/// <summary>
/// Создать <see cref="SmartComMessageAdapter"/>.
/// </summary>
/// <param name="transactionIdGenerator">Генератор идентификаторов транзакций.</param>
public SmartComMessageAdapter(IdGenerator transactionIdGenerator)
: base(transactionIdGenerator)
{
Version = SmartComVersions.V3;
SecurityClassInfo.Add("OPT", RefTuple.Create(SecurityTypes.Option, ExchangeBoard.Forts.Code));
SecurityClassInfo.Add("OPTM", RefTuple.Create(SecurityTypes.Option, ExchangeBoard.Forts.Code));
SecurityClassInfo.Add("FUT", RefTuple.Create(SecurityTypes.Future, ExchangeBoard.Forts.Code));
SecurityClassInfo.Add("FXMFD", RefTuple.Create(SecurityTypes.Currency, ExchangeBoard.Mfd.Code));
SecurityClassInfo.Add("WFMFD", RefTuple.Create(SecurityTypes.Index, ExchangeBoard.Mfd.Code));
SecurityClassInfo.Add("WIMFD", RefTuple.Create(SecurityTypes.Index, ExchangeBoard.Mfd.Code));
SecurityClassInfo.Add("EQBR", RefTuple.Create(SecurityTypes.Stock, ExchangeBoard.MicexEqbr.Code));
SecurityClassInfo.Add("TQBR", RefTuple.Create(SecurityTypes.Stock, ExchangeBoard.MicexTqbr.Code));
SecurityClassInfo.Add("TQNE", RefTuple.Create(SecurityTypes.Stock, ExchangeBoard.MicexTqne.Code));
SecurityClassInfo.Add("EQNE", RefTuple.Create(SecurityTypes.Stock, ExchangeBoard.MicexEqne.Code));
SecurityClassInfo.Add("EQOB", RefTuple.Create(SecurityTypes.Bond, ExchangeBoard.MicexEqob.Code));
SecurityClassInfo.Add("EQNB", RefTuple.Create(SecurityTypes.Bond, ExchangeBoard.MicexEqnb.Code));
SecurityClassInfo.Add("EQDB", RefTuple.Create(SecurityTypes.Bond, ExchangeBoard.MicexEqdb.Code));
SecurityClassInfo.Add("EQOS", RefTuple.Create(SecurityTypes.Bond, ExchangeBoard.MicexEqos.Code));
SecurityClassInfo.Add("TQOB", RefTuple.Create(SecurityTypes.Bond, ExchangeBoard.MicexTqob.Code));
SecurityClassInfo.Add("TQLV", RefTuple.Create(SecurityTypes.Stock, ExchangeBoard.MicexTqlv.Code));
PortfolioBoardCodes = new Dictionary <string, string>
{
{ "EQ", ExchangeBoard.MicexEqbr.Code },
{ "FOB", ExchangeBoard.MicexFbcb.Code },
{ "RTS_FUT", ExchangeBoard.Forts.Code },
};
UpdatePlatform();
this.AddMarketDataSupport();
this.AddTransactionalSupport();
this.RemoveSupportedMessage(MessageTypes.OrderStatus);
}
/// <summary>
/// Создать <see cref="QuikSessionHolder"/>.
/// </summary>
/// <param name="transactionIdGenerator">Генератор идентификаторов транзакций.</param>
public QuikSessionHolder(IdGenerator transactionIdGenerator)
: base(transactionIdGenerator)
{
CreateTables();
IsAsyncMode = true;
Path = QuikTerminal.GetDefaultPath();
SecurityClassInfo.Add("SPBOPT", RefTuple.Create(SecurityTypes.Option, ExchangeBoard.Forts.Code));
SecurityClassInfo.Add("SPBFUT", RefTuple.Create(SecurityTypes.Future, ExchangeBoard.Forts.Code));
// http://stocksharp.com/forum/yaf_postsm11628_Pozitsii-po-dierivativam.aspx#post11628
SecurityClassInfo.Add("OPTUX", RefTuple.Create(SecurityTypes.Option, ExchangeBoard.Ux.Code));
SecurityClassInfo.Add("FUTUX", RefTuple.Create(SecurityTypes.Future, ExchangeBoard.Ux.Code));
//SecurityClassInfo.Add("GTS", RefTuple.Create(SecurityTypes.Stock, ExchangeBoard.UxStock.Code));
// http://groups.google.ru/group/stocksharp/msg/28518b814c925521
SecurityClassInfo.Add("RTSST", RefTuple.Create(SecurityTypes.Stock, ExchangeBoard.Forts.Code));
SecurityClassInfo.Add("QJSIM", RefTuple.Create(SecurityTypes.Stock, ExchangeBoard.MicexJunior.Code));
SecurityClassInfo.Add("RTSIDX", RefTuple.Create(SecurityTypes.Index, ExchangeBoard.Forts.Code));
UtcOffset = TimeHelper.Moscow.BaseUtcOffset;
IsTransactionEnabled = true;
IsMarketDataEnabled = true;
}
/// <summary>
/// Создать <see cref="SmartComSessionHolder"/>.
