Class Connector

Namespace

StockSharp.Algo

Assembly

StockSharp.Algo.dll

The class to create connections to trading systems.

public class Connector : BaseLogReceiver, IConnector, IPersistable, ILogReceiver, IMarketDataProvider, ITransactionProvider, IPositionProvider, IPortfolioProvider, ISecurityProvider, ISecurityMessageProvider, INewsProvider, ISubscriptionProvider, ITimeProvider, ILogSource, IMessageChannel, IDisposable, ICloneable<IMessageChannel>, ICloneable

Inheritance

object

Disposable

BaseLogSource

BaseLogReceiver

Connector

Implements

IConnector

IPersistable

ILogReceiver

IMarketDataProvider

ITransactionProvider

IPositionProvider

IPortfolioProvider

ISecurityProvider

ISecurityMessageProvider

INewsProvider

ISubscriptionProvider

ITimeProvider

ILogSource

IMessageChannel

IDisposable

ICloneable<IMessageChannel>

ICloneable

Derived

BaseEmulationConnector

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>)

CollectionHelper.ConcatEx<T, TItem>(T, T)

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)

TraderHelper.AddAdapter(Connector, Type, Action<IMessageAdapter>)

TraderHelper.AddAdapter<TAdapter>(Connector, Action<TAdapter>)

TraderHelper.GetSecurityCriteria(Connector, SecurityLookupMessage, IExchangeInfoProvider)

TraderHelper.LookupAll(Connector)

Paths.SerializeToString<T>(T, bool)

Paths.Serialize<T>(T, bool)

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

Extensions.Add<TMessage, TChange>(TMessage, TChange, CurrencyTypes)

Extensions.Add<TMessage, TChange>(TMessage, TChange, PortfolioStates)

Extensions.Add<TMessage, TChange>(TMessage, TChange, SecurityStates)

Extensions.Add<TMessage, TChange>(TMessage, TChange, Sides)

Extensions.Add<TMessage, TChange>(TMessage, TChange, bool)

Extensions.Add<TMessage, TChange>(TMessage, TChange, DateTimeOffset)

Extensions.Add<TMessage, TChange>(TMessage, TChange, decimal)

Extensions.Add<TMessage, TChange>(TMessage, TChange, int)

Extensions.Add<TMessage, TChange>(TMessage, TChange, long)

Extensions.Add<TMessage, TChange>(TMessage, TChange, object)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, decimal, bool)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, int, bool)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, long, bool)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, CurrencyTypes?)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, PortfolioStates?)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, SecurityStates?)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, Sides?)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, bool?)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, DateTimeOffset?)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, decimal?, bool)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, int?, bool)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, long?, bool)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, string)

Extensions.TryGetDecimal<TMessage, TChange>(TMessage, TChange)

Extensions.TryGet<TMessage, TChange>(TMessage, TChange)

MarketRuleHelper.WhenConnected(IConnector)

MarketRuleHelper.WhenConnectionLost(IConnector)

MarketRuleHelper.WhenDisconnected(IConnector)

TraderHelper.CancelOrders(IConnector, IEnumerable<Order>, bool?, Portfolio, Sides?, ExchangeBoard, Security, SecurityTypes?)

TraderHelper.GetSecurityValue<T>(IMarketDataProvider, Security, Level1Fields)

TraderHelper.GetSecurityValues(IMarketDataProvider, Security)

TraderHelper.GetAllSecurity(ISecurityProvider)

TraderHelper.Lookup(ISecurityProvider, Security)

TraderHelper.LookupAll(ISecurityProvider)

TraderHelper.LookupByCode(ISecurityProvider, string, SecurityTypes?)

TraderHelper.LookupByNativeId(ISecurityProvider, INativeIdStorage, string, object)

CandleHelper.GetSeries<TCandle>(ISubscriptionProvider, Security, object)

CandleHelper.IsCandlesRegistered<TCandle>(ISubscriptionProvider, Security, object)

CandleHelper.Start<TCandle>(ISubscriptionProvider, CandleSeries)

MarketRuleHelper.WhenCandlesChanged(ISubscriptionProvider, Subscription)

MarketRuleHelper.WhenCandlesChanged<TCandle>(ISubscriptionProvider, Subscription)

MarketRuleHelper.WhenCandlesFinished(ISubscriptionProvider, Subscription)

MarketRuleHelper.WhenCandlesFinished<TCandle>(ISubscriptionProvider, Subscription)

MarketRuleHelper.WhenCandlesStarted(ISubscriptionProvider, Subscription)

MarketRuleHelper.WhenCandlesStarted<TCandle>(ISubscriptionProvider, Subscription)

MarketRuleHelper.WhenCandles<TCandle>(ISubscriptionProvider, Subscription)

MarketRuleHelper.WhenChanged<TCandle>(ISubscriptionProvider, TCandle)

MarketRuleHelper.WhenClosePriceLess<TCandle>(ISubscriptionProvider, TCandle, Unit)

MarketRuleHelper.WhenClosePriceMore<TCandle>(ISubscriptionProvider, TCandle, Unit)

MarketRuleHelper.WhenFinished<TCandle>(ISubscriptionProvider, TCandle)

MarketRuleHelper.WhenOrderReceived(ISubscriptionProvider)

