Class HistoryMessageAdapter

Namespace

StockSharp.Algo.Testing

Assembly

StockSharp.Algo.dll

The adapter, receiving messages form the storage IStorageRegistry.

public class HistoryMessageAdapter : MessageAdapter, IMessageAdapter, IMessageTransport, IPersistable, ILogReceiver, ILogSource, IDisposable, ICloneable<IMessageAdapter>, ICloneable, INotifyPropertyChanged

Inheritance

object

Disposable

BaseLogSource

BaseLogReceiver

MessageAdapter

HistoryMessageAdapter

Implements

IMessageAdapter

IMessageTransport

IPersistable

ILogReceiver

ILogSource

IDisposable

ICloneable<IMessageAdapter>

ICloneable

INotifyPropertyChanged

Inherited Members

MessageAdapter.GetSupportedMarketDataTypesAsync(SecurityId, DateTime?, DateTime?)

MessageAdapter.IsSupportCandlesPriceLevels(MarketDataMessage)

MessageAdapter.ValidateSecurityId(SecurityId)

MessageAdapter.SendInMessageAsync(Message, CancellationToken)

MessageAdapter.OnSendInMessageAsync(Message, CancellationToken)

MessageAdapter.ConnectAsync(ConnectMessage, CancellationToken)

MessageAdapter.DisconnectAsync(DisconnectMessage, CancellationToken)

MessageAdapter.ResetAsync(ResetMessage, CancellationToken)

MessageAdapter.ChangePasswordAsync(ChangePasswordMessage, CancellationToken)

MessageAdapter.SecurityLookupAsync(SecurityLookupMessage, CancellationToken)

MessageAdapter.PortfolioLookupAsync(PortfolioLookupMessage, CancellationToken)

MessageAdapter.BoardLookupAsync(BoardLookupMessage, CancellationToken)

MessageAdapter.OrderStatusAsync(OrderStatusMessage, CancellationToken)

MessageAdapter.RegisterOrderAsync(OrderRegisterMessage, CancellationToken)

MessageAdapter.ReplaceOrderAsync(OrderReplaceMessage, CancellationToken)

MessageAdapter.CancelOrderAsync(OrderCancelMessage, CancellationToken)

MessageAdapter.CancelOrderGroupAsync(OrderGroupCancelMessage, CancellationToken)

MessageAdapter.TimeAsync(TimeMessage, CancellationToken)

MessageAdapter.MarketDataAsync(MarketDataMessage, CancellationToken)

MessageAdapter.OnNewsSubscriptionAsync(MarketDataMessage, CancellationToken)

MessageAdapter.OnLevel1SubscriptionAsync(MarketDataMessage, CancellationToken)

MessageAdapter.OnTicksSubscriptionAsync(MarketDataMessage, CancellationToken)

MessageAdapter.OnMarketDepthSubscriptionAsync(MarketDataMessage, CancellationToken)

MessageAdapter.OnOrderLogSubscriptionAsync(MarketDataMessage, CancellationToken)

MessageAdapter.OnTFCandlesSubscriptionAsync(MarketDataMessage, CancellationToken)

MessageAdapter.OnCandlesSubscriptionAsync(MarketDataMessage, CancellationToken)

MessageAdapter.SendOutMessageAsync(Message, CancellationToken)

MessageAdapter.SendOutDisconnectMessageAsync(bool, CancellationToken)

MessageAdapter.SendOutDisconnectMessageAsync(Exception, CancellationToken)

MessageAdapter.SendOutConnectionStateAsync(ConnectionStates, CancellationToken)

MessageAdapter.SendOutErrorAsync(string, CancellationToken)

MessageAdapter.SendOutErrorAsync(Exception, CancellationToken)

MessageAdapter.SendSubscriptionReplyAsync(long, CancellationToken, Exception)

MessageAdapter.SendSubscriptionNotSupportedAsync(long, CancellationToken)

MessageAdapter.SendSubscriptionFinishedAsync(long, CancellationToken, DateTime?)

MessageAdapter.SendSubscriptionOnlineAsync(long, CancellationToken)

MessageAdapter.SendSubscriptionResultAsync(ISubscriptionMessage, CancellationToken)

MessageAdapter.IsSecurityRequired(DataType)

MessageAdapter.Load(SettingsStorage)

MessageAdapter.Save(SettingsStorage)

MessageAdapter.Clone()

MessageAdapter.OnPropertyChanged(string)