/// </summary>
/// <param name="transactionIdGenerator">Генератор идентификаторов транзакций.</param>
public SmartComSessionHolder(IdGenerator transactionIdGenerator)
: base(transactionIdGenerator)
{
Version = SmartComVersions.V3;
IsTransactionEnabled = true;
IsMarketDataEnabled = true;
SecurityClassInfo.Add("OPT", new RefPair <SecurityTypes, string>(SecurityTypes.Option, ExchangeBoard.Forts.Code));
SecurityClassInfo.Add("OPTM", new RefPair <SecurityTypes, string>(SecurityTypes.Option, ExchangeBoard.Forts.Code));
SecurityClassInfo.Add("FUT", new RefPair <SecurityTypes, string>(SecurityTypes.Future, ExchangeBoard.Forts.Code));
}
/// <summary>
/// Создать <see cref="AlfaDirectSessionHolder"/>.
/// </summary>
/// <param name="transactionIdGenerator">Генератор идентификаторов транзакций.</param>
public AlfaDirectSessionHolder(IdGenerator transactionIdGenerator)
: base(transactionIdGenerator)
{
SecurityClassInfo.Add("FORTS", new RefPair <SecurityTypes, string>(SecurityTypes.Stock, ExchangeBoard.Forts.Code));
SecurityClassInfo.Add("INDEX", new RefPair <SecurityTypes, string>(SecurityTypes.Index, ExchangeBoard.Micex.Code));
SecurityClassInfo.Add("INDEX2", new RefPair <SecurityTypes, string>(SecurityTypes.Index, "INDEX"));
SecurityClassInfo.Add("MICEX_SHR_T", new RefPair <SecurityTypes, string>(SecurityTypes.Stock, ExchangeBoard.Micex.Code));
SecurityClassInfo.Add("RTS_STANDARD", new RefPair <SecurityTypes, string>(SecurityTypes.Stock, ExchangeBoard.Forts.Code));
IsTransactionEnabled = true;
IsMarketDataEnabled = true;
}
/// <summary>
/// Создать <see cref="AlfaDirectMessageAdapter"/>.
/// </summary>
/// <param name="transactionIdGenerator">Генератор идентификаторов транзакций.</param>
public AlfaDirectMessageAdapter(IdGenerator transactionIdGenerator)
: base(transactionIdGenerator)
{
Platform = Platforms.x86;
this.AddMarketDataSupport();
this.AddTransactionalSupport();
SecurityClassInfo.Add("FORTS", RefTuple.Create(SecurityTypes.Stock, ExchangeBoard.Forts.Code));
SecurityClassInfo.Add("INDEX", RefTuple.Create(SecurityTypes.Index, ExchangeBoard.Micex.Code));
SecurityClassInfo.Add("INDEX2", RefTuple.Create(SecurityTypes.Index, "INDEX"));
SecurityClassInfo.Add("MICEX_SHR_T", RefTuple.Create(SecurityTypes.Stock, ExchangeBoard.Micex.Code));
SecurityClassInfo.Add("RTS_STANDARD", RefTuple.Create(SecurityTypes.Stock, ExchangeBoard.Forts.Code));
}
internal string GetSecurityClass(SecurityTypes?secType, string boardName)
{
if (secType == null)
{
return(null);
}
if (boardName == ExchangeBoard.Forts.Code)
{
return(secType == SecurityTypes.Stock ? "RTS_STANDARD" : "FORTS");
}
var kv = SecurityClassInfo.FirstOrDefault(kv2 => kv2.Value.First == secType && kv2.Value.Second == boardName);
if (!kv.IsDefault())
{
return(kv.Key);
}
return(null);
}
/// <summary>
/// Создать <see cref="SmartComMessageAdapter"/>.