MarketRuleHelper.WhenOrderRegistered(ISubscriptionProvider)

MarketRuleHelper.WhenOwnTradeReceived(ISubscriptionProvider)

MarketRuleHelper.WhenPartiallyFinishedCandles<TCandle>(ISubscriptionProvider, Subscription, decimal)

MarketRuleHelper.WhenPartiallyFinished<TCandle>(ISubscriptionProvider, TCandle, decimal)

MarketRuleHelper.WhenPortfolioReceived(ISubscriptionProvider)

MarketRuleHelper.WhenPositionReceived(ISubscriptionProvider)

MarketRuleHelper.WhenTotalVolumeMore<TCandle>(ISubscriptionProvider, TCandle, Unit)

TraderHelper.LookupBoards(ISubscriptionProvider, ExchangeBoard, IMessageAdapter, MessageOfflineModes)

TraderHelper.LookupBoards(ISubscriptionProvider, BoardLookupMessage)

TraderHelper.LookupDataTypes(ISubscriptionProvider, DataTypeLookupMessage)

TraderHelper.LookupOrders(ISubscriptionProvider, Order, IMessageAdapter, MessageOfflineModes)

TraderHelper.LookupOrders(ISubscriptionProvider, OrderStatusMessage)

TraderHelper.LookupPortfolios(ISubscriptionProvider, Portfolio, IMessageAdapter, MessageOfflineModes)

TraderHelper.LookupPortfolios(ISubscriptionProvider, PortfolioLookupMessage)

TraderHelper.LookupSecurities(ISubscriptionProvider, Security, IMessageAdapter, MessageOfflineModes)

TraderHelper.LookupSecurities(ISubscriptionProvider, SecurityLookupMessage)

TraderHelper.SubscribeBoard(ISubscriptionProvider, ExchangeBoard, DateTimeOffset?, DateTimeOffset?, long?, IMessageAdapter, long?)

TraderHelper.SubscribeCandles(ISubscriptionProvider, CandleSeries, DateTimeOffset?, DateTimeOffset?, long?, long?, IMessageAdapter, long?, FillGapsDays?)

TraderHelper.SubscribeCandles(ISubscriptionProvider, Security, DataType, DateTimeOffset?, DateTimeOffset?, long?, long?, IMessageAdapter, long?, FillGapsDays?)

TraderHelper.SubscribeFilteredMarketDepth(ISubscriptionProvider, Security)

TraderHelper.SubscribeLevel1(ISubscriptionProvider, Security, DateTimeOffset?, DateTimeOffset?, long?, MarketDataBuildModes, DataType, IMessageAdapter, long?, FillGapsDays?)

TraderHelper.SubscribeMarketData(ISubscriptionProvider, Security, MarketDataMessage)

TraderHelper.SubscribeMarketData(ISubscriptionProvider, MarketDataMessage)

TraderHelper.SubscribeMarketDepth(ISubscriptionProvider, Security, DateTimeOffset?, DateTimeOffset?, long?, MarketDataBuildModes, DataType, int?, TimeSpan?, IOrderLogMarketDepthBuilder, bool, IMessageAdapter, long?, FillGapsDays?)

TraderHelper.SubscribeNews(ISubscriptionProvider, Security, DateTimeOffset?, DateTimeOffset?, long?, IMessageAdapter, long?)

TraderHelper.SubscribeOrderLog(ISubscriptionProvider, Security, DateTimeOffset?, DateTimeOffset?, long?, IMessageAdapter, long?, FillGapsDays?)

TraderHelper.SubscribeOrders(ISubscriptionProvider, Security, DateTimeOffset?, DateTimeOffset?, long?, IEnumerable<OrderStates>, IMessageAdapter, long?, FillGapsDays?)

TraderHelper.SubscribeOrders(ISubscriptionProvider, OrderStatusMessage)

TraderHelper.SubscribePositions(ISubscriptionProvider, Security, Portfolio, DateTimeOffset?, DateTimeOffset?, long?, IMessageAdapter, long?, FillGapsDays?)

TraderHelper.SubscribePositions(ISubscriptionProvider, PortfolioLookupMessage)

TraderHelper.SubscribeTrades(ISubscriptionProvider, Security, DateTimeOffset?, DateTimeOffset?, long?, MarketDataBuildModes, DataType, IMessageAdapter, long?, FillGapsDays?)

TraderHelper.UnSubscribe(ISubscriptionProvider, long)

TraderHelper.UnSubscribeBoard(ISubscriptionProvider, ExchangeBoard)

TraderHelper.UnSubscribeCandles(ISubscriptionProvider, CandleSeries)

TraderHelper.UnSubscribeLevel1(ISubscriptionProvider, Security)

TraderHelper.UnSubscribeMarketData(ISubscriptionProvider, Security, MarketDataMessage)

TraderHelper.UnSubscribeMarketData(ISubscriptionProvider, MarketDataMessage)

TraderHelper.UnSubscribeMarketDepth(ISubscriptionProvider, Security)

TraderHelper.UnSubscribeNews(ISubscriptionProvider, Security)

TraderHelper.UnSubscribeOrderLog(ISubscriptionProvider, Security)

TraderHelper.UnSubscribeOrders(ISubscriptionProvider, long)

