Class MarketRuleHelper

Extension class for IMarketRule.

Inheritance

Object

MarketRuleHelper

Namespace: StockSharp.Algo

Assembly: StockSharp.Algo.dll

Syntax

public static class MarketRuleHelper : Object

Fields

DefaultRuleContainer

The container of rules, which will be applied by default to all rules, not included into strategy.

Declaration

public static readonly IMarketRuleContainer DefaultRuleContainer

Field Value

Type	Description
IMarketRuleContainer

Methods

ActiveRule(IMarketRuleContainer, IMarketRule, Func<Boolean>)

To activate the rule.

Declaration

public static void ActiveRule(this IMarketRuleContainer container, IMarketRule rule, Func<bool> process)

Parameters

Type	Name	Description
IMarketRuleContainer	container	The rules container.
IMarketRule	rule	Rule.
Func<Boolean>	process	The handler.

AddRuleLog(IMarketRuleContainer, LogLevels, IMarketRule, String, Object[])

To write the message from the rule.

Declaration

public static void AddRuleLog(this IMarketRuleContainer container, LogLevels level, IMarketRule rule, string message, params object[] args)

Parameters

Type	Name	Description
IMarketRuleContainer	container	The rules container.
LogLevels	level	The level of the log message.
IMarketRule	rule	Rule.
String	message	Text message.
Object[]	args	Text message settings. Used if a message is the format string. For details, see Format(String, Object[]).

And(IMarketRule, IMarketRule[])

To combine rules by AND condition.

Declaration

public static IMarketRule And(this IMarketRule rule, params IMarketRule[] rules)

Parameters

Type	Name	Description
IMarketRule	rule	First rule.
IMarketRule[]	rules	Additional rules.

Returns

Type	Description
IMarketRule	Combined rule.

And(IEnumerable<IMarketRule>)

To combine rules by AND condition.

Declaration

public static IMarketRule And(this IEnumerable<IMarketRule> rules)

Parameters

Type	Name	Description
IEnumerable<IMarketRule>	rules	Rules.

Returns

Type	Description
IMarketRule	Combined rule.

And<TToken, TArg>(MarketRule<TToken, TArg>, MarketRule<TToken, TArg>[])

To combine rules by AND condition.

Declaration

public static MarketRule<TToken, TArg> And<TToken, TArg>(this MarketRule<TToken, TArg> rule, params MarketRule<TToken, TArg>[] rules)

Parameters

Type	Name	Description
MarketRule<TToken, TArg>	rule	First rule.
MarketRule<TToken, TArg>[]	rules	Additional rules.

Returns

Type	Description
MarketRule<TToken, TArg>	Combined rule.

Type Parameters

Name	Description
TToken	The type of token.
TArg	The type of argument, accepted by the rule.

Apply(IMarketRule)

To form a rule (include IsReady).

Declaration

public static IMarketRule Apply(this IMarketRule rule)

Parameters

Type	Name	Description
IMarketRule	rule	Rule.

Returns

Type	Description
IMarketRule	Rule.

Apply(IMarketRule, IMarketRuleContainer)

To form a rule (include IsReady).

Declaration

public static IMarketRule Apply(this IMarketRule rule, IMarketRuleContainer container)

Parameters

Type	Name	Description
IMarketRule	rule	Rule.
IMarketRuleContainer	container	The rules container.

Returns

Type	Description
IMarketRule	Rule.

Apply<TToken, TArg>(MarketRule<TToken, TArg>)

To form a rule (include IsReady).

Declaration

public static MarketRule<TToken, TArg> Apply<TToken, TArg>(this MarketRule<TToken, TArg> rule)

Parameters

Type	Name	Description
MarketRule<TToken, TArg>	rule	Rule.

Returns

Type	Description
MarketRule<TToken, TArg>	Rule.

Type Parameters

Name	Description
TToken	The type of token.
TArg	The type of argument, accepted by the rule.

Apply<TToken, TArg>(MarketRule<TToken, TArg>, IMarketRuleContainer)

To form a rule (include IsReady).

Declaration

public static MarketRule<TToken, TArg> Apply<TToken, TArg>(this MarketRule<TToken, TArg> rule, IMarketRuleContainer container)

Parameters

Type	Name	Description
MarketRule<TToken, TArg>	rule	Rule.
IMarketRuleContainer	container	The rules container.

Returns

Type	Description
MarketRule<TToken, TArg>	Rule.

Type Parameters

Name	Description
TToken	The type of token.
TArg	The type of argument, accepted by the rule.

Changed(Position, IPositionProvider)

To create a rule for the position change event.

Declaration

public static MarketRule<Position, Position> Changed(this Position position, IPositionProvider provider)

Parameters

Type	Name	Description
Position	position	The position to be traced for the change event.
IPositionProvider	provider	The position provider.

Returns

Type	Description
MarketRule<Position, Position>	Rule.

Exclusive(IMarketRule, IMarketRule)

To make rules mutually exclusive.

Declaration

public static void Exclusive(this IMarketRule rule1, IMarketRule rule2)

Parameters

Type	Name	Description
IMarketRule	rule1	First rule.
IMarketRule	rule2	Second rule.

Once<TRule>(TRule)

To make the rule one-time rule (will be called only once).

Declaration

public static TRule Once<TRule>(this TRule rule)
    where TRule : IMarketRule

Parameters

Type	Name	Description
TRule	rule	Rule.

Returns

Type	Description
TRule	Rule.

