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Class DefaultFixDialect

Реализация по умолчанию IFixDialect.

Inheritance
Object
BaseLogSource
BaseLogReceiver
BaseFixDialect
DefaultFixDialect
LuaFixDialect
Implements
IFixDialect
IMessageAdapter
IMessageChannel
Ecng.Common.ICloneable<IMessageChannel>
ICloneable
Ecng.Serialization.IPersistable
ILogReceiver
ILogSource
IDisposable
Inherited Members
BaseFixDialect.ToString()
BaseFixDialect.IFixDialect.get_Writer()
BaseFixDialect.IFixDialect.get_Reader()
BaseFixDialect.CreateOrderLogMarketDepthBuilder(SecurityId)
BaseFixDialect.GetCandleArgs(Type, SecurityId, Nullable<DateTimeOffset>, Nullable<DateTimeOffset>)
BaseFixDialect.GetMaxCount(DataType)
BaseFixDialect.IFixDialect.Init(IFixWriter, IFixReader, EndPoint)
BaseFixDialect.TryParseNextMsqSeqNum(String)
BaseFixDialect.OnReset()
BaseFixDialect.IMessageChannel.add_NewOutMessage(Action<Message>)
BaseFixDialect.IMessageChannel.remove_NewOutMessage(Action<Message>)
BaseFixDialect.RaiseNewOutMessage(Message)
BaseFixDialect.CheckState()
BaseFixDialect.SendInMessage(Message)
BaseFixDialect.IFixDialect.Read(Action<Message>)
BaseFixDialect.IsAllDownloadingSupported(DataType)
BaseFixDialect.IsSecurityRequired(DataType)
BaseFixDialect.ProcessSequenceResetExtraTag(FixTags, IFixReader, FixSeqResetMessage)
BaseFixDialect.IsLogoutError(String)
BaseFixDialect.WriteLogonRequest(IFixWriter, ConnectMessage, Action<IFixWriter>)
BaseFixDialect.WriteLogoutRequest(IFixWriter, String)
BaseFixDialect.WriteSequenceReset(IFixWriter, Boolean, Int64)
BaseFixDialect.WriteResendRequest(IFixWriter, Int64, Int64)
BaseFixDialect.WriteUserRequestChangePassword(IFixWriter, ChangePasswordMessage, String, String)
BaseFixDialect.WriteTimeMessage(IFixWriter, TimeMessage)
BaseFixDialect.GetBoardCode(String, String, String)
BaseFixDialect.WriteClOrdId(IFixWriter, Int64)
BaseFixDialect.Clone()
BaseFixDialect.IMessageChannel.add_StateChanged(Action)
BaseFixDialect.IMessageChannel.remove_StateChanged(Action)
BaseFixDialect.Open()
BaseFixDialect.Close()
BaseFixDialect.IMessageChannel.Suspend()
BaseFixDialect.IMessageChannel.Resume()
BaseFixDialect.IMessageChannel.Clear()
BaseFixDialect.GetSecurityType(String)
BaseFixDialect.ProcessSecurityDefinition(FixTags, IFixReader, SecurityMessage)
BaseFixDialect.InitSecId(SecurityMessage, String, String, String, String)
BaseFixDialect.FromSecurityTradingStatus(Nullable<Int32>)
BaseFixDialect.WriteAccount(IFixWriter, IPortfolioNameMessage)
BaseFixDialect.GetSyntheticPortfolioName()
BaseFixDialect.IsSyntheticPortfolioName(String)
BaseFixDialect.ReadExecutionReport(IFixReader, ExecutionReport, FastDateTimeParser, Func<FixTags, IFixReader, ExecutionReport, Boolean>)
BaseFixDialect.ProcessExecutionReportExtraTag(FixTags, IFixReader, ExecutionReport)
BaseFixDialect.ProcessExecutionReport(ExecutionReport, Action<Message>, ExecutionMessage)
BaseFixDialect.GetOrderType(ExecutionReport, OrderCondition)
BaseFixDialect.ProcessParties(ExecutionReport)
BaseFixDialect.GetOrderStringId(String)
BaseFixDialect.ProcessExecutionReport(ExecutionReport, Action<Message>, Action<ExecutionReport, Action<Message>, ExecutionMessage>)
BaseFixDialect.GetOrderState(ExecutionReport)
BaseFixDialect.Version
BaseFixDialect.Encoding
BaseFixDialect.Login
BaseFixDialect.Password
BaseFixDialect.SenderCompId
BaseFixDialect.TargetCompId
BaseFixDialect.TimeStampParser
BaseFixDialect.TimeParser
BaseFixDialect.DateParser
BaseFixDialect.YearMonthParser
BaseFixDialect.IsResetCounter
BaseFixDialect.ReConnectionSettings
BaseFixDialect.HeartbeatInterval
BaseFixDialect.TimeZone
BaseFixDialect.ExchangeBoard
BaseFixDialect.ClientCode
BaseFixDialect.DoNotSendAccount
BaseFixDialect.ClientVersion
BaseFixDialect.Accounts
BaseFixDialect.Format
BaseFixDialect.TickAsLevel1
BaseFixDialect.QuotesAsLevel1
BaseFixDialect.LoginAsPortfolioName
BaseFixDialect.OverrideExecIdByNative
BaseFixDialect.Categories
BaseFixDialect.StorageName
BaseFixDialect.IsNativeIdentifiers
BaseFixDialect.SecurityExtendedFields
BaseFixDialect.IsNativeIdentifiersPersistable
BaseFixDialect.SupportUnknownExecutions
BaseFixDialect.SupportedMarketDataTypes
BaseFixDialect.IsSupportCandlesPriceLevels
BaseFixDialect.NewOrderSingleErrorsAsReject
BaseFixDialect.SupportedOrderBookDepths
BaseFixDialect.IsSupportOrderBookIncrements
BaseFixDialect.IsSupportExecutionsPnL
BaseFixDialect.IsSecurityNewsOnly
BaseFixDialect.OrderConditionType
BaseFixDialect.HeartbeatBeforConnect
BaseFixDialect.TransactionIdGenerator
BaseFixDialect.SupportedInMessages
BaseFixDialect.CancelOnDisconnect
BaseFixDialect.Icon
BaseFixDialect.IsFullCandlesOnly
BaseFixDialect.IsSupportSubscriptions
BaseFixDialect.SecurityClassInfo
BaseFixDialect.CandlesBuildFrom
BaseFixDialect.EnqueueSubscriptions
BaseFixDialect.IsSupportTransactionLog
BaseFixDialect.UseChannels
BaseFixDialect.IterationInterval
BaseFixDialect.LookupTimeout
BaseFixDialect.FeatureName
BaseFixDialect.IsPositionsEmulationRequired
BaseFixDialect.IsReplaceCommandEditCurrent
BaseFixDialect.GenerateOrderBookFromLevel1
BaseFixDialect.CurrentCounter
BaseFixDialect.Address
BaseFixDialect.State
BaseLogReceiver.ILogReceiver.AddLog(LogMessage)
BaseLogSource.RaiseLog(LogMessage)
BaseLogSource.Load(SettingsStorage)
BaseLogSource.Save(SettingsStorage)
BaseLogSource.Id
BaseLogSource.Name
BaseLogSource.Parent
BaseLogSource.LogLevel
BaseLogSource.CurrentTime
BaseLogSource.IsRoot
BaseLogSource.ParentRemoved
BaseLogSource.Log
Namespace: StockSharp.Fix.Dialects
Assembly: StockSharp.Fix.Core.dll
Syntax
[DisplayNameLoc("Default")]
public class DefaultFixDialect : BaseFixDialect, IFixDialect, IMessageAdapter, IMessageChannel, ICloneable<IMessageChannel>, ICloneable, IPersistable, ILogReceiver, ILogSource, IDisposable

