Interface IMessageAdapter
- Namespace
- StockSharp.Messages
- Assembly
- StockSharp.Messages.dll
Base message adapter interface which convert messages Message to native commands and back.
public interface IMessageAdapter : IMessageChannel, ICloneable<IMessageChannel>, ICloneable, IPersistable, ILogReceiver, ILogSource, IDisposable
- Inherited Members
- Extension Methods
Properties
AssociatedBoard
The adapter can process subscription only with instruments associated with the specified board.
string AssociatedBoard { get; }
Property Value
CandlesBuildFrom
Possible options for candles building.
IEnumerable<Level1Fields> CandlesBuildFrom { get; }
Property Value
Categories
Message adapter categories.
MessageAdapterCategories Categories { get; }
Property Value
CheckTimeFrameByRequest
Check possible time-frame by request.
bool CheckTimeFrameByRequest { get; }
Property Value
EnqueueSubscriptions
Enqueue subscriptions.
bool EnqueueSubscriptions { get; set; }
Property Value
Remarks
Do not send new request before received confirmation for previous.
FeatureName
Feature name.
string FeatureName { get; }
Property Value
GenerateOrderBookFromLevel1
Generate QuoteChangeMessage from Level1ChangeMessage.
bool GenerateOrderBookFromLevel1 { get; set; }
Property Value
HeartbeatBeforConnect
Start sending TimeMessage before connection established.
bool HeartbeatBeforConnect { get; }
Property Value
HeartbeatInterval
Server check interval for track the connection alive. The value is Zero turned off tracking.
TimeSpan HeartbeatInterval { get; set; }
Property Value
Icon
Icon.
Uri Icon { get; }
Property Value
IsAutoReplyOnTransactonalUnsubscription
Send auto response for OrderStatusMessage and PortfolioLookupMessage unsubscribes.
bool IsAutoReplyOnTransactonalUnsubscription { get; }
Property Value
IsFullCandlesOnly
Translates CandleMessage as only fully filled.
bool IsFullCandlesOnly { get; }
Property Value
IsNativeIdentifiers
Identify security in messages by native identifier Native.
bool IsNativeIdentifiers { get; }
Property Value
IsNativeIdentifiersPersistable
Native identifier can be stored.
bool IsNativeIdentifiersPersistable { get; }
Property Value
IsPositionsEmulationRequired
Adapter required emulation PositionChangeMessage.
bool? IsPositionsEmulationRequired { get; }
Property Value
- bool?
Remarks
IsReplaceCommandEditCurrent
Is the OrderReplaceMessage command edit a current order.
bool IsReplaceCommandEditCurrent { get; }
Property Value
IsSecurityNewsOnly
Adapter provides news related with specified security.
bool IsSecurityNewsOnly { get; }
Property Value
IsSupportCandlesPriceLevels
Support candles PriceLevels.
bool IsSupportCandlesPriceLevels { get; }
Property Value
IsSupportCandlesUpdates
Support candles subscription and live updates.
bool IsSupportCandlesUpdates { get; }
Property Value
IsSupportExecutionsPnL
Adapter fills PnL.
bool IsSupportExecutionsPnL { get; }
Property Value
IsSupportOrderBookIncrements
Adapter translates incremental order books.
bool IsSupportOrderBookIncrements { get; }
Property Value
IsSupportPartialDownloading
Support partial downloading.
bool IsSupportPartialDownloading { get; }
Property Value
IsSupportSubscriptions
Support any subscriptions (ticks, order books etc.).
bool IsSupportSubscriptions { get; }
Property Value
IsSupportTransactionLog
Adapter translates orders changes on reply of OrderStatusMessage.
bool IsSupportTransactionLog { get; }
Property Value
IterationInterval
Interval between iterations.
TimeSpan IterationInterval { get; }
Property Value
LookupTimeout
Lookup timeout.
TimeSpan? LookupTimeout { get; }
Property Value
OrderConditionType
Type of OrderCondition.
Type OrderConditionType { get; }
Property Value
Remarks
If the connection does not support the order type Conditional, it will be returned null.
PossibleSupportedMessages
Possible supported by adapter message types.
IEnumerable<MessageTypeInfo> PossibleSupportedMessages { get; }
Property Value
ReConnectionSettings
Connection tracking settings IMessageAdapter with a server.
ReConnectionSettings ReConnectionSettings { get; }
Property Value
SecurityExtendedFields
Names of extended security fields in SecurityMessage.
IEnumerable<Tuple<string, Type>> SecurityExtendedFields { get; }
Property Value
StorageName
The storage name, associated with the adapter.
string StorageName { get; }
Property Value
SupportedInMessages
Supported by adapter message types.
IEnumerable<MessageTypes> SupportedInMessages { get; set; }
Property Value
SupportedMarketDataTypes
Supported by adapter market data types.
IEnumerable<DataType> SupportedMarketDataTypes { get; }
Property Value
SupportedOrderBookDepths
Available options for MaxDepth.
IEnumerable<int> SupportedOrderBookDepths { get; }
Property Value
SupportedResultMessages
Supported by adapter result message types.
IEnumerable<MessageTypes> SupportedResultMessages { get; }
Property Value
TransactionIdGenerator
Transaction id generator.
IdGenerator TransactionIdGenerator { get; }
Property Value
- IdGenerator
UseChannels
Use channels for in and out messages.
bool UseChannels { get; }
Property Value
Methods
CreateOrderLogMarketDepthBuilder(SecurityId)
Create market depth builder.
IOrderLogMarketDepthBuilder CreateOrderLogMarketDepthBuilder(SecurityId securityId)
Parameters
securityId
SecurityIdSecurity ID.
Returns
- IOrderLogMarketDepthBuilder
Order log to market depth builder.
GetCandleArgs(Type, SecurityId, DateTimeOffset?, DateTimeOffset?)
Get possible args for the specified candle type and instrument.
IEnumerable<object> GetCandleArgs(Type candleType, SecurityId securityId = default, DateTimeOffset? from = null, DateTimeOffset? to = null)
Parameters
candleType
TypeThe type of the message CandleMessage.
securityId
SecurityIdSecurity ID.
from
DateTimeOffset?The initial date from which you need to get data.
to
DateTimeOffset?The final date by which you need to get data.
Returns
- IEnumerable<object>
Possible args.
GetHistoryStepSize(DataType, out TimeSpan)
Get maximum size step allowed for historical download.
TimeSpan GetHistoryStepSize(DataType dataType, out TimeSpan iterationInterval)
Parameters
Returns
- TimeSpan
Step.
GetMaxCount(DataType)
Get maximum possible items count per single subscription request.
int? GetMaxCount(DataType dataType)
Parameters
dataType
DataTypeData type info.
Returns
- int?
Max items count.
IsAllDownloadingSupported(DataType)
Is for the specified dataType
all securities downloading enabled.
bool IsAllDownloadingSupported(DataType dataType)
Parameters
dataType
DataTypeData type info.
Returns
- bool
Check result.
IsSecurityRequired(DataType)
Support filtering subscriptions (subscribe/unsubscribe for specified security).
bool IsSecurityRequired(DataType dataType)
Parameters
dataType
DataTypeData type info.
Returns
- bool
Check result.