Type Parameters

Name	Description
TRule	The type of the rule.

Or(IMarketRule, IMarketRule[])

To combine rules by OR condition.

Declaration

public static IMarketRule Or(this IMarketRule rule, params IMarketRule[] rules)

Parameters

Type	Name	Description
IMarketRule	rule	First rule.
IMarketRule[]	rules	Additional rules.

Returns

Type	Description
IMarketRule	Combined rule.

Or(IEnumerable<IMarketRule>)

To combine rules by OR condition.

Declaration

public static IMarketRule Or(this IEnumerable<IMarketRule> rules)

Parameters

Type	Name	Description
IEnumerable<IMarketRule>	rules	Rules.

Returns

Type	Description
IMarketRule	Combined rule.

Or<TToken, TArg>(MarketRule<TToken, TArg>, MarketRule<TToken, TArg>[])

To combine rules by OR condition.

Declaration

public static MarketRule<TToken, TArg> Or<TToken, TArg>(this MarketRule<TToken, TArg> rule, params MarketRule<TToken, TArg>[] rules)

Parameters

Type	Name	Description
MarketRule<TToken, TArg>	rule	First rule.
MarketRule<TToken, TArg>[]	rules	Additional rules.

Returns

Type	Description
MarketRule<TToken, TArg>	Combined rule.

Type Parameters

Name	Description
TToken	The type of token.
TArg	The type of argument, accepted by the rule.

Suspend<TRule>(TRule, Boolean)

To suspend or resume the rule.

Declaration

public static TRule Suspend<TRule>(this TRule rule, bool suspend)
    where TRule : IMarketRule

Parameters

Type	Name	Description
TRule	rule	Rule.
Boolean	suspend	true - suspend, false - resume.

Returns

Type	Description
TRule	Rule.

Type Parameters

Name	Description
TRule	The type of the rule.

SuspendRules(IMarketRuleContainer, Action)

To process rules in suspended mode (for example, create several rules and start them up simultaneously). After completion of method operation all rules, attached to the container resume their activity.

Declaration

public static void SuspendRules(this IMarketRuleContainer container, Action action)

Parameters

Type	Name	Description
IMarketRuleContainer	container	The rules container.
Action	action	The action to be processed at suspended rules. For example, to add several rules simultaneously.

SuspendRules(Action)

To process rules in suspended mode (for example, create several rules and start them up simultaneously). After completion of method operation all rules, attached to the container resume their activity.

Declaration

public static void SuspendRules(Action action)

Parameters

Type	Name	Description
Action	action	The action to be processed at suspended rules. For example, to add several rules simultaneously.

TryRemoveRule(IMarketRuleContainer, IMarketRule, Boolean)

To delete a rule. If a rule is executed at the time when this method is called, it will not be deleted.

Declaration

public static bool TryRemoveRule(this IMarketRuleContainer container, IMarketRule rule, bool checkCanFinish = true)

Parameters

Type	Name	Description
IMarketRuleContainer	container	The rules container.
IMarketRule	rule	Rule.
Boolean	checkCanFinish	To check the possibility of rule suspension.

Returns

Type	Description
Boolean	true, if a rule was successfully deleted, false, if a rule cannot be currently deleted.

TryRemoveWithExclusive(IMarketRuleContainer, IMarketRule)

To delete the rule and all opposite rules. If the rule is executed at the time when this method is called, it will not be deleted.

Declaration

public static bool TryRemoveWithExclusive(this IMarketRuleContainer container, IMarketRule rule)

Parameters

Type	Name	Description
IMarketRuleContainer	container	The rules container.
IMarketRule	rule	Rule.

Returns

Type	Description
Boolean	true, if rule was removed, otherwise, false.

UpdateLogLevel<TRule>(TRule, LogLevels)

To set the logging level.

Declaration

public static TRule UpdateLogLevel<TRule>(this TRule rule, LogLevels level)
    where TRule : IMarketRule

Parameters

Type	Name	Description
TRule	rule	Rule.
LogLevels	level	The level, on which logging is performed.

Returns

Type	Description
TRule	Rule.

Type Parameters

Name	Description
TRule	The type of the rule.

UpdateName<TRule>(TRule, String)

To assign the rule a new name Name.

Declaration

public static TRule UpdateName<TRule>(this TRule rule, string name)
    where TRule : IMarketRule

Parameters

Type	Name	Description
TRule	rule	Rule.
String	name	The rule new name.

Returns

Type	Description
TRule	Rule.

Type Parameters

Name	Description
TRule	The type of the rule.

WhenAllTrades(Order, ITransactionProvider)

To create a rule for the event of all trades occurrence for the order.

Declaration

public static MarketRule<Order, IEnumerable<MyTrade>> WhenAllTrades(this Order order, ITransactionProvider provider)

Parameters

Type	Name	Description
Order	order	The order to be traced for all trades occurrence event.
ITransactionProvider	provider	The transactional provider.

Returns

Type	Description
MarketRule<Order, IEnumerable<MyTrade>>	Rule.

WhenBestAskPriceLess(MarketDepth, Unit, IMarketDataProvider)

To create a rule for the event of the best offer decrease on a specific value.

Declaration

public static MarketRule<MarketDepth, MarketDepth> WhenBestAskPriceLess(this MarketDepth depth, Unit price, IMarketDataProvider provider = null)

Parameters

Type	Name	Description
MarketDepth	depth	The order book to be traced for the event of the best offer decrease on a specific value.
Unit	price	The shift value.
IMarketDataProvider	provider	The market data provider.

