Class TraderHelper

Namespace: StockSharp.Algo

Assembly: StockSharp.Algo.dll

The auxiliary class for provision of various algorithmic functionalities.

public static class TraderHelper

Inheritance: object

TraderHelper

Inherited Members: object.GetType()

object.MemberwiseClone()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Properties

IndicatorValue

Indicator value.

public static DataType IndicatorValue { get; }

Property Value

DataType

UsdRateMinAvailableTime

The earliest date for which there is an indicative rate of US dollar to the Russian ruble. It is 2 November 2009.

[Obsolete]
public static DateTime UsdRateMinAvailableTime { get; }

Property Value

DateTime

Methods

AddAdapter(Connector, Type, Action<IMessageAdapter>)

Create IMessageAdapter.

public static IMessageAdapter AddAdapter(this Connector connector, Type adapterType, Action<IMessageAdapter> init)

Parameters

connector Connector: The class to create connections to trading systems.
adapterType Type: Adapter type.
init Action<IMessageAdapter>: Initialize adapter.

Returns

IMessageAdapter: The class to create connections to trading systems.

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

Create IMessageAdapter.

public static TAdapter AddAdapter<TAdapter>(this Connector connector, Action<TAdapter> init) where TAdapter : IMessageAdapter

Parameters

connector Connector: The class to create connections to trading systems.
init Action<TAdapter>: Initialize adapter.

Returns

TAdapter: The class to create connections to trading systems.

Type Parameters

TAdapter: Adapter type.

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

Write order error to the log.

public static void AddOrderErrorLog(this ILogReceiver receiver, Order order, string operation, Func<string> getAdditionalInfo = null)

Parameters

receiver ILogReceiver: Logs receiver.
order Order: Order.
operation string: Order action name.
getAdditionalInfo Func<string>: Extended order info.

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

Write order info to the log.

public static void AddOrderInfoLog(this ILogReceiver receiver, Order order, string operation, Func<string> getAdditionalInfo = null)

Parameters

receiver ILogReceiver: Logs receiver.
order Order: Order.
operation string: Order action name.
getAdditionalInfo Func<string>: Extended order info.

ApplyOffset(Unit, Sides, Unit, Security)

To use shifting for price, depending on direction side.

public static decimal ApplyOffset(this Unit price, Sides side, Unit offset, Security security)

Parameters

price Unit: Price.
side Sides: The order direction, used as shift direction (for buy the shift is added, for sell - subtracted).
offset Unit: Price shift.
security Security: Security.

Returns

decimal: New price.

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

Cancel orders by filter.

public static void CancelOrders(this IConnector connector, IEnumerable<Order> orders, bool? isStopOrder = null, Portfolio portfolio = null, Sides? side = null, ExchangeBoard board = null, Security security = null, SecurityTypes? securityType = null)

Parameters

connector IConnector: The connection of interaction with trade systems.
orders IEnumerable<Order>: The group of orders, from which the required orders shall be found and cancelled.
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.
side 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.

Compile(string, AssemblyLoadContextTracker)

Compile mathematical formula.

public static ExpressionFormula<decimal> Compile(this string expression, AssemblyLoadContextTracker tracker)

Parameters

expression string: Text expression.
tracker AssemblyLoadContextTracker: Ecng.Compilation.AssemblyLoadContextTracker

Returns

ExpressionFormula<decimal>: Compiled mathematical formula.

Compile<TResult>(string, AssemblyLoadContextTracker)

Compile mathematical formula.

public static ExpressionFormula<TResult> Compile<TResult>(this string expression, AssemblyLoadContextTracker tracker)

Parameters

expression string: Text expression.
tracker AssemblyLoadContextTracker: Ecng.Compilation.AssemblyLoadContextTracker

Returns

ExpressionFormula<TResult>: Compiled mathematical formula.

Type Parameters

TResult: Result type.

Contains(BasketSecurity, ISecurityProvider, Security)

To check whether specified instrument is used now.

public static bool Contains(this BasketSecurity basketSecurity, ISecurityProvider securityProvider, Security security)

Parameters

basketSecurity BasketSecurity: Instruments basket.
securityProvider ISecurityProvider: The provider of information about instruments.
security Security: The instrument that should be checked.

Returns

bool: true, if specified instrument is used now, otherwise false.

CreateProcessor(IBasketSecurityProcessorProvider, Security)

Create market data processor for basket securities.

public static IBasketSecurityProcessor CreateProcessor(this IBasketSecurityProcessorProvider processorProvider, Security security)

Parameters

processorProvider IBasketSecurityProcessorProvider: Basket security processors provider.
security Security: Basket security.

Returns

IBasketSecurityProcessor: Market data processor for basket securities.

DeleteAll(ISecurityStorage)

To delete all instruments.

public static void DeleteAll(this ISecurityStorage storage)

Parameters

storage ISecurityStorage: Securities meta info storage.

Download<TResult>(IMessageAdapter, Message, out byte[])

Download data.

public static IEnumerable<TResult> Download<TResult>(this IMessageAdapter adapter, Message request, out byte[] archive) where TResult : Message

Parameters

adapter IMessageAdapter: Adapter.
request Message: Request.
archive byte[]: Result data was sent as archive.

Returns

IEnumerable<TResult>: Downloaded data.

Type Parameters

TResult: Result message.

EmulateTrades(MarketDepth, IEnumerable<ExecutionMessage>)

To delete in order book levels, which shall disappear in case of trades occurrence trades.

[Obsolete]
public static void EmulateTrades(this MarketDepth depth, IEnumerable<ExecutionMessage> trades)

Parameters

depth MarketDepth: The order book to be cleared.
trades IEnumerable<ExecutionMessage>: Trades.

FillFortsJumps(ExpirationContinuousSecurity, ISecurityProvider, string, DateTime, DateTime)

To fill transitions ExpirationJumps.

public static void FillFortsJumps(this ExpirationContinuousSecurity continuousSecurity, ISecurityProvider provider, string baseCode, DateTime from, DateTime to)

Parameters

continuousSecurity ExpirationContinuousSecurity: Continuous security.
provider ISecurityProvider: The provider of information about instruments.
baseCode string: The base part of the instrument code.
from DateTime: The start of the expiration range.
to DateTime: The end of the expiration range.

Filter(IEnumerable<MyTrade>, Security)

To filter own trades for the given instrument.

public static IEnumerable<MyTrade> Filter(this IEnumerable<MyTrade> myTrades, Security security)

Parameters

myTrades IEnumerable<MyTrade>: All own trades, in which the required shall be looked for.
security Security: The instrument, on which the trades shall be found.

Returns

IEnumerable<MyTrade>: Filtered trades.

Filter(IEnumerable<Order>, Security)

To filter orders for the given instrument.

public static IEnumerable<Order> Filter(this IEnumerable<Order> orders, Security security)

Parameters

orders IEnumerable<Order>: All orders, in which the required shall be searched for.
security Security: The instrument, for which the orders shall be filtered.

Returns

IEnumerable<Order>: Filtered orders.

Filter(IEnumerable<Position>, Security)

To filter positions for the given instrument.

public static IEnumerable<Position> Filter(this IEnumerable<Position> positions, Security security)

Parameters

positions IEnumerable<Position>: All positions, in which the required shall be searched for.
security Security: The instrument, for which positions shall be filtered.

