Class TinkoffMessageAdapter

Namespace

StockSharp.Tinkoff

Assembly

StockSharp.Tinkoff.dll

The message adapter for StockSharp.Tinkoff.

[MediaIcon("Tinkoff_logo.svg")]
[Doc("topics/api/connectors/russia/tinkoff.html")]
[Display(ResourceType = typeof(LocalizedStrings), Name = "Tinkoff", Description = "StockConnector", GroupName = "Russia")]
[MessageAdapterCategory(MessageAdapterCategories.Russia|MessageAdapterCategories.Stock|MessageAdapterCategories.RealTime|MessageAdapterCategories.Free|MessageAdapterCategories.Ticks|MessageAdapterCategories.Candles|MessageAdapterCategories.MarketDepth|MessageAdapterCategories.Level1|MessageAdapterCategories.Transactions|MessageAdapterCategories.Futures|MessageAdapterCategories.Options)]
[OrderCondition(typeof(TinkoffOrderCondition))]
public class TinkoffMessageAdapter : AsyncMessageAdapter, IMessageAdapter, IMessageChannel, ICloneable<IMessageChannel>, ICloneable, IPersistable, ILogReceiver, ILogSource, IDisposable, INotifyPropertyChanged, ITokenAdapter, IDemoAdapter

Inheritance

object

Disposable

BaseLogSource

BaseLogReceiver

MessageAdapter

AsyncMessageAdapter

TinkoffMessageAdapter

Implements

IMessageAdapter

IMessageChannel

ICloneable<IMessageChannel>

ICloneable

IPersistable

ILogReceiver

ILogSource

IDisposable

INotifyPropertyChanged

ITokenAdapter

IDemoAdapter

Inherited Members

AsyncMessageAdapter.DisposeManaged()

AsyncMessageAdapter.OnSendInMessage(Message)

AsyncMessageAdapter.ChangePasswordAsync(ChangePasswordMessage, CancellationToken)

AsyncMessageAdapter.BoardLookupAsync(BoardLookupMessage, CancellationToken)

AsyncMessageAdapter.CancelOrderGroupAsync(OrderGroupCancelMessage, CancellationToken)

AsyncMessageAdapter.TimeAsync(TimeMessage, CancellationToken)

AsyncMessageAdapter.ProcessMessageAsync(Message, CancellationToken)

AsyncMessageAdapter.MarketDataAsync(MarketDataMessage, CancellationToken)

AsyncMessageAdapter.OnNewsSubscriptionAsync(MarketDataMessage, CancellationToken)

AsyncMessageAdapter.OnOrderLogSubscriptionAsync(MarketDataMessage, CancellationToken)

AsyncMessageAdapter.OnCandlesSubscriptionAsync(MarketDataMessage, CancellationToken)

AsyncMessageAdapter.GetHistoryStepSize(SecurityId, DataType, out TimeSpan)

AsyncMessageAdapter.IsSupportPartialDownloading

AsyncMessageAdapter.DisconnectTimeout

AsyncMessageAdapter.MaxParallelMessages

AsyncMessageAdapter.FaultDelay

MessageAdapter.GetSupportedMarketDataTypes(SecurityId, DateTimeOffset?, DateTimeOffset?)

MessageAdapter.IsSupportCandlesPriceLevels(MarketDataMessage)

MessageAdapter.ValidateSecurityId(SecurityId)

MessageAdapter.SendInMessage(Message)

MessageAdapter.SendOutMessage(Message)

MessageAdapter.SendOutDisconnectMessage(bool)

MessageAdapter.SendOutDisconnectMessage(Exception)

MessageAdapter.SendOutConnectionState(ConnectionStates)

MessageAdapter.SendOutError(string)

MessageAdapter.SendOutError(Exception)

MessageAdapter.SendSubscriptionReply(long, Exception)

MessageAdapter.SendSubscriptionNotSupported(long)

MessageAdapter.SendSubscriptionFinished(long, DateTimeOffset?)

