Class ImexMessageAdapter

Namespace

StockSharp.Imex

Assembly

StockSharp.Imex.dll

The message adapter for StockSharp.Imex.

[MediaIcon("imex_logo.svg")]
[Display(ResourceType = typeof(LocalizedStrings), Name = "Imex", Description = "SbeDesc", GroupName = "Russia")]
[MessageAdapterCategory(MessageAdapterCategories.Russia|MessageAdapterCategories.RealTime|MessageAdapterCategories.Transactions)]
public class ImexMessageAdapter : AsyncMessageAdapter, INotifyPropertyChanged, IUdpMessageAdapter, IMessageAdapter, IMessageChannel, ICloneable<IMessageChannel>, ICloneable, IPersistable, ILogReceiver, ILogSource, IDisposable, ILoginPasswordAdapter, IAddressAdapter<EndPoint>

Inheritance

object

Disposable

BaseLogSource

BaseLogReceiver

MessageAdapter

AsyncMessageAdapter

ImexMessageAdapter

Implements

INotifyPropertyChanged

IUdpMessageAdapter

IMessageAdapter

IMessageChannel

ICloneable<IMessageChannel>

ICloneable

IPersistable

ILogReceiver

ILogSource

IDisposable

ILoginPasswordAdapter

IAddressAdapter<EndPoint>

Inherited Members

AsyncMessageAdapter.DisposeManaged()

AsyncMessageAdapter.OnSendInMessage(Message)

AsyncMessageAdapter.ChangePasswordAsync(ChangePasswordMessage, CancellationToken)

AsyncMessageAdapter.BoardLookupAsync(BoardLookupMessage, CancellationToken)

AsyncMessageAdapter.ReplaceOrderAsync(OrderReplaceMessage, CancellationToken)

AsyncMessageAdapter.ProcessMessageAsync(Message, CancellationToken)

AsyncMessageAdapter.MarketDataAsync(MarketDataMessage, CancellationToken)

AsyncMessageAdapter.OnNewsSubscriptionAsync(MarketDataMessage, CancellationToken)

AsyncMessageAdapter.OnOrderLogSubscriptionAsync(MarketDataMessage, CancellationToken)

AsyncMessageAdapter.OnTFCandlesSubscriptionAsync(MarketDataMessage, CancellationToken)

AsyncMessageAdapter.OnCandlesSubscriptionAsync(MarketDataMessage, CancellationToken)

AsyncMessageAdapter.DisconnectTimeout

AsyncMessageAdapter.MaxParallelMessages

AsyncMessageAdapter.FaultDelay

MessageAdapter.ValidateSecurityId(SecurityId)

MessageAdapter.SendInMessage(Message)

MessageAdapter.SendOutMessage(Message)

MessageAdapter.SendOutDisconnectMessage(bool)

MessageAdapter.SendOutDisconnectMessage(Exception)

MessageAdapter.SendOutConnectionState(ConnectionStates)

MessageAdapter.SendOutError(string)

MessageAdapter.SendOutError(Exception)

MessageAdapter.SendSubscriptionReply(long, Exception)

MessageAdapter.SendSubscriptionNotSupported(long)

MessageAdapter.SendSubscriptionFinished(long, DateTimeOffset?)

MessageAdapter.SendSubscriptionOnline(long)

MessageAdapter.SendSubscriptionResult(ISubscriptionMessage)

MessageAdapter.Clone()

MessageAdapter.OnPropertyChanged(string)

MessageAdapter.SupportedInMessages

MessageAdapter.NotSupportedResultMessages

MessageAdapter.PossibleSupportedMessages

MessageAdapter.HeartbeatInterval

MessageAdapter.Categories

MessageAdapter.Platform

MessageAdapter.OrderConditionType

MessageAdapter.HeartbeatBeforConnect

MessageAdapter.Icon

MessageAdapter.IsAutoReplyOnTransactonalUnsubscription

MessageAdapter.IsReplaceCommandEditCurrent

MessageAdapter.ReConnectionSettings

MessageAdapter.TransactionIdGenerator

MessageAdapter.ExtraSetup

MessageAdapter.AssociatedBoards

MessageAdapter.UseInChannel

MessageAdapter.UseOutChannel

MessageAdapter.IterationInterval

MessageAdapter.LookupTimeout

MessageAdapter.IsPositionsEmulationRequired

MessageAdapter.Name

MessageAdapter.NewOutMessage

BaseLogReceiver.LogVerbose(string, params object[])

