Table of Contents

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.