Table of Contents

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, IUdpMessageAdapter, IMessageAdapter, ICloneable<IMessageAdapter>, IMessageChannel, IMessageTransport, ICloneable<IMessageChannel>, ICloneable, IPersistable, ILogReceiver, ILogSource, IDisposable, ILoginPasswordAdapter, IAddressAdapter<EndPoint>
Inheritance
ImexMessageAdapter
Implements
Extension Methods

Constructors

ImexMessageAdapter(IdGenerator)

Initializes a new instance of the ImexMessageAdapter.

public ImexMessageAdapter(IdGenerator transactionIdGenerator)

Parameters

transactionIdGenerator IdGenerator

Transaction id generator.

Properties

Account

Account identifier.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Account", Description = "AccountName", GroupName = "Session", Order = 6)]
[BasicSetting]
public string Account { get; set; }

Property Value

string

Address

Entrance server addres.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Address", Description = "ServerAddressDot", GroupName = "Session", Order = 0)]
[BasicSetting]
public EndPoint Address { get; set; }

Property Value

EndPoint

CandlesBuildFrom 

public override IEnumerable<Level1Fields> CandlesBuildFrom { get; }

Property Value

IEnumerable<Level1Fields>

CheckTimeFrameByRequest 

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 

public override bool EnqueueSubscriptions { get; set; }

Property Value

bool

FeatureName 

public override string FeatureName { get; }

Property Value

string

IsFullCandlesOnly 

public override bool IsFullCandlesOnly { get; }

Property Value

bool

IsNativeIdentifiers 

public override bool IsNativeIdentifiers { get; }

Property Value

bool

IsNativeIdentifiersPersistable 

public override bool IsNativeIdentifiersPersistable { get; }

Property Value

bool

IsSecurityNewsOnly 

public override bool IsSecurityNewsOnly { get; }

Property Value

bool

IsSupportExecutionsPnL 

public override bool IsSupportExecutionsPnL { get; }

Property Value

bool

IsSupportOrderBookIncrements 

public override bool IsSupportOrderBookIncrements { get; }

Property Value

bool

IsSupportPartialDownloading 

public override bool IsSupportPartialDownloading { get; }

Property Value

bool

IsSupportSubscriptions 

public override bool IsSupportSubscriptions { get; }

Property Value

bool

IsSupportTransactionLog 

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

MemberId

Member identifier.

[Display(ResourceType = typeof(LocalizedStrings), GroupName = "Session", Order = 5)]
[BasicSetting]
public int MemberId { get; set; }

Property Value

int

Password

Password.

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

Property Value

SecureString

SecurityExtendedFields 

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 

public override string StorageName { get; }

Property Value

string

SupportedOrderBookDepths 

public override IEnumerable<int> SupportedOrderBookDepths { get; }

Property Value

IEnumerable<int>

Methods

CancelOrderAsync(OrderCancelMessage, CancellationToken) 

public override ValueTask CancelOrderAsync(OrderCancelMessage cancelMsg, CancellationToken cancellationToken)

Parameters

cancelMsg OrderCancelMessage
cancellationToken CancellationToken

Returns

ValueTask

CancelOrderGroupAsync(OrderGroupCancelMessage, CancellationToken) 

public override ValueTask CancelOrderGroupAsync(OrderGroupCancelMessage cancelMsg, CancellationToken cancellationToken)

Parameters

cancelMsg OrderGroupCancelMessage
cancellationToken CancellationToken

Returns

ValueTask

ConnectAsync(ConnectMessage, CancellationToken) 

public override ValueTask ConnectAsync(ConnectMessage connectMsg, CancellationToken cancellationToken)

Parameters

connectMsg ConnectMessage
cancellationToken CancellationToken

Returns

ValueTask

CreateOrderLogMarketDepthBuilder(SecurityId) 

public override IOrderLogMarketDepthBuilder CreateOrderLogMarketDepthBuilder(SecurityId securityId)

Parameters

securityId SecurityId

Returns

IOrderLogMarketDepthBuilder

DisconnectAsync(DisconnectMessage, CancellationToken) 

public override ValueTask DisconnectAsync(DisconnectMessage disconnectMsg, CancellationToken cancellationToken)

Parameters

disconnectMsg DisconnectMessage
cancellationToken CancellationToken

Returns

ValueTask

GetHistoryStepSize(SecurityId, DataType, out TimeSpan) 

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

Parameters

securityId SecurityId
dataType DataType
iterationInterval TimeSpan

Returns

TimeSpan

GetMaxCount(DataType) 

public override int? GetMaxCount(DataType dataType)

Parameters

dataType DataType

Returns

int?

GetSupportedMarketDataTypes(SecurityId, DateTimeOffset?, DateTimeOffset?) 

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

Parameters

securityId SecurityId
from DateTimeOffset?
to DateTimeOffset?

Returns

IEnumerable<DataType>

IsAllDownloadingSupported(DataType) 

public override bool IsAllDownloadingSupported(DataType dataType)

Parameters

dataType DataType

Returns

bool

IsSecurityRequired(DataType) 

public override bool IsSecurityRequired(DataType dataType)

Parameters

dataType DataType

Returns

bool

IsSupportCandlesPriceLevels(MarketDataMessage) 

public override bool IsSupportCandlesPriceLevels(MarketDataMessage subscription)

Parameters

subscription MarketDataMessage

Returns

bool

IsSupportCandlesUpdates(MarketDataMessage) 

public override bool IsSupportCandlesUpdates(MarketDataMessage subscription)

Parameters

subscription MarketDataMessage

Returns

bool

Load(SettingsStorage) 

public override void Load(SettingsStorage storage)

Parameters

storage SettingsStorage

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) 

public override ValueTask OrderStatusAsync(OrderStatusMessage statusMsg, CancellationToken cancellationToken)

Parameters

statusMsg OrderStatusMessage
cancellationToken CancellationToken

Returns

ValueTask

PortfolioLookupAsync(PortfolioLookupMessage, CancellationToken) 

public override ValueTask PortfolioLookupAsync(PortfolioLookupMessage lookupMsg, CancellationToken cancellationToken)

Parameters

lookupMsg PortfolioLookupMessage
cancellationToken CancellationToken

Returns

ValueTask

RegisterOrderAsync(OrderRegisterMessage, CancellationToken) 

public override ValueTask RegisterOrderAsync(OrderRegisterMessage regMsg, CancellationToken cancellationToken)

Parameters

regMsg OrderRegisterMessage
cancellationToken CancellationToken

Returns

ValueTask

ResetAsync(ResetMessage, CancellationToken) 

public override ValueTask ResetAsync(ResetMessage resetMsg, CancellationToken cancellationToken)

Parameters

resetMsg ResetMessage
cancellationToken CancellationToken

Returns

ValueTask

Save(SettingsStorage) 

public override void Save(SettingsStorage storage)

Parameters

storage SettingsStorage

SecurityLookupAsync(SecurityLookupMessage, CancellationToken) 

public override ValueTask SecurityLookupAsync(SecurityLookupMessage lookupMsg, CancellationToken cancellationToken)

Parameters

lookupMsg SecurityLookupMessage
cancellationToken CancellationToken

Returns

ValueTask

TimeAsync(TimeMessage, CancellationToken) 

public override ValueTask TimeAsync(TimeMessage timeMsg, CancellationToken cancellationToken)

Parameters

timeMsg TimeMessage
cancellationToken CancellationToken

Returns

ValueTask