FIX OrderCancelReplaceRequest.

ToFixOrderCancelRequest

public FixOrderCancelRequest ToFixOrderCancelRequest(OrderCancelMessage message)

result = iMessageConverter.ToFixOrderCancelRequest(message)

Convert StockSharp OrderCancelMessage to FIX OrderCancelRequest.

ToFixOrderMassCancelReport

public FixOrderMassCancelReport ToFixOrderMassCancelReport(string clOrdId, char massCancelRequestType, string errorMessage)

result = iMessageConverter.ToFixOrderMassCancelReport(clOrdId, massCancelRequestType, errorMessage)

将命令质量取消报告参数转换为 FIX OrderMassCancelReport 。

ToFixOrderMassCancelRequest

public FixOrderMassCancelRequest ToFixOrderMassCancelRequest(OrderGroupCancelMessage message)

result = iMessageConverter.ToFixOrderMassCancelRequest(message)

Convert StockSharp OrderGroupCancelMessage to FIX OrderMassCancelRequest.

ToFixOrderMassStatusRequest

public FixOrderMassStatusRequest ToFixOrderMassStatusRequest(OrderStatusMessage message)

result = iMessageConverter.ToFixOrderMassStatusRequest(message)

将 StockSharp OrderStatusMessage(质量请求)转换为 FIX OrderMassStatusRequest 。

ToFixOrderStatusRequest

public FixOrderStatusRequest ToFixOrderStatusRequest(OrderStatusMessage message)

result = iMessageConverter.ToFixOrderStatusRequest(message)

Convert StockSharp OrderStatusMessage to FIX OrderStatusRequest.

ToFixPositionReport

public FixPositionReport ToFixPositionReport(PositionChangeMessage message, string posReqId)

result = iMessageConverter.ToFixPositionReport(message, posReqId)

Convert StockSharp PositionChangeMessage to FIX PositionReport.

ToFixPositionReport

public FixPositionReport ToFixPositionReport(string posReqId, string account, string symbol, string securityExchange, SecurityTypes? securityType, TPlusLimits? limitType, string clientCode, CurrencyTypes? currency, string strategyId, Sides? side, DataType buildFrom, string depoName, string description, ICollection<KeyValuePair<PositionChangeTypes, object>> changes, DateTime? transactTime)

result = iMessageConverter.ToFixPositionReport(posReqId, account, symbol, securityExchange, securityType, limitType, clientCode, currency, strategyId, side, buildFrom, depoName, description, changes, transactTime)

将位置参数转换为 FIX PositionReport 。

ToFixReject

public FixReject ToFixReject(string error, long? refSeqNum, string refMsgType, FixTags? refTagId, int? sessionRejectReason, string requestId)

result = iMessageConverter.ToFixReject(error, refSeqNum, refMsgType, refTagId, sessionRejectReason, requestId)

将拒绝参数转换为 FIX 拒绝 。

ToFixRemoteFile

public FixRemoteFile ToFixRemoteFile(string requestId, RemoteFileMessage message)

result = iMessageConverter.ToFixRemoteFile(requestId, message)

Convert StockSharp RemoteFileMessage to FIX RemoteFile.

ToFixRemove

public FixRemove ToFixRemove(RemoveMessage message)

result = iMessageConverter.ToFixRemove(message)

Convert StockSharp RemoveMessage to FIX Remove.

ToFixRequestForPositions

public FixRequestForPositions ToFixRequestForPositions(PortfolioLookupMessage message)

result = iMessageConverter.ToFixRequestForPositions(message)

Convert StockSharp PortfolioLookupMessage to FIX RequestForPositions.

ToFixResendRequest

public FixResendRequest ToFixResendRequest(long beginSeqNo, long endSeqNo)

result = iMessageConverter.ToFixResendRequest(beginSeqNo, endSeqNo)

Convert sequence range to FIX ResendRequest.

ToFixSecurityLegsInfo

public FixSecurityLegsInfo ToFixSecurityLegsInfo(string requestId, IDictionary<SecurityId, IEnumerable<SecurityId>> legs)

result = iMessageConverter.ToFixSecurityLegsInfo(requestId, legs)

将金融工具腿转换为FIX SecurityLegsInfo。

ToFixSecurityLegsRequest

public FixSecurityLegsRequest ToFixSecurityLegsRequest(SecurityLegsRequestMessage message)

result = iMessageConverter.ToFixSecurityLegsRequest(message)

Convert StockSharp SecurityLegsRequestMessage to FIX SecurityLegsRequest.

