TWIME_Sources

You receive an archive containing the C# source code of the S#.Twime adapter, which connects StockSharp to Moscow Exchange low-latency order-entry sessions. The current code supports the FORTS and ASTS dialects and uses the message model provided by API, allowing you to inspect binary transaction encoding and adapt the trading channel to your infrastructure. The connector is also available as a separate product: TWIME.

The project contains the message adapter, FORTS and ASTS dialect serializers, SBE exchange-message schemas, and the primary and recovery TCP-session logic.

• Protocol dialects: FORTS uses the TWIME SPECTRA 7.7 schema, while ASTS uses the cash-market gateway SBE schema; each dialect has its own message mapping.
• TCP sessions: transaction and recovery endpoints, login, password, heartbeat, and the portfolio name are configurable separately.
• Order operations: the code submits limit and market orders, replacements, cancellations, and mass cancellations; dialect-dependent parameters include visible volume, iceberg orders, post-only, and time-in-force modes.
• Exchange responses: acknowledgements, rejects, order-state changes, and trade executions are mapped to StockSharp transaction messages.
• Sequence recovery: the adapter tracks sequence numbers, requests retransmission over the recovery connection, and holds the primary stream until recovery completes.

This adapter is for order-entry operations only: market data and current-order queries through OrderStatus are not supported. During recovery, the code buffers no more than 1,000 incoming messages; available order types and parameters depend on the selected dialect and participant permissions.