Table of Contents

Class BaseFastDialect

Namespace
StockSharp.Fix.Dialects
Assembly
StockSharp.FAST.dll

Base class describing the dialect of the FAST protocol.

public abstract class BaseFastDialect : BaseLogReceiver, IFastDialect, IMessageAdapter, IMessageChannel, ICloneable<IMessageChannel>, ICloneable, IPersistable, ILogReceiver, ILogSource, IDisposable
Inheritance
BaseFastDialect
Implements
ICloneable<IMessageChannel>
IPersistable
Derived
Inherited Members
Extension Methods

Constructors

BaseFastDialect()

Initialize BaseFastDialect.

protected BaseFastDialect()

Properties

AssociatedBoards

The adapter can process subscription only with instruments associated with the specified board.

[Browsable(false)]
public string[] AssociatedBoards { get; }

Property Value

string[]

CandlesBuildFrom

Possible options for candles building.

[Browsable(false)]
public virtual IEnumerable<Level1Fields> CandlesBuildFrom { get; }

Property Value

IEnumerable<Level1Fields>

Categories

Message adapter categories.

[Browsable(false)]
public virtual MessageAdapterCategories Categories { get; }

Property Value

MessageAdapterCategories

CheckTimeFrameByRequest

Check possible time-frame by request.

[Browsable(false)]
public virtual bool CheckTimeFrameByRequest { get; }

Property Value

bool

EnqueueSubscriptions

Enqueue subscriptions.

[Browsable(false)]
public virtual bool EnqueueSubscriptions { get; set; }

Property Value

bool

Remarks

Do not send new request before received confirmation for previous.

ExtraSetup

The adapter requires extra setup.

[Browsable(false)]
public virtual bool ExtraSetup { get; }

Property Value

bool

FeatureName

Feature name.

public virtual string FeatureName { get; }

Property Value

string

Feeds

Feeds.

public IList<IFastNetworkFeed> Feeds { get; }

Property Value

IList<IFastNetworkFeed>

GenerateOrderBookFromLevel1

Generate QuoteChangeMessage from Level1ChangeMessage.

public virtual bool GenerateOrderBookFromLevel1 { get; set; }

Property Value

bool

Icon

Icon.

[Browsable(false)]
public virtual Uri Icon { get; }

Property Value

Uri

IsAutoReplyOnTransactonalUnsubscription

Send auto response for OrderStatusMessage and PortfolioLookupMessage unsubscribes.

[Browsable(false)]
public virtual bool IsAutoReplyOnTransactonalUnsubscription { get; }

Property Value

bool

IsDump

Is dump mode.

protected bool IsDump { get; }

Property Value

bool

IsFullCandlesOnly

Translates CandleMessage as only fully filled.

[Browsable(false)]
public virtual bool IsFullCandlesOnly { get; }

Property Value

bool

IsNativeIdentifiers

Identify security in messages by native identifier Native.

[Browsable(false)]
public virtual bool IsNativeIdentifiers { get; }

Property Value

bool

IsNativeIdentifiersPersistable

Native identifier can be stored.

[Browsable(false)]
public virtual bool IsNativeIdentifiersPersistable { get; }

Property Value

bool

IsPositionsEmulationRequired

Adapter required emulation PositionChangeMessage.

public virtual bool? IsPositionsEmulationRequired { get; }

Property Value

bool?

Remarks

null means no emulatior, true by order balance, false by trades.

IsReplaceCommandEditCurrent

Is the OrderReplaceMessage command edit a current order.

public virtual bool IsReplaceCommandEditCurrent { get; }

Property Value

bool

IsSecurityNewsOnly

Adapter provides news related with specified security.

[Browsable(false)]
public virtual bool IsSecurityNewsOnly { get; }

Property Value

bool

IsSupportExecutionsPnL

Adapter fills PnL.

[Browsable(false)]
public virtual bool IsSupportExecutionsPnL { get; }

Property Value

bool

IsSupportOrderBookIncrements

Adapter translates incremental order books.

[Browsable(false)]
public virtual bool IsSupportOrderBookIncrements { get; }

Property Value

bool

IsSupportPartialDownloading

Support partial downloading.

[Browsable(false)]
public virtual bool IsSupportPartialDownloading { get; }

Property Value

bool

IsSupportSubscriptions

Support any subscriptions (ticks, order books etc.).

[Browsable(false)]
public virtual bool IsSupportSubscriptions { get; }

Property Value

bool

IsSupportTransactionLog

Adapter translates orders changes on reply of OrderStatusMessage.

[Browsable(false)]
public virtual bool IsSupportTransactionLog { get; }

Property Value

bool

IterationInterval

Interval between iterations.

public virtual TimeSpan IterationInterval { get; }

Property Value

TimeSpan

Login

Login.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Login", Description = "LoginDot", GroupName = "General", Order = 20)]
public string Login { get; set; }

Property Value

string

LookupTimeout

Lookup timeout.

public virtual TimeSpan? LookupTimeout { get; set; }

Property Value

TimeSpan?

MaxIncrementalWrongOrder

Max incremental messages with wrong order before recovering start.

public int MaxIncrementalWrongOrder { get; set; }

Property Value

int

MaxRestoreCount

Max message count that can be restored.

public int MaxRestoreCount { get; set; }

Property Value

int

MaxRestoreErrors

Max restore errors.

public int MaxRestoreErrors { get; set; }

Property Value

int

MaxRestores

Max possible restores.

public int MaxRestores { get; set; }

Property Value

int

MaxSuspended

Max suspended messages.

public int MaxSuspended { get; set; }

Property Value

int

OrderConditionType

Type of OrderCondition.

