Class GainFuturesFixDialect

Namespace

StockSharp.Fix.Dialects.GainFutures

Assembly

StockSharp.Fix.dll

Gain Futures FIX protocol dialect.

[MediaIcon("OpenECry_logo.png")]
[Display(ResourceType = typeof(LocalizedStrings), Name = "OpenECry", GroupName = "Stock")]
public class GainFuturesFixDialect : BaseFixDialect, IFixDialect, IMessageAdapter, IMessageChannel, ICloneable<IMessageChannel>, ICloneable, IPersistable, ILogReceiver, ILogSource, IDisposable, IDemoAdapter

Inheritance

object

BaseLogSource

BaseLogReceiver

BaseFixDialect

GainFuturesFixDialect

Implements

IFixDialect

IMessageAdapter

IMessageChannel

ICloneable<IMessageChannel>

ICloneable

IPersistable

ILogReceiver

ILogSource

IDisposable

IDemoAdapter

Inherited Members

BaseFixDialect.ToString()

BaseFixDialect.CreateOrderLogMarketDepthBuilder(SecurityId)

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

BaseFixDialect.GetHistoryStepSize(SecurityId, DataType, out TimeSpan)

BaseFixDialect.GetMaxCount(DataType)

BaseFixDialect.GetSupportedDataTypes(SecurityId)

BaseFixDialect.IsSupportCandlesUpdates(MarketDataMessage)

BaseFixDialect.IsSupportCandlesPriceLevels(MarketDataMessage)

BaseFixDialect.TryParseNextMsqSeqNum(string)

BaseFixDialect.RaiseNewOutMessage(Message)

BaseFixDialect.CheckState()

BaseFixDialect.IsSecurityRequired(DataType)

BaseFixDialect.ProcessSequenceResetExtraTag(FixTags, IFixReader, FixSeqResetMessage)

BaseFixDialect.IsLogoutError(string)

BaseFixDialect.WriteLogonRequest(IFixWriter, ConnectMessage, Action<IFixWriter>)

BaseFixDialect.WriteLogoutRequest(IFixWriter, string)

BaseFixDialect.WriteSequenceReset(IFixWriter, bool, long)

BaseFixDialect.WriteResendRequest(IFixWriter, long, long)

BaseFixDialect.WriteUserRequestChangePassword(IFixWriter, ChangePasswordMessage, string, string)

BaseFixDialect.WriteTimeMessage(IFixWriter, TimeMessage)

BaseFixDialect.GetBoardCode(string, string, string)

BaseFixDialect.WriteClOrdId(IFixWriter, long)

BaseFixDialect.Clone()

BaseFixDialect.Open()

BaseFixDialect.Close()

BaseFixDialect.GetSecurityType(string)

BaseFixDialect.FromSecurityTradingStatus(int?)

BaseFixDialect.WriteAccount(IFixWriter, IPortfolioNameMessage)

BaseFixDialect.GetSyntheticPortfolioName()

BaseFixDialect.IsSyntheticPortfolioName(string)

BaseFixDialect.ReadExecutionReport(IFixReader, ExecutionReport, FastDateTimeParser, Func<FixTags, IFixReader, ExecutionReport, bool>)

BaseFixDialect.GetOrderType(ExecutionReport, out OrderCondition)

BaseFixDialect.ProcessParties(ExecutionReport)

BaseFixDialect.GetOrderStringId(string)

BaseFixDialect.GetExecutionTime(ExecutionReport)

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

BaseFixDialect.ApplyTimeInForce(ExecutionReport, ExecutionMessage, bool)

BaseFixDialect.GetOrderState(ExecutionReport)