BaseLogReceiver.LogDebug(string, params object[])

BaseLogReceiver.LogInfo(string, params object[])

BaseLogReceiver.LogWarning(string, params object[])

BaseLogReceiver.LogError(string, params object[])

BaseLogReceiver.LogError(Exception)

BaseLogSource.RaiseLog(LogMessage)

BaseLogSource.ToString()

BaseLogSource.Id

BaseLogSource.Parent

BaseLogSource.LogLevel

BaseLogSource.CurrentTime

BaseLogSource.IsRoot

BaseLogSource.ParentRemoved

BaseLogSource.Log

Disposable.Dispose()

Disposable.DisposeNative()

Disposable.ThrowIfDisposeStarted()

Disposable.ThrowIfDisposed()

Disposable.IsDisposed

Disposable.IsDisposeStarted

Disposable.Disposed

object.GetType()

object.MemberwiseClone()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Extension Methods

AsyncHelper.FromResult<TValue>(TValue)

AsyncHelper.ToCompleteSource<TValue>(TValue)

CompareHelper.IsDefault<T>(T)

CompareHelper.IsRuntimeDefault<T>(T)

Converter.TypedTo<TFrom, TTo>(TFrom)

DelegateHelper.AddDelegate<TDelegate>(TDelegate, TDelegate)

DelegateHelper.GetInvocationList<TDelegate>(TDelegate)

DelegateHelper.RemoveAllDelegates<TDelegate>(TDelegate)

DelegateHelper.RemoveDelegate<TDelegate>(TDelegate, TDelegate)

DisposableHelper.MakeDisposable<T>(T, Action<T>)

Enumerator.IsDefined<T>(T)

Enumerator.SplitMask<T>(T)

NullableHelper.Convert<T, TResult>(T, Func<T, TResult>, Func<TResult>)

NullableHelper.IsNull<T>(T)

NullableHelper.IsNull<T>(T, bool)

TupleHelper.ToValues<T>(T)

TypeHelper.CheckOnNull<T>(T, string)

TypeHelper.DoDispose<TSource>(TSource)

TypeHelper.ToScope<T>(T, bool)

NetworkHelper.Format<T>(T, bool)

PersistableHelper.TrySerialize<T>(T, out SettingsStorage)

XamlHelper.CopyToClipboard<T>(T)

Paths.SerializeToString<T>(T, bool)

Paths.Serialize<T>(T, bool)

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

CompareHelper.Compare(object, object)

Converter.To(object, Type)

Converter.To<T>(object)

Enumerator.GetAttributeOfType<TAttribute>(object)

Enumerator.IsEnumBrowsable(object)

Enumerator.SplitMask2(object)

TypeHelper.HasProperty(object, string)

EntityPropertyHelper.GetPropValue(object, string, Func<object, string, object>, IDictionary<string, object>)

Extensions.GetBasicProperties(object, int)

Extensions.GetDisplayName(object)

Extensions.GetFieldDescription(object)

Extensions.GetFieldDisplayName(object)

Extensions.GetFieldIcon(object)

JsonHelper.ToJson(object, bool)

JsonHelper.ToJson(object, bool, JsonSerializerSettings)

PersistableHelper.ToStorage(object, 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

ImexMessageAdapter(IdGenerator)

Initializes a new instance of the ImexMessageAdapter.

public ImexMessageAdapter(IdGenerator transactionIdGenerator)

Parameters

transactionIdGenerator IdGenerator

Transaction id generator.

Properties

Address

Entrance server addres.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Address", Description = "ServerAddressDot", GroupName = "Session", Order = 1)]
[BasicSetting]
public EndPoint Address { get; set; }

Property Value

EndPoint

CandlesBuildFrom

Possible options for candles building.

public override IEnumerable<Level1Fields> CandlesBuildFrom { get; }

Property Value

IEnumerable<Level1Fields>

CheckTimeFrameByRequest

Check possible time-frame by request.

public override bool CheckTimeFrameByRequest { get; }

Property Value

bool

Dialect

IUdpDialect

[Display(ResourceType = typeof(LocalizedStrings), Name = "Settings", Description = "DialectSettings", GroupName = "Session", Order = 1)]
[TypeConverter(typeof(ExpandableObjectConverter))]
public IUdpDialect Dialect { get; }

Property Value

IUdpDialect

EnqueueSubscriptions

Enqueue subscriptions.

public override bool EnqueueSubscriptions { get; set; }

Property Value

bool

Remarks

Do not send new request before received confirmation for previous.