MessageAdapter.SendSubscriptionOnline(long)

MessageAdapter.SendSubscriptionResult(ISubscriptionMessage)

MessageAdapter.CreateOrderLogMarketDepthBuilder(SecurityId)

MessageAdapter.GetMaxCount(DataType)

MessageAdapter.IsSecurityRequired(DataType)

MessageAdapter.Clone()

MessageAdapter.OnPropertyChanged(string)

MessageAdapter.SupportedInMessages

MessageAdapter.NotSupportedResultMessages

MessageAdapter.PossibleSupportedMessages

MessageAdapter.CandlesBuildFrom

MessageAdapter.CheckTimeFrameByRequest

MessageAdapter.HeartbeatInterval

MessageAdapter.IsFullCandlesOnly

MessageAdapter.IsSupportSubscriptions

MessageAdapter.Categories

MessageAdapter.Platform

MessageAdapter.FeatureName

MessageAdapter.SecurityExtendedFields

MessageAdapter.SupportedOrderBookDepths

MessageAdapter.IsSupportOrderBookIncrements

MessageAdapter.IsSupportExecutionsPnL

MessageAdapter.IsSecurityNewsOnly

MessageAdapter.OrderConditionType

MessageAdapter.HeartbeatBeforConnect

MessageAdapter.Icon

MessageAdapter.IsAutoReplyOnTransactonalUnsubscription

MessageAdapter.EnqueueSubscriptions

MessageAdapter.IsSupportTransactionLog

MessageAdapter.ReConnectionSettings

MessageAdapter.TransactionIdGenerator

MessageAdapter.ExtraSetup

MessageAdapter.AssociatedBoards

MessageAdapter.UseInChannel

MessageAdapter.UseOutChannel

MessageAdapter.IterationInterval

MessageAdapter.LookupTimeout

MessageAdapter.IsPositionsEmulationRequired

MessageAdapter.Name

MessageAdapter.NewOutMessage

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.CurrentTime

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

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)

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

TinkoffMessageAdapter(IdGenerator)

Initializes a new instance of the TinkoffMessageAdapter.

public TinkoffMessageAdapter(IdGenerator transactionIdGenerator)

Parameters

transactionIdGenerator IdGenerator

Transaction id generator.

Properties

AllTimeFrames

All possible time frames.

public static IEnumerable<TimeSpan> AllTimeFrames { get; }

Property Value

IEnumerable<TimeSpan>

IsDemo

Connect to demo trading instead of real trading server.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Demo", Description = "DemoTradingConnect", GroupName = "Connection", Order = 3)]
[BasicSetting]
public bool IsDemo { get; set; }

Property Value

bool

IsNativeIdentifiers

Identify security in messages by native identifier Native.

public override bool IsNativeIdentifiers { get; }

Property Value

bool

IsNativeIdentifiersPersistable

Native identifier can be stored.

public override bool IsNativeIdentifiersPersistable { get; }

Property Value

bool

IsReplaceCommandEditCurrent

Is the OrderReplaceMessage command edit a current order.

public override bool IsReplaceCommandEditCurrent { get; }

Property Value

bool

StorageName

The storage name, associated with the adapter.

public override string StorageName { get; }

Property Value

string

Token

Token.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Token", Description = "TokenDot", GroupName = "Connection", Order = 0)]
[BasicSetting]
public SecureString Token { get; set; }

Property Value

SecureString

Methods

CancelOrderAsync(OrderCancelMessage, CancellationToken)

Process OrderCancelMessage.

public override ValueTask CancelOrderAsync(OrderCancelMessage cancelMsg, CancellationToken cancellationToken)

Parameters

cancelMsg OrderCancelMessage

OrderCancelMessage.

cancellationToken CancellationToken

CancellationToken.

Returns

ValueTask

ValueTask.

ConnectAsync(ConnectMessage, CancellationToken)

Process ConnectMessage.

public override ValueTask ConnectAsync(ConnectMessage connectMsg, CancellationToken cancellationToken)

Parameters

connectMsg ConnectMessage

ConnectMessage.

cancellationToken CancellationToken

CancellationToken.

Returns

ValueTask

ValueTask.

