Class BasketMessageAdapter

Namespace

StockSharp.Algo

Assembly

StockSharp.Algo.dll

Adapter-aggregator that allows simultaneously to operate multiple adapters connected to different trading systems.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Basket")]
public class BasketMessageAdapter : BaseLogReceiver, IMessageAdapter, IMessageChannel, ICloneable<IMessageChannel>, ICloneable, IPersistable, ILogReceiver, ILogSource, IDisposable

Inheritance

object

Disposable

BaseLogSource

BaseLogReceiver

BasketMessageAdapter

Implements

IMessageAdapter

IMessageChannel

ICloneable<IMessageChannel>

ICloneable

IPersistable

ILogReceiver

ILogSource

IDisposable

Inherited Members

BaseLogReceiver.LogVerbose(string, params object[])

BaseLogReceiver.LogDebug(string, params object[])

BaseLogReceiver.LogInfo(string, params object[])

BaseLogReceiver.LogWarning(string, params object[])

BaseLogReceiver.LogError(string, params object[])

BaseLogReceiver.LogError(Exception)

BaseLogSource.RaiseLog(LogMessage)

BaseLogSource.ToString()

BaseLogSource.Id

BaseLogSource.Name

BaseLogSource.Parent

BaseLogSource.LogLevel

BaseLogSource.CurrentTime

BaseLogSource.IsRoot

BaseLogSource.ParentRemoved

BaseLogSource.Log

Disposable.Dispose()

Disposable.DisposeNative()

Disposable.ThrowIfDisposeStarted()

Disposable.ThrowIfDisposed()

Disposable.IsDisposed

Disposable.IsDisposeStarted

Disposable.Disposed

object.GetType()

object.MemberwiseClone()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Extension Methods

TraderHelper.AddOrderErrorLog(ILogReceiver, Order, string, Func<string>)

TraderHelper.AddOrderInfoLog(ILogReceiver, Order, string, Func<string>)

AsyncHelper.FromResult<TValue>(TValue)

AsyncHelper.ToCompleteSource<TValue>(TValue)

CompareHelper.IsDefault<T>(T)

CompareHelper.IsRuntimeDefault<T>(T)

Converter.TypedTo<TFrom, TTo>(TFrom)

DelegateHelper.AddDelegate<TDelegate>(TDelegate, TDelegate)

DelegateHelper.GetInvocationList<TDelegate>(TDelegate)

DelegateHelper.RemoveAllDelegates<TDelegate>(TDelegate)

DelegateHelper.RemoveDelegate<TDelegate>(TDelegate, TDelegate)

DisposableHelper.MakeDisposable<T>(T, Action<T>)

Enumerator.IsDefined<T>(T)

Enumerator.SplitMask<T>(T)

NullableHelper.Convert<T, TResult>(T, Func<T, TResult>, Func<TResult>)

NullableHelper.IsNull<T>(T)

NullableHelper.IsNull<T>(T, bool)

TupleHelper.ToValues<T>(T)

TypeHelper.CheckOnNull<T>(T, string)

TypeHelper.DoDispose<TSource>(TSource)

TypeHelper.ToScope<T>(T, bool)

NetworkHelper.Format<T>(T, bool)

PersistableHelper.TrySerialize<T>(T, out SettingsStorage)

XamlHelper.CopyToClipboard<T>(T)

Paths.SerializeToString<T>(T, bool)

Paths.Serialize<T>(T, bool)

Paths.Serialize<T>(T, string, bool)

CandleHelper.TryGetCandlesBuildFrom(IMessageAdapter, MarketDataMessage, CandleBuilderProvider)

TraderHelper.DownloadCandles(IMessageAdapter, Action<TimeFrameCandleMessage>, TimeSpan, SecurityId, TimeSpan, DateTimeOffset, DateTimeOffset, long?, Level1Fields?, SecurityTypes?)

TraderHelper.DownloadLevel1(IMessageAdapter, Action<Level1ChangeMessage>, TimeSpan, SecurityId, DateTime, DateTime, int?, IEnumerable<Level1Fields>, SecurityTypes?)

TraderHelper.DownloadOrderBook(IMessageAdapter, Action<QuoteChangeMessage>, TimeSpan, SecurityId, DateTime, DateTime, int?, SecurityTypes?)

TraderHelper.DownloadOrderLog(IMessageAdapter, Action<ExecutionMessage>, TimeSpan, SecurityId, DateTime, DateTime, int?, SecurityTypes?)

TraderHelper.DownloadSecurities(IMessageAdapter, Action<SecurityMessage>, TimeSpan, SecurityLookupMessage)

TraderHelper.DownloadTicks(IMessageAdapter, Action<ExecutionMessage>, TimeSpan, SecurityId, DateTime, DateTime, int?, SecurityTypes?)