TraderHelper.UnSubscribePositions(ISubscriptionProvider, long)

TraderHelper.UnSubscribeTrades(ISubscriptionProvider, Security)

MarketRuleHelper.WhenIntervalElapsed(ITimeProvider, TimeSpan)

MarketRuleHelper.WhenTimeCome(ITimeProvider, IEnumerable<DateTimeOffset>)

MarketRuleHelper.WhenTimeCome(ITimeProvider, params DateTimeOffset[])

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

Connector()

Initializes a new instance of the Connector.

public Connector()

Connector(ISecurityStorage, IPositionStorage, IExchangeInfoProvider, IStorageRegistry, SnapshotRegistry, StorageBuffer, bool, bool)

Initializes a new instance of the Connector.

public Connector(ISecurityStorage securityStorage, IPositionStorage positionStorage, IExchangeInfoProvider exchangeInfoProvider, IStorageRegistry storageRegistry = null, SnapshotRegistry snapshotRegistry = null, StorageBuffer buffer = null, bool initAdapter = true, bool initChannels = true)

Parameters

securityStorage ISecurityStorage

Securities meta info storage.

positionStorage IPositionStorage

Position storage.

exchangeInfoProvider IExchangeInfoProvider

Exchanges and trading boards provider.

storageRegistry IStorageRegistry

The storage of market data.

snapshotRegistry SnapshotRegistry

Snapshot storage registry.

buffer StorageBuffer

Storage buffer.

initAdapter bool

Initialize basket adapter.

initChannels bool

Initialize channels.

Properties

Adapter

Message adapter.

public BasketMessageAdapter Adapter { get; protected set; }

Property Value

BasketMessageAdapter

BasketSecurityProcessorProvider

Basket security processors provider.

public IBasketSecurityProcessorProvider BasketSecurityProcessorProvider { get; set; }

Property Value

IBasketSecurityProcessorProvider

BoardLookup

Get global subscription on ExchangeBoard lookup. Can be null.

public Subscription BoardLookup { get; }

Property Value

Subscription

Buffer

Storage buffer.

public StorageBuffer Buffer { get; }

Property Value

StorageBuffer

CanConnect

Determines this connector is ready for establish connection.

public bool CanConnect { get; }

Property Value

bool

CheckSteps

Check Price and Volume are they multiply to step.

public bool CheckSteps { get; set; }

Property Value

bool

CommissionManager

The commission calculating manager.

public ICommissionManager CommissionManager { get; set; }

Property Value

ICommissionManager

ConnectionState

Connection state.

public ConnectionStates ConnectionState { get; }

Property Value

ConnectionStates

DataTypeLookup

Get global subscription on DataTypeInfoMessage lookup. Can be null.

public Subscription DataTypeLookup { get; }

Property Value

Subscription

ErrorCount

The number of errors passed through the Error event.

public int ErrorCount { get; }

Property Value

int

ExchangeBoards

List of all exchange boards, for which instruments are loaded Securities.

public IEnumerable<ExchangeBoard> ExchangeBoards { get; }

Property Value

IEnumerable<ExchangeBoard>

ExchangeInfoProvider

Exchanges and trading boards provider.

public IExchangeInfoProvider ExchangeInfoProvider { get; }

Property Value

IExchangeInfoProvider

InMessageChannel

Input message channel.

public IMessageChannel InMessageChannel { get; protected set; }

Property Value

IMessageChannel

InnerAdapter

Inner message adapter.

public IMessageAdapter InnerAdapter { get; set; }

Property Value

IMessageAdapter

IsAutoPortfoliosSubscribe

Subscribe for new portfolios.

public bool IsAutoPortfoliosSubscribe { get; set; }

Property Value

bool

Remarks

By default is true.

IsAutoUnSubscribeOnDisconnect

Send unsubscribe on disconnect command.

public bool IsAutoUnSubscribeOnDisconnect { get; set; }

Property Value

bool

Remarks

By default is true.

IsRestoreSubscriptionOnNormalReconnect

Restore subscription on reconnect.

public bool IsRestoreSubscriptionOnNormalReconnect { get; set; }

Property Value

bool

Remarks

Normal case connect/disconnect.

KeepStrategiesPositions

Process strategies positions and store it into Positions.

public bool KeepStrategiesPositions { get; set; }

Property Value

bool

LatencyManager

Orders registration delay calculation manager.

public ILatencyManager LatencyManager { get; set; }

Property Value

ILatencyManager

LookupMessagesOnConnect

[Obsolete("Use SubscriptionsOnConnect property.")]
public ISet<MessageTypes> LookupMessagesOnConnect { get; }

Property Value

ISet<MessageTypes>

MarketDataAdapter

Market-data adapter.

public IMessageAdapter MarketDataAdapter { get; }

Property Value

IMessageAdapter

MarketTimeChangedInterval

The TimeMessage message generating Interval. The default is 10 milliseconds.

public virtual TimeSpan MarketTimeChangedInterval { get; set; }

Property Value

TimeSpan

OrderLookup

Get global subscription on Order lookup. Can be null.

public Subscription OrderLookup { get; }

Property Value

Subscription

OrdersKeepCount

The number of orders for storage. The default is 1000. If the value is set to MaxValue, then the orders will not be deleted. If the value is set to 0, then the orders will not be stored.

