Table of Contents

Class ExanteFixDialect

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

Exante FIX protocol dialect.

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

Constructors

ExanteFixDialect(IdGenerator)

Initializes a new instance of the ExanteFixDialect.

public ExanteFixDialect(IdGenerator transactionIdGenerator)

Parameters

transactionIdGenerator IdGenerator

Transaction id generator.

Properties

FeatureName

Feature name.

public override string FeatureName { get; }

Property Value

string

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

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.

InitSecId(SecurityMessage, string, string, string, string)

Init security id information.

protected override void InitSecId(SecurityMessage message, string symbol, string securityExchange, string idSource, string idValue)

Parameters

message SecurityMessage

A message containing info about the security.

symbol string

Symbol.

securityExchange string

Security exchange.

idSource string

Id source.

idValue string

Id value.

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.

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.

ProcessExecutionReport(ExecutionReport, Action<Message>, ExecutionMessage)

Process ExecutionReport instance.

protected override void ProcessExecutionReport(ExecutionReport report, Action<Message> messageHandler, ExecutionMessage message)

Parameters

report ExecutionReport

ExecutionReport instance.

messageHandler Action<Message>

Message handler.

message ExecutionMessage

The message contains information about the execution.

ProcessExecutionReport(ExecutionReport, Action<Message>, Action<ExecutionReport, Action<Message>, ExecutionMessage>)

Process ExecutionReport instance.

protected override void ProcessExecutionReport(ExecutionReport report, Action<Message> messageHandler, Action<ExecutionReport, Action<Message>, ExecutionMessage> processExecMsg)

Parameters

report ExecutionReport

ExecutionReport instance.

messageHandler Action<Message>

Message handler.

processExecMsg Action<ExecutionReport, Action<Message>, ExecutionMessage>

Post handle an ExecutionMessage instance.