TraderHelper.Download<TResult>(IMessageAdapter, Message, Action<TResult>, TimeSpan, out byte[])

TraderHelper.Upload<TMessage>(IMessageAdapter, IEnumerable<TMessage>, TimeSpan)

CompareHelper.Compare(object, object)

Converter.To(object, Type)

Converter.To<T>(object)

Enumerator.GetAttributeOfType<TAttribute>(object)

Enumerator.IsEnumBrowsable(object)

Enumerator.SplitMask2(object)

TypeHelper.HasProperty(object, string)

EntityPropertyHelper.GetPropValue(object, string, Func<object, string, object>, IDictionary<string, object>)

Extensions.GetBasicProperties(object, int)

Extensions.GetDisplayName(object)

Extensions.GetFieldDescription(object)

Extensions.GetFieldDisplayName(object)

Extensions.GetFieldIcon(object)

JsonHelper.ToJson(object, bool)

JsonHelper.ToJson(object, bool, JsonSerializerSettings)

PersistableHelper.ToStorage(object, bool)

EditorExtensions.ToItemsSource(object, Type, bool?, ListSortDirection?, Func<IItemsSourceItem, bool>, Func<object, string>, Func<object, string>)

XamlHelper.EnsureUIThread(object)

XamlHelper.ShowModel<TWindow>(object, DependencyObject)

XamlHelper.WpfCast<T>(object)

VirtualPropertyRegistry.TryGetVirtualValue(object, string, out object)

Constructors

BasketMessageAdapter(IdGenerator, CandleBuilderProvider, ISecurityMessageAdapterProvider, IPortfolioMessageAdapterProvider, StorageBuffer)

Initializes a new instance of the BasketMessageAdapter.

public BasketMessageAdapter(IdGenerator transactionIdGenerator, CandleBuilderProvider candleBuilderProvider, ISecurityMessageAdapterProvider securityAdapterProvider, IPortfolioMessageAdapterProvider portfolioAdapterProvider, StorageBuffer buffer)

Parameters

transactionIdGenerator IdGenerator

Transaction id generator.

candleBuilderProvider CandleBuilderProvider

Candle builders provider.

securityAdapterProvider ISecurityMessageAdapterProvider

The security based message adapter's provider.

portfolioAdapterProvider IPortfolioMessageAdapterProvider

The portfolio based message adapter's provider.

buffer StorageBuffer

Storage buffer.

Properties

Buffer

Storage buffer.

public StorageBuffer Buffer { get; }

Property Value

StorageBuffer

CommissionManager

The commission calculating manager.

public ICommissionManager CommissionManager { get; set; }

Property Value

ICommissionManager

ConnectDisconnectEventOnFirstAdapter

To call the ConnectMessage event when the first adapter connects to InnerAdapters.

public bool ConnectDisconnectEventOnFirstAdapter { get; set; }

Property Value

bool

ExtendedInfoStorage

Extended info storage.

public IExtendedInfoStorage ExtendedInfoStorage { get; set; }

Property Value

IExtendedInfoStorage

FillGapsBehaviour

IFillGapsBehaviour

public IFillGapsBehaviour FillGapsBehaviour { get; set; }

Property Value

IFillGapsBehaviour

GenerateOrderBookFromLevel1

public bool GenerateOrderBookFromLevel1 { get; set; }

Property Value

bool

IgnoreExtraAdapters

Do not add extra adapters.

public bool IgnoreExtraAdapters { get; set; }

Property Value

bool

InnerAdapters

Adapters with which the aggregator operates.

public IInnerAdapterList InnerAdapters { get; }

Property Value

IInnerAdapterList

IsRestoreSubscriptionOnErrorReconnect

Restore subscription on reconnect.

public bool IsRestoreSubscriptionOnErrorReconnect { get; set; }

Property Value

bool

Remarks

Error case like connection lost etc.

IsSecurityNewsOnly

Adapter provides news related with specified security.

public bool IsSecurityNewsOnly { get; }

Property Value

bool

IsSupportTransactionLog

Use TransactionOrderingMessageAdapter.

public bool IsSupportTransactionLog { get; set; }

Property Value

bool

LatencyManager

Orders registration delay calculation manager.

public ILatencyManager LatencyManager { get; set; }

Property Value

ILatencyManager

Level1Extend

Use Level1ExtendBuilderAdapter.

public bool Level1Extend { get; set; }

Property Value

bool

NativeIdStorage

Security native identifier storage.

public INativeIdStorage NativeIdStorage { get; set; }

Property Value

INativeIdStorage

PnLManager

The profit-loss manager.

public IPnLManager PnLManager { get; set; }

Property Value

IPnLManager

PortfolioAdapterProvider

The portfolio based message adapter's provider.

