Class SlippageMessageAdapter

Namespace

StockSharp.Algo.Slippage

Assembly

StockSharp.Algo.dll

The message adapter, automatically calculating slippage.

public class SlippageMessageAdapter : MessageAdapterWrapper, IMessageAdapterWrapper, IMessageAdapter, IMessageChannel, ICloneable<IMessageChannel>, ICloneable, IPersistable, ILogReceiver, ILogSource, IDisposable

Inheritance

object

MessageAdapterWrapper

SlippageMessageAdapter

Implements

IMessageAdapterWrapper

IMessageAdapter

IMessageChannel

ICloneable<IMessageChannel>

ICloneable

IPersistable

ILogReceiver

ILogSource

IDisposable

Inherited Members

MessageAdapterWrapper.InnerAdapterNewOutMessage(Message)

MessageAdapterWrapper.RaiseNewOutMessage(Message)

MessageAdapterWrapper.SendInMessage(Message)

MessageAdapterWrapper.Load(SettingsStorage)

MessageAdapterWrapper.Save(SettingsStorage)

MessageAdapterWrapper.GetSupportedDataTypes(SecurityId)

MessageAdapterWrapper.IsSupportCandlesUpdates(MarketDataMessage)

MessageAdapterWrapper.IsSupportCandlesPriceLevels(MarketDataMessage)

MessageAdapterWrapper.GetCandleArgs(Type, SecurityId, DateTimeOffset?, DateTimeOffset?)

MessageAdapterWrapper.GetHistoryStepSize(SecurityId, DataType, out TimeSpan)

MessageAdapterWrapper.GetMaxCount(DataType)

MessageAdapterWrapper.IsAllDownloadingSupported(DataType)

MessageAdapterWrapper.IsSecurityRequired(DataType)

MessageAdapterWrapper.Dispose()

MessageAdapterWrapper.ToString()

MessageAdapterWrapper.InnerAdapter

MessageAdapterWrapper.OwnInnerAdapter

MessageAdapterWrapper.SendInBackFurther

MessageAdapterWrapper.Parent

MessageAdapterWrapper.CurrentTime

MessageAdapterWrapper.CheckTimeFrameByRequest

MessageAdapterWrapper.ReConnectionSettings

MessageAdapterWrapper.TransactionIdGenerator

MessageAdapterWrapper.PossibleSupportedMessages

MessageAdapterWrapper.SupportedInMessages

MessageAdapterWrapper.SupportedResultMessages

MessageAdapterWrapper.SupportedMarketDataTypes

MessageAdapterWrapper.HeartbeatInterval

MessageAdapterWrapper.StorageName

MessageAdapterWrapper.IsNativeIdentifiersPersistable

MessageAdapterWrapper.IsNativeIdentifiers

MessageAdapterWrapper.IsFullCandlesOnly

MessageAdapterWrapper.IsSupportSubscriptions

MessageAdapterWrapper.IsSupportPartialDownloading

MessageAdapterWrapper.Categories

MessageAdapterWrapper.SupportedOrderBookDepths

MessageAdapterWrapper.IsSupportOrderBookIncrements

MessageAdapterWrapper.IsSupportExecutionsPnL

MessageAdapterWrapper.IsSecurityNewsOnly

MessageAdapterWrapper.CandlesBuildFrom

MessageAdapterWrapper.IsSupportTransactionLog

MessageAdapterWrapper.IsPositionsEmulationRequired

MessageAdapterWrapper.NewOutMessage

MessageAdapterWrapper.ParentRemoved

Extension Methods

XamlHelper.CopyToClipboard<T>(T)

Paths.SerializeToString<T>(T, bool)

Paths.Serialize<T>(T, bool)

Paths.Serialize<T>(T, string, 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

SlippageMessageAdapter(IMessageAdapter)

Initializes a new instance of the SlippageMessageAdapter.

public SlippageMessageAdapter(IMessageAdapter innerAdapter)

Parameters

innerAdapter IMessageAdapter

The adapter, to which messages will be directed.

Properties

SlippageManager

Slippage manager.

public ISlippageManager SlippageManager { get; set; }

Property Value

ISlippageManager

Methods

Clone()

Create a copy of SlippageMessageAdapter.

public override IMessageChannel Clone()

Returns

IMessageChannel

Copy.

OnInnerAdapterNewOutMessage(Message)

Process InnerAdapter output message.

protected override void OnInnerAdapterNewOutMessage(Message message)

Parameters

message Message

The message.

OnSendInMessage(Message)

Send message.

protected override bool OnSendInMessage(Message message)

Parameters

message Message

Message.

Returns

bool

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