public int OrdersKeepCount { get; set; }

Property Value

int

OutMessageChannel

Outgoing message channel.

public IMessageChannel OutMessageChannel { get; protected set; }

Property Value

IMessageChannel

OverrideSecurityData

Override previous security data by new values.

public bool OverrideSecurityData { get; set; }

Property Value

bool

PnLManager

The profit-loss manager.

public IPnLManager PnLManager { get; set; }

Property Value

IPnLManager

PortfolioLookup

Get global subscription on Portfolio lookup. Can be null.

public Subscription PortfolioLookup { get; }

Property Value

Subscription

Portfolios

Get all portfolios.

public virtual IEnumerable<Portfolio> Portfolios { get; }

Property Value

IEnumerable<Portfolio>

PositionStorage

Position storage.

public IPositionStorage PositionStorage { get; }

Property Value

IPositionStorage

Positions

Get all positions.

public IEnumerable<Position> Positions { get; }

Property Value

IEnumerable<Position>

RiskManager

Risk control manager.

public virtual IRiskManager RiskManager { get; set; }

Property Value

IRiskManager

Securities

List of all loaded instruments. It should be called after event SecurityReceived arisen. Otherwise the empty set will be returned.

public IEnumerable<Security> Securities { get; }

Property Value

IEnumerable<Security>

SecurityIdGenerator

The instrument identifiers generator Id.

public SecurityIdGenerator SecurityIdGenerator { get; set; }

Property Value

SecurityIdGenerator

SecurityLookup

Get global subscription on Security lookup. Can be null.

public Subscription SecurityLookup { get; }

Property Value

Subscription

SecurityStorage

Securities meta info storage.

public ISecurityStorage SecurityStorage { get; }

Property Value

ISecurityStorage

SlippageManager

Slippage manager.

public ISlippageManager SlippageManager { get; set; }

Property Value

ISlippageManager

SnapshotRegistry

Snapshot storage registry.

public SnapshotRegistry SnapshotRegistry { get; }

Property Value

SnapshotRegistry

StorageAdapter

Storage adapter.

public StorageMetaInfoMessageAdapter StorageAdapter { get; }

Property Value

StorageMetaInfoMessageAdapter

StorageRegistry

The storage of market data.

public IStorageRegistry StorageRegistry { get; }

Property Value

IStorageRegistry

Subscriptions

Subscriptions.

public IEnumerable<Subscription> Subscriptions { get; }

Property Value

IEnumerable<Subscription>

SubscriptionsOnConnect

Send subscriptions on connect.

public ISet<Subscription> SubscriptionsOnConnect { get; }

Property Value

ISet<Subscription>

SupportAssociatedSecurity

Use AssociatedSecurityAdapter.

public bool SupportAssociatedSecurity { get; set; }

Property Value

bool

SupportBasketSecurities

Use BasketSecurityMessageAdapter.

public bool SupportBasketSecurities { get; set; }

Property Value

bool

SupportFilteredMarketDepth

Use FilteredMarketDepthAdapter.

public bool SupportFilteredMarketDepth { get; set; }

Property Value

bool

SupportLevel1DepthBuilder

Use Level1DepthBuilderAdapter.

[Obsolete("Use MarketDataMessage.BuildFrom property.")]
public bool SupportLevel1DepthBuilder { get; set; }

Property Value

bool

SupportSnapshots

Use SnapshotHolderMessageAdapter.

public virtual bool SupportSnapshots { get; set; }

Property Value

bool

TimeChange

Increment periodically MarketTimeChangedInterval value of CurrentTime.

public bool TimeChange { get; set; }

Property Value

bool

TransactionAdapter

Transactional adapter.

public IMessageAdapter TransactionAdapter { get; }

Property Value

IMessageAdapter

TransactionIdGenerator

Transaction id generator.

public IdGenerator TransactionIdGenerator { get; set; }

Property Value

IdGenerator

UpdatePortfolioByChange

To update Portfolio fields when the PositionChangeMessage message appears. By default is enabled.

public bool UpdatePortfolioByChange { get; set; }

Property Value

bool

UpdateSecurityByDefinition

To update Security fields when the SecurityMessage message appears. By default is enabled.

public bool UpdateSecurityByDefinition { get; set; }

Property Value

bool

UpdateSecurityByLevel1

To update Security fields when the Level1ChangeMessage message appears. By default is enabled.

public bool UpdateSecurityByLevel1 { get; set; }

Property Value

bool

UpdateSecurityLastQuotes

To update LastTick, BestBid, BestAsk at each update of order book and/or trades. By default is enabled.

public bool UpdateSecurityLastQuotes { get; set; }

Property Value

bool

Methods

CancelOrder(Order)

Cancel the order.

public void CancelOrder(Order order)

Parameters

order Order

The order which should be canceled.

CancelOrders(bool?, Portfolio, Sides?, ExchangeBoard, Security, SecurityTypes?, long?)

Cancel orders by filter.

public void CancelOrders(bool? isStopOrder = null, Portfolio portfolio = null, Sides? direction = null, ExchangeBoard board = null, Security security = null, SecurityTypes? securityType = null, long? transactionId = null)

Parameters

isStopOrder bool?

true, if cancel only a stop orders, false - if regular orders, null - both.

portfolio Portfolio

Portfolio. If the value is equal to null, then the portfolio does not match the orders cancel filter.

direction Sides?

