MessageConverter
IMessageConverter 默认执行 。 提供 FIX 记录结构和 StockSharp 信件之间的双向转换 。
方法
protected static FixParty[] BuildParties(string clientCode, string brokerCode)result = MessageConverter.BuildParties(clientCode, brokerCode)构建 FIX 方阵列,从客户代码和中介代码中生成.
protected virtual MarginModes? GetMarginMode(char? cashMargin)result = messageConverter.GetMarginMode(cashMargin)从 FIX 现金保证金代码中获取保证金模式 。
protected virtual OrderTypes? GetOrderType(char? ordType)result = messageConverter.GetOrderType(ordType)从 FIX 字符码中获取命令类型并应用到信件中 。
protected virtual OrderPositionEffects? GetPositionEffect(char? positionEffect)result = messageConverter.GetPositionEffect(positionEffect)从 FIX 字符码中获取位置效果 。
protected virtual SecurityTypes? GetSecurityType(string fixSecurityType)result = messageConverter.GetSecurityType(fixSecurityType)从 FIX 字符串代码中获取金融工具类型.
protected virtual Sides? GetSide(char? fixSide)result = messageConverter.GetSide(fixSide)从FIX字符码中获取侧面.
protected virtual DateTime? GetTillDate(char? fixTif, DateTime? expiryDate)result = messageConverter.GetTillDate(fixTif, expiryDate)Get TillDate based on FIX TimeInForce.
protected virtual TimeInForce? GetTimeInForce(char? fixTif)result = messageConverter.GetTimeInForce(fixTif)从 FIX 字符码中获取时间生效 。
public virtual FixBoard ToFixBoard(string requestId, BoardMessage message)result = messageConverter.ToFixBoard(requestId, message)Convert StockSharp BoardMessage to FIX Board.
public virtual FixBoardLookup ToFixBoardLookup(BoardLookupMessage message)result = messageConverter.ToFixBoardLookup(message)Convert StockSharp BoardLookupMessage to FIX BoardLookup.
public virtual FixBoardUpdate ToFixBoardUpdate(BoardMessage message)result = messageConverter.ToFixBoardUpdate(message)Convert StockSharp BoardMessage to FIX BoardUpdate.
protected virtual char? ToFixCashMargin(MarginModes? marginMode)result = messageConverter.ToFixCashMargin(marginMode)将比值模式转换为 FIX 现金比值代码.
public virtual FixDataTypeInfo ToFixDataTypeInfo(string requestId, DataTypeInfoMessage message)result = messageConverter.ToFixDataTypeInfo(requestId, message)Convert StockSharp DataTypeInfoMessage to FIX DataTypeInfo.
public virtual FixDataTypeLookup ToFixDataTypeLookup(DataTypeLookupMessage message)result = messageConverter.ToFixDataTypeLookup(message)Convert StockSharp DataTypeLookupMessage to FIX DataTypeLookup.
public virtual FixExecutionReport ToFixExecutionReport(ExecutionMessage message, string ordStatusReqId, string massStatusReqId, string origClOrdId, string clOrdId)result = messageConverter.ToFixExecutionReport(message, ordStatusReqId, massStatusReqId, origClOrdId, clOrdId)Convert StockSharp ExecutionMessage to FIX ExecutionReport.
public virtual FixHeartbeat ToFixHeartbeat(string testReqId)result = messageConverter.ToFixHeartbeat(testReqId)将心跳参数转换为 FIX Heartbeat 。
public virtual FixHistoryStart ToFixHistoryStart(string requestId, DateTime? from)result = messageConverter.ToFixHistoryStart(requestId, from)Convert history parameters to FIX HistoryStart.
public virtual FixLogonResponse ToFixLogonResponse(string sessionId, string licenseFeatureId, DateTime componentTimestamp)result = messageConverter.ToFixLogonResponse(sessionId, licenseFeatureId, componentTimestamp)将登录响应参数转换为 FIX LogonResponse 。
public virtual FixMarketDataIncrementalRefresh ToFixMarketDataIncrementalRefresh(string symbol, string securityExchange, string mdReqId, DataType buildFrom, ICollection<MDEntry> entries)result = messageConverter.ToFixMarketDataIncrementalRefresh(symbol, securityExchange, mdReqId, buildFrom, entries)将市场数据条目转换为 FIX MarketDataIncrementalRefresh 。
public FixMarketDataRequest ToFixMarketDataRequest(MarketDataMessage message, FixId mdReqId, FixId mdResponseId)result = messageConverter.ToFixMarketDataRequest(message, mdReqId, mdResponseId)Convert StockSharp MarketDataMessage to FIX MarketDataRequest.