FeatureName

Feature name.

public override string FeatureName { get; }

Property Value

string

IsFullCandlesOnly

Translates CandleMessage as only fully filled.

public override bool IsFullCandlesOnly { get; }

Property Value

bool

IsNativeIdentifiers

Identify security in messages by native identifier Native.

public override bool IsNativeIdentifiers { get; }

Property Value

bool

IsNativeIdentifiersPersistable

Native identifier can be stored.

public override bool IsNativeIdentifiersPersistable { get; }

Property Value

bool

IsSecurityNewsOnly

Adapter provides news related with specified security.

public override bool IsSecurityNewsOnly { get; }

Property Value

bool

IsSupportExecutionsPnL

Adapter fills PnL.

public override bool IsSupportExecutionsPnL { get; }

Property Value

bool

IsSupportOrderBookIncrements

Adapter translates incremental order books.

public override bool IsSupportOrderBookIncrements { get; }

Property Value

bool

IsSupportPartialDownloading

Support partial downloading.

public override bool IsSupportPartialDownloading { get; }

Property Value

bool

IsSupportSubscriptions

Support any subscriptions (ticks, order books etc.).

public override bool IsSupportSubscriptions { get; }

Property Value

bool

IsSupportTransactionLog

Adapter translates orders changes on reply of OrderStatusMessage.

public override bool IsSupportTransactionLog { get; }

Property Value

bool

Login

Login.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Login", Description = "LoginDot", GroupName = "Session", Order = 3)]
[BasicSetting]
public string Login { get; set; }

Property Value

string

Password

Password.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Password", Description = "PasswordDot", GroupName = "Session", Order = 4)]
[BasicSetting]
public SecureString Password { get; set; }

Property Value

SecureString

SecurityExtendedFields

Names of extended security fields in SecurityMessage.

public override IEnumerable<Tuple<string, Type>> SecurityExtendedFields { get; }

Property Value

IEnumerable<Tuple<string, Type>>

SettingsFile

Settings file.

[Display(ResourceType = typeof(LocalizedStrings), Name = "SettingsFile", Description = "SettingsFile", GroupName = "Session", Order = 2)]
[BasicSetting]
public string SettingsFile { get; set; }

Property Value

string

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

CancelOrderAsync(OrderCancelMessage, CancellationToken)

Process OrderCancelMessage.

public override ValueTask CancelOrderAsync(OrderCancelMessage cancelMsg, CancellationToken cancellationToken)

Parameters

cancelMsg OrderCancelMessage

OrderCancelMessage.

cancellationToken CancellationToken

CancellationToken.

Returns

ValueTask

ValueTask.

CancelOrderGroupAsync(OrderGroupCancelMessage, CancellationToken)

Process OrderGroupCancelMessage.

public override ValueTask CancelOrderGroupAsync(OrderGroupCancelMessage cancelMsg, CancellationToken cancellationToken)

Parameters

cancelMsg OrderGroupCancelMessage

OrderGroupCancelMessage.

cancellationToken CancellationToken

CancellationToken.

Returns

ValueTask

ValueTask.

ConnectAsync(ConnectMessage, CancellationToken)

Process ConnectMessage.

public override ValueTask ConnectAsync(ConnectMessage connectMsg, CancellationToken cancellationToken)

Parameters

connectMsg ConnectMessage

ConnectMessage.

cancellationToken CancellationToken

CancellationToken.

Returns

ValueTask

ValueTask.

CreateOrderLogMarketDepthBuilder(SecurityId)

Create market depth builder.

public override IOrderLogMarketDepthBuilder CreateOrderLogMarketDepthBuilder(SecurityId securityId)

Parameters

securityId SecurityId

Security ID.

Returns

IOrderLogMarketDepthBuilder

Order log to market depth builder.

DisconnectAsync(DisconnectMessage, CancellationToken)

Process DisconnectMessage.

public override ValueTask DisconnectAsync(DisconnectMessage disconnectMsg, CancellationToken cancellationToken)

Parameters

disconnectMsg DisconnectMessage

DisconnectMessage.

cancellationToken CancellationToken

CancellationToken.

Returns

ValueTask

ValueTask.

GetHistoryStepSize(SecurityId, DataType, out TimeSpan)

Get maximum size step allowed for historical download.

public override TimeSpan GetHistoryStepSize(SecurityId securityId, DataType dataType, out TimeSpan iterationInterval)

Parameters

securityId SecurityId

SecurityId

dataType DataType

Data type info.

iterationInterval TimeSpan

Interval between iterations.