DisconnectAsync(DisconnectMessage, CancellationToken)

Process DisconnectMessage.

public override ValueTask DisconnectAsync(DisconnectMessage msg, CancellationToken cancellationToken)

Parameters

msg DisconnectMessage

cancellationToken CancellationToken

CancellationToken.

Returns

ValueTask

ValueTask.

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.

Load(SettingsStorage)

Load settings.

public override void Load(SettingsStorage storage)

Parameters

storage SettingsStorage

Settings storage.

OnLevel1SubscriptionAsync(MarketDataMessage, CancellationToken)

protected override ValueTask OnLevel1SubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

Parameters

mdMsg MarketDataMessage

cancellationToken CancellationToken

Returns

ValueTask

OnMarketDepthSubscriptionAsync(MarketDataMessage, CancellationToken)

protected override ValueTask OnMarketDepthSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

Parameters

mdMsg MarketDataMessage

cancellationToken CancellationToken

Returns

ValueTask

OnTFCandlesSubscriptionAsync(MarketDataMessage, CancellationToken)

protected override ValueTask OnTFCandlesSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

Parameters

mdMsg MarketDataMessage

cancellationToken CancellationToken

Returns

ValueTask

OnTicksSubscriptionAsync(MarketDataMessage, CancellationToken)

protected override ValueTask OnTicksSubscriptionAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

Parameters

mdMsg MarketDataMessage

cancellationToken CancellationToken

Returns

ValueTask

OrderStatusAsync(OrderStatusMessage, CancellationToken)

Process OrderStatusMessage.

public override ValueTask OrderStatusAsync(OrderStatusMessage statusMsg, CancellationToken cancellationToken)

Parameters

statusMsg OrderStatusMessage

OrderStatusMessage.

cancellationToken CancellationToken

CancellationToken.

Returns

ValueTask

ValueTask.

PortfolioLookupAsync(PortfolioLookupMessage, CancellationToken)

Process PortfolioLookupMessage.

public override ValueTask PortfolioLookupAsync(PortfolioLookupMessage lookupMsg, CancellationToken cancellationToken)

Parameters

lookupMsg PortfolioLookupMessage

PortfolioLookupMessage.

cancellationToken CancellationToken

CancellationToken.

Returns

ValueTask

ValueTask.

RegisterOrderAsync(OrderRegisterMessage, CancellationToken)

Process OrderRegisterMessage.

public override ValueTask RegisterOrderAsync(OrderRegisterMessage regMsg, CancellationToken cancellationToken)

Parameters

regMsg OrderRegisterMessage

OrderRegisterMessage.

cancellationToken CancellationToken

CancellationToken.

Returns

ValueTask

ValueTask.

ReplaceOrderAsync(OrderReplaceMessage, CancellationToken)

Process OrderReplaceMessage.

public override ValueTask ReplaceOrderAsync(OrderReplaceMessage replaceMsg, CancellationToken cancellationToken)

Parameters

replaceMsg OrderReplaceMessage

OrderReplaceMessage.

cancellationToken CancellationToken

CancellationToken.

Returns

ValueTask

ValueTask.

ResetAsync(ResetMessage, CancellationToken)

Process ResetMessage.

public override ValueTask ResetAsync(ResetMessage msg, CancellationToken cancellationToken)

Parameters

msg ResetMessage

cancellationToken CancellationToken

CancellationToken.

Returns

ValueTask

ValueTask.

Remarks

Must NOT throw.

Save(SettingsStorage)

Save settings.

public override void Save(SettingsStorage storage)

Parameters

storage SettingsStorage

Settings storage.

SecurityLookupAsync(SecurityLookupMessage, CancellationToken)

Process SecurityLookupMessage.

public override ValueTask SecurityLookupAsync(SecurityLookupMessage lookupMsg, CancellationToken cancellationToken)

Parameters

lookupMsg SecurityLookupMessage

SecurityLookupMessage.

cancellationToken CancellationToken

CancellationToken.

Returns

ValueTask

ValueTask.

ToString()

public override string ToString()

Returns

string