MicexTEAP_Sources

by StockSharp

You receive an archive containing the C# source code of the S#.Micex adapter, which connects StockSharp to the Moscow Exchange stock and currency segments through MICEX Bridge using the TEAP interface...

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NuGet 5.0.49 Install-Package StockSharp.Micex_Sources -Version 5.0.49
MicexTEAP_Sources

You receive an archive containing the C# source code of the S#.Micex adapter, which connects StockSharp to the Moscow Exchange stock and currency segments through MICEX Bridge using the TEAP interface or through the embedded co-location mode. The implementation uses the message model provided by API, allowing you to trace how native gateway tables and transactions are mapped and adapt the integration to your infrastructure. The connector is also available as a separate product: ASTSBridge.

The project contains the message adapter, a wrapper around the native MTESRL API, schema and order-condition models, and interface definitions for stock- and currency-market tables and transactions.

  • Gateway connection: Bridge and Embedded modes expose server addresses, a preferred endpoint, the trading interface, credentials, service, board, and compression settings.
  • Market data: gateway tables are mapped to instruments and indices, board states, Level1 values, tick trades, order books, and exchange news.
  • Order operations: the code handles limit, market, and conditional orders, replacement, cancellation, mass cancellation, and updates for the user's orders and trades.
  • Accounts and positions: the adapter receives trading accounts, cash balances, and security positions for the stock and currency interfaces.
  • Interface structure: available tables, fields, enumerations, and transactions are discovered on connection, allowing the integration to follow the installed gateway configuration.

Operation requires the native MTESRL library and configured access to MICEX Bridge or the co-location environment. Available markets, tables, and operations depend on the selected interface and participant permissions.

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