public virtual FixMarketDataRequestReject ToFixMarketDataRequestReject(string mdReqId, Exception error)result = messageConverter.ToFixMarketDataRequestReject(mdReqId, error)Convert error to FIX MarketDataRequestReject.
public virtual FixMarketDataSnapshotFullRefresh ToFixMarketDataSnapshotFullRefresh(SecurityId securityId, string mdReqId, DataType buildFrom, ICollection<MDEntry> entries)result = messageConverter.ToFixMarketDataSnapshotFullRefresh(securityId, mdReqId, buildFrom, entries)将市场数据条目转换为 FIX MarketDataSnapshotFullRefresh 。
public virtual FixNewOrderSingle ToFixNewOrderSingle(OrderRegisterMessage message)result = messageConverter.ToFixNewOrderSingle(message)Convert StockSharp OrderRegisterMessage to FIX NewOrderSingle.
public virtual FixNews ToFixNews(NewsMessage message, string mdResponseId)result = messageConverter.ToFixNews(message, mdResponseId)Convert StockSharp NewsMessage to FIX News.
public virtual FixOrderCancelReject ToFixOrderCancelReject(string clOrdId, string orderId, string errorText, DateTime transactTime)result = messageConverter.ToFixOrderCancelReject(clOrdId, orderId, errorText, transactTime)将命令取消拒绝参数转换为 FIX OrderCancelReject 。
public virtual FixOrderCancelReplaceRequest ToFixOrderCancelReplaceRequest(OrderReplaceMessage message)result = messageConverter.ToFixOrderCancelReplaceRequest(message)Convert StockSharp OrderReplaceMessage to FIX OrderCancelReplaceRequest.
public virtual FixOrderCancelRequest ToFixOrderCancelRequest(OrderCancelMessage message)result = messageConverter.ToFixOrderCancelRequest(message)Convert StockSharp OrderCancelMessage to FIX OrderCancelRequest.
public virtual FixOrderMassCancelReport ToFixOrderMassCancelReport(string clOrdId, char massCancelRequestType, string errorMessage)result = messageConverter.ToFixOrderMassCancelReport(clOrdId, massCancelRequestType, errorMessage)将命令质量取消报告参数转换为 FIX OrderMassCancelReport 。
public virtual FixOrderMassCancelRequest ToFixOrderMassCancelRequest(OrderGroupCancelMessage message)result = messageConverter.ToFixOrderMassCancelRequest(message)Convert StockSharp OrderGroupCancelMessage to FIX OrderMassCancelRequest.
public virtual FixOrderMassStatusRequest ToFixOrderMassStatusRequest(OrderStatusMessage message)result = messageConverter.ToFixOrderMassStatusRequest(message)将 StockSharp OrderStatusMessage(质量请求)转换为 FIX OrderMassStatusRequest 。
public virtual FixOrderStatusRequest ToFixOrderStatusRequest(OrderStatusMessage message)result = messageConverter.ToFixOrderStatusRequest(message)Convert StockSharp OrderStatusMessage to FIX OrderStatusRequest.
protected virtual char? ToFixOrderType(OrderTypes? orderType, OrderCondition condition)result = messageConverter.ToFixOrderType(orderType, condition)将命令类型转换为 FIX 字符码 。
protected virtual char? ToFixPositionEffect(OrderPositionEffects? effect)result = messageConverter.ToFixPositionEffect(effect)将位置效果转换为 FIX 字符码 。
public virtual 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 = messageConverter.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 。
public virtual FixPositionReport ToFixPositionReport(PositionChangeMessage message, string posReqId)result = messageConverter.ToFixPositionReport(message, posReqId)Convert StockSharp PositionChangeMessage to FIX PositionReport.
public virtual FixReject ToFixReject(string error, long? refSeqNum, string refMsgType, FixTags? refTagId, int? sessionRejectReason, string requestId)result = messageConverter.ToFixReject(error, refSeqNum, refMsgType, refTagId, sessionRejectReason, requestId)将拒绝参数转换为 FIX 拒绝 。
public virtual FixRemoteFile ToFixRemoteFile(string requestId, RemoteFileMessage message)result = messageConverter.ToFixRemoteFile(requestId, message)Convert StockSharp RemoteFileMessage to FIX RemoteFile.
public virtual FixRemove ToFixRemove(RemoveMessage message)result = messageConverter.ToFixRemove(message)Convert StockSharp RemoveMessage to FIX Remove.
public virtual FixRequestForPositions ToFixRequestForPositions(PortfolioLookupMessage message)result = messageConverter.ToFixRequestForPositions(message)Convert StockSharp PortfolioLookupMessage to FIX RequestForPositions.