ToFixSecurityListRequest

public FixSecurityListRequest ToFixSecurityListRequest(SecurityLookupMessage message)

result = iMessageConverter.ToFixSecurityListRequest(message)

Convert StockSharp SecurityLookupMessage to FIX SecurityListRequest.

ToFixSecurityListResponse

public FixSecurityListResponse ToFixSecurityListResponse(ICollection<SecurityMessage> securities, string securityReqId, string securityResponseId, bool lastFragment)

result = iMessageConverter.ToFixSecurityListResponse(securities, securityReqId, securityResponseId, lastFragment)

将 StockSharp SecurityMessage 收藏转换为 FIX SecurityListResponse 。

ToFixSecurityListResponseError

public FixSecurityListResponseError ToFixSecurityListResponseError(string securityReqId, string securityResponseId, Exception error)

result = iMessageConverter.ToFixSecurityListResponseError(securityReqId, securityResponseId, error)

Convert error to FIX SecurityListResponseError.

ToFixSecurityMapping

public FixSecurityMapping ToFixSecurityMapping(SecurityMappingMessage message)

result = iMessageConverter.ToFixSecurityMapping(message)

Convert StockSharp SecurityMappingMessage to FIX SecurityMapping.

ToFixSecurityStatusRequest

public FixSecurityStatusRequest ToFixSecurityStatusRequest(SecurityMessage message)

result = iMessageConverter.ToFixSecurityStatusRequest(message)

Convert StockSharp SecurityMessage to FIX SecurityStatusRequest.

ToFixSequenceReset

public FixSequenceReset ToFixSequenceReset(bool gapFill, long newSeqNo)

result = iMessageConverter.ToFixSequenceReset(gapFill, newSeqNo)

Convert sequence reset parameters to FIX SequenceReset.

ToFixSubscription

public FixSubscription ToFixSubscription(string requestId, string responseId, MarketDataMessage message)

result = iMessageConverter.ToFixSubscription(requestId, responseId, message)

将 StockSharp MarketDataMessage 转换为 FIX 订阅 。

ToFixSubscriptionFinished

public FixSubscriptionFinished ToFixSubscriptionFinished(SubscriptionFinishedMessage message, string mdReqId)

result = iMessageConverter.ToFixSubscriptionFinished(message, mdReqId)

Convert StockSharp SubscriptionFinishedMessage to FIX SubscriptionFinished.

ToFixSubscriptionOnline

public FixSubscriptionOnline ToFixSubscriptionOnline(string mdReqId)

result = iMessageConverter.ToFixSubscriptionOnline(mdReqId)

Convert StockSharp SubscriptionOnlineMessage to FIX SubscriptionOnline.

ToFixSubscriptionResponse

public FixSubscriptionResponse ToFixSubscriptionResponse(SubscriptionResponseMessage message, string mdReqId, string mdResponseId)

result = iMessageConverter.ToFixSubscriptionResponse(message, mdReqId, mdResponseId)

Convert StockSharp SubscriptionResponseMessage to FIX SubscriptionResponse.

ToFixSubscriptionResponse

public FixSubscriptionResponse ToFixSubscriptionResponse(string mdReqId, string mdResponseId, string error)

result = iMessageConverter.ToFixSubscriptionResponse(mdReqId, mdResponseId, error)

Convert error to FIX SubscriptionResponse.

ToFixTestRequest

public FixTestRequest ToFixTestRequest(TimeMessage message)

result = iMessageConverter.ToFixTestRequest(message)

Convert StockSharp TimeMessage to FIX TestRequest.

ToFixTradingSessionStatus

public FixTradingSessionStatus ToFixTradingSessionStatus(string requestId, BoardStateMessage message)

result = iMessageConverter.ToFixTradingSessionStatus(requestId, message)

Convert StockSharp BoardStateMessage to FIX TradingSessionStatus.

ToFixTradingSessionStatusRequest

public FixTradingSessionStatusRequest ToFixTradingSessionStatusRequest(BoardLookupMessage message)

result = iMessageConverter.ToFixTradingSessionStatusRequest(message)

Convert StockSharp BoardLookupMessage to FIX TradingSessionStatusRequest.

ToFixUserInfo

public FixUserInfo ToFixUserInfo(UserInfoMessage message, string userRequestId)

result = iMessageConverter.ToFixUserInfo(message, userRequestId)

Convert StockSharp UserInfoMessage to FIX UserInfo.