Returns

IEnumerable<Position>: Filtered positions.

Filter(IEnumerable<Trade>, Security)

To filter orders for the given instrument.

[Obsolete("Use ITickTradeMessage.")]
public static IEnumerable<Trade> Filter(this IEnumerable<Trade> trades, Security security)

Parameters

trades IEnumerable<Trade>: All trades, in which the required shall be searched for.
security Security: The instrument, for which the trades shall be filtered.

Returns

IEnumerable<Trade>: Filtered trades.

GenerateId(SecurityIdGenerator, string, ExchangeBoard)

Generate SecurityId security.

public static string GenerateId(this SecurityIdGenerator generator, string secCode, ExchangeBoard board)

Parameters

generator SecurityIdGenerator: SecurityIdGenerator
secCode string: Security code.
board ExchangeBoard: Security board.

Returns

string: Id security.

GetAllSecurity(ISecurityProvider)

Find AllSecurity instance in the specified provider.

public static Security GetAllSecurity(this ISecurityProvider provider)

Parameters

provider ISecurityProvider: The provider of information about instruments.

Returns

Security: Found instance.

GetAveragePrice(Order, IConnector)

To get weighted mean price of order matching.

[Obsolete]
public static decimal GetAveragePrice(this Order order, IConnector connector)

Parameters

order Order: The order, for which the weighted mean matching price shall be got.
connector IConnector: The connection of interaction with trade systems.

Returns

decimal: The weighted mean price. If no order exists no trades, 0 is returned.

GetAveragePrice(IEnumerable<MyTrade>)

To get the weighted mean price of matching by own trades.

[Obsolete]
public static decimal GetAveragePrice(this IEnumerable<MyTrade> trades)

Parameters

trades IEnumerable<MyTrade>: Trades, for which the weighted mean price of matching shall be got.

Returns

decimal: The weighted mean price. If no trades, 0 is returned.

GetCandles(IMessageAdapter, SecurityId, TimeSpan, DateTimeOffset, DateTimeOffset, long?, Level1Fields?, SecurityTypes?)

To download candles.

public static IEnumerable<TimeFrameCandleMessage> GetCandles(this IMessageAdapter adapter, SecurityId securityId, TimeSpan timeFrame, DateTimeOffset from, DateTimeOffset to, long? count = null, Level1Fields? buildField = null, SecurityTypes? secType = null)

Parameters

adapter IMessageAdapter: Adapter.
securityId SecurityId: Security ID.
timeFrame TimeSpan: Time-frame.
from DateTimeOffset: Begin period.
to DateTimeOffset: End period.
count long?: Candles count.
buildField Level1Fields?: Extra info for the BuildFrom.
secType SecurityTypes?: SecurityType.

Returns

IEnumerable<TimeFrameCandleMessage>: Downloaded candles.

GetCurrentPrice(MarketDepthPair, Sides, decimal?, MarketPriceTypes)

To calculate the current price based on the best pair of quotes, depending on the order direction.

public static Unit GetCurrentPrice(this MarketDepthPair bestPair, Sides side, decimal? priceStep, MarketPriceTypes priceType = MarketPriceTypes.Following)

Parameters

bestPair MarketDepthPair: The best pair of quotes, used for the current price calculation.
side Sides: The order direction. If it is a buy, Ask value is used, otherwise Bid.
priceStep decimal?: PriceStep
priceType MarketPriceTypes: The type of current price.

Returns

Unit: The current price. If information in order book is insufficient, then null will be returned.

Remarks

For correct operation of the method the order book export shall be launched.

GetCurrentPrice(Security, IMarketDataProvider, Sides?)

To calculate the current price by the instrument depending on the order direction.

public static Unit GetCurrentPrice(this Security security, IMarketDataProvider provider, Sides? direction = null)

Parameters

security Security: The instrument used for the current price calculation.
provider IMarketDataProvider: The market data provider.
direction Sides?: Order side.

Returns

Unit: The current price. If information in order book is insufficient, then null will be returned.

GetCurrentPrice(IOrderBookMessage, Sides, decimal?, MarketPriceTypes, IEnumerable<Order>)

To calculate the current price by the order book depending on the order direction.

public static Unit GetCurrentPrice(this IOrderBookMessage depth, Sides side, decimal? priceStep, MarketPriceTypes priceType = MarketPriceTypes.Following, IEnumerable<Order> orders = null)

Parameters

depth IOrderBookMessage: The order book for the current price calculation.
side Sides: The order direction. If it is a buy, BestAsk value is used, otherwise BestBid.
priceStep decimal?: PriceStep
priceType MarketPriceTypes: The type of current price.
orders IEnumerable<Order>: Orders to be ignored.

Returns

Unit: The current price. If information in order book is insufficient, then null will be returned.

Remarks

For correct operation of the method the order book export shall be launched.

GetDirection(Position)

To get the order direction for the position.

public static Sides? GetDirection(this Position position)

Parameters

position Position: The position value.

Returns

Sides?: Order side.

Remarks

A positive value equals Buy, a negative - Sell, zero - null.

GetDirection(decimal)

To get the order direction for the position.

public static Sides? GetDirection(this decimal position)

Parameters

position decimal: The position value.

Returns

Sides?: Order side.

Remarks

A positive value equals Buy, a negative - Sell, zero - null.

GetFortsEndOfDay(string, DateTime, DateTime)

It returns a list of the data at the end of day (EOD, End-Of-Day) by the selected instrument for the specified period.

[Obsolete]
public static IEnumerable<Level1ChangeMessage> GetFortsEndOfDay(this string securityName, DateTime fromDate, DateTime toDate)

Parameters

securityName string: Security name.
fromDate DateTime: Begin period.
toDate DateTime: End period.

Returns

IEnumerable<Level1ChangeMessage>: Historical market-data.

GetFortsJumps(ExpirationContinuousSecurity, ISecurityProvider, string, DateTime, DateTime, bool)

To get real expiration instruments for the continuous instrument.

public static IEnumerable<Security> GetFortsJumps(this ExpirationContinuousSecurity continuousSecurity, ISecurityProvider provider, string baseCode, DateTime from, DateTime to, bool throwIfNotExists = true)

Parameters

continuousSecurity ExpirationContinuousSecurity: Continuous security.
provider ISecurityProvider: The provider of information about instruments.
baseCode string: The base part of the instrument code.
from DateTime: The start of the expiration range.
to DateTime: The end of the expiration range.
throwIfNotExists bool: To generate exception, if some of instruments for passed continuousSecurity are not available.

Returns

IEnumerable<Security>: Expiration instruments.

GetFortsJumps(string, DateTime, DateTime, Func<string, Security>, bool)

To get real expiration instruments for base part of the code.

public static IEnumerable<Security> GetFortsJumps(this string baseCode, DateTime from, DateTime to, Func<string, Security> getSecurity, bool throwIfNotExists = true)

Parameters

baseCode string: The base part of the instrument code.
from DateTime: The start of the expiration range.
to DateTime: The end of the expiration range.
getSecurity Func<string, Security>: The function to get instrument by the code.
throwIfNotExists bool: To generate exception, if some of instruments are not available.