Order side. If the value is null, the direction does not use.

board ExchangeBoard

Trading board. If the value is equal to null, then the board does not match the orders cancel filter.

security Security

Instrument. If the value is equal to null, then the instrument does not match the orders cancel filter.

securityType SecurityTypes?

Security type. If the value is null, the type does not use.

transactionId long?

Order cancellation transaction id.

ChangePassword(SecureString)

Change password.

public void ChangePassword(SecureString newPassword)

Parameters

newPassword SecureString

New password.

ClearCache()

Clear cache.

public virtual void ClearCache()

Connect()

Connect to trading system.

public void Connect()

CreateSecurityId(string, string)

Generate Id security.

protected string CreateSecurityId(string secCode, string boardCode)

Parameters

secCode string

SecurityCode.

boardCode string

BoardCode.

Returns

string

Id security.

Disconnect()

Disconnect from trading system.

public void Disconnect()

DisposeManaged()

To release allocated resources. In particular, to disconnect from the trading system via Disconnect().

protected override void DisposeManaged()

EditOrder(Order, Order)

Edit the order.

public void EditOrder(Order order, Order changes)

Parameters

order Order

Order.

changes Order

Order changes.

FindSubscriptions(Security, DataType)

Find subscriptions for the specified security and data type.

public IEnumerable<Subscription> FindSubscriptions(Security security, DataType dataType)

Parameters

security Security

Security.

dataType DataType

Data type info.

Returns

IEnumerable<Subscription>

Subscriptions.

GetLevel1Fields(Security)

To get a set of available fields Level1Fields, for which there is a market data for the instrument.

public IEnumerable<Level1Fields> GetLevel1Fields(Security security)

Parameters

security Security

Security.

Returns

IEnumerable<Level1Fields>

Possible fields.

GetPortfolio(string)

To get the portfolio by the code name.

public Portfolio GetPortfolio(string name)

Parameters

name string

Portfolio code name.

Returns

Portfolio

The got portfolio. If there is no portfolio by given criteria, null is returned.

GetPosition(Portfolio, Security, string, Sides?, string, string, TPlusLimits?)

To get the position by portfolio and instrument.

public Position GetPosition(Portfolio portfolio, Security security, string strategyId = "", Sides? side = null, string clientCode = "", string depoName = "", TPlusLimits? limitType = null)

Parameters

portfolio Portfolio

The portfolio on which the position should be found.

security Security

The instrument on which the position should be found.

strategyId string

Strategy ID.

side Sides?

Side.

clientCode string

The client code.

depoName string

The depository name where the stock is located physically. By default, an empty string is passed, which means the total position by all depositories.

limitType TPlusLimits?

Limit type for Т+ market.

Returns

Position

Position.

GetSecurity(SecurityId)

Get security by identifier.

public Security GetSecurity(SecurityId securityId)

Parameters

securityId SecurityId

Security ID.

Returns

Security

Security.

GetSecurityId(Security)

Get SecurityId.

public SecurityId GetSecurityId(Security security)

Parameters

security Security

Security.

Returns

SecurityId

Security ID.

GetSecurityValue(Security, Level1Fields)

To get the value of market data for the instrument.

public object GetSecurityValue(Security security, Level1Fields field)

Parameters

security Security

Security.

field Level1Fields

Market-data field.

Returns

object

The field value. If no data, the null will be returned.

GetSessionState(ExchangeBoard)

Get session state for required board.

[Obsolete("Use BoardReceived event.")]
public SessionStates? GetSessionState(ExchangeBoard board)

Parameters

board ExchangeBoard

Electronic board.

Returns

SessionStates?

Session state. If the information about session state does not exist, then null will be returned.

IsOrderEditable(Order)

Determines the specified order can be edited by EditOrder(Order, Order).

public bool? IsOrderEditable(Order order)

Parameters

order Order

Order.

Returns

bool?

true if the order is editable, false order cannot be changed, null means no information.

IsOrderReplaceable(Order)

Determines the specified order can be replaced by ReRegisterOrder(Order, Order).

public bool? IsOrderReplaceable(Order order)

Parameters

order Order

Order.

Returns

bool?

true if the order is replaceable, false order cannot be replaced, null means no information.

Load(SettingsStorage)

Load settings.

public override void Load(SettingsStorage storage)

Parameters

storage SettingsStorage

Settings storage.

LookupById(SecurityId)

To get the instrument by the identifier.

public Security LookupById(SecurityId id)

Parameters

id SecurityId

Security ID.

Returns

Security

The got instrument. If there is no instrument by given criteria, null is returned.

LookupByPortfolioName(string)

To get the portfolio by the code name.

public Portfolio LookupByPortfolioName(string name)

Parameters

name string

Portfolio code name.

Returns

Portfolio

The got portfolio. If there is no portfolio by given criteria, null is returned.

OnCancelOrder(Order, long)

Cancel the order.

protected void OnCancelOrder(Order order, long transactionId)

Parameters

order Order

Order to cancel.

transactionId long

Order cancellation transaction id.

