Adapter Routing

StockSharp supports simultaneous connections to multiple exchanges and brokers. The routing system (basket routing) manages which messages are directed to which adapters, ensuring transparent operation with multiple connections.

General Architecture

When using multiple adapters, the connector automatically creates a basket that combines all connections. The router determines which adapter each specific message should be directed to -- market data subscriptions, transactions, portfolio requests, etc.

AdapterRouter

The IAdapterRouter interface defines the logic for routing messages between adapters.

Main Methods

Method	Description
`GetAdapters`	Returns a list of adapters suitable for processing the given message
`GetSubscriptionAdaptersAsync`	Asynchronously determines adapters for market data subscriptions
`GetPortfolioAdapter`	Returns the adapter bound to a specific portfolio
`TryGetOrderAdapter`	Finds the adapter through which an order was registered
`SetSecurityAdapter`	Binds an instrument to a specific adapter
`SetPortfolioAdapter`	Binds a portfolio to a specific adapter

Routing Priorities

The system determines the target adapter in the following priority order:

Explicit specification -- if an adapter is specified in the message via the message.Adapter property, that adapter is used.
Instrument binding -- mapping set via SetSecurityAdapter.
Data type binding -- adapters registered for a specific message type.
Supported type filtering -- adapters that support the given message type are selected.

Configuring Routing

var router = connector.Adapter.InnerAdapters;

// Bind instrument to adapter for receiving tick data
router.SetSecurityAdapter(
    secId,
    DataType.Ticks,
    binanceAdapter
);

// Bind portfolio to adapter for transactions
router.SetPortfolioAdapter(
    "MyPortfolio",
    interactiveBrokersAdapter
);

Managing Connections

Connection States

Each adapter in the basket goes through standard connection states:

Disconnected -- disconnected
Connecting -- connection in progress
Connected -- connected
Disconnecting -- disconnection in progress

The basket aggregates the states of all nested adapters.

Aggregation Parameters

The ConnectDisconnectEventOnFirstAdapter property determines when the basket is considered connected:

true -- the connection event fires when the first adapter connects (default). Allows starting work without waiting for all connections.
false -- the event fires only after all adapters have connected.

// Wait for all adapters to connect
connector.Adapter.InnerAdapters.ConnectDisconnectEventOnFirstAdapter = false;

connector.Connected += () =>
{
    Console.WriteLine("All adapters connected");
};

connector.Connect();

Parent and Child Subscriptions

When working with multiple adapters, a single subscription can be split into multiple child subscriptions, each directed to its own adapter. The system automatically:

Creates child subscriptions for each suitable adapter
Aggregates responses before notifying the parent subscription
Handles partial errors (if one adapter fails to subscribe, the others continue working)

Multi-Exchange Example

// Adding adapters
connector.Adapter.InnerAdapters.Add(binanceAdapter);
connector.Adapter.InnerAdapters.Add(bybitAdapter);

connector.Connect();

// Subscribing to ticks -- will be automatically routed
// to all adapters supporting the given instrument
var subscription = new Subscription(DataType.Ticks, security);
connector.Subscribe(subscription);

Pending Message Queue

If no adapter is connected when a message is sent, the message is placed in a pending queue (IPendingMessageState). When an adapter connects, all accumulated messages are automatically sent.

// Registering an order before connecting -- the order will be sent
// automatically after the connection is established
connector.RegisterOrder(order);
connector.Connect();

Configuring Multiple Connections

Programmatic Configuration

// Creating adapters
var binance = new BinanceMessageAdapter(connector.TransactionIdGenerator)
{
    Key = "<API_KEY>",
    Secret = "<API_SECRET>".Secure(),
};

var ib = new InteractiveBrokersMessageAdapter(connector.TransactionIdGenerator)
{
    Address = InteractiveBrokersMessageAdapter.DefaultAddress,
};

// Adding to the basket
connector.Adapter.InnerAdapters.Add(binance);
connector.Adapter.InnerAdapters.Add(ib);

// Configuring routing
connector.Adapter.InnerAdapters.SetPortfolioAdapter("BinancePortfolio", binance);
connector.Adapter.InnerAdapters.SetPortfolioAdapter("IBPortfolio", ib);

connector.Connect();

Graphical Configuration

For visual connection configuration, use the graphical configuration component. See the Graphical Configuration section for details.

Order Tracking

The router automatically tracks which adapter was used to register each order. When receiving order updates (state changes, trades), the system routes them through the same adapter:

// The order will be registered through the adapter bound to the portfolio
var order = new Order
{
    Security = security,
    Portfolio = portfolio,
    Side = Sides.Buy,
    Price = price,
    Volume = volume,
};

connector.RegisterOrder(order);

// Cancellation will go through the same adapter automatically
connector.CancelOrder(order);