Constructors

DefaultFixDialect(IdGenerator)

Создать DefaultFixDialect.

Declaration
public DefaultFixDialect(IdGenerator transactionIdGenerator)
Parameters
Type Name Description
Ecng.Common.IdGenerator transactionIdGenerator

Генератор транзакций.

Properties

CheckTimeFrameByRequest

Проверять возможный тайм-фрейм через запрос.

Declaration
public override bool CheckTimeFrameByRequest { get; }
Property Value
Type Description
Boolean
Overrides
BaseFixDialect.CheckTimeFrameByRequest

ConvertToLatin

Конвертировать кириллицу в латиницу.

Declaration
public bool ConvertToLatin { get; set; }
Property Value
Type Description
Boolean

IsAutoReplyOnTransactonalUnsubscription

Отправлять автоматически ответ на отписку для OrderStatusMessage и PortfolioLookupMessage.

Declaration
public override bool IsAutoReplyOnTransactonalUnsubscription { get; }
Property Value
Type Description
Boolean
Overrides
BaseFixDialect.IsAutoReplyOnTransactonalUnsubscription

IsSupportCandlesUpdates

Поддерживается подписка на свечи и обновление в реальном времени.

Declaration
public override bool IsSupportCandlesUpdates { get; }
Property Value
Type Description
Boolean
Overrides
BaseFixDialect.IsSupportCandlesUpdates

IsSupportMarketDataResponse

Поддерживается ли ответ на подписку.