OnCancelOrders(long, bool?, Portfolio, Sides?, ExchangeBoard, Security, SecurityTypes?)

Cancel orders by filter.

protected void OnCancelOrders(long transactionId, bool? isStopOrder = null, Portfolio portfolio = null, Sides? direction = null, ExchangeBoard board = null, Security security = null, SecurityTypes? securityType = null)

Parameters

transactionId long

Order cancellation transaction id.

isStopOrder bool?

true, if cancel only a stop orders, false - if regular orders, null - both.

portfolio Portfolio

Portfolio. If the value is equal to null, then the portfolio does not match the orders cancel filter.

direction Sides?

Order side. If the value is null, the direction does not use.

board ExchangeBoard

Trading board. If the value is equal to null, then the board does not match the orders cancel filter.

security Security

Instrument. If the value is equal to null, then the instrument does not match the orders cancel filter.

securityType SecurityTypes?

Security type. If the value is null, the type does not use.

OnConnect()

Connect to trading system.

protected virtual void OnConnect()

OnDisconnect()

Disconnect from trading system.

protected virtual void OnDisconnect()

OnEditOrder(Order, Order)

Edit the order.

protected void OnEditOrder(Order order, Order changes)

Parameters

order Order

Order.

changes Order

Order changes.

OnProcessMessage(Message)

Process message.

protected virtual void OnProcessMessage(Message message)

Parameters

message Message

Message.

OnReRegisterOrder(Order, Order)

Reregister the order.

protected void OnReRegisterOrder(Order oldOrder, Order newOrder)

Parameters

oldOrder Order

Cancelling order.

newOrder Order

New order to register.

OnRegisterOrder(Order)

Register new order.

protected void OnRegisterOrder(Order order)

Parameters

order Order

Registration details.

RaiseError(Exception)

To call the event Error.

protected void RaiseError(Exception exception)

Parameters

exception Exception

Data processing error.

RaiseSubscriptionFailed(Subscription, Exception, bool)

protected virtual void RaiseSubscriptionFailed(Subscription subscription, Exception error, bool isSubscribe)

Parameters

subscription Subscription

error Exception

isSubscribe bool

ReRegisterOrder(Order, Order)

Reregister the order.

public void ReRegisterOrder(Order oldOrder, Order newOrder)

Parameters

oldOrder Order

Cancelling order.

newOrder Order

New order to register.

RegisterOrder(Order)

Register new order.

public void RegisterOrder(Order order)

Parameters

order Order

Registration details.

RegisterPortfolio(Portfolio)

public void RegisterPortfolio(Portfolio portfolio)

Parameters

portfolio Portfolio

RequestNewsStory(News, IMessageAdapter)

Request news Story body. After receiving the event NewsReceived will be triggered.

public void RequestNewsStory(News news, IMessageAdapter adapter = null)

Parameters

news News

News.

adapter IMessageAdapter

Target adapter. Can be null.

Save(SettingsStorage)

Save settings.

public override void Save(SettingsStorage storage)

Parameters

storage SettingsStorage

Settings storage.

SendInMessage(Message)

Send message.

public bool SendInMessage(Message message)

Parameters

message Message

Message.

Returns

bool

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

SendOutError(Exception)

Send error message.

public void SendOutError(Exception error)

Parameters

error Exception

Error details.

SendOutMessage(Message)

Send outgoing message.

public void SendOutMessage(Message message)

Parameters

message Message

Message.

Subscribe(Subscription)

Subscribe.

public void Subscribe(Subscription subscription)

Parameters

subscription Subscription

Subscription.

TryGetSubscriptionById(long)

Try get subscription by id.

public Subscription TryGetSubscriptionById(long subscriptionId)

Parameters

subscriptionId long

Subscription id.

Returns

Subscription

Subscription.

UnRegisterPortfolio(Portfolio)

public void UnRegisterPortfolio(Portfolio portfolio)

Parameters

portfolio Portfolio

UnSubscribe(Subscription)

Unsubscribe.

public void UnSubscribe(Subscription subscription)

Parameters

subscription Subscription

Subscription.

Events

BoardReceived

ExchangeBoard received.

public event Action<Subscription, ExchangeBoard> BoardReceived

Event Type

Action<Subscription, ExchangeBoard>

CandleReceived

ICandleMessage received.

public event Action<Subscription, ICandleMessage> CandleReceived

Event Type

Action<Subscription, ICandleMessage>

ChangePasswordResult

Change password result.

public event Action<long, Exception> ChangePasswordResult

Event Type

Action<long, Exception>

Connected

Connected.

public event Action Connected

Event Type

Action

ConnectedEx

Connected.

public event Action<IMessageAdapter> ConnectedEx

Event Type

Action<IMessageAdapter>

ConnectionError

Connection error (for example, the connection was aborted by server).

public event Action<Exception> ConnectionError

Event Type

Action<Exception>

ConnectionErrorEx

Connection error (for example, the connection was aborted by server).

public event Action<IMessageAdapter, Exception> ConnectionErrorEx

Event Type

Action<IMessageAdapter, Exception>

ConnectionLost

Connection lost.

public event Action<IMessageAdapter> ConnectionLost

Event Type

Action<IMessageAdapter>

ConnectionRestored

Connection restored.