Returns

Type	Description
MarketRule<MarketDepth, MarketDepth>	Rule.

WhenBestAskPriceLess(Security, IMarketDataProvider, Unit)

To create a rule for the event of dropping the best offer below the specific level.

Declaration

public static MarketRule<Security, Security> WhenBestAskPriceLess(this Security security, IMarketDataProvider provider, Unit price)

Parameters

Type	Name	Description
Security	security	The instrument to be traced for the event of dropping the best offer below the specific level.
IMarketDataProvider	provider	The market data provider.
Unit	price	The level. If the Type type equals to Limit, specified price is set. Otherwise, shift value is specified.

Returns

Type	Description
MarketRule<Security, Security>	Rule.

WhenBestAskPriceMore(MarketDepth, Unit, IMarketDataProvider)

To create a rule for the event of the best offer increase on a specific value.

Declaration

public static MarketRule<MarketDepth, MarketDepth> WhenBestAskPriceMore(this MarketDepth depth, Unit price, IMarketDataProvider provider = null)

Parameters

Type	Name	Description
MarketDepth	depth	The order book to be traced for the event of the best offer increase on a specific value.
Unit	price	The shift value.
IMarketDataProvider	provider	The market data provider.

Returns

Type	Description
MarketRule<MarketDepth, MarketDepth>	Rule.

WhenBestAskPriceMore(Security, IMarketDataProvider, Unit)

To create a rule for the event of excess of the best offer of the specific level.

Declaration

public static MarketRule<Security, Security> WhenBestAskPriceMore(this Security security, IMarketDataProvider provider, Unit price)

Parameters

Type	Name	Description
Security	security	The instrument to be traced for the event of excess of the best offer of the specific level.
IMarketDataProvider	provider	The market data provider.
Unit	price	The level. If the Type type equals to Limit, specified price is set. Otherwise, shift value is specified.

Returns

Type	Description
MarketRule<Security, Security>	Rule.

WhenBestBidPriceLess(MarketDepth, Unit, IMarketDataProvider)

To create a rule for the event of the best bid decrease on a specific value.

Declaration

public static MarketRule<MarketDepth, MarketDepth> WhenBestBidPriceLess(this MarketDepth depth, Unit price, IMarketDataProvider provider = null)

Parameters

Type	Name	Description
MarketDepth	depth	The order book to be traced for the event of the best bid decrease on a specific value.
Unit	price	The shift value.
IMarketDataProvider	provider	The market data provider.

Returns

Type	Description
MarketRule<MarketDepth, MarketDepth>	Rule.

WhenBestBidPriceLess(Security, IMarketDataProvider, Unit)

To create a rule for the event of dropping the best bid below the specific level.

Declaration

public static MarketRule<Security, Security> WhenBestBidPriceLess(this Security security, IMarketDataProvider provider, Unit price)

Parameters

Type	Name	Description
Security	security	The instrument to be traced for the event of dropping the best bid below the specific level.
IMarketDataProvider	provider	The market data provider.
Unit	price	The level. If the Type type equals to Limit, specified price is set. Otherwise, shift value is specified.

Returns

Type	Description
MarketRule<Security, Security>	Rule.

WhenBestBidPriceMore(MarketDepth, Unit, IMarketDataProvider)

To create a rule for the event of the best bid increase on a specific value.

Declaration

public static MarketRule<MarketDepth, MarketDepth> WhenBestBidPriceMore(this MarketDepth depth, Unit price, IMarketDataProvider provider = null)

Parameters

Type	Name	Description
MarketDepth	depth	The order book to be traced for the event of the best bid increase on a specific value.
Unit	price	The shift value.
IMarketDataProvider	provider	The market data provider.

Returns

Type	Description
MarketRule<MarketDepth, MarketDepth>	Rule.

WhenBestBidPriceMore(Security, IMarketDataProvider, Unit)

To create a rule for the event of excess of the best bid of specific level.

Declaration

public static MarketRule<Security, Security> WhenBestBidPriceMore(this Security security, IMarketDataProvider provider, Unit price)

Parameters

Type	Name	Description
Security	security	The instrument to be traced for the event of excess of the best bid of specific level.
IMarketDataProvider	provider	The market data provider.
Unit	price	The level. If the Type type equals to Limit, specified price is set. Otherwise, shift value is specified.

Returns

Type	Description
MarketRule<Security, Security>	Rule.

WhenCanceled(Order, ITransactionProvider)

To create a rule for the order cancelling event.

Declaration

public static MarketRule<Order, Order> WhenCanceled(this Order order, ITransactionProvider provider)

Parameters

Type	Name	Description
Order	order	The order to be traced for cancelling event.
ITransactionProvider	provider	The transactional provider.

Returns

Type	Description
MarketRule<Order, Order>	Rule.

WhenCancelFailed(Order, ITransactionProvider)

To create a rule for the event of unsuccessful order cancelling on exchange.

Declaration

public static MarketRule<Order, OrderFail> WhenCancelFailed(this Order order, ITransactionProvider provider)

Parameters

Type	Name	Description
Order	order	The order to be traced for unsuccessful cancelling event.
ITransactionProvider	provider	The transactional provider.

Returns

Type	Description
MarketRule<Order, OrderFail>	Rule.

WhenCandleReceived(Subscription, ISubscriptionProvider)

To create a rule for the event of CandleReceived.

