Table of Contents

Class DukasCopyFixDialect

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

DukasCopy FIX protocol dialect.

[MediaIcon("dukascopy_logo.svg")]
[Display(ResourceType = typeof(LocalizedStrings), Name = "DukasCopy", GroupName = "Forex")]
public class DukasCopyFixDialect : BaseFixDialect, IFixDialect, IMessageAdapter, IMessageChannel, ICloneable<IMessageChannel>, ICloneable, IPersistable, ILogReceiver, ILogSource, IDisposable, IDemoAdapter
Inheritance
DukasCopyFixDialect
Implements
Inherited Members
Extension Methods

Constructors

DukasCopyFixDialect(IdGenerator)

Initializes a new instance of the DukasCopyFixDialect.

public DukasCopyFixDialect(IdGenerator transactionIdGenerator)

Parameters

transactionIdGenerator IdGenerator

Transaction id generator.

Properties

FeatureName

Feature name.

public override string FeatureName { get; }

Property Value

string

LoginAsPortfolioName

Use Login as portfolio name.

protected override bool LoginAsPortfolioName { get; }

Property Value

bool

PossibleSupportedMessages

Possible supported by adapter message types.

public override IEnumerable<MessageTypeInfo> PossibleSupportedMessages { get; }

Property Value

IEnumerable<MessageTypeInfo>

SupportedOrderBookDepths

Available options for MaxDepth.

public override IEnumerable<int> SupportedOrderBookDepths { get; }

Property Value

IEnumerable<int>

Methods

GetOrderType(ExecutionReport, out OrderCondition)

Get order type.

protected override OrderTypes GetOrderType(ExecutionReport report, out OrderCondition condition)

Parameters

report ExecutionReport

Execution report.

condition OrderCondition

Base order condition (for example, for stop order algo orders).

Returns

OrderTypes

Order type.

GetSupportedMarketDataTypes(SecurityId, DateTimeOffset?, DateTimeOffset?)

Get supported by adapter message types.

public override IEnumerable<DataType> GetSupportedMarketDataTypes(SecurityId securityId, DateTimeOffset? from, DateTimeOffset? to)

Parameters

securityId SecurityId

SecurityId

from DateTimeOffset?

Start date for request. If null, then all available messages will be returned.

to DateTimeOffset?

End date for request. If null, then all available messages will be returned.

Returns

IEnumerable<DataType>

Supported by adapter market data types.

IsLogoutError(string)

Check Logout contains error message.

protected override bool IsLogoutError(string text)

Parameters

text string

Text message.

Returns

bool

true if the specified text contains error message, otherwise, false.

OnRead(IFixReader, string, Action<Message>)

Read next message from FIX protocol.

protected override bool? OnRead(IFixReader reader, string msgType, Action<Message> messageHandler)

Parameters

reader IFixReader

The reader of data recorded in the FIX protocol format.

msgType string

Message type.

messageHandler Action<Message>

Message handler.

Returns

bool?

true, if the messages was read successfully, false to skip unknown message, null to break connection.

OnReset()

Reset state.

protected override void OnReset()

OnWrite(IFixWriter, Message)

Write the specified message into FIX protocol.

protected override string OnWrite(IFixWriter writer, Message message)

Parameters

writer IFixWriter

The recorder of data in the FIX protocol format.

message Message

The message.

Returns

string

FixMessages value.