Returns

IEnumerable<Security>: Expiration instruments.

GetFortsRate(SecurityId, DateTime, DateTime)

To get an indicative exchange rate of a currency pair.

[Obsolete]
public static IDictionary<DateTimeOffset, decimal> GetFortsRate(this SecurityId securityId, DateTime fromDate, DateTime toDate)

Parameters

securityId SecurityId: Security ID.
fromDate DateTime: Begin period.
toDate DateTime: End period.

Returns

IDictionary<DateTimeOffset, decimal>: The indicative rate of US dollar to the Russian ruble.

GetFortsYesterdayEndOfDay(string)

It returns yesterday's data at the end of day (EOD, End-Of-Day) by the selected instrument.

[Obsolete]
public static Level1ChangeMessage GetFortsYesterdayEndOfDay(this string securityName)

Parameters

securityName string: Security name.

Returns

Level1ChangeMessage: Yesterday's market-data.

Remarks

Date is determined by the system time.

GetInnerSecurities(BasketSecurity, ISecurityProvider)

Find inner security instances.

public static IEnumerable<Security> GetInnerSecurities(this BasketSecurity security, ISecurityProvider securityProvider)

Parameters

security BasketSecurity: Instruments basket.
securityProvider ISecurityProvider: The provider of information about instruments.

Returns

IEnumerable<Security>: Instruments, from which this basket is created.

GetLevel1(IMessageAdapter, SecurityId, DateTime, DateTime, int?, IEnumerable<Level1Fields>, SecurityTypes?)

To get level1 market data.

public static IEnumerable<Level1ChangeMessage> GetLevel1(this IMessageAdapter adapter, SecurityId securityId, DateTime beginDate, DateTime endDate, int? maxCount = null, IEnumerable<Level1Fields> fields = null, SecurityTypes? secType = null)

Parameters

adapter IMessageAdapter: Adapter.
securityId SecurityId: Security ID.
beginDate DateTime: Start date.
endDate DateTime: End date.
maxCount int?: Count
fields IEnumerable<Level1Fields>: Market data fields.
secType SecurityTypes?: SecurityType.

Returns

IEnumerable<Level1ChangeMessage>: Level1 market data.

GetMatchedVolume(Order, IConnector)

To calculate the implemented part of volume for order.

[Obsolete]
public static decimal GetMatchedVolume(this Order order, IConnector connector)

Parameters

order Order: The order, for which the implemented part of volume shall be calculated.
connector IConnector: The connection of interaction with trade systems.

Returns

decimal: The implemented part of volume.

GetOrCreate(ISecurityStorage, SecurityId, Func<string, Security>, out bool)

Get or create (if not exist).

public static Security GetOrCreate(this ISecurityStorage storage, SecurityId id, Func<string, Security> creator, out bool isNew)

Parameters

storage ISecurityStorage: Securities meta info storage.
id SecurityId: Security ID.
creator Func<string, Security>: Creator.
isNew bool: Is newly created.

Returns

Security: Security.

GetOrCreatePortfolio(IPositionStorage, string, Func<string, Portfolio>, out bool)

Get or create (if not exist).

public static Portfolio GetOrCreatePortfolio(this IPositionStorage storage, string portfolioName, Func<string, Portfolio> creator, out bool isNew)

Parameters

storage IPositionStorage: Storage.
portfolioName string: Portfolio code name.
creator Func<string, Portfolio>: Creator.
isNew bool: Is newly created.

Returns

Portfolio: Portfolio.

GetOrCreatePosition(IPositionStorage, Portfolio, Security, string, Sides?, string, string, TPlusLimits?, Func<Portfolio, Security, string, Sides?, string, string, TPlusLimits?, Position>, out bool)

Get or create (if not exist).

public static Position GetOrCreatePosition(this IPositionStorage storage, Portfolio portfolio, Security security, string strategyId, Sides? side, string clientCode, string depoName, TPlusLimits? limitType, Func<Portfolio, Security, string, Sides?, string, string, TPlusLimits?, Position> creator, out bool isNew)

Parameters

storage IPositionStorage: Storage.
portfolio Portfolio: Portfolio.
security Security: Security.
strategyId string: Strategy ID.
side Sides?: Side.
clientCode string: Client code.
depoName string: Depo name.
limitType TPlusLimits?: Limit type.
creator Func<Portfolio, Security, string, Sides?, string, string, TPlusLimits?, Position>: Creator.
isNew bool: Is newly created.

Returns

Position: Position.

GetOrderLog(IMessageAdapter, SecurityId, DateTime, DateTime, int?, SecurityTypes?)

To get order log.

public static IEnumerable<ExecutionMessage> GetOrderLog(this IMessageAdapter adapter, SecurityId securityId, DateTime beginDate, DateTime endDate, int? maxCount = null, SecurityTypes? secType = null)

Parameters

adapter IMessageAdapter: Adapter.
securityId SecurityId: Security ID.
beginDate DateTime: Start date.
endDate DateTime: End date.
maxCount int?: Count
secType SecurityTypes?: SecurityType.

Returns

IEnumerable<ExecutionMessage>: Order log.

GetPnL(Portfolio)

To calculate profit-loss based on the portfolio.

public static decimal? GetPnL(this Portfolio portfolio)

Parameters

portfolio Portfolio: The portfolio, for which the profit-loss shall be calculated.

Returns

decimal?: Profit-loss.

GetPosition(MyTrade)

To get the position on own trade.

public static decimal GetPosition(this MyTrade trade)

Parameters

trade MyTrade: Own trade, used for position calculation. At buy the trade volume Volume is taken with positive sign, at sell - with negative.

Returns

decimal: Position.

GetPosition(ExecutionMessage, bool)

To get the position on own trade.

[Obsolete]
public static decimal? GetPosition(this ExecutionMessage message, bool byOrder)

Parameters

message ExecutionMessage: Own trade, used for position calculation. At buy the trade volume TradeVolume is taken with positive sign, at sell - with negative.
byOrder bool: To check implemented volume by order balance (Balance) or by received trades. The default is checked by the order.

Returns

decimal?: Position.

GetSecurities(IMessageAdapter, SecurityLookupMessage)

Download all securities.

public static IEnumerable<SecurityMessage> GetSecurities(this IMessageAdapter adapter, SecurityLookupMessage lookupMsg)

Parameters

adapter IMessageAdapter: Adapter.
lookupMsg SecurityLookupMessage: Message security lookup for specified criteria.

Returns

IEnumerable<SecurityMessage>: All securities.

GetSecurityCriteria(Connector, SecurityLookupMessage, IExchangeInfoProvider)

To create the search criteria Security from SecurityLookupMessage.

public static Security GetSecurityCriteria(this Connector connector, SecurityLookupMessage criteria, IExchangeInfoProvider exchangeInfoProvider)

Parameters

connector Connector: Connection to the trading system.
criteria SecurityLookupMessage: The criterion which fields will be used as a filter.
exchangeInfoProvider IExchangeInfoProvider: Exchanges and trading boards provider.

Returns

Security: Search criterion.