Returns

TimeSpan

Step.

GetMaxCount(DataType)

Get maximum possible items count per single subscription request.

public override int? GetMaxCount(DataType dataType)

Parameters

dataType DataType

Data type info.

Returns

int?

Max items count.

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.

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.

IsSecurityRequired(DataType)

Support filtering subscriptions (subscribe/unsubscribe for specified security).

public override bool IsSecurityRequired(DataType dataType)

Parameters

dataType DataType

Data type info.

Returns

bool

Check result.

IsSupportCandlesPriceLevels(MarketDataMessage)

Support candles PriceLevels.

public override bool IsSupportCandlesPriceLevels(MarketDataMessage subscription)

Parameters

subscription MarketDataMessage

MarketDataMessage

Returns

bool

Check result.

IsSupportCandlesUpdates(MarketDataMessage)

Support candles subscription and live updates.

public override bool IsSupportCandlesUpdates(MarketDataMessage subscription)

Parameters

subscription MarketDataMessage

MarketDataMessage

Returns

bool

Check result.

Load(SettingsStorage)

Load settings.

public override void Load(SettingsStorage storage)

Parameters

storage SettingsStorage

Settings storage.

OnLevel1SubscriptionAsync(MarketDataMessage, CancellationToken)

protected override ValueTask OnLevel1SubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

Parameters

mdMsg MarketDataMessage

cancellationToken CancellationToken

Returns

ValueTask

OnMarketDepthSubscriptionAsync(MarketDataMessage, CancellationToken)

protected override ValueTask OnMarketDepthSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

Parameters

mdMsg MarketDataMessage

cancellationToken CancellationToken

Returns

ValueTask

OnTicksSubscriptionAsync(MarketDataMessage, CancellationToken)

protected override ValueTask OnTicksSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

Parameters

mdMsg MarketDataMessage

cancellationToken CancellationToken

Returns

ValueTask

OrderStatusAsync(OrderStatusMessage, CancellationToken)

Process OrderStatusMessage.

public override ValueTask OrderStatusAsync(OrderStatusMessage statusMsg, CancellationToken cancellationToken)

Parameters

statusMsg OrderStatusMessage

OrderStatusMessage.

cancellationToken CancellationToken

CancellationToken.

Returns

ValueTask

ValueTask.

PortfolioLookupAsync(PortfolioLookupMessage, CancellationToken)

Process PortfolioLookupMessage.

public override ValueTask PortfolioLookupAsync(PortfolioLookupMessage lookupMsg, CancellationToken cancellationToken)

Parameters

lookupMsg PortfolioLookupMessage

PortfolioLookupMessage.

cancellationToken CancellationToken

CancellationToken.

Returns

ValueTask

ValueTask.

RegisterOrderAsync(OrderRegisterMessage, CancellationToken)

Process OrderRegisterMessage.

public override ValueTask RegisterOrderAsync(OrderRegisterMessage regMsg, CancellationToken cancellationToken)

Parameters

regMsg OrderRegisterMessage

OrderRegisterMessage.

cancellationToken CancellationToken

CancellationToken.

Returns

ValueTask

ValueTask.

ResetAsync(ResetMessage, CancellationToken)

Process ResetMessage.

public override ValueTask ResetAsync(ResetMessage resetMsg, CancellationToken cancellationToken)

Parameters

resetMsg ResetMessage

ResetMessage.

cancellationToken CancellationToken

CancellationToken.

Returns

ValueTask

ValueTask.

Remarks

Must NOT throw.

Save(SettingsStorage)

Save settings.

public override void Save(SettingsStorage storage)

Parameters

storage SettingsStorage

Settings storage.

SecurityLookupAsync(SecurityLookupMessage, CancellationToken)

Process SecurityLookupMessage.

public override ValueTask SecurityLookupAsync(SecurityLookupMessage lookupMsg, CancellationToken cancellationToken)

Parameters

lookupMsg SecurityLookupMessage

SecurityLookupMessage.

cancellationToken CancellationToken

CancellationToken.

Returns

ValueTask

ValueTask.

TimeAsync(TimeMessage, CancellationToken)

Process TimeMessage.

public override ValueTask TimeAsync(TimeMessage timeMsg, CancellationToken cancellationToken)

Parameters

timeMsg TimeMessage

TimeMessage.

cancellationToken CancellationToken

CancellationToken.

Returns

ValueTask

ValueTask.