public virtual FixResendRequest ToFixResendRequest(long beginSeqNo, long endSeqNo)result = messageConverter.ToFixResendRequest(beginSeqNo, endSeqNo)Convert sequence range to FIX ResendRequest.
public virtual FixSecurityLegsInfo ToFixSecurityLegsInfo(string requestId, IDictionary<SecurityId, IEnumerable<SecurityId>> legs)result = messageConverter.ToFixSecurityLegsInfo(requestId, legs)将金融工具腿转换为FIX SecurityLegsInfo。
public virtual FixSecurityLegsRequest ToFixSecurityLegsRequest(SecurityLegsRequestMessage message)result = messageConverter.ToFixSecurityLegsRequest(message)Convert StockSharp SecurityLegsRequestMessage to FIX SecurityLegsRequest.
public virtual FixSecurityListRequest ToFixSecurityListRequest(SecurityLookupMessage message)result = messageConverter.ToFixSecurityListRequest(message)Convert StockSharp SecurityLookupMessage to FIX SecurityListRequest.
public virtual FixSecurityListResponse ToFixSecurityListResponse(ICollection<SecurityMessage> securities, string securityReqId, string securityResponseId, bool lastFragment)result = messageConverter.ToFixSecurityListResponse(securities, securityReqId, securityResponseId, lastFragment)将 StockSharp SecurityMessage 收藏转换为 FIX SecurityListResponse 。
public virtual FixSecurityListResponseError ToFixSecurityListResponseError(string securityReqId, string securityResponseId, Exception error)result = messageConverter.ToFixSecurityListResponseError(securityReqId, securityResponseId, error)Convert error to FIX SecurityListResponseError.
public virtual FixSecurityMapping ToFixSecurityMapping(SecurityMappingMessage message)result = messageConverter.ToFixSecurityMapping(message)Convert StockSharp SecurityMappingMessage to FIX SecurityMapping.
public virtual FixSecurityStatusRequest ToFixSecurityStatusRequest(SecurityMessage message)result = messageConverter.ToFixSecurityStatusRequest(message)Convert StockSharp SecurityMessage to FIX SecurityStatusRequest.
protected virtual string ToFixSecurityType(SecurityTypes? securityType)result = messageConverter.ToFixSecurityType(securityType)将金融工具类型转换为 FIX 字符串代码 。
public virtual FixSequenceReset ToFixSequenceReset(bool gapFill, long newSeqNo)result = messageConverter.ToFixSequenceReset(gapFill, newSeqNo)Convert sequence reset parameters to FIX SequenceReset.
protected virtual char? ToFixSide(Sides? side)result = messageConverter.ToFixSide(side)将侧面转换为 FIX 字符码 。
public virtual FixSubscription ToFixSubscription(string requestId, string responseId, MarketDataMessage message)result = messageConverter.ToFixSubscription(requestId, responseId, message)将 StockSharp MarketDataMessage 转换为 FIX 订阅 。
public virtual FixSubscriptionFinished ToFixSubscriptionFinished(SubscriptionFinishedMessage message, string mdReqId)result = messageConverter.ToFixSubscriptionFinished(message, mdReqId)Convert StockSharp SubscriptionFinishedMessage to FIX SubscriptionFinished.
public virtual FixSubscriptionOnline ToFixSubscriptionOnline(string mdReqId)result = messageConverter.ToFixSubscriptionOnline(mdReqId)Convert StockSharp SubscriptionOnlineMessage to FIX SubscriptionOnline.
public virtual FixSubscriptionResponse ToFixSubscriptionResponse(string mdReqId, string mdResponseId, string error)result = messageConverter.ToFixSubscriptionResponse(mdReqId, mdResponseId, error)Convert error to FIX SubscriptionResponse.
public virtual FixSubscriptionResponse ToFixSubscriptionResponse(SubscriptionResponseMessage message, string mdReqId, string mdResponseId)result = messageConverter.ToFixSubscriptionResponse(message, mdReqId, mdResponseId)Convert StockSharp SubscriptionResponseMessage to FIX SubscriptionResponse.
protected virtual char? ToFixSubscriptionType(bool? isSubscribe)result = messageConverter.ToFixSubscriptionType(isSubscribe)将订阅类型转换为 FIX 字符码 。
public virtual FixTestRequest ToFixTestRequest(TimeMessage message)result = messageConverter.ToFixTestRequest(message)Convert StockSharp TimeMessage to FIX TestRequest.
