SpbEX_Sources

You receive an archive containing the C# source code of the S#.SpbEx adapter, which connects StockSharp to the SPB Exchange binary market-data, trading, and risk channels. The implementation uses the message model provided by API, allowing you to inspect the network exchange and packet decoding and adapt market-data and transaction processing to your infrastructure. The connector is also available as a separate product: SpbEX.

The project contains the message adapter, binary protocol structures, the serializer and deserializer, the UDP/TCP network layer, and endpoint configurations for production and test environments.

• Network channels: reference data, best prices, statistics, and order books are received over redundant A/B UDP multicast feeds, while trading, risk, and recovery use separate TCP sessions.
• Snapshots and gaps: instrument, price, statistics, and order-book feeds combine snapshot and incremental channels; missing ranges are requested through the TCP market-data channel.
• Market entities: binary messages are mapped to instruments, boards, statuses and limits, Level1 values, tick trades, and incremental order-book changes.
• Order operations: the code submits limit, market, and iceberg orders, cancels individual orders or groups, and handles acknowledgements, rejects, executions, and replayed transaction messages.
• Accounts and risk: the risk channel provides clearing accounts, clients, funds, and security positions.

The adapter does not advertise support for replacing an existing order. Available feeds, instruments, and operations depend on the selected Prod, Test, or Game configuration and the connected participant's permissions.