GetSecurityValue<T>(IMarketDataProvider, Security, Level1Fields)

To get the value of market data for the instrument.

public static T GetSecurityValue<T>(this IMarketDataProvider provider, Security security, Level1Fields field)

Parameters

provider IMarketDataProvider: The market data provider.
security Security: Security.
field Level1Fields: Market-data field.

Returns

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

Type Parameters

T: The type of the market data field value.

GetSecurityValues(IMarketDataProvider, Security)

To get all market data values for the instrument.

public static IDictionary<Level1Fields, object> GetSecurityValues(this IMarketDataProvider provider, Security security)

Parameters

provider IMarketDataProvider: The market data provider.
security Security: Security.

Returns

IDictionary<Level1Fields, object>: Filed values. If there is no data, null is returned.

GetTheoreticalTrades(MarketDepth, Order)

To get probable trades for order book for the given order.

[Obsolete]
public static IEnumerable<MyTrade> GetTheoreticalTrades(this MarketDepth depth, Order order)

Parameters

depth MarketDepth: The order book, reflecting situation on market at the moment of function call.
order Order: The order, for which probable trades shall be calculated.

Returns

IEnumerable<MyTrade>: Probable trades.

GetTheoreticalTrades(MarketDepth, Sides, decimal)

To get probable trades by the order book for the market price and given volume.

[Obsolete]
public static IEnumerable<MyTrade> GetTheoreticalTrades(this MarketDepth depth, Sides orderDirection, decimal volume)

Parameters

depth MarketDepth: The order book, reflecting situation on market at the moment of function call.
orderDirection Sides: Order side.
volume decimal: The volume, supposed to be implemented.

Returns

IEnumerable<MyTrade>: Probable trades.

GetTheoreticalTrades(MarketDepth, Sides, decimal, decimal)

To get probable trades by order book for given price and volume.

[Obsolete]
public static IEnumerable<MyTrade> GetTheoreticalTrades(this MarketDepth depth, Sides side, decimal volume, decimal price)

Parameters

depth MarketDepth: The order book, reflecting situation on market at the moment of function call.
side Sides: Order side.
volume decimal: The volume, supposed to be implemented.
price decimal: The price, based on which the order is supposed to be forwarded. If it equals 0, option of market order will be considered.

Returns

IEnumerable<MyTrade>: Probable trades.

GetTicks(IMessageAdapter, SecurityId, DateTime, DateTime, int?, SecurityTypes?)

To get tick data.

public static IEnumerable<ExecutionMessage> GetTicks(this IMessageAdapter adapter, SecurityId securityId, DateTime beginDate, DateTime endDate, int? maxCount = null, SecurityTypes? secType = null)

Parameters

adapter IMessageAdapter: Adapter.
securityId SecurityId: Security ID.
beginDate DateTime: Start date.
endDate DateTime: End date.
maxCount int?: Count
secType SecurityTypes?: SecurityType.

Returns

IEnumerable<ExecutionMessage>: Tick data.

GetTrades(Order, IConnector)

To get order trades.

[Obsolete]
public static IEnumerable<MyTrade> GetTrades(this Order order, IConnector connector)

Parameters

order Order: Orders.
connector IConnector: The connection of interaction with trade systems.

Returns

IEnumerable<MyTrade>: Trades.

IsAssociated(SecurityId, ExchangeBoard)

Is specified security id associated with the board.

public static bool IsAssociated(this SecurityId securityId, ExchangeBoard board)

Parameters

securityId SecurityId: Security ID.
board ExchangeBoard: Board info.

Returns

bool: true, if associated, otherwise, false.

IsBasket(Security)

Is specified security is basket.

public static bool IsBasket(this Security security)

Parameters

security Security: Security.

Returns

bool: Check result.

IsContinuous(Security)

Is specified security is continuous.

public static bool IsContinuous(this Security security)

Parameters

security Security: Security.

Returns

bool: Check result.

IsContinuous(SecurityMessage)

Is specified security is continuous.

public static bool IsContinuous(this SecurityMessage security)

Parameters

security SecurityMessage: Security.

Returns

bool: Check result.

IsIndex(Security)

Is specified security is index.

public static bool IsIndex(this Security security)

Parameters

security Security: Security.

Returns

bool: Check result.

IsMicex(ExchangeBoard)

Is MICEX board.

public static bool IsMicex(this ExchangeBoard board)

Parameters

board ExchangeBoard: Board to check.

Returns

bool: Check result.

IsRequiredType(Type, Type)

Is type compatible.

public static bool IsRequiredType(this Type type, Type required)

Parameters

type Type: Type.
required Type: Required type.

Returns

bool: Check result.

IsRequiredType<T>(Type)

Is type compatible.

public static bool IsRequiredType<T>(this Type type)

Parameters

type Type: Type.

Returns

bool: Check result.

Type Parameters

T: Required type.

IsSame(Portfolio, string)

Determines the specified portfolio is required.

public static bool IsSame(this Portfolio portfolio, string uniqueId)

Parameters

portfolio Portfolio: Portfolio.
uniqueId string: Portfolio identifier.

Returns

bool: Check result.

IsStockSharp(News)

Determines whether the specified news related with StockSharp.

public static bool IsStockSharp(this News news)

Parameters

news News: News.

Returns

bool: Check result.

IsTradeTime(ExchangeBoard, DateTimeOffset)

To check, whether the time is traded (has the session started, ended, is there a clearing).

public static bool IsTradeTime(this ExchangeBoard board, DateTimeOffset time)

Parameters

board ExchangeBoard: Board info.
time DateTimeOffset: The passed time to be checked.

Returns

bool: true, if time is traded, otherwise, not traded.

IsTradeTime(ExchangeBoard, DateTimeOffset, out bool?, out WorkingTimePeriod)

To check, whether the time is traded (has the session started, ended, is there a clearing).

public static bool IsTradeTime(this ExchangeBoard board, DateTimeOffset time, out bool? isWorkingDay, out WorkingTimePeriod period)

Parameters

board ExchangeBoard: Board info.
time DateTimeOffset: The passed time to be checked.
isWorkingDay bool?: true, if the date is traded, otherwise, is not traded.
period WorkingTimePeriod: Current working time period.

Returns

bool: true, if time is traded, otherwise, not traded.

IsUxStock(ExchangeBoard)

Is the UX exchange stock market board.

public static bool IsUxStock(this ExchangeBoard board)

Parameters

board ExchangeBoard: Board to check.

Returns

bool: Check result.

Lookup(ISecurityProvider, Security)

Lookup securities by criteria criteria.

public static IEnumerable<Security> Lookup(this ISecurityProvider provider, Security criteria)

Parameters

provider ISecurityProvider: The provider of information about instruments.
criteria Security: The instrument whose fields will be used as a filter.

Returns

IEnumerable<Security>: Found instruments.

LookupAll(Connector)

Lookup securities, portfolios and orders.

public static void LookupAll(this Connector connector)

Parameters

connector Connector: The connection of interaction with trade systems.

LookupAll(ISecurityProvider)

Get all available instruments.

public static IEnumerable<Security> LookupAll(this ISecurityProvider provider)

Parameters

provider ISecurityProvider: The provider of information about instruments.

Returns

IEnumerable<Security>: All available instruments.