protected virtual char? ToFixTimeInForce(TimeInForce? tif, DateTime? tillDate)result = messageConverter.ToFixTimeInForce(tif, tillDate)将生效时间转换为 FIX 字符码, 用于区分 GoodTillCancel / Day / GoodTillDate(均以 PutInQueue 为代表) 。
protected virtual char? ToFixTimeInForce(TimeInForce? tif)result = messageConverter.ToFixTimeInForce(tif)将生效时间转换为 FIX 字符码 。
public virtual FixTradingSessionStatus ToFixTradingSessionStatus(string requestId, BoardStateMessage message)result = messageConverter.ToFixTradingSessionStatus(requestId, message)Convert StockSharp BoardStateMessage to FIX TradingSessionStatus.
public virtual FixTradingSessionStatusRequest ToFixTradingSessionStatusRequest(BoardLookupMessage message)result = messageConverter.ToFixTradingSessionStatusRequest(message)Convert StockSharp BoardLookupMessage to FIX TradingSessionStatusRequest.
public virtual FixUserInfo ToFixUserInfo(UserInfoMessage message, string userRequestId)result = messageConverter.ToFixUserInfo(message, userRequestId)Convert StockSharp UserInfoMessage to FIX UserInfo.
public virtual FixUserRequest ToFixUserRequest(UserRequestMessage message)result = messageConverter.ToFixUserRequest(message)Convert StockSharp UserRequestMessage to FIX UserRequest.
public virtual FixUserRequestEx ToFixUserRequestEx(UserLookupMessage message)result = messageConverter.ToFixUserRequestEx(message)Convert StockSharp UserLookupMessage to FIX UserRequestEx.
public virtual FixUserResponse ToFixUserResponse(string userRequestId, string userName, UserStatus status, string text)result = messageConverter.ToFixUserResponse(userRequestId, userName, status, text)将用户响应参数转换为 FIX UserResponse 。
public virtual ValueTuple<string, DateTime?> ToHistoryStart(FixHistoryStart fix)result = messageConverter.ToHistoryStart(fix)Convert FIX HistoryStart to history parameters.
public virtual DataTypeLookupMessage ToMessage(FixDataTypeLookup fix)result = messageConverter.ToMessage(fix)Convert FIX DataTypeLookup to StockSharp DataTypeLookupMessage.
public virtual OrderRegisterMessage ToMessage(FixNewOrderSingle fix)result = messageConverter.ToMessage(fix)Convert FIX NewOrderSingle to StockSharp OrderRegisterMessage.
public virtual OrderCancelMessage ToMessage(FixOrderCancelRequest fix)result = messageConverter.ToMessage(fix)Convert FIX OrderCancelRequest to StockSharp OrderCancelMessage.
public virtual UserInfoMessage ToMessage(FixUserInfo fix)result = messageConverter.ToMessage(fix)Convert FIX UserInfo to StockSharp UserInfoMessage.
public virtual OrderReplaceMessage ToMessage(FixOrderCancelReplaceRequest fix)result = messageConverter.ToMessage(fix)Convert FIX OrderCancelReplaceRequest to StockSharp OrderReplaceMessage.
public virtual NewsMessage ToMessage(FixNews fix)result = messageConverter.ToMessage(fix)Convert FIX News to StockSharp NewsMessage.
public virtual OrderGroupCancelMessage ToMessage(FixOrderMassCancelRequest fix)result = messageConverter.ToMessage(fix)Convert FIX OrderMassCancelRequest to StockSharp OrderGroupCancelMessage.
public virtual ValueTuple<ICollection<SecurityMessage>, string, string, bool> ToMessage(FixSecurityListResponse fix)result = messageConverter.ToMessage(fix)FIX SecurityListResponse 转换为 StockSharp SecurityMessage 收集并带有元数据.
public virtual OrderStatusMessage ToMessage(FixOrderStatusRequest fix)result = messageConverter.ToMessage(fix)Convert FIX OrderStatusRequest to StockSharp OrderStatusMessage.
public virtual PositionChangeMessage ToMessage(FixPositionReport fix)result = messageConverter.ToMessage(fix)Convert FIX PositionReport to StockSharp PositionChangeMessage.
public virtual OrderStatusMessage ToMessage(FixOrderMassStatusRequest fix)result = messageConverter.ToMessage(fix)将 FIX OrderMassStatusRequest 转换为 StockSharp OrderStatusMessage(质量请求).
public virtual ExecutionMessage ToMessage(FixExecutionReport fix)result = messageConverter.ToMessage(fix)Convert FIX ExecutionReport to StockSharp ExecutionMessage.
