Table of Contents

Class LmaxFixDialect

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

LMAX FIX protocol dialect.

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

Constructors

LmaxFixDialect(IdGenerator)

Initializes a new instance of the LmaxFixDialect.

public LmaxFixDialect(IdGenerator transactionIdGenerator)

Parameters

transactionIdGenerator IdGenerator

Transaction id generator.

Properties

FeatureName

Feature name.

public override string FeatureName { get; }

Property Value

string

IsNativeIdentifiers

Identify security in messages by native identifier Native.

public override bool IsNativeIdentifiers { get; }

Property Value

bool

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>

StorageName

The storage name, associated with the adapter.

public override string StorageName { get; }

Property Value

string

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.

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.

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.