LookupBoards(ISubscriptionProvider, ExchangeBoard, IMessageAdapter, MessageOfflineModes)

To find boards that match the filter criteria. Found boards will be passed through the event LookupBoardsResult.

[Obsolete("Use ISubscriptionProvider.Subscribe method.")]
public static Subscription LookupBoards(this ISubscriptionProvider provider, ExchangeBoard criteria, IMessageAdapter adapter = null, MessageOfflineModes offlineMode = MessageOfflineModes.None)

Parameters

provider ISubscriptionProvider: Subscription provider.
criteria ExchangeBoard: The criterion which fields will be used as a filter.
adapter IMessageAdapter: Target adapter. Can be null.
offlineMode MessageOfflineModes: Offline mode handling message.

Returns

Subscription: Subscription.

LookupBoards(ISubscriptionProvider, BoardLookupMessage)

To find boards that match the filter criteria. Found boards will be passed through the event LookupBoardsResult.

[Obsolete("Use ISubscriptionProvider.Subscribe method.")]
public static Subscription LookupBoards(this ISubscriptionProvider provider, BoardLookupMessage criteria)

Parameters

provider ISubscriptionProvider: Subscription provider.
criteria BoardLookupMessage: The criterion which fields will be used as a filter.

Returns

Subscription: Subscription.

LookupByCode(ISecurityProvider, string, SecurityTypes?)

To get the instrument by the instrument code.

public static IEnumerable<Security> LookupByCode(this ISecurityProvider provider, string code, SecurityTypes? type = null)

Parameters

provider ISecurityProvider: The provider of information about instruments.
code string: Security code.
type SecurityTypes?: Security type.

Returns

IEnumerable<Security>: The got instrument. If there is no instrument by given criteria, null is returned.

LookupByNativeId(ISecurityProvider, INativeIdStorage, string, object)

To get the instrument by the system identifier.

public static Security LookupByNativeId(this ISecurityProvider provider, INativeIdStorage nativeIdStorage, string storageName, object nativeId)

Parameters

provider ISecurityProvider: The provider of information about instruments.
nativeIdStorage INativeIdStorage: Security native identifier storage.
storageName string: Storage name.
nativeId object: Native (internal) trading system security id.

Returns

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

LookupOrders(ISubscriptionProvider, Order, IMessageAdapter, MessageOfflineModes)

To find orders that match the filter criteria. Found orders will be passed through the event NewOrder.

[Obsolete("Use ISubscriptionProvider.Subscribe method.")]
public static Subscription LookupOrders(this ISubscriptionProvider provider, Order criteria, IMessageAdapter adapter = null, MessageOfflineModes offlineMode = MessageOfflineModes.None)

Parameters

provider ISubscriptionProvider: Subscription provider.
criteria Order: The order which fields will be used as a filter.
adapter IMessageAdapter: Target adapter. Can be null.
offlineMode MessageOfflineModes: Offline mode handling message.

Returns

Subscription: Subscription.

LookupOrders(ISubscriptionProvider, OrderStatusMessage)

To find orders that match the filter criteria. Found orders will be passed through the event NewOrder.

[Obsolete("Use ISubscriptionProvider.Subscribe method.")]
public static Subscription LookupOrders(this ISubscriptionProvider provider, OrderStatusMessage criteria)

Parameters

provider ISubscriptionProvider: Subscription provider.
criteria OrderStatusMessage: The order which fields will be used as a filter.

Returns

Subscription: Subscription.

LookupPortfolios(ISubscriptionProvider, Portfolio, IMessageAdapter, MessageOfflineModes)

To find portfolios that match the filter criteria. Found portfolios will be passed through the event LookupPortfoliosResult.

[Obsolete("Use ISubscriptionProvider.Subscribe method.")]
public static Subscription LookupPortfolios(this ISubscriptionProvider provider, Portfolio criteria, IMessageAdapter adapter = null, MessageOfflineModes offlineMode = MessageOfflineModes.None)

Parameters

provider ISubscriptionProvider: Subscription provider.
criteria Portfolio: The criterion which fields will be used as a filter.
adapter IMessageAdapter: Target adapter. Can be null.
offlineMode MessageOfflineModes: Offline mode handling message.

Returns

Subscription: Subscription.

LookupPortfolios(ISubscriptionProvider, PortfolioLookupMessage)

To find portfolios that match the filter criteria. Found portfolios will be passed through the event LookupPortfoliosResult.

[Obsolete("Use ISubscriptionProvider.Subscribe method.")]
public static Subscription LookupPortfolios(this ISubscriptionProvider provider, PortfolioLookupMessage criteria)

Parameters

provider ISubscriptionProvider: Subscription provider.
criteria PortfolioLookupMessage: The criterion which fields will be used as a filter.

Returns

Subscription: Subscription.

LookupSecurities(ISubscriptionProvider, Security, IMessageAdapter, MessageOfflineModes)

To find instruments that match the filter criteria. Found instruments will be passed through the event LookupSecuritiesResult.

public static Subscription LookupSecurities(this ISubscriptionProvider provider, Security criteria, IMessageAdapter adapter = null, MessageOfflineModes offlineMode = MessageOfflineModes.None)

Parameters

provider ISubscriptionProvider: Subscription provider.
criteria Security: The criterion which fields will be used as a filter.
adapter IMessageAdapter: Target adapter. Can be null.
offlineMode MessageOfflineModes: Offline mode handling message.

Returns

Subscription: Subscription.

LookupSecurities(ISubscriptionProvider, SecurityLookupMessage)

To find instruments that match the filter criteria. Found instruments will be passed through the event LookupSecuritiesResult.

public static Subscription LookupSecurities(this ISubscriptionProvider provider, SecurityLookupMessage criteria)

Parameters

provider ISubscriptionProvider: Subscription provider.
criteria SecurityLookupMessage: The criterion which fields will be used as a filter.

Returns

Subscription: Subscription.

LookupTimeFrames(ISubscriptionProvider, TimeFrameLookupMessage)

To find time-frames that match the filter criteria. Found time-frames will be passed through the event LookupTimeFramesResult.

[Obsolete("Use ISubscriptionProvider.Subscribe method.")]
public static Subscription LookupTimeFrames(this ISubscriptionProvider provider, TimeFrameLookupMessage criteria)

Parameters

provider ISubscriptionProvider: Subscription provider.
criteria TimeFrameLookupMessage: The criterion which fields will be used as a filter.

Returns

Subscription: Subscription.

ShrinkPrice(Order, ShrinkRules)

To cut the price for the order, to make it multiple of the minimal step, also to limit number of decimal places.

public static void ShrinkPrice(this Order order, ShrinkRules rule = ShrinkRules.Auto)

Parameters

order Order: The order for which the price will be cut Price.
rule ShrinkRules: The price rounding rule.

ShrinkPrice(Security, decimal, ShrinkRules)

To cut the price, to make it multiple of minimal step, also to limit number of signs after the comma.

public static decimal ShrinkPrice(this Security security, decimal price, ShrinkRules rule = ShrinkRules.Auto)

Parameters

security Security: The instrument from which the PriceStep and Decimals values are taken.
price decimal: The price to be made multiple.
rule ShrinkRules: The price rounding rule.

Returns

decimal: The multiple price.