Declaration

public static MarketRule<Subscription, Candle> WhenCandleReceived(this Subscription subscription, ISubscriptionProvider provider)

Parameters

Type	Name	Description
Subscription	subscription	Subscription.
ISubscriptionProvider	provider	Subscription provider.

Returns

Type	Description
MarketRule<Subscription, Candle>	Rule.

WhenCandles(ICandleManager, CandleSeries)

To create a rule for the event of candles occurrence, change and end.

Declaration

public static MarketRule<CandleSeries, Candle> WhenCandles(this ICandleManager candleManager, CandleSeries series)

Parameters

Type	Name	Description
ICandleManager	candleManager	The candles manager.
CandleSeries	series	Candles series to be traced for candles.

Returns

Type	Description
MarketRule<CandleSeries, Candle>	Rule.

WhenCandlesChanged(ICandleManager, CandleSeries)

To create a rule for candle change event.

Declaration

public static MarketRule<CandleSeries, Candle> WhenCandlesChanged(this ICandleManager candleManager, CandleSeries series)

Parameters

Type	Name	Description
ICandleManager	candleManager	The candles manager.
CandleSeries	series	Candles series to be traced for changed candles.

Returns

Type	Description
MarketRule<CandleSeries, Candle>	Rule.

WhenCandlesFinished(ICandleManager, CandleSeries)

To create a rule for candles end event.

Declaration

public static MarketRule<CandleSeries, Candle> WhenCandlesFinished(this ICandleManager candleManager, CandleSeries series)

Parameters

Type	Name	Description
ICandleManager	candleManager	The candles manager.
CandleSeries	series	Candles series to be traced for end of candle.

Returns

Type	Description
MarketRule<CandleSeries, Candle>	Rule.

WhenCandlesStarted(ICandleManager, CandleSeries)

To create a rule for the event of new candles occurrence.

Declaration

public static MarketRule<CandleSeries, Candle> WhenCandlesStarted(this ICandleManager candleManager, CandleSeries series)

Parameters

Type	Name	Description
ICandleManager	candleManager	The candles manager.
CandleSeries	series	Candles series to be traced for new candles.

Returns

Type	Description
MarketRule<CandleSeries, Candle>	Rule.

WhenChanged(ICandleManager, Candle)

To create a rule for candle change event.

Declaration

public static MarketRule<Candle, Candle> WhenChanged(this ICandleManager candleManager, Candle candle)

Parameters

Type	Name	Description
ICandleManager	candleManager	The candles manager.
Candle	candle	The candle to be traced for change.

Returns

Type	Description
MarketRule<Candle, Candle>	Rule.

WhenChanged(MarketDepth, IMarketDataProvider)

To create a rule for the order book change event.

Declaration

public static MarketRule<MarketDepth, MarketDepth> WhenChanged(this MarketDepth depth, IMarketDataProvider provider = null)

Parameters

Type	Name	Description
MarketDepth	depth	The order book to be traced for change event.
IMarketDataProvider	provider	The market data provider.

Returns

Type	Description
MarketRule<MarketDepth, MarketDepth>	Rule.

WhenChanged(Order, ITransactionProvider)

To create a rule for the order change event.

Declaration

public static MarketRule<Order, Order> WhenChanged(this Order order, ITransactionProvider provider)

Parameters

Type	Name	Description
Order	order	The order to be traced for the change event.
ITransactionProvider	provider	The transactional provider.

Returns

Type	Description
MarketRule<Order, Order>	Rule.

WhenChanged(Portfolio, IPortfolioProvider)

To create a rule for the event of change portfolio .

Declaration

public static MarketRule<Portfolio, Portfolio> WhenChanged(this Portfolio portfolio, IPortfolioProvider provider)

Parameters

Type	Name	Description
Portfolio	portfolio	The portfolio to be traced for the event of change.
IPortfolioProvider	provider	The provider of information about portfolios.

Returns

Type	Description
MarketRule<Portfolio, Portfolio>	Rule.

WhenChanged(Security, IMarketDataProvider)

To create a rule for the instrument change event.

Declaration

public static MarketRule<Security, Security> WhenChanged(this Security security, IMarketDataProvider provider)

Parameters

Type	Name	Description
Security	security	The instrument to be traced for changes.
IMarketDataProvider	provider	The market data provider.

Returns

Type	Description
MarketRule<Security, Security>	Rule.

WhenClosePriceLess(ICandleManager, Candle, Unit)

To create a rule for the event of candle closing price reduction below a specific level.

Declaration

public static MarketRule<Candle, Candle> WhenClosePriceLess(this ICandleManager candleManager, Candle candle, Unit price)

Parameters

Type	Name	Description
ICandleManager	candleManager	The candles manager.
Candle	candle	The candle to be traced for the event of candle closing price reduction below a specific level.
Unit	price	The level. If the Type type equals to Limit, specified price is set. Otherwise, shift value is specified.

Returns

Type	Description
MarketRule<Candle, Candle>	Rule.

WhenClosePriceMore(ICandleManager, Candle, Unit)

To create a rule for the event of candle closing price excess above a specific level.

Declaration

public static MarketRule<Candle, Candle> WhenClosePriceMore(this ICandleManager candleManager, Candle candle, Unit price)

Parameters

Type	Name	Description
ICandleManager	candleManager	The candles manager.
Candle	candle	The candle to be traced for the event of candle closing price excess above a specific level.
Unit	price	The level. If the Type type equals to Limit, specified price is set. Otherwise, shift value is specified.

