Namespace StockSharp.Algo
Classes
- AssociatedSecurityAdapter
Associated security adapter.
- AutoConnectMessageAdapter
The messages adapter makes auto connection.
- BasketCodeAttribute
Attribute, applied to derived from BasketSecurity class, to provide basket type code.
- BasketMessageAdapter
Adapter-aggregator that allows simultaneously to operate multiple adapters connected to different trading systems.
- BasketPortfolio
Basket portfolio.
- BasketPosition
The basket with positions which belong to BasketPortfolio.
- BasketSecurity
Instruments basket.
- BasketSecurityBaseProcessor<TBasketSecurity>
Base basket securities processor.
- BasketSecurityMessageAdapter
The messages adapter builds market data for basket securities.
- BasketSecurityProcessorProvider
Basket security processors provider.
- CollectionPortfolioProvider
Collection based implementation of IPortfolioProvider.
- CollectionSecurityProvider
The supplier of information on instruments, getting data from the collection.
- Connector
The class to create connections to trading systems.
- ContinuousSecurity
Continuous security (generally, a futures contract), containing expirable securities.
- ContinuousSecurityBaseProcessor<TBasketSecurity>
Base continuous securities processor.
- ContinuousSecurityExpirationProcessor
Continuous securities processor for ContinuousSecurity.
- ContinuousSecurityVolumeProcessor
Continuous securities processor for VolumeContinuousSecurity.
- ExpirationContinuousSecurity
Rollover by expiration date continuous security.
- ExtendedInfoStorageMessageAdapter
The message adapter, that save extension info into IExtendedInfoStorage.
- ExtendedMessageTypes
Extended MessageTypes.
- FillGapsMessageAdapter
Fill gaps by IFillGapsBehaviour message adapter.
- FilterableSecurityProvider
Provider of information about instruments supporting search using SecurityTrie.
- FilteredMarketDepthAdapter
Filtered market depth adapter.
- FormulaEditorAttribute
Formula editor attribute.
- HeartbeatMessageAdapter
The messages adapter controlling the connection.
- IndexSecurity
The index, built of instruments. For example, to specify spread at arbitrage or pair trading.
- IndexSecurityBaseProcessor<TBasketSecurity>
Base index securities processor.
- Level1DepthBuilderAdapter
Level1 depth builder adapter.
- Level1ExtendBuilderAdapter
Level1 extend builder adapter.
- LookupTrackingMessageAdapter
Message adapter that tracks multiple lookups requests and put them into single queue.
- MarketRuleHelper
Extension class for IMarketRule.
- MarketRuleList
Rule list.
- MarketRule<TToken, TArg>
The rule, activating action at market condition occurrence.
- MarketTimer
The timer, based on trading system time.
- OfflineMessageAdapter
The messages adapter keeping message until connection will be done.
- OrderBookIncrementMessageAdapter
The messages adapter build order book from incremental updates Increment.
- OrderBookTruncateMessageAdapter
The messages adapter build order book from incremental updates Increment.
- OrderLogHelper
Building order book by the orders log.
- OrderLogMessageAdapter
The messages adapter build order book and tick data from order log flow.
- PartialDownloadMessageAdapter
Message adapter that splits large market data requests on smaller.
- SecurityMappingMessageAdapter
Security identifier mappings message adapter.
- SecurityNativeIdMessageAdapter
Security native id message adapter.
- SecurityRemoveMessage
The message, containing security id to remove.
- SecurityTrie
Security trie collection.
- ServicesRegistry
Services registry.
- SnapshotHolderMessageAdapter
The message adapter snapshots holder.
- StorageFillGapsBehaviour
Implementation is IFillGapsBehaviour uses storage information.
- SubscriptionMessageAdapter
Subscription counter adapter.
- SubscriptionOnlineMessageAdapter
Online subscription counter adapter.
- SubscriptionSecurityAllMessage
Subscription ALL parent-child mapping message.
- SubscriptionSecurityAllMessageAdapter
Security ALL subscription counter adapter.
- TimeQuoteChange
The quote with the time mark. It used for CSV files.
- TraderHelper
The auxiliary class for provision of various algorithmic functionalities.
- TransactionOrderingMessageAdapter
Transactional messages ordering adapter.
- VolumeContinuousSecurity
Rollover by volume continuous security.
- WeightedIndexSecurity
The instruments basket, based on weigh-scales Weights.
- WeightedIndexSecurityProcessor
Index securities processor for WeightedIndexSecurity.
- WeightedPortfolio
Portfolios basket based on the weights Weights.
Interfaces
- ExpirationContinuousSecurity.IExpirationJumpList
The interface describing the internal instruments collection ExpirationJumps.
- IEntityFactory
The interface of the business-essences factory (Security, Order etc.).
- IFillGapsBehaviour
Interface describes missed historical data (gaps) dates.
- IInnerAdapterList
The interface describing the list of adapters to trading systems with which the aggregator operates.
- IMarketRule
The interface of the rule, activating action at occurrence of market condition.
- IMarketRuleContainer
The interface, describing the rules container.
- IMarketRuleList
The interface, describing the rules list.
- ISnapshotHolder
Interface, described snapshot holder.
- ISubscriptionProvider
Subscription provider interface.
Enums
- MarketPriceTypes
The type of market prices.
- ProcessStates
States of the process.