[Browsable(false)]
public virtual Type OrderConditionType { get; }

Property Value

Type

Remarks

If the connection does not support the order type Conditional, it will be returned null.

Password

Password.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Password", Description = "PasswordDot", GroupName = "General", Order = 21)]
public SecureString Password { get; set; }

Property Value

SecureString

PossibleSupportedMessages

Possible supported by adapter message types.

[Browsable(false)]
public virtual IEnumerable<MessageTypeInfo> PossibleSupportedMessages { get; }

Property Value

IEnumerable<MessageTypeInfo>

SecurityExtendedFields

Names of extended security fields in SecurityMessage.

[Browsable(false)]
public virtual IEnumerable<Tuple<string, Type>> SecurityExtendedFields { get; }

Property Value

IEnumerable<Tuple<string, Type>>

State

State.

[Browsable(false)]
public virtual ChannelStates State { get; }

Property Value

ChannelStates

StorageName

The storage name, associated with the adapter.

[Browsable(false)]
public virtual string StorageName { get; }

Property Value

string

SupportedMarketDataTypes

Supported by adapter market data types.

[Browsable(false)]
public virtual IEnumerable<DataType> SupportedMarketDataTypes { get; set; }

Property Value

IEnumerable<DataType>

SupportedOrderBookDepths

Available options for MaxDepth.

[Browsable(false)]
public virtual IEnumerable<int> SupportedOrderBookDepths { get; }

Property Value

IEnumerable<int>

UseChannels

Use channels for in and out messages.

public virtual bool UseChannels { get; }

Property Value

bool

UseNativeUdpClient

Use native UDP multicast client.

public bool UseNativeUdpClient { get; set; }

Property Value

bool

Methods

Clone() 

public virtual IMessageChannel Clone()

Returns

IMessageChannel

CreateOrderLogMarketDepthBuilder(SecurityId)

Create market depth builder.

public virtual IOrderLogMarketDepthBuilder CreateOrderLogMarketDepthBuilder(SecurityId securityId)

Parameters

securityId SecurityId

Security ID.

Returns

IOrderLogMarketDepthBuilder

Order log to market depth builder.

Dump(IDictionary<MulticastSourceAddress, IEnumerable<Stream>>)

Test dump files.

public virtual void Dump(IDictionary<MulticastSourceAddress, IEnumerable<Stream>> dumpFiles)

Parameters

dumpFiles IDictionary<MulticastSourceAddress, IEnumerable<Stream>>

Dump files.

GetCandleArgs(Type, SecurityId, DateTimeOffset?, DateTimeOffset?)

Get possible args for the specified candle type and instrument.

public virtual IEnumerable<object> GetCandleArgs(Type candleType, SecurityId securityId, DateTimeOffset? from, DateTimeOffset? to)

Parameters

candleType Type

The type of the message CandleMessage.

securityId SecurityId

Security ID.

from DateTimeOffset?

The initial date from which you need to get data.

to DateTimeOffset?

The final date by which you need to get data.

Returns

IEnumerable<object>

Possible args.

GetMaxCount(DataType)

Get maximum possible items count per single subscription request.

public virtual int? GetMaxCount(DataType dataType)

Parameters

dataType DataType

Data type info.

Returns

int?

Max items count.

GetSupportedDataTypes(SecurityId)

Get supported data types for the specified SecurityId.

public virtual IEnumerable<DataType> GetSupportedDataTypes(SecurityId securityId)

Parameters

securityId SecurityId

SecurityId

Returns

IEnumerable<DataType>

Supported data types.

IsAllDownloadingSupported(DataType)

Is for the specified dataType all securities downloading enabled.

public virtual bool IsAllDownloadingSupported(DataType dataType)

Parameters

dataType DataType

Data type info.

Returns

bool

Check result.

IsSecurityRequired(DataType)

Support filtering subscriptions (subscribe/unsubscribe for specified security).

public virtual bool IsSecurityRequired(DataType dataType)

Parameters

dataType DataType

Data type info.

Returns

bool

Check result.

IsSupportCandlesPriceLevels(MarketDataMessage)

Support candles PriceLevels.

public virtual bool IsSupportCandlesPriceLevels(MarketDataMessage subscription)

Parameters

subscription MarketDataMessage

MarketDataMessage

Returns

bool

Check result.

IsSupportCandlesUpdates(MarketDataMessage)

Support candles subscription and live updates.

public virtual bool IsSupportCandlesUpdates(MarketDataMessage subscription)

Parameters

subscription MarketDataMessage

MarketDataMessage

Returns

bool

Check result.

Load(SettingsStorage)

Load settings.

public override void Load(SettingsStorage storage)

Parameters

storage SettingsStorage

Settings storage.

LoadSettingsFromFile(string)

Load settings from specified file.

public abstract void LoadSettingsFromFile(string settingsFile)

Parameters

settingsFile string

Settings file.

Save(SettingsStorage)

Save settings.

public override void Save(SettingsStorage storage)

Parameters

storage SettingsStorage

Settings storage.

SendInMessage(Message)

Send message.

public virtual bool SendInMessage(Message message)

Parameters

message Message

Message.

Returns

bool

true if the specified message was processed successfully, otherwise, false.

SendOutError(Exception)

Initialize a new message ErrorMessage and pass it to the method SendOutMessage(Message).

protected void SendOutError(Exception error)

Parameters

error Exception

Error details.

SendOutMessage(Message)

To call the event NewOutMessage.

protected void SendOutMessage(Message message)

Parameters

message Message

The message.

Events

NewOutMessage

New message event.

public event Action<Message> NewOutMessage

Event Type

Action<Message>