Returns

Type	Description
MarketRule<Candle, Candle>	Rule.

WhenConnected(IConnector)

To create a rule for the event of connection established.

Declaration

public static MarketRule<IConnector, IMessageAdapter> WhenConnected(this IConnector connector)

Parameters

Type	Name	Description
IConnector	connector	The connection to be traced for state.

Returns

Type	Description
MarketRule<IConnector, IMessageAdapter>	Rule.

WhenConnectionLost(IConnector)

To create a rule for the event of connection lost.

Declaration

public static MarketRule<IConnector, Tuple<IMessageAdapter, Exception>> WhenConnectionLost(this IConnector connector)

Parameters

Type	Name	Description
IConnector	connector	The connection to be traced for state.

Returns

Type	Description
MarketRule<IConnector, Tuple<IMessageAdapter, Exception>>	Rule.

WhenCurrentCandleTotalVolumeMore(ICandleManager, CandleSeries, Unit)

To create a rule for the event of candle total volume excess above a specific level.

Declaration

public static MarketRule<CandleSeries, Candle> WhenCurrentCandleTotalVolumeMore(this ICandleManager candleManager, CandleSeries series, Unit volume)

Parameters

Type	Name	Description
ICandleManager	candleManager	The candles manager.
CandleSeries	series	Candles series, from which a candle will be taken.
Unit	volume	The level. If the Type type equals to Limit, specified price is set. Otherwise, shift value is specified.

Returns

Type	Description
MarketRule<CandleSeries, Candle>	Rule.

WhenDisconnected(IConnector)

To create a rule for the event of disconnection.

Declaration

public static MarketRule<IConnector, IMessageAdapter> WhenDisconnected(this IConnector connector)

Parameters

Type	Name	Description
IConnector	connector	The connection to be traced for state.

Returns

Type	Description
MarketRule<IConnector, IMessageAdapter>	Rule.

WhenEdited(Order, ITransactionProvider)

To create a rule for the order OrderEdited event.

Declaration

public static MarketRule<Order, Order> WhenEdited(this Order order, ITransactionProvider provider)

Parameters

Type	Name	Description
Order	order	The order to be traced.
ITransactionProvider	provider	The transactional provider.

Returns

Type	Description
MarketRule<Order, Order>	Rule.

WhenEditFailed(Order, ITransactionProvider)

To create a rule for the order OrderEditFailed event.

Declaration

public static MarketRule<Order, OrderFail> WhenEditFailed(this Order order, ITransactionProvider provider)

Parameters

Type	Name	Description
Order	order	The order to be traced.
ITransactionProvider	provider	The transactional provider.

Returns

Type	Description
MarketRule<Order, OrderFail>	Rule.

WhenFilteredMarketDepthChanged(Security, IMarketDataProvider)

To create a rule for the event of order book change by instrument.

Declaration

public static MarketRule<Security, MarketDepth> WhenFilteredMarketDepthChanged(this Security security, IMarketDataProvider provider)

Parameters

Type	Name	Description
Security	security	The instrument to be traced for the event of order book change by instrument.
IMarketDataProvider	provider	The market data provider.

Returns

Type	Description
MarketRule<Security, MarketDepth>	Rule.

WhenFinished(ICandleManager, Candle)

To create a rule for candle end event.

Declaration

public static MarketRule<Candle, Candle> WhenFinished(this ICandleManager candleManager, Candle candle)

Parameters

Type	Name	Description
ICandleManager	candleManager	The candles manager.
Candle	candle	The candle to be traced for end.

Returns

Type	Description
MarketRule<Candle, Candle>	Rule.

WhenIntervalElapsed(IConnector, TimeSpan)

To create a rule for the event MarketTimeChanged, activated after expiration of interval.

Declaration

public static MarketRule<IConnector, IConnector> WhenIntervalElapsed(this IConnector connector, TimeSpan interval)

Parameters

Type	Name	Description
IConnector	connector	Connection to the trading system.
TimeSpan	interval	Interval.

Returns

Type	Description
MarketRule<IConnector, IConnector>	Rule.

WhenLastTradePriceLess(Security, IMarketDataProvider, Unit)

To create a rule for the event of reduction of the last trade price below the specific level.

Declaration

public static MarketRule<Security, Security> WhenLastTradePriceLess(this Security security, IMarketDataProvider provider, Unit price)

Parameters

Type	Name	Description
Security	security	The instrument to be traced for the event of reduction of the last trade price below the specific level.
IMarketDataProvider	provider	The market data provider.
Unit	price	The level. If the Type type equals to Limit, specified price is set. Otherwise, shift value is specified.

Returns

Type	Description
MarketRule<Security, Security>	Rule.

WhenLastTradePriceMore(Security, IMarketDataProvider, Unit)

To create a rule for the event of increase of the last trade price above the specific level.

Declaration

public static MarketRule<Security, Security> WhenLastTradePriceMore(this Security security, IMarketDataProvider provider, Unit price)

Parameters

Type	Name	Description
Security	security	The instrument to be traced for the event of increase of the last trade price above the specific level.
IMarketDataProvider	provider	The market data provider.
Unit	price	The level. If the Type type equals to Limit, specified price is set. Otherwise, shift value is specified.

Returns

Type	Description
MarketRule<Security, Security>	Rule.

WhenLess(Position, IPositionProvider, Unit)

To create a rule for the event of position decrease below the specific level.