Declaration
protected override bool IsSupportMarketDataResponse { get; }
Property Value
Type Description
Boolean
Overrides
BaseFixDialect.IsSupportMarketDataResponse

PossibleSupportedMessages

Возможные поддерживаемые адаптером типы сообщений.

Declaration
public override IEnumerable<MessageTypeInfo> PossibleSupportedMessages { get; }
Property Value
Type Description
IEnumerable<MessageTypeInfo>
Overrides
BaseFixDialect.PossibleSupportedMessages

SupportedOutMessages

Поддерживаемые типы сообщений, который может обработать адаптер.

Declaration
public override IEnumerable<MessageTypes> SupportedOutMessages { get; set; }
Property Value
Type Description
IEnumerable<MessageTypes>
Overrides
BaseFixDialect.SupportedOutMessages

SupportedResultMessages

Поддерживаемые адаптером результирующие типы сообщений.

Declaration
public override IEnumerable<MessageTypes> SupportedResultMessages { get; set; }
Property Value
Type Description
IEnumerable<MessageTypes>
Overrides
BaseFixDialect.SupportedResultMessages

TimeFrames

Возможные тайм-фреймы.

Declaration
protected override IEnumerable<TimeSpan> TimeFrames { get; }
Property Value
Type Description
IEnumerable<TimeSpan>
Overrides
BaseFixDialect.TimeFrames

Methods

GetHistoryStepSize(DataType, out TimeSpan)

Получить максимальный размер шага, доступный для скачивания истории.

Declaration
public override TimeSpan GetHistoryStepSize(DataType dataType, out TimeSpan iterationInterval)
Parameters
Type Name Description
DataType dataType

Тип данных.

TimeSpan iterationInterval

Interval between iterations.

Returns
Type Description
TimeSpan

Step.

Overrides
BaseFixDialect.GetHistoryStepSize(DataType, out TimeSpan)

OnRead(IFixReader, String, Action<Message>)

Прочитать следующее сообщение FIX протокола.

Declaration
protected override Nullable<bool> OnRead(IFixReader reader, string msgType, Action<Message> messageHandler)
Parameters
Type Name Description
IFixReader reader

Читатель данных, записанных в формате FIX протокола.

String msgType

Тип сообщения.

Action<Message> messageHandler

Обработчик сообщений.

Returns
Type Description
Nullable<Boolean>

true, если сообщение было прочитано успешно, иначе, false.

Overrides
BaseFixDialect.OnRead(IFixReader, String, Action<Message>)

OnWrite(IFixWriter, Message)

Записать сообщение в формат FIX протокола.

Declaration
protected override string OnWrite(IFixWriter writer, Message message)
Parameters
Type Name Description
IFixWriter writer

Писатель FIX протокола.

Message message

Сообщение.

Returns
Type Description
String

FixMessages значение.

Overrides
BaseFixDialect.OnWrite(IFixWriter, Message)

ReadOrderCondition(IFixReader, FixTags, Func<OrderCondition>)

Прочитать условие заявки OrderCondition.

Declaration
protected virtual bool ReadOrderCondition(IFixReader reader, FixTags tag, Func<OrderCondition> getCondition)
Parameters
Type Name Description
IFixReader reader

Читатель данных.

FixTags tag

Тэг.

Func<OrderCondition> getCondition

Функция, возвращающая условие заявки.

Returns
Type Description
Boolean

Успешно ли обработаны данные.

RegisterCandleType(Char, Type)

Register new candle type.

Declaration
public static void RegisterCandleType(char code, Type messageType)
Parameters
Type Name Description
Char code

MDEntryType значение.

Type messageType

Тип сообщения.

WriteOrderCondition(IFixWriter, OrderCondition)

Записать данные по условию заявки.

Declaration
protected virtual void WriteOrderCondition(IFixWriter writer, OrderCondition condition)
Parameters
Type Name Description
IFixWriter writer

Писатель FIX данных.

OrderCondition condition

Order condition (e.g., stop- and algo- orders parameters).

Implements

IFixDialect
IMessageAdapter
IMessageChannel
Ecng.Common.ICloneable<>
System.ICloneable
Ecng.Serialization.IPersistable
ILogReceiver
ILogSource
System.IDisposable

Extension Methods

Paths.Serialize<T>(T, String)
Paths.Serialize<T>(T)
EditorExtensions.ToItemsSource(Object, Type, Nullable<Boolean>, Nullable<ListSortDirection>, Func<IItemsSourceItem, Boolean>, Func<Object, String>, Func<Object, String>)
XamlHelper.WpfCast<T>(Object)
XamlHelper.CopyToClipboard<T>(T)
XamlHelper.EnsureUIThread(Object)
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