/// </summary>
/// <param name="transactionIdGenerator">Генератор идентификаторов транзакций.</param>
public SmartComMessageAdapter(IdGenerator transactionIdGenerator)
: base(transactionIdGenerator)
{
Version = SmartComVersions.V3;
SecurityClassInfo.Add("OPT", RefTuple.Create(SecurityTypes.Option, ExchangeBoard.Forts.Code));
SecurityClassInfo.Add("OPTM", RefTuple.Create(SecurityTypes.Option, ExchangeBoard.Forts.Code));
SecurityClassInfo.Add("FUT", RefTuple.Create(SecurityTypes.Future, ExchangeBoard.Forts.Code));
PortfolioBoardCodes = new Dictionary <string, string>
{
{ "EQ", ExchangeBoard.MicexEqbr.Code },
{ "FOB", ExchangeBoard.MicexFbcb.Code },
{ "RTS_FUT", ExchangeBoard.Forts.Code },
};
UpdatePlatform();
this.AddMarketDataSupport();
this.AddTransactionalSupport();
this.RemoveSupportedMessage(MessageTypes.OrderStatus);
}
private void OnNewSecurity(int row, int rowCount, string smartId, string name, string secCode, string secClass, int decimals, int lotSize,
decimal?stepPrice, decimal?priceStep, string isin, string board, DateTime?expiryDate, decimal?daysBeforeExpiry, decimal?strike)
{
//AMU: заглушка. 11.01.2013 обнаружил, что через SmartCom стали приходить инструменты (класс EQBR и FISS) с пустым secCode - "longName" в понятии АйтиИнвеста
if (secCode.IsEmpty())
{
secCode = smartId;
}
var securityId = new SecurityId
{
SecurityCode = secCode,
BoardCode = board,
Native = smartId,
Isin = isin
};
if (secClass.IsEmpty())
{
secClass = board;
}
var secMsg = new SecurityMessage
{
PriceStep = priceStep,
Decimals = decimals,
Multiplier = lotSize,
Name = name,
ShortName = name,
ExpiryDate = expiryDate?.ApplyTimeZone(TimeHelper.Moscow),
ExtensionInfo = new Dictionary <object, object>
{
{ "Class", secClass }
},
OriginalTransactionId = _lookupSecuritiesId
};
if (secClass.CompareIgnoreCase("IDX"))
{
secMsg.SecurityType = SecurityTypes.Index;
switch (secMsg.SecurityId.BoardCode)
{
case "RUSIDX":
securityId.BoardCode = secCode.ContainsIgnoreCase("MICEX") || secCode.ContainsIgnoreCase("MCX") ? ExchangeBoard.Micex.Code : ExchangeBoard.Forts.Code;
break;
//default:
// security.Board = ExchangeBoard.Test;
// break;
}
}
else
{
var info = SecurityClassInfo.GetSecurityClassInfo(secClass);
secMsg.SecurityType = info.Item1;
securityId.BoardCode = info.Item2;
// http://stocksharp.com/forum/yaf_postsm16847_Vopros-po-vystavlieniiu-zaiavok.aspx#post16847
if (ExchangeBoard.GetOrCreateBoard(info.Item2).IsMicex
&&
/* проверяем, что не началась ли трансляция правильных дробных шагов */
secMsg.PriceStep != null && secMsg.PriceStep == (int)secMsg.PriceStep)
{
// http://stocksharp.com/forum/yaf_postsm21245_Sokhranieniie-stakanov-po-GAZP-EQNE.aspx#post21245
secMsg.PriceStep = 1m / 10m.Pow(secMsg.PriceStep.Value);
}
}
secMsg.SecurityId = securityId;
if (secMsg.SecurityType == SecurityTypes.Option)
{
var optionInfo = secMsg.Name.GetOptionInfo(ExchangeBoard.Forts);
if (optionInfo != null)
{
// http://stocksharp.com/forum/yaf_postst1355_Exception-Change-Set-11052.aspx
if (!secCode.IsEmpty())
{
var futureInfo = optionInfo.UnderlyingSecurityId.GetFutureInfo(secCode, ExchangeBoard.Forts);
if (futureInfo != null)
{
secMsg.UnderlyingSecurityCode = futureInfo.SecurityId.SecurityCode;
}
}
secMsg.ExpiryDate = optionInfo.ExpiryDate;
secMsg.OptionType = optionInfo.OptionType;
secMsg.Strike = optionInfo.Strike;
}
}
SendOutMessage(secMsg);
if (stepPrice != null)
{
SendOutMessage(
new Level1ChangeMessage
{
SecurityId = securityId,
ServerTime = CurrentTime.Convert(TimeHelper.Moscow),
}
.TryAdd(Level1Fields.StepPrice, stepPrice.Value));
}
if ((row + 1) < rowCount)
{
return;
}
SendOutMessage(new SecurityLookupResultMessage {
OriginalTransactionId = _lookupSecuritiesId
});
_lookupSecuritiesId = 0;
}
/// <summary>
/// Инициализировать <see cref="QuikMessageAdapter"/>.
/// </summary>
/// <param name="transactionIdGenerator">Генератор идентификаторов транзакций.</param>
protected QuikMessageAdapter(IdGenerator transactionIdGenerator)
: base(transactionIdGenerator)
{
SecurityClassInfo.FillDefault();
}