BaseFixDialect.LastResendRequest

BaseFixDialect.Version

BaseFixDialect.Encoding

BaseFixDialect.Login

BaseFixDialect.Password

BaseFixDialect.SenderCompId

BaseFixDialect.TargetCompId

BaseFixDialect.IsDemo

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.AssociatedBoards

BaseFixDialect.Format

BaseFixDialect.TickAsLevel1

BaseFixDialect.QuotesAsLevel1

BaseFixDialect.LoginAsPortfolioName

BaseFixDialect.OverrideExecIdByNative

BaseFixDialect.Categories

BaseFixDialect.StorageName

BaseFixDialect.IsNativeIdentifiers

BaseFixDialect.IsSupportMarketDataResponse

BaseFixDialect.SecurityExtendedFields

BaseFixDialect.IsNativeIdentifiersPersistable

BaseFixDialect.SupportUnknownExecutions

BaseFixDialect.TimeFrames

BaseFixDialect.IsSupportPartialDownloading

BaseFixDialect.NewOrderSingleErrorsAsReject

BaseFixDialect.CheckTimeFrameByRequest

BaseFixDialect.SupportedOrderBookDepths

BaseFixDialect.IsSupportOrderBookIncrements

BaseFixDialect.IsSupportExecutionsPnL

BaseFixDialect.IsSecurityNewsOnly

BaseFixDialect.OrderConditionType

BaseFixDialect.HeartbeatBeforConnect

BaseFixDialect.TransactionIdGenerator

BaseFixDialect.SupportedInMessages

BaseFixDialect.CancelOnDisconnect

BaseFixDialect.Icon

BaseFixDialect.IsAutoReplyOnTransactonalUnsubscription

BaseFixDialect.IsFullCandlesOnly

BaseFixDialect.IsSupportSubscriptions

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.SupportLicensing

BaseFixDialect.ExtraSetup

BaseFixDialect.State

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

Extension Methods

XamlHelper.CopyToClipboard<T>(T)

Paths.SerializeToString<T>(T, bool)

Paths.Serialize<T>(T, bool)

Paths.Serialize<T>(T, string, bool)

EditorExtensions.ToItemsSource(object, Type, bool?, ListSortDirection?, Func<IItemsSourceItem, bool>, Func<object, string>, Func<object, string>)

XamlHelper.EnsureUIThread(object)

XamlHelper.ShowModel<TWindow>(object, DependencyObject)

XamlHelper.WpfCast<T>(object)

VirtualPropertyRegistry.TryGetVirtualValue(object, string, out object)

Constructors

GainFuturesFixDialect(IdGenerator)

Initializes a new instance of the GainFuturesFixDialect.

public GainFuturesFixDialect(IdGenerator transactionIdGenerator)

Parameters

transactionIdGenerator IdGenerator

Transaction id generator.

Properties

PossibleSupportedMessages

Possible supported by adapter message types.

public override IEnumerable<MessageTypeInfo> PossibleSupportedMessages { get; }

Property Value

IEnumerable<MessageTypeInfo>

SupportedMarketDataTypes

Supported by adapter market data types.

public override IEnumerable<DataType> SupportedMarketDataTypes { get; set; }

Property Value

IEnumerable<DataType>

SupportedResultMessages

Supported by adapter result message types.

public override IEnumerable<MessageTypes> SupportedResultMessages { get; set; }

Property Value

IEnumerable<MessageTypes>

Methods

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.

IsAllDownloadingSupported(DataType)

Is for the specified dataType all securities downloading enabled.

public override bool IsAllDownloadingSupported(DataType dataType)

Parameters

dataType DataType

Data type info.

Returns

bool

Check result.

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.

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.

ProcessExecutionReportExtraTag(FixTags, IFixReader, ExecutionReport)

Process extra tags for ExecutionReport.

protected override bool ProcessExecutionReportExtraTag(FixTags tag, IFixReader reader, ExecutionReport report)

Parameters

tag FixTags

Tag.

reader IFixReader

The reader of data recorded in the FIX protocol format.

report ExecutionReport

Execution report.

Returns

bool

Result.

ProcessSecurityDefinition(FixTags, IFixReader, SecurityMessage)

Process SecurityDefinition message.

protected override bool ProcessSecurityDefinition(FixTags tag, IFixReader reader, SecurityMessage message)

Parameters

tag FixTags

Tag.

reader IFixReader

The reader of data recorded in the FIX protocol format.

message SecurityMessage

A message containing info about the security.

Returns

bool

Processing result.

SendInMessage(Message)

Send message.

public override bool SendInMessage(Message message)

Parameters

message Message

Message.

Returns

bool

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