public event Action<IMessageAdapter> ConnectionRestored

Event Type

Action<IMessageAdapter>

CurrentTimeChanged

Server time changed CurrentTime. It passed the time difference since the last call of the event. The first time the event passes the value Zero.

public event Action<TimeSpan> CurrentTimeChanged

Event Type

Action<TimeSpan>

DataTypeReceived

DataType received.

public event Action<Subscription, DataType> DataTypeReceived

Event Type

Action<Subscription, DataType>

Disconnected

Disconnected.

public event Action Disconnected

Event Type

Action

DisconnectedEx

Disconnected.

public event Action<IMessageAdapter> DisconnectedEx

Event Type

Action<IMessageAdapter>

Error

The main interface providing the connection to the trading systems.

public event Action<Exception> Error

Event Type

Action<Exception>

Level1Received

Level1ChangeMessage received.

public event Action<Subscription, Level1ChangeMessage> Level1Received

Event Type

Action<Subscription, Level1ChangeMessage>

LookupBoardsResult

Lookup result BoardLookupMessage received.

[Obsolete("Use BoardReceived and SubscriptionStopped events.")]
public event Action<BoardLookupMessage, IEnumerable<ExchangeBoard>, Exception> LookupBoardsResult

Event Type

Action<BoardLookupMessage, IEnumerable<ExchangeBoard>, Exception>

LookupBoardsResult2

Lookup result BoardLookupMessage received.

[Obsolete("Use BoardReceived and SubscriptionStopped events.")]
public event Action<BoardLookupMessage, IEnumerable<ExchangeBoard>, IEnumerable<ExchangeBoard>, Exception> LookupBoardsResult2

Event Type

Action<BoardLookupMessage, IEnumerable<ExchangeBoard>, IEnumerable<ExchangeBoard>, Exception>

LookupPortfoliosResult

Lookup result PortfolioLookupMessage received.

public event Action<PortfolioLookupMessage, IEnumerable<Portfolio>, Exception> LookupPortfoliosResult

Event Type

Action<PortfolioLookupMessage, IEnumerable<Portfolio>, Exception>

LookupPortfoliosResult2

Lookup result PortfolioLookupMessage received.

[Obsolete("Use PortfolioReceived and SubscriptionStopped events.")]
public event Action<PortfolioLookupMessage, IEnumerable<Portfolio>, IEnumerable<Portfolio>, Exception> LookupPortfoliosResult2

Event Type

Action<PortfolioLookupMessage, IEnumerable<Portfolio>, IEnumerable<Portfolio>, Exception>

LookupSecuritiesResult

Lookup result SecurityLookupMessage received.

public event Action<SecurityLookupMessage, IEnumerable<Security>, Exception> LookupSecuritiesResult

Event Type

Action<SecurityLookupMessage, IEnumerable<Security>, Exception>

LookupSecuritiesResult2

Lookup result SecurityLookupMessage received.

[Obsolete("Use SecurityReceived and SubscriptionStopped events.")]
public event Action<SecurityLookupMessage, IEnumerable<Security>, IEnumerable<Security>, Exception> LookupSecuritiesResult2

Event Type

Action<SecurityLookupMessage, IEnumerable<Security>, IEnumerable<Security>, Exception>

LookupTimeFramesResult

Lookup result DataTypeLookupMessage received.

[Obsolete("Use DataTypeReceived and SubscriptionStopped events.")]
public event Action<DataTypeLookupMessage, IEnumerable<TimeSpan>, Exception> LookupTimeFramesResult

Event Type

Action<DataTypeLookupMessage, IEnumerable<TimeSpan>, Exception>

LookupTimeFramesResult2

Lookup result DataTypeLookupMessage received.

[Obsolete("Use DataTypeReceived and SubscriptionStopped events.")]
public event Action<DataTypeLookupMessage, IEnumerable<TimeSpan>, IEnumerable<TimeSpan>, Exception> LookupTimeFramesResult2

Event Type

Action<DataTypeLookupMessage, IEnumerable<TimeSpan>, IEnumerable<TimeSpan>, Exception>

MarketTimeChanged

Server time changed CurrentTime. It passed the time difference since the last call of the event. The first time the event passes the value Zero.

[Obsolete("Use CurrentTimeChanged event.")]
public event Action<TimeSpan> MarketTimeChanged

Event Type

Action<TimeSpan>

MassOrderCancelFailed

Mass order cancellation errors event.

public event Action<long, Exception> MassOrderCancelFailed

Event Type

Action<long, Exception>

MassOrderCancelFailed2

Mass order cancellation errors event.

public event Action<long, Exception, DateTimeOffset> MassOrderCancelFailed2

Event Type

Action<long, Exception, DateTimeOffset>

MassOrderCanceled

Mass order cancellation event.

public event Action<long> MassOrderCanceled

Event Type

Action<long>

MassOrderCanceled2

Mass order cancellation event.

public event Action<long, DateTimeOffset> MassOrderCanceled2

Event Type

Action<long, DateTimeOffset>

NewMessage

Message processed Message.

public event Action<Message> NewMessage

Event Type

Action<Message>

NewMyTrade

Own trade received.

[Obsolete("Use OwnTradeReceived event.")]
public event Action<MyTrade> NewMyTrade

Event Type

Action<MyTrade>

NewOrder

Order received.