ToFixUserRequest

public FixUserRequest ToFixUserRequest(UserRequestMessage message)

result = iMessageConverter.ToFixUserRequest(message)

Convert StockSharp UserRequestMessage to FIX UserRequest.

ToFixUserRequestEx

public FixUserRequestEx ToFixUserRequestEx(UserLookupMessage message)

result = iMessageConverter.ToFixUserRequestEx(message)

Convert StockSharp UserLookupMessage to FIX UserRequestEx.

ToFixUserResponse

public FixUserResponse ToFixUserResponse(string userRequestId, string userName, UserStatus status, string text)

result = iMessageConverter.ToFixUserResponse(userRequestId, userName, status, text)

将用户响应参数转换为 FIX UserResponse 。

ToHistoryStart

public ValueTuple<string, DateTime?> ToHistoryStart(FixHistoryStart fix)

result = iMessageConverter.ToHistoryStart(fix)

Convert FIX HistoryStart to history parameters.

ToMessage

public SubscriptionResponseMessage ToMessage(FixSubscriptionResponse fix)

result = iMessageConverter.ToMessage(fix)

Convert FIX SubscriptionResponse to StockSharp SubscriptionResponseMessage.

ToMessage

public SubscriptionOnlineMessage ToMessage(FixSubscriptionOnline fix)

result = iMessageConverter.ToMessage(fix)

Convert FIX SubscriptionOnline to StockSharp SubscriptionOnlineMessage.

ToMessage

public ValueTuple<string, char, string> ToMessage(FixOrderMassCancelReport fix)

result = iMessageConverter.ToMessage(fix)

转换 FIX OrderMassCancelReport 命令质量取消报告参数 。

ToMessage

public ValueTuple<SecurityId, string, DataType, ICollection<MDEntry>> ToMessage(FixMarketDataSnapshotFullRefresh fix)

result = iMessageConverter.ToMessage(fix)

将FIX MarketDataSnapshotFullRefresh转换为市场数据参数.

ToMessage

public ValueTuple<string, string, string, DataType, ICollection<MDEntry>> ToMessage(FixMarketDataIncrementalRefresh fix)

result = iMessageConverter.ToMessage(fix)

将FIX MarketDataIncrementalRefresh转换为市场数据参数.

ToMessage

public SubscriptionFinishedMessage ToMessage(FixSubscriptionFinished fix)

result = iMessageConverter.ToMessage(fix)

Convert FIX SubscriptionFinished to StockSharp SubscriptionFinishedMessage.

ToMessage

public ValueTuple<string, string, string, DateTime> ToMessage(FixOrderCancelReject fix)

result = iMessageConverter.ToMessage(fix)

转换 FIX OrderCancelReject 以命令取消拒绝参数 。

ToMessage

public DataTypeLookupMessage ToMessage(FixDataTypeLookup fix)

result = iMessageConverter.ToMessage(fix)

Convert FIX DataTypeLookup to StockSharp DataTypeLookupMessage.

ToMessage

public UserInfoMessage ToMessage(FixUserInfo fix)

result = iMessageConverter.ToMessage(fix)

Convert FIX UserInfo to StockSharp UserInfoMessage.

ToMessage

public OrderCancelMessage ToMessage(FixOrderCancelRequest fix)

result = iMessageConverter.ToMessage(fix)

Convert FIX OrderCancelRequest to StockSharp OrderCancelMessage.

ToMessage

public OrderReplaceMessage ToMessage(FixOrderCancelReplaceRequest fix)

result = iMessageConverter.ToMessage(fix)

Convert FIX OrderCancelReplaceRequest to StockSharp OrderReplaceMessage.

ToMessage

public OrderGroupCancelMessage ToMessage(FixOrderMassCancelRequest fix)

result = iMessageConverter.ToMessage(fix)

Convert FIX OrderMassCancelRequest to StockSharp OrderGroupCancelMessage.

ToMessage

public OrderStatusMessage ToMessage(FixOrderStatusRequest fix)

result = iMessageConverter.ToMessage(fix)

Convert FIX OrderStatusRequest to StockSharp OrderStatusMessage.

ToMessage

public OrderStatusMessage ToMessage(FixOrderMassStatusRequest fix)

result = iMessageConverter.ToMessage(fix)

将 FIX OrderMassStatusRequest 转换为 StockSharp OrderStatusMessage(质量请求).

ToMessage

public TimeMessage ToMessage(FixTestRequest fix)

result = iMessageConverter.ToMessage(fix)

Convert FIX TestRequest to StockSharp TimeMessage.