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

Subscribe on the board changes.

public static Subscription SubscribeBoard(this ISubscriptionProvider provider, ExchangeBoard board, DateTimeOffset? from = null, DateTimeOffset? to = null, long? count = null, IMessageAdapter adapter = null, long? skip = null)

Parameters

provider ISubscriptionProvider: Subscription provider.
board ExchangeBoard: Board for subscription.
from DateTimeOffset?: The initial date from which you need to get data.
to DateTimeOffset?: The final date by which you need to get data.
count long?: Max count.
adapter IMessageAdapter: Target adapter. Can be null.
skip long?: Skip count.

Returns

Subscription: Subscription.

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

Subscribe to receive new candles.

public static Subscription SubscribeCandles(this ISubscriptionProvider provider, CandleSeries series, DateTimeOffset? from = null, DateTimeOffset? to = null, long? count = null, long? transactionId = null, IMessageAdapter adapter = null, long? skip = null, FillGapsDays? fillGaps = null)

Parameters

provider ISubscriptionProvider: Subscription provider.
series CandleSeries: Candles series.
from DateTimeOffset?: The initial date from which you need to get data.
to DateTimeOffset?: The final date by which you need to get data.
count long?: Candles count.
transactionId long?: Transaction ID.
adapter IMessageAdapter: Target adapter. Can be null.
skip long?: Skip count.
fillGaps FillGapsDays?: FillGapsDays

Returns

Subscription: Subscription.

SubscribeFilteredMarketDepth(ISubscriptionProvider, Security)

To start getting filtered quotes (order book) by the instrument. Quotes values are available through the event OrderBookReceived.

public static Subscription SubscribeFilteredMarketDepth(this ISubscriptionProvider provider, Security security)

Parameters

provider ISubscriptionProvider: Subscription provider.
security Security: The instrument by which quotes getting should be started.

Returns

Subscription: Subscription.

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

To start getting new information (for example, LastTick or BestBid) by the instrument.

public static Subscription SubscribeLevel1(this ISubscriptionProvider provider, Security security, DateTimeOffset? from = null, DateTimeOffset? to = null, long? count = null, MarketDataBuildModes buildMode = MarketDataBuildModes.LoadAndBuild, DataType buildFrom = null, IMessageAdapter adapter = null, long? skip = null, FillGapsDays? fillGaps = null)

Parameters

provider ISubscriptionProvider: Subscription provider.
security Security: The instrument by which new information getting should be started.
from DateTimeOffset?: The initial date from which you need to get data.
to DateTimeOffset?: The final date by which you need to get data.
count long?: Max count.
buildMode MarketDataBuildModes: Build mode.
buildFrom DataType: Which market-data type is used as a source value.
adapter IMessageAdapter: Target adapter. Can be null.
skip long?: Skip count.
fillGaps FillGapsDays?: FillGapsDays

Returns

Subscription: Subscription.

SubscribeMarketData(ISubscriptionProvider, Security, MarketDataMessage)

To subscribe to get market data by the instrument.

public static Subscription SubscribeMarketData(this ISubscriptionProvider provider, Security security, MarketDataMessage message)

Parameters

provider ISubscriptionProvider: Subscription provider.
security Security: The instrument by which new information getting should be started.
message MarketDataMessage: The message that contain subscribe info.

Returns

Subscription: Subscription.

SubscribeMarketData(ISubscriptionProvider, MarketDataMessage)

To subscribe to get market data.

public static Subscription SubscribeMarketData(this ISubscriptionProvider provider, MarketDataMessage message)

Parameters

provider ISubscriptionProvider: Subscription provider.
message MarketDataMessage: The message that contain subscribe info.

Returns

Subscription: Subscription.

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

To start getting quotes (order book) by the instrument. Quotes values are available through the event MarketDepthChanged.

public static Subscription SubscribeMarketDepth(this ISubscriptionProvider provider, Security security, DateTimeOffset? from = null, DateTimeOffset? to = null, long? count = null, MarketDataBuildModes buildMode = MarketDataBuildModes.LoadAndBuild, DataType buildFrom = null, int? maxDepth = null, TimeSpan? refreshSpeed = null, IOrderLogMarketDepthBuilder depthBuilder = null, bool passThroughOrderBookIncrement = false, IMessageAdapter adapter = null, long? skip = null, FillGapsDays? fillGaps = null)

Parameters

provider ISubscriptionProvider: Subscription provider.
security Security: The instrument by which quotes getting should be started.
from DateTimeOffset?: The initial date from which you need to get data.
to DateTimeOffset?: The final date by which you need to get data.
count long?: Max count.
buildMode MarketDataBuildModes: Build mode.
buildFrom DataType: Which market-data type is used as a source value.
maxDepth int?: Max depth of requested order book.
refreshSpeed TimeSpan?: Interval for data refresh.
depthBuilder IOrderLogMarketDepthBuilder: Order log to market depth builder.
passThroughOrderBookIncrement bool: Pass through incremental QuoteChangeMessage.
adapter IMessageAdapter: Target adapter. Can be null.
skip long?: Skip count.
fillGaps FillGapsDays?: FillGapsDays

Returns

Subscription: Subscription.

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

Subscribe on news.

public static Subscription SubscribeNews(this ISubscriptionProvider provider, Security security = null, DateTimeOffset? from = null, DateTimeOffset? to = null, long? count = null, IMessageAdapter adapter = null, long? skip = null)

Parameters

provider ISubscriptionProvider: Subscription provider.
security Security: Security for subscription.
from DateTimeOffset?: The initial date from which you need to get data.
to DateTimeOffset?: The final date by which you need to get data.
count long?: Max count.
adapter IMessageAdapter: Target adapter. Can be null.
skip long?: Skip count.

Returns

Subscription: Subscription.

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

Subscribe on order log for the security.

public static Subscription SubscribeOrderLog(this ISubscriptionProvider provider, Security security, DateTimeOffset? from = null, DateTimeOffset? to = null, long? count = null, IMessageAdapter adapter = null, long? skip = null, FillGapsDays? fillGaps = null)

Parameters

provider ISubscriptionProvider: Subscription provider.
security Security: Security for subscription.
from DateTimeOffset?: The initial date from which you need to get data.
to DateTimeOffset?: The final date by which you need to get data.
count long?: Max count.
adapter IMessageAdapter: Target adapter. Can be null.
skip long?: Skip count.
fillGaps FillGapsDays?: FillGapsDays

Returns

Subscription: Subscription.

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

Subscribe on orders changes.

public static Subscription SubscribeOrders(this ISubscriptionProvider provider, Security security = null, DateTimeOffset? from = null, DateTimeOffset? to = null, long? count = null, IEnumerable<OrderStates> states = null, IMessageAdapter adapter = null, long? skip = null, FillGapsDays? fillGaps = null)

Parameters

provider ISubscriptionProvider: Subscription provider.
security Security: Security for subscription.
from DateTimeOffset?: The initial date from which you need to get data.
to DateTimeOffset?: The final date by which you need to get data.
count long?: Max count.
states IEnumerable<OrderStates>: Filter order by the specified states.
adapter IMessageAdapter: Target adapter. Can be null.
skip long?: Skip count.
fillGaps FillGapsDays?: FillGapsDays

Returns

Subscription: Subscription.

