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Paquete NuGet

StockSharp.Simba

SIMBA (MOEX SBE)

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Los detalles del paquete son públicos. Las descargas requieren acceso StockSharp.

Instalación

dotnet add package StockSharp.Simba --version 5.0.10

README

MOEX SIMBA Connector

The MOEX SIMBA connector connects StockSharp to MOEX real-time multicast feeds encoded with Simple Binary Encoding. Selectable ASTS and Spectra dialects normalize cash- and derivatives-market data into the StockSharp message model.

Key capabilities

  • ASTS coverage for configured stock, bond, and currency-market feeds.
  • Spectra coverage for configured futures and options feeds.
  • Instrument reference data, Level 1 values, tick trades, and anonymous order-log events where supplied by the selected dialect.
  • Order-log data suitable for reconstructing and analyzing order books.
  • Snapshot, incremental, and replay channels with sequence-gap recovery.
  • Configurable feed groups, source addresses, replay endpoints, and dialect settings.

Typical use

Use this connector for low-latency MOEX market-data capture, feed distribution, storage, order-book reconstruction, and real-time analytics.

Available markets, instruments, fields, feeds, and recovery services depend on the selected SIMBA dialect, network configuration, and exchange entitlements. This connector does not route orders.

Notas de la versión

Take the wire out of the server - in name, in reference and in place
Reconcile debug history with origin/master
Bring master up to main
Add multilingual connector descriptions
Simba: drop MessageAdapterCategories.Transactions — adapter is market-data only
Simba: bump SIMBA Spectra schema 8.0 -> 9.0
Extract inline SbeExtraTypes from csproj into separate files
Rename Simba.Generator → Sbe.Generator for universal SBE code generation
Replace Simba console code generator with Roslyn source generator
Fix FAST/SIMBA: send SubscriptionFinishedMessage after one-shot snapshot (same bug as IMEX)
Remove nullable reference type annotations (CS8632)
Close instrument snapshots after complete.
NewOutMessageAsync.
Removed sync NewOutMessage event, migrated to NewOutMessageAsync
IFixBase implemented IDisposable.
IAsyncMessageAdapter. SendInMessageAsync as single entry point.
Lock usage.
Async mode use.
DateTimeOffset -> DateTime UTC
Restore fixes.
FromMicexCurrencyName. Param errorHandler is required.

Dependencias

net10.0