ToMessage

public BoardLookupMessage ToMessage(FixTradingSessionStatusRequest fix)

result = iMessageConverter.ToMessage(fix)

Convert FIX TradingSessionStatusRequest to StockSharp BoardLookupMessage.

ToMessage

public SecurityLookupMessage ToMessage(FixSecurityListRequest fix)

result = iMessageConverter.ToMessage(fix)

Convert FIX SecurityListRequest to StockSharp SecurityLookupMessage.

ToMessage

public SecurityMessage ToMessage(FixSecurityStatusRequest fix)

result = iMessageConverter.ToMessage(fix)

Convert FIX SecurityStatusRequest to StockSharp SecurityMessage.

ToMessage

public ValueTuple<string, string, UserStatus, string> ToMessage(FixUserResponse fix)

result = iMessageConverter.ToMessage(fix)

将 FIX UserResponse 转换为用户响应参数.

ToMessage

public SecurityMappingMessage ToMessage(FixSecurityMapping fix)

result = iMessageConverter.ToMessage(fix)

Convert FIX SecurityMapping to StockSharp SecurityMappingMessage.

ToMessage

public SecurityLegsRequestMessage ToMessage(FixSecurityLegsRequest fix)

result = iMessageConverter.ToMessage(fix)

Convert FIX SecurityLegsRequest to StockSharp SecurityLegsRequestMessage.

ToMessage

public UserRequestMessage ToMessage(FixUserRequest fix)

result = iMessageConverter.ToMessage(fix)

Convert FIX UserRequest to StockSharp UserRequestMessage.

ToMessage

public UserLookupMessage ToMessage(FixUserRequestEx fix)

result = iMessageConverter.ToMessage(fix)

Convert FIX UserRequestEx to StockSharp UserLookupMessage.

ToMessage

public BoardLookupMessage ToMessage(FixBoardLookup fix)

result = iMessageConverter.ToMessage(fix)

Convert FIX BoardLookup to StockSharp BoardLookupMessage.

ToMessage

public BoardMessage ToMessage(FixBoardUpdate fix)

result = iMessageConverter.ToMessage(fix)

Convert FIX BoardUpdate to StockSharp BoardMessage.

ToMessage

public RemoveMessage ToMessage(FixRemove fix)

result = iMessageConverter.ToMessage(fix)

Convert FIX Remove to StockSharp RemoveMessage.

ToMessage

public ExecutionMessage ToMessage(FixExecutionReport fix)

result = iMessageConverter.ToMessage(fix)

Convert FIX ExecutionReport to StockSharp ExecutionMessage.

ToMessage

public PositionChangeMessage ToMessage(FixPositionReport fix)

result = iMessageConverter.ToMessage(fix)

Convert FIX PositionReport to StockSharp PositionChangeMessage.

ToMessage

public ValueTuple<ICollection<SecurityMessage>, string, string, bool> ToMessage(FixSecurityListResponse fix)

result = iMessageConverter.ToMessage(fix)

FIX SecurityListResponse 转换为 StockSharp SecurityMessage 收集并带有元数据.

ToMessage

public NewsMessage ToMessage(FixNews fix)

result = iMessageConverter.ToMessage(fix)

Convert FIX News to StockSharp NewsMessage.

ToMessage

public PortfolioLookupMessage ToMessage(FixRequestForPositions fix)

result = iMessageConverter.ToMessage(fix)

Convert FIX RequestForPositions to StockSharp PortfolioLookupMessage.

ToMessage

public OrderRegisterMessage ToMessage(FixNewOrderSingle fix)

result = iMessageConverter.ToMessage(fix)

Convert FIX NewOrderSingle to StockSharp OrderRegisterMessage.

ToMessages

public IEnumerable<MarketDataMessage> ToMessages(FixMarketDataRequest fix)

result = iMessageConverter.ToMessages(fix)

FIX MarketDataRequest 转换为 StockSharp MarketDataMessage 收藏. 1 FIX 请求可以生成多条S#消息(按金融工具/数据类型组合).

ToResendRange

public ValueTuple<long, long> ToResendRange(FixResendRequest fix)

result = iMessageConverter.ToResendRange(fix)

Convert FIX ResendRequest data to sequence range.

ToSequenceReset

public ValueTuple<bool, long> ToSequenceReset(FixSequenceReset fix)

result = iMessageConverter.ToSequenceReset(fix)

Convert FIX SequenceReset data to sequence numbers.