SubscribeOrders(ISubscriptionProvider, OrderStatusMessage)

To find orders that match the filter criteria. Found orders will be passed through the event NewOrder.

public static Subscription SubscribeOrders(this ISubscriptionProvider provider, OrderStatusMessage criteria)

Parameters

provider ISubscriptionProvider: Subscription provider.
criteria OrderStatusMessage: The order which fields will be used as a filter.

Returns

Subscription: Subscription.

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

Subscribe on positions changes.

public static Subscription SubscribePositions(this ISubscriptionProvider provider, Security security = null, Portfolio portfolio = null, DateTimeOffset? from = null, DateTimeOffset? to = null, long? count = null, IMessageAdapter adapter = null, long? skip = null, FillGapsDays? fillGaps = null)

Parameters

provider ISubscriptionProvider: Subscription provider.
security Security: The instrument on which the position should be found.
portfolio Portfolio: The portfolio on which the position should be found.
from DateTimeOffset?: The initial date from which you need to get data.
to DateTimeOffset?: The final date by which you need to get data.
count long?: Max count.
adapter IMessageAdapter: Target adapter. Can be null.
skip long?: Skip count.
fillGaps FillGapsDays?: FillGapsDays

Returns

Subscription: Subscription.

SubscribePositions(ISubscriptionProvider, PortfolioLookupMessage)

To find portfolios that match the filter criteria. Found portfolios will be passed through the event LookupPortfoliosResult.

public static Subscription SubscribePositions(this ISubscriptionProvider provider, PortfolioLookupMessage criteria)

Parameters

provider ISubscriptionProvider: Subscription provider.
criteria PortfolioLookupMessage: The criterion which fields will be used as a filter.

Returns

Subscription: Subscription.

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

To start getting trades (tick data) by the instrument. New trades will come through the event NewTrade.

public static Subscription SubscribeTrades(this ISubscriptionProvider provider, Security security, DateTimeOffset? from = null, DateTimeOffset? to = null, long? count = null, MarketDataBuildModes buildMode = MarketDataBuildModes.LoadAndBuild, DataType buildFrom = null, IMessageAdapter adapter = null, long? skip = null, FillGapsDays? fillGaps = null)

Parameters

provider ISubscriptionProvider: Subscription provider.
security Security: The instrument by which trades getting should be started.
from DateTimeOffset?: The initial date from which you need to get data.
to DateTimeOffset?: The final date by which you need to get data.
count long?: Max count.
buildMode MarketDataBuildModes: Build mode.
buildFrom DataType: Which market-data type is used as a source value.
adapter IMessageAdapter: Target adapter. Can be null.
skip long?: Skip count.
fillGaps FillGapsDays?: FillGapsDays

Returns

Subscription: Subscription.

ToBasket(Security, IBasketSecurityProcessorProvider)

Convert Security to BasketSecurity value.

public static BasketSecurity ToBasket(this Security security, IBasketSecurityProcessorProvider processorProvider)

Parameters

security Security: Security.
processorProvider IBasketSecurityProcessorProvider: Basket security processors provider.

Returns

BasketSecurity: Instruments basket.

ToBasket<TBasketSecurity>(Security)

Convert Security to BasketSecurity value.

public static TBasketSecurity ToBasket<TBasketSecurity>(this Security security) where TBasketSecurity : BasketSecurity, new()

Parameters

security Security: Security.

Returns

TBasketSecurity: Instruments basket.

Type Parameters

TBasketSecurity: Basket security type.

ToBasket<TMessage>(IEnumerable<TMessage>, Security, IBasketSecurityProcessorProvider)

Convert inner securities messages to basket.

public static IEnumerable<TMessage> ToBasket<TMessage>(this IEnumerable<TMessage> innerSecMessages, Security security, IBasketSecurityProcessorProvider processorProvider) where TMessage : Message

Parameters

innerSecMessages IEnumerable<TMessage>: Inner securities messages.
security Security: Basket security.
processorProvider IBasketSecurityProcessorProvider: Basket security processors provider.

Returns

IEnumerable<TMessage>: Messages of basket securities.

Type Parameters

TMessage: Message type.

ToChannelState(ProcessStates)

Convert ProcessStates value to ChannelStates.

public static ChannelStates ToChannelState(this ProcessStates state)

Parameters

state ProcessStates: ProcessStates value.

Returns

ChannelStates: ChannelStates value.

ToPositionManager(Position)

Convert the position object to the type IPositionManager.

[Obsolete]
public static IPositionManager ToPositionManager(this Position position)

Parameters

position Position: Position.

Returns

IPositionManager: Position calc manager.

ToProcessState(ChannelStates)

Convert ChannelStates value to ProcessStates.

public static ProcessStates ToProcessState(this ChannelStates state)

public static Subscription ToSubscription(this DataType dataType)

Parameters

dataType DataType: Data type info.

Returns

Subscription: Subscription.

ToTimeQuotes(QuoteChangeMessage)

Convert depth to quotes.

public static IEnumerable<TimeQuoteChange> ToTimeQuotes(this QuoteChangeMessage message)

Parameters

message QuoteChangeMessage: Depth.

Returns

IEnumerable<TimeQuoteChange>: Quotes.

ToTimeQuotes(IEnumerable<QuoteChangeMessage>)

Convert depths to quotes.

public static IEnumerable<TimeQuoteChange> ToTimeQuotes(this IEnumerable<QuoteChangeMessage> messages)

Parameters

messages IEnumerable<QuoteChangeMessage>: Depths.

Returns

IEnumerable<TimeQuoteChange>: Quotes.

TryGetAdapter(IPortfolioMessageAdapterProvider, IMessageAdapterProvider, Portfolio)

Get adapter by portfolio.

public static IMessageAdapter TryGetAdapter(this IPortfolioMessageAdapterProvider portfolioProvider, IMessageAdapterProvider adapterProvider, Portfolio portfolio)

Parameters

portfolioProvider IPortfolioMessageAdapterProvider: The portfolio based message adapter's provider.
adapterProvider IMessageAdapterProvider: The message adapter's provider.
portfolio Portfolio: Portfolio.

Returns

IMessageAdapter: Found adapter or null.

TryGetAdapter(IPortfolioMessageAdapterProvider, IEnumerable<IMessageAdapter>, Portfolio)

Get adapter by portfolio.

public static IMessageAdapter TryGetAdapter(this IPortfolioMessageAdapterProvider portfolioProvider, IEnumerable<IMessageAdapter> adapters, Portfolio portfolio)

Parameters

portfolioProvider IPortfolioMessageAdapterProvider: The portfolio based message adapter's provider.
adapters IEnumerable<IMessageAdapter>: All available adapters.
portfolio Portfolio: Portfolio.

Returns

IMessageAdapter: Found adapter or null.

UnSubscribe(ISubscriptionProvider, long)

Unsubscribe.

[Obsolete("Use ISubscriptionProvider.UnSubscribe method.")]
public static void UnSubscribe(this ISubscriptionProvider provider, long subscriptionId)

Parameters

provider ISubscriptionProvider: Subscription provider.
subscriptionId long: Subscription id.

UnSubscribeBoard(ISubscriptionProvider, ExchangeBoard)

Unsubscribe from the board changes.