[Obsolete("Use OrderReceived event.")]
public event Action<Order> NewOrder

Event Type

Action<Order>

NewPortfolio

New portfolio received.

[Obsolete("Use PortfolioReceived event.")]
public event Action<Portfolio> NewPortfolio

Event Type

Action<Portfolio>

NewPosition

New position received.

[Obsolete("Use PositionReceived event.")]
public event Action<Position> NewPosition

Event Type

Action<Position>

NewsReceived

News received.

public event Action<Subscription, News> NewsReceived

Event Type

Action<Subscription, News>

OrderBookReceived

IOrderBookMessage received.

public event Action<Subscription, IOrderBookMessage> OrderBookReceived

Event Type

Action<Subscription, IOrderBookMessage>

OrderCancelFailReceived

OrderFail cancellation event.

public event Action<Subscription, OrderFail> OrderCancelFailReceived

Event Type

Action<Subscription, OrderFail>

OrderCancelFailed

Order cancellation error event.

[Obsolete("Use OrderCancelFailReceived event.")]
public event Action<OrderFail> OrderCancelFailed

Event Type

Action<OrderFail>

OrderChanged

Order changed (cancelled, matched).

[Obsolete("Use OrderReceived event.")]
public event Action<Order> OrderChanged

Event Type

Action<Order>

OrderEditFailReceived

OrderFail edition event.

public event Action<Subscription, OrderFail> OrderEditFailReceived

Event Type

Action<Subscription, OrderFail>

OrderEditFailed

EditOrder(Order, Order) error result event.

[Obsolete("Use OrderEditFailReceived event.")]
public event Action<long, OrderFail> OrderEditFailed

Event Type

Action<long, OrderFail>

OrderEdited

EditOrder(Order, Order) success result event.

[Obsolete("Use OrderReceived event.")]
public event Action<long, Order> OrderEdited

Event Type

Action<long, Order>

OrderLogReceived

IOrderLogMessage received.

public event Action<Subscription, IOrderLogMessage> OrderLogReceived

Event Type

Action<Subscription, IOrderLogMessage>

OrderReceived

Order received.

public event Action<Subscription, Order> OrderReceived

Event Type

Action<Subscription, Order>

OrderRegisterFailReceived

OrderFail registration event.

public event Action<Subscription, OrderFail> OrderRegisterFailReceived

Event Type

Action<Subscription, OrderFail>

OrderRegisterFailed

Order registration error event.

[Obsolete("Use OrderRegisterFailReceived event.")]
public event Action<OrderFail> OrderRegisterFailed

Event Type

Action<OrderFail>

OrderStatusFailed2

Failed order status request event.

[Obsolete("Use SubscriptionFailed event.")]
public event Action<long, Exception, DateTimeOffset> OrderStatusFailed2

Event Type

Action<long, Exception, DateTimeOffset>

OwnTradeReceived

MyTrade received.

public event Action<Subscription, MyTrade> OwnTradeReceived

Event Type

Action<Subscription, MyTrade>

PortfolioChanged

Portfolio changed.

[Obsolete("Use PortfolioReceived event.")]
public event Action<Portfolio> PortfolioChanged

Event Type

Action<Portfolio>

PortfolioReceived

Portfolio received.

public event Action<Subscription, Portfolio> PortfolioReceived

Event Type

Action<Subscription, Portfolio>

PositionChanged

Position changed.

[Obsolete("Use PositionReceived event.")]
public event Action<Position> PositionChanged

Event Type

Action<Position>

PositionReceived

Position received.

public event Action<Subscription, Position> PositionReceived

Event Type

Action<Subscription, Position>

SecurityReceived

Security received.

public event Action<Subscription, Security> SecurityReceived

Event Type

Action<Subscription, Security>

SessionStateChanged

Session changed.

[Obsolete("Use ISubscriptionProvider.BoardReceived event.")]
public event Action<ExchangeBoard, SessionStates> SessionStateChanged

Event Type

Action<ExchangeBoard, SessionStates>

SubscriptionFailed

Subscription is failed.

public event Action<Subscription, Exception, bool> SubscriptionFailed

Event Type

Action<Subscription, Exception, bool>

SubscriptionOnline

Subscription is online.

public event Action<Subscription> SubscriptionOnline

Event Type

Action<Subscription>

SubscriptionReceived

Value received.

public event Action<Subscription, object> SubscriptionReceived

Event Type

Action<Subscription, object>

SubscriptionStarted

Subscription is started.

public event Action<Subscription> SubscriptionStarted

Event Type

Action<Subscription>

SubscriptionStopped

Subscription is stopped.

public event Action<Subscription, Exception> SubscriptionStopped

Event Type

Action<Subscription, Exception>

TickTradeReceived

ITickTradeMessage received.

public event Action<Subscription, ITickTradeMessage> TickTradeReceived

Event Type

Action<Subscription, ITickTradeMessage>

ValuesChanged

Security changed.

public event Action<Security, IEnumerable<KeyValuePair<Level1Fields, object>>, DateTimeOffset, DateTimeOffset> ValuesChanged

Event Type

Action<Security, IEnumerable<KeyValuePair<Level1Fields, object>>, DateTimeOffset, DateTimeOffset>