Declaration

public static MarketRule<Position, Position> WhenLess(this Position position, IPositionProvider provider, Unit value)

Parameters

Type	Name	Description
Position	position	The position to be traced for the event of decrease below the specific level.
IPositionProvider	provider	The position provider.
Unit	value	The level. If the Type type equals to Limit, specified price is set. Otherwise, shift value is specified.

Returns

Type	Description
MarketRule<Position, Position>	Rule.

WhenLevel1Received(Subscription, ISubscriptionProvider)

To create a rule for the event of Level1Received.

Declaration

public static MarketRule<Subscription, Level1ChangeMessage> WhenLevel1Received(this Subscription subscription, ISubscriptionProvider provider)

Parameters

Type	Name	Description
Subscription	subscription	Subscription.
ISubscriptionProvider	provider	Subscription provider.

Returns

Type	Description
MarketRule<Subscription, Level1ChangeMessage>	Rule.

WhenLossMore(Order, Unit, IConnector)

To create a rule for the order's loss more on offset.

Declaration

public static MarketRule<Order, Order> WhenLossMore(this Order order, Unit profitOffset, IConnector connector)

Parameters

Type	Name	Description
Order	order	The order to be traced for loss.
Unit	profitOffset	Loss offset.
IConnector	connector	Connection to the trading system.

Returns

Type	Description
MarketRule<Order, Order>	Rule.

WhenLossMore(Order, Unit, ITransactionProvider, IMarketDataProvider)

To create a rule for the order's loss more on offset.

Declaration

public static MarketRule<Order, Order> WhenLossMore(this Order order, Unit profitOffset, ITransactionProvider transactionProvider, IMarketDataProvider marketDataProvider)

Parameters

Type	Name	Description
Order	order	The order to be traced for loss.
Unit	profitOffset	Loss offset.
ITransactionProvider	transactionProvider	The transactional provider.
IMarketDataProvider	marketDataProvider	The market data provider.

Returns

Type	Description
MarketRule<Order, Order>	Rule.

WhenMarketDepthChanged(BasketSecurity, IMarketDataProvider)

To create a rule for the event of order book change by instruments basket.

Declaration

public static MarketRule<Security, MarketDepth> WhenMarketDepthChanged(this BasketSecurity security, IMarketDataProvider provider)

Parameters

Type	Name	Description
BasketSecurity	security	Instruments basket to be traced for the event of order books change by internal instruments.
IMarketDataProvider	provider	The market data provider.

Returns

Type	Description
MarketRule<Security, MarketDepth>	Rule.

WhenMarketDepthChanged(Security, IMarketDataProvider)

To create a rule for the event of order book change by instrument.

Declaration

public static MarketRule<Security, MarketDepth> WhenMarketDepthChanged(this Security security, IMarketDataProvider provider)

Parameters

Type	Name	Description
Security	security	The instrument to be traced for the event of order book change by instrument.
IMarketDataProvider	provider	The market data provider.

Returns

Type	Description
MarketRule<Security, MarketDepth>	Rule.

WhenMarketDepthReceived(Subscription, ISubscriptionProvider)

To create a rule for the event of MarketDepthReceived.

Declaration

public static MarketRule<Subscription, MarketDepth> WhenMarketDepthReceived(this Subscription subscription, ISubscriptionProvider provider)

Parameters

Type	Name	Description
Subscription	subscription	Subscription.
ISubscriptionProvider	provider	Subscription provider.

Returns

Type	Description
MarketRule<Subscription, MarketDepth>	Rule.

WhenMatched(Order, ITransactionProvider)

To create a rule for the event of order fully matching.

Declaration

public static MarketRule<Order, Order> WhenMatched(this Order order, ITransactionProvider provider)

Parameters

Type	Name	Description
Order	order	The order to be traced for the fully matching event.
ITransactionProvider	provider	The transactional provider.

Returns

Type	Description
MarketRule<Order, Order>	Rule.

WhenMoneyLess(Portfolio, IPortfolioProvider, Unit)

To create a rule for the event of money decrease in portfolio below the specific level.

Declaration

public static MarketRule<Portfolio, Portfolio> WhenMoneyLess(this Portfolio portfolio, IPortfolioProvider provider, Unit money)

Parameters

Type	Name	Description
Portfolio	portfolio	The portfolio to be traced for the event of money decrease below the specific level.
IPortfolioProvider	provider	The provider of information about portfolios.
Unit	money	The level. If the Type type equals to Limit, specified price is set. Otherwise, shift value is specified.

Returns

Type	Description
MarketRule<Portfolio, Portfolio>	Rule.

WhenMoneyMore(Portfolio, IPortfolioProvider, Unit)

To create a rule for the event of money increase in portfolio above the specific level.

Declaration

public static MarketRule<Portfolio, Portfolio> WhenMoneyMore(this Portfolio portfolio, IPortfolioProvider provider, Unit money)

Parameters

Type	Name	Description
Portfolio	portfolio	The portfolio to be traced for the event of money increase above the specific level.
IPortfolioProvider	provider	The provider of information about portfolios.
Unit	money	The level. If the Type type equals to Limit, specified price is set. Otherwise, shift value is specified.

Returns

Type	Description
MarketRule<Portfolio, Portfolio>	Rule.

WhenMore(Position, IPositionProvider, Unit)

To create a rule for the event of position increase above the specific level.