[Obsolete("Use ISubscriptionProvider.UnSubscribe method.")]
public static void UnSubscribeBoard(this ISubscriptionProvider provider, ExchangeBoard board)

Parameters

provider ISubscriptionProvider: Subscription provider.
board ExchangeBoard: Board for unsubscription.

UnSubscribeCandles(ISubscriptionProvider, CandleSeries)

To stop the candles receiving subscription, previously created by SubscribeCandles(ISubscriptionProvider, CandleSeries, DateTimeOffset?, DateTimeOffset?, long?, long?, IMessageAdapter, long?, FillGapsDays?).

[Obsolete("Use ISubscriptionProvider.UnSubscribe method.")]
public static void UnSubscribeCandles(this ISubscriptionProvider provider, CandleSeries series)

Parameters

provider ISubscriptionProvider: Subscription provider.
series CandleSeries: Candles series.

UnSubscribeLevel1(ISubscriptionProvider, Security)

To stop getting new information.

[Obsolete("Use ISubscriptionProvider.UnSubscribe method.")]
public static void UnSubscribeLevel1(this ISubscriptionProvider provider, Security security)

Parameters

provider ISubscriptionProvider: Subscription provider.
security Security: The instrument by which new information getting should be stopped.

UnSubscribeMarketData(ISubscriptionProvider, Security, MarketDataMessage)

To unsubscribe from getting market data by the instrument.

public static void UnSubscribeMarketData(this ISubscriptionProvider provider, Security security, MarketDataMessage message)

Parameters

provider ISubscriptionProvider: Subscription provider.
security Security: The instrument by which new information getting should be started.
message MarketDataMessage: The message that contain unsubscribe info.

UnSubscribeMarketData(ISubscriptionProvider, MarketDataMessage)

To unsubscribe from getting market data.

public static void UnSubscribeMarketData(this ISubscriptionProvider provider, MarketDataMessage message)

Parameters

provider ISubscriptionProvider: Subscription provider.
message MarketDataMessage: The message that contain unsubscribe info.

UnSubscribeMarketDepth(ISubscriptionProvider, Security)

To stop getting quotes by the instrument.

[Obsolete("Use ISubscriptionProvider.UnSubscribe method.")]
public static void UnSubscribeMarketDepth(this ISubscriptionProvider provider, Security security)

Parameters

provider ISubscriptionProvider: Subscription provider.
security Security: The instrument by which quotes getting should be stopped.

UnSubscribeNews(ISubscriptionProvider, Security)

Unsubscribe from news.

[Obsolete("Use ISubscriptionProvider.UnSubscribe method.")]
public static void UnSubscribeNews(this ISubscriptionProvider provider, Security security = null)

Parameters

provider ISubscriptionProvider: Subscription provider.
security Security: Security for subscription.

UnSubscribeOrderLog(ISubscriptionProvider, Security)

Unsubscribe from order log for the security.

[Obsolete("Use ISubscriptionProvider.UnSubscribe method.")]
public static void UnSubscribeOrderLog(this ISubscriptionProvider provider, Security security)

Parameters

provider ISubscriptionProvider: Subscription provider.
security Security: Security for unsubscription.

UnSubscribeOrders(ISubscriptionProvider, long)

Unsubscribe from orders changes.

[Obsolete("Use ISubscriptionProvider.UnSubscribe method.")]
public static void UnSubscribeOrders(this ISubscriptionProvider provider, long originalTransactionId = 0)

Parameters

provider ISubscriptionProvider: Subscription provider.
originalTransactionId long: ID of the original message SubscribeOrders(ISubscriptionProvider, OrderStatusMessage) for which this message is a response.

UnSubscribePositions(ISubscriptionProvider, long)

Unsubscribe from positions changes.

[Obsolete("Use ISubscriptionProvider.UnSubscribe method.")]
public static void UnSubscribePositions(this ISubscriptionProvider provider, long originalTransactionId = 0)

Parameters

provider ISubscriptionProvider: Subscription provider.
originalTransactionId long: ID of the original message SubscribePositions(ISubscriptionProvider, PortfolioLookupMessage) for which this message is a response.

UnSubscribeTrades(ISubscriptionProvider, Security)

To stop getting trades (tick data) by the instrument.

[Obsolete("Use ISubscriptionProvider.UnSubscribe method.")]
public static void UnSubscribeTrades(this ISubscriptionProvider provider, Security security)

Parameters

provider ISubscriptionProvider: Subscription provider.
security Security: The instrument by which trades getting should be stopped.

Upload<TMessage>(IMessageAdapter, IEnumerable<TMessage>)

Upload data.

public static void Upload<TMessage>(this IMessageAdapter adapter, IEnumerable<TMessage> messages) where TMessage : Message

Parameters

adapter IMessageAdapter: Adapter.
messages IEnumerable<TMessage>: Messages.

Type Parameters

TMessage: Request type.

ValidateId(ref string)

To check the correctness of the entered identifier.

public static string ValidateId(ref string id)

Parameters

id string: Security ID.

Returns

string: An error message text, or null if no error.

Table of Contents

Class TraderHelper

Properties

IndicatorValue

Property Value

UsdRateMinAvailableTime

Property Value

Methods

AddAdapter(Connector, Type, Action<IMessageAdapter>)

Parameters

Returns

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

Parameters

Returns

Type Parameters

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

Parameters

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

Parameters

ApplyOffset(Unit, Sides, Unit, Security)

Parameters

Returns

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

Parameters

Compile(string, AssemblyLoadContextTracker)

Parameters

Returns

Compile<TResult>(string, AssemblyLoadContextTracker)

Parameters

Returns

Type Parameters

Contains(BasketSecurity, ISecurityProvider, Security)

Parameters

Returns

CreateProcessor(IBasketSecurityProcessorProvider, Security)

Parameters

Returns

DeleteAll(ISecurityStorage)

Parameters

Download<TResult>(IMessageAdapter, Message, out byte[])

Parameters

Returns

Type Parameters

EmulateTrades(MarketDepth, IEnumerable<ExecutionMessage>)

Parameters

FillFortsJumps(ExpirationContinuousSecurity, ISecurityProvider, string, DateTime, DateTime)

Parameters

Filter(IEnumerable<MyTrade>, Security)

Parameters

Returns

Filter(IEnumerable<Order>, Security)

Parameters

Returns

Filter(IEnumerable<Position>, Security)

Parameters

Returns

Filter(IEnumerable<Trade>, Security)

Parameters

Returns

GenerateId(SecurityIdGenerator, string, ExchangeBoard)

Parameters

Returns

GetAllSecurity(ISecurityProvider)

Parameters

Returns

GetAveragePrice(Order, IConnector)

Parameters

Returns

GetAveragePrice(IEnumerable<MyTrade>)

Parameters

Returns

GetCandles(IMessageAdapter, SecurityId, TimeSpan, DateTimeOffset, DateTimeOffset, long?, Level1Fields?, SecurityTypes?)

Parameters

Returns

GetCurrentPrice(MarketDepthPair, Sides, decimal?, MarketPriceTypes)

Parameters

Returns

Remarks

GetCurrentPrice(Security, IMarketDataProvider, Sides?)

Parameters