public virtual UserRequestMessage ToMessage(FixUserRequest fix)result = messageConverter.ToMessage(fix)Convert FIX UserRequest to StockSharp UserRequestMessage.
public virtual ValueTuple<string, string, UserStatus, string> ToMessage(FixUserResponse fix)result = messageConverter.ToMessage(fix)将 FIX UserResponse 转换为用户响应参数.
public virtual BoardLookupMessage ToMessage(FixTradingSessionStatusRequest fix)result = messageConverter.ToMessage(fix)Convert FIX TradingSessionStatusRequest to StockSharp BoardLookupMessage.
public virtual SubscriptionResponseMessage ToMessage(FixSubscriptionResponse fix)result = messageConverter.ToMessage(fix)Convert FIX SubscriptionResponse to StockSharp SubscriptionResponseMessage.
public virtual UserLookupMessage ToMessage(FixUserRequestEx fix)result = messageConverter.ToMessage(fix)Convert FIX UserRequestEx to StockSharp UserLookupMessage.
public virtual ValueTuple<string, string, string, DataType, ICollection<MDEntry>> ToMessage(FixMarketDataIncrementalRefresh fix)result = messageConverter.ToMessage(fix)将FIX MarketDataIncrementalRefresh转换为市场数据参数.
public virtual BoardLookupMessage ToMessage(FixBoardLookup fix)result = messageConverter.ToMessage(fix)Convert FIX BoardLookup to StockSharp BoardLookupMessage.
public virtual ValueTuple<SecurityId, string, DataType, ICollection<MDEntry>> ToMessage(FixMarketDataSnapshotFullRefresh fix)result = messageConverter.ToMessage(fix)将FIX MarketDataSnapshotFullRefresh转换为市场数据参数.
public virtual BoardMessage ToMessage(FixBoardUpdate fix)result = messageConverter.ToMessage(fix)Convert FIX BoardUpdate to StockSharp BoardMessage.
public virtual SecurityLookupMessage ToMessage(FixSecurityListRequest fix)result = messageConverter.ToMessage(fix)Convert FIX SecurityListRequest to StockSharp SecurityLookupMessage.
public virtual ValueTuple<string, char, string> ToMessage(FixOrderMassCancelReport fix)result = messageConverter.ToMessage(fix)转换 FIX OrderMassCancelReport 命令质量取消报告参数 。
public virtual SecurityMessage ToMessage(FixSecurityStatusRequest fix)result = messageConverter.ToMessage(fix)Convert FIX SecurityStatusRequest to StockSharp SecurityMessage.
public virtual PortfolioLookupMessage ToMessage(FixRequestForPositions fix)result = messageConverter.ToMessage(fix)Convert FIX RequestForPositions to StockSharp PortfolioLookupMessage.
public virtual ValueTuple<string, string, string, DateTime> ToMessage(FixOrderCancelReject fix)result = messageConverter.ToMessage(fix)转换 FIX OrderCancelReject 以命令取消拒绝参数 。
public virtual SecurityMappingMessage ToMessage(FixSecurityMapping fix)result = messageConverter.ToMessage(fix)Convert FIX SecurityMapping to StockSharp SecurityMappingMessage.
public virtual RemoveMessage ToMessage(FixRemove fix)result = messageConverter.ToMessage(fix)Convert FIX Remove to StockSharp RemoveMessage.
public virtual TimeMessage ToMessage(FixTestRequest fix)result = messageConverter.ToMessage(fix)Convert FIX TestRequest to StockSharp TimeMessage.
public virtual SubscriptionOnlineMessage ToMessage(FixSubscriptionOnline fix)result = messageConverter.ToMessage(fix)Convert FIX SubscriptionOnline to StockSharp SubscriptionOnlineMessage.
public virtual SubscriptionFinishedMessage ToMessage(FixSubscriptionFinished fix)result = messageConverter.ToMessage(fix)Convert FIX SubscriptionFinished to StockSharp SubscriptionFinishedMessage.
public virtual SecurityLegsRequestMessage ToMessage(FixSecurityLegsRequest fix)result = messageConverter.ToMessage(fix)Convert FIX SecurityLegsRequest to StockSharp SecurityLegsRequestMessage.
public IEnumerable<MarketDataMessage> ToMessages(FixMarketDataRequest fix)result = messageConverter.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).
public virtual ValueTuple<long, long> ToResendRange(FixResendRequest fix)result = messageConverter.ToResendRange(fix)Convert FIX ResendRequest data to sequence range.
public virtual ValueTuple<bool, long> ToSequenceReset(FixSequenceReset fix)result = messageConverter.ToSequenceReset(fix)Convert FIX SequenceReset data to sequence numbers.