public IPortfolioMessageAdapterProvider PortfolioAdapterProvider { get; }

Property Value

IPortfolioMessageAdapterProvider

SecurityAdapterProvider

The security based message adapter's provider.

public ISecurityMessageAdapterProvider SecurityAdapterProvider { get; }

Property Value

ISecurityMessageAdapterProvider

SecurityMappingStorage

Security identifier mappings storage.

public ISecurityMappingStorage SecurityMappingStorage { get; set; }

Property Value

ISecurityMappingStorage

SendFinishedCandlesImmediatelly

SendFinishedCandlesImmediatelly.

public bool SendFinishedCandlesImmediatelly { get; set; }

Property Value

bool

SlippageManager

Slippage manager.

public ISlippageManager SlippageManager { get; set; }

Property Value

ISlippageManager

StorageProcessor

Storage processor.

public StorageProcessor StorageProcessor { get; }

Property Value

StorageProcessor

StorageSettings

Storage settings.

public StorageCoreSettings StorageSettings { get; }

Property Value

StorageCoreSettings

SupportBuildingFromOrderLog

Use OrderLogMessageAdapter.

public bool SupportBuildingFromOrderLog { get; set; }

Property Value

bool

SupportCandlesCompression

Use CandleBuilderMessageAdapter.

public bool SupportCandlesCompression { get; set; }

Property Value

bool

SupportLookupTracking

Use LookupTrackingMessageAdapter.

public bool SupportLookupTracking { get; set; }

Property Value

bool

SupportOffline

Use OfflineMessageAdapter.

public bool SupportOffline { get; set; }

Property Value

bool

SupportOrderBookTruncate

Use OrderBookTruncateMessageAdapter.

public bool SupportOrderBookTruncate { get; set; }

Property Value

bool

SupportPartialDownload

Use PartialDownloadMessageAdapter.

public bool SupportPartialDownload { get; set; }

Property Value

bool

SupportSecurityAll

Use SubscriptionSecurityAllMessageAdapter.

public bool SupportSecurityAll { get; set; }

Property Value

bool

SupportStorage

Use StorageMessageAdapter.

public bool SupportStorage { get; set; }

Property Value

bool

SuppressReconnectingErrors

Suppress reconnecting errors.

public bool SuppressReconnectingErrors { get; set; }

Property Value

bool

TransactionIdGenerator

Transaction id generator.

public IdGenerator TransactionIdGenerator { get; set; }

Property Value

IdGenerator

UseInChannel

Use channels for in and out messages.

public bool UseInChannel { get; set; }

Property Value

bool

UseOutChannel

Use channels for in and out messages.

public bool UseOutChannel { get; set; }

Property Value

bool

Methods

ApplyHeartbeat(IMessageAdapter, bool)

Apply on/off heartbeat mode for the specified adapter.

public void ApplyHeartbeat(IMessageAdapter adapter, bool on)

Parameters

adapter IMessageAdapter

Adapter.

on bool

Is active.

Clone()

Create a copy of BasketMessageAdapter.

public IMessageChannel Clone()

Returns

IMessageChannel

Copy.

DisposeManaged()

To release allocated resources.

protected override void DisposeManaged()

GetSortedAdapters()

To get adapters SortedAdapters sorted by the specified priority. By default, there is no sorting.

protected IEnumerable<IMessageAdapter> GetSortedAdapters()

Returns

IEnumerable<IMessageAdapter>

Sorted adapters.

Load(SettingsStorage)

Load settings.

public override void Load(SettingsStorage storage)

Parameters

storage SettingsStorage

Settings storage.

OnInnerAdapterNewOutMessage(IMessageAdapter, Message)

The embedded adapter event NewOutMessage handler.

protected virtual void OnInnerAdapterNewOutMessage(IMessageAdapter innerAdapter, Message message)

Parameters

innerAdapter IMessageAdapter

The embedded adapter.

message Message

Message.

OnSendInMessage(Message)

Send message.

protected virtual bool OnSendInMessage(Message message)

Parameters

message Message

Message.

Returns

bool

true if the specified message was processed successfully, otherwise, false.

OnSendOutMessage(Message)

Send outgoing message and raise NewOutMessage event.

protected virtual void OnSendOutMessage(Message message)

Parameters

message Message

Message.

Save(SettingsStorage)

Save settings.

public override void Save(SettingsStorage storage)

Parameters

storage SettingsStorage

Settings storage.

TryGetAdapter(string, out IMessageAdapter)

Try find adapter by portfolio name.

public bool TryGetAdapter(string porfolioName, out IMessageAdapter adapter)

Parameters

porfolioName string

Portfolio name.

adapter IMessageAdapter

IMessageAdapter

Returns

bool

Found IMessageAdapter.

Events

NewOutMessage

New message event.

public event Action<Message> NewOutMessage

Event Type

Action<Message>