MessageAdapter.SupportedInMessages

MessageAdapter.NotSupportedResultMessages

MessageAdapter.PossibleSupportedMessages

MessageAdapter.CandlesBuildFrom

MessageAdapter.CheckTimeFrameByRequest

MessageAdapter.HeartbeatInterval

MessageAdapter.IsNativeIdentifiersPersistable

MessageAdapter.IsNativeIdentifiers

MessageAdapter.IsSupportSubscriptions

MessageAdapter.Categories

MessageAdapter.StorageName

MessageAdapter.Platform

MessageAdapter.FeatureName

MessageAdapter.SecurityExtendedFields

MessageAdapter.SupportedOrderBookDepths

MessageAdapter.IsSupportOrderBookIncrements

MessageAdapter.IsSupportExecutionsPnL

MessageAdapter.IsSecurityNewsOnly

MessageAdapter.OrderConditionType

MessageAdapter.HeartbeatBeforeConnect

MessageAdapter.Icon

MessageAdapter.IsAutoReplyOnTransactonalUnsubscription

MessageAdapter.EnqueueSubscriptions

MessageAdapter.IsSupportTransactionLog

MessageAdapter.IsReplaceCommandEditCurrent

MessageAdapter.ReConnectionSettings

MessageAdapter.TransactionIdGenerator

MessageAdapter.ExtraSetup

MessageAdapter.UseInChannel

MessageAdapter.AssociatedBoards

MessageAdapter.DisconnectTimeout

MessageAdapter.MaxParallelMessages

MessageAdapter.FaultDelay

MessageAdapter.FileSystem

MessageAdapter.IterationInterval

MessageAdapter.LookupTimeout

MessageAdapter.IsPositionsEmulationRequired

MessageAdapter.Name

MessageAdapter.NewOutMessageAsync

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.Id

BaseLogSource.Parent

BaseLogSource.LogLevel

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

HistoryMessageAdapter(IdGenerator, ISecurityProvider)

Initializes a new instance of the HistoryMessageAdapter.

public HistoryMessageAdapter(IdGenerator transactionIdGenerator, ISecurityProvider securityProvider)

Parameters

transactionIdGenerator IdGenerator

Transaction id generator.

securityProvider ISecurityProvider

The provider of information about instruments.

Properties

AdapterCache

MarketDataStorageCache.

public MarketDataStorageCache AdapterCache { get; set; }

Property Value

MarketDataStorageCache

CheckTradableDates

Check loading dates are they tradable.

public bool CheckTradableDates { get; set; }

Property Value

bool

CurrentTime

Current time, which will be passed to the Time.

public override DateTimeOffset CurrentTime { get; }

Property Value

DateTimeOffset

Drive

The storage which is used by default. By default, DefaultDrive is used.

public IMarketDataDrive Drive { get; set; }

Property Value

IMarketDataDrive

IsFullCandlesOnly

Translates CandleMessage as only fully filled.

public override bool IsFullCandlesOnly { get; }

Property Value

bool

LoadedMessageCount

The number of loaded events.

public int LoadedMessageCount { get; }

Property Value

int

MarketTimeChangedInterval

The interval of message TimeMessage generation. By default, it is equal to 1 sec.

public TimeSpan MarketTimeChangedInterval { get; set; }

Property Value

TimeSpan

OrderLogMarketDepthBuilders

Order book builders.

public IDictionary<SecurityId, IOrderLogMarketDepthBuilder> OrderLogMarketDepthBuilders { get; }

Property Value

IDictionary<SecurityId, IOrderLogMarketDepthBuilder>

PostTradeMarketTimeChangedCount

The number of the event CurrentTimeChanged calls after end of trading. By default it is equal to 2.

public int PostTradeMarketTimeChangedCount { get; set; }

Property Value

int

Remarks

It is required for activation of post-trade rules (rules, basing on events, occurring after end of trading).

SecurityProvider

The provider of information about instruments.

public ISecurityProvider SecurityProvider { get; }

Property Value

ISecurityProvider

StartDate

Date in history for starting the paper trading.

public DateTimeOffset StartDate { get; set; }

Property Value

DateTimeOffset

StopDate

Date in history to stop the paper trading (date is included).

public DateTimeOffset StopDate { get; set; }

Property Value

DateTimeOffset

StorageCache

Cache.

public MarketDataStorageCache StorageCache { get; set; }

Property Value

MarketDataStorageCache

StorageFormat

The format of market data. Binary is used by default.

public StorageFormats StorageFormat { get; set; }

Property Value

StorageFormats

StorageRegistry

Market data storage.

public IStorageRegistry StorageRegistry { get; set; }

Property Value

IStorageRegistry

UseOutChannel

Use channels for out messages.

public override bool UseOutChannel { get; }

Property Value

bool

Methods

CreateOrderLogMarketDepthBuilder(SecurityId)

Create market depth builder.

public override IOrderLogMarketDepthBuilder CreateOrderLogMarketDepthBuilder(SecurityId securityId)

Parameters

securityId SecurityId

Security ID.

Returns

IOrderLogMarketDepthBuilder

Order log to market depth builder.

DisposeManaged()

Release resources.

protected override void DisposeManaged()

GetSupportedMarketDataTypes(SecurityId, DateTimeOffset?, DateTimeOffset?)

public override IEnumerable<DataType> GetSupportedMarketDataTypes(SecurityId securityId, DateTimeOffset? from, DateTimeOffset? to)

Parameters

securityId SecurityId

from DateTimeOffset?

to DateTimeOffset?

Returns

IEnumerable<DataType>

IsAllDownloadingSupported(DataType)

Is for the specified dataType all securities downloading enabled.

public override bool IsAllDownloadingSupported(DataType dataType)

Parameters

dataType DataType

Data type info.

Returns

bool

Check result.

IsSupportCandlesUpdates(MarketDataMessage)

Support candles subscription and live updates.

public override bool IsSupportCandlesUpdates(MarketDataMessage subscription)

Parameters

subscription MarketDataMessage

MarketDataMessage

Returns

bool

Check result.

OnSendInMessage(Message)

protected override bool OnSendInMessage(Message message)

Parameters

message Message

Returns

bool

SendOutMessage(Message)

protected override void SendOutMessage(Message message)

Parameters

message Message

ToString()

public override string ToString()

Returns

string