Declaration

public static MarketRule<Position, Position> WhenMore(this Position position, IPositionProvider provider, Unit value)

Parameters

Type	Name	Description
Position	position	The position to be traced of the event of increase above the specific level.
IPositionProvider	provider	The position provider.
Unit	value	The level. If the Type type equals to Limit, specified price is set. Otherwise, shift value is specified.

Returns

Type	Description
MarketRule<Position, Position>	Rule.

WhenNewMyTrade(ITransactionProvider)

To create a rule for the event of new trade occurrences.

Declaration

public static MarketRule<ITransactionProvider, MyTrade> WhenNewMyTrade(this ITransactionProvider provider)

Parameters

Type	Name	Description
ITransactionProvider	provider	The transactional provider.

Returns

Type	Description
MarketRule<ITransactionProvider, MyTrade>	Rule.

WhenNewOrder(ITransactionProvider)

To create a rule for the event of new orders occurrences.

Declaration

public static MarketRule<ITransactionProvider, Order> WhenNewOrder(this ITransactionProvider provider)

Parameters

Type	Name	Description
ITransactionProvider	provider	The transactional provider.

Returns

Type	Description
MarketRule<ITransactionProvider, Order>	Rule.

WhenNewOrderLogItem(Security, IMarketDataProvider)

To create a rule for the event of new notes occurrence in the orders log for instrument.

Declaration

public static MarketRule<Security, OrderLogItem> WhenNewOrderLogItem(this Security security, IMarketDataProvider provider)

Parameters

Type	Name	Description
Security	security	The instrument to be traced for the event of new notes occurrence in the orders log.
IMarketDataProvider	provider	The market data provider.

Returns

Type	Description
MarketRule<Security, OrderLogItem>	Rule.

WhenNewsReceived(Subscription, ISubscriptionProvider)

To create a rule for the event of NewsReceived.

Declaration

public static MarketRule<Subscription, News> WhenNewsReceived(this Subscription subscription, ISubscriptionProvider provider)

Parameters

Type	Name	Description
Subscription	subscription	Subscription.
ISubscriptionProvider	provider	Subscription provider.

Returns

Type	Description
MarketRule<Subscription, News>	Rule.

WhenNewTrade(Order, ITransactionProvider)

To create a rule for the event of trade occurrence for the order.

Declaration

public static MarketRule<Order, MyTrade> WhenNewTrade(this Order order, ITransactionProvider provider)

Parameters

Type	Name	Description
Order	order	The order to be traced for trades occurrence events.
ITransactionProvider	provider	The transactional provider.

Returns

Type	Description
MarketRule<Order, MyTrade>	Rule.

WhenNewTrade(Security, IMarketDataProvider)

To create a rule for the event of new trade occurrence for the instrument.

Declaration

public static MarketRule<Security, Trade> WhenNewTrade(this Security security, IMarketDataProvider provider)

Parameters

Type	Name	Description
Security	security	The instrument to be traced for new trade occurrence event.
IMarketDataProvider	provider	The market data provider.

Returns

Type	Description
MarketRule<Security, Trade>	Rule.

WhenOrderBookReceived(Subscription, ISubscriptionProvider)

To create a rule for the event of OrderBookReceived.

Declaration

public static MarketRule<Subscription, QuoteChangeMessage> WhenOrderBookReceived(this Subscription subscription, ISubscriptionProvider provider)

Parameters

Type	Name	Description
Subscription	subscription	Subscription.
ISubscriptionProvider	provider	Subscription provider.

Returns

Type	Description
MarketRule<Subscription, QuoteChangeMessage>	Rule.

WhenOrderFailReceived(Subscription, ISubscriptionProvider, Boolean)

To create a rule for the event of OrderRegisterFailReceived or OrderCancelFailReceived.

Declaration

public static MarketRule<Subscription, OrderFail> WhenOrderFailReceived(this Subscription subscription, ISubscriptionProvider provider, bool isRegister)

Parameters

Type	Name	Description
Subscription	subscription	Subscription.
ISubscriptionProvider	provider	Subscription provider.
Boolean	isRegister	OrderRegisterFailReceived or OrderCancelFailReceived.

Returns

Type	Description
MarketRule<Subscription, OrderFail>	Rule.

WhenOrderLogReceived(Subscription, ISubscriptionProvider)

To create a rule for the event of OrderLogItemReceived.

Declaration

public static MarketRule<Subscription, OrderLogItem> WhenOrderLogReceived(this Subscription subscription, ISubscriptionProvider provider)

Parameters

Type	Name	Description
Subscription	subscription	Subscription.
ISubscriptionProvider	provider	Subscription provider.

Returns

Type	Description
MarketRule<Subscription, OrderLogItem>	Rule.

WhenOrderReceived(Subscription, ISubscriptionProvider)

To create a rule for the event of OrderReceived.

Declaration

public static MarketRule<Subscription, Order> WhenOrderReceived(this Subscription subscription, ISubscriptionProvider provider)

Parameters

Type	Name	Description
Subscription	subscription	Subscription.
ISubscriptionProvider	provider	Subscription provider.

Returns

Type	Description
MarketRule<Subscription, Order>	Rule.

WhenOwnTradeReceived(Subscription, ISubscriptionProvider)

To create a rule for the event of OwnTradeReceived.

Declaration

public static MarketRule<Subscription, MyTrade> WhenOwnTradeReceived(this Subscription subscription, ISubscriptionProvider provider)

Parameters

Type	Name	Description
Subscription	subscription	Subscription.
ISubscriptionProvider	provider	Subscription provider.

Returns

Type	Description
MarketRule<Subscription, MyTrade>	Rule.

WhenPartiallyFinished(ICandleManager, Candle, IConnector, Decimal)

To create a rule for the event of candle partial end.

Declaration

public static MarketRule<Candle, Candle> WhenPartiallyFinished(this ICandleManager candleManager, Candle candle, IConnector connector, Decimal percent)

Parameters

Type	Name	Description
ICandleManager	candleManager	The candles manager.
Candle	candle	The candle to be traced for partial end.
IConnector	connector	Connection to the trading system.
Decimal	percent	The percentage of candle completion.

Returns

Type	Description
MarketRule<Candle, Candle>	Rule.

WhenPartiallyFinishedCandles(ICandleManager, CandleSeries, IConnector, Decimal)

To create a rule for the event of candle partial end.

Declaration

public static MarketRule<CandleSeries, Candle> WhenPartiallyFinishedCandles(this ICandleManager candleManager, CandleSeries series, IConnector connector, Decimal percent)

Parameters

Type	Name	Description
ICandleManager	candleManager	The candles manager.
CandleSeries	series	The candle series to be traced for candle partial end.
IConnector	connector	Connection to the trading system.
Decimal	percent	The percentage of candle completion.

Returns

Type	Description
MarketRule<CandleSeries, Candle>	Rule.

WhenPartiallyMatched(Order, ITransactionProvider)

To create a rule for the event of order partial matching.

Declaration

public static MarketRule<Order, Order> WhenPartiallyMatched(this Order order, ITransactionProvider provider)

Parameters

Type	Name	Description
Order	order	The order to be traced for partial matching event.
ITransactionProvider	provider	The transactional provider.

Returns

Type	Description
MarketRule<Order, Order>	Rule.

WhenPositionReceived(Subscription, ISubscriptionProvider)

To create a rule for the event of PositionReceived.

Declaration

public static MarketRule<Subscription, Position> WhenPositionReceived(this Subscription subscription, ISubscriptionProvider provider)

Parameters

Type	Name	Description
Subscription	subscription	Subscription.
ISubscriptionProvider	provider	Subscription provider.

Returns

Type	Description
MarketRule<Subscription, Position>	Rule.

WhenProfitMore(Order, Unit, IConnector)

To create a rule for the order's profit more on offset.

Declaration

public static MarketRule<Order, Order> WhenProfitMore(this Order order, Unit profitOffset, IConnector connector)

Parameters

Type	Name	Description
Order	order	The order to be traced for profit.
Unit	profitOffset	Profit offset.
IConnector	connector	Connection to the trading system.

Returns

Type	Description
MarketRule<Order, Order>	Rule.

WhenProfitMore(Order, Unit, ITransactionProvider, IMarketDataProvider)

To create a rule for the order's profit more on offset.

Declaration

public static MarketRule<Order, Order> WhenProfitMore(this Order order, Unit profitOffset, ITransactionProvider transactionProvider, IMarketDataProvider marketDataProvider)

Parameters

Type	Name	Description
Order	order	The order to be traced for profit.
Unit	profitOffset	Profit offset.
ITransactionProvider	transactionProvider	The transactional provider.
IMarketDataProvider	marketDataProvider	The market data provider.

Returns

Type	Description
MarketRule<Order, Order>	Rule.

WhenRegistered(Order, ITransactionProvider)

To create a rule for the event of successful order registration on exchange.

Declaration

public static MarketRule<Order, Order> WhenRegistered(this Order order, ITransactionProvider provider)

Parameters

Type	Name	Description
Order	order	The order to be traced for the event of successful registration.
ITransactionProvider	provider	The transactional provider.

Returns

Type	Description
MarketRule<Order, Order>	Rule.

WhenRegisterFailed(Order, ITransactionProvider)

To create a for the event of order unsuccessful registration on exchange.

Declaration

public static MarketRule<Order, OrderFail> WhenRegisterFailed(this Order order, ITransactionProvider provider)

Parameters

Type	Name	Description
Order	order	The order to be traced for unsuccessful registration event.
ITransactionProvider	provider	The transactional provider.

Returns

Type	Description
MarketRule<Order, OrderFail>	Rule.

WhenSpreadLess(MarketDepth, Unit, IMarketDataProvider)

To create a rule for the event of order book spread size decrease on a specific value.

Declaration

public static MarketRule<MarketDepth, MarketDepth> WhenSpreadLess(this MarketDepth depth, Unit price, IMarketDataProvider provider = null)

Parameters

Type	Name	Description
MarketDepth	depth	The order book to be traced for the spread change event.
Unit	price	The shift value.
IMarketDataProvider	provider	The market data provider.

Returns

Type	Description
MarketRule<MarketDepth, MarketDepth>	Rule.

WhenSpreadMore(MarketDepth, Unit, IMarketDataProvider)

To create a rule for the event of order book spread size increase on a specific value.

Declaration

public static MarketRule<MarketDepth, MarketDepth> WhenSpreadMore(this MarketDepth depth, Unit price, IMarketDataProvider provider = null)

Parameters

Type	Name	Description
MarketDepth	depth	The order book to be traced for the spread change event.
Unit	price	The shift value.
IMarketDataProvider	provider	The market data provider.

Returns

Type	Description
MarketRule<MarketDepth, MarketDepth>	Rule.

WhenSubscriptionFailed(Subscription, ISubscriptionProvider)

To create a rule for the event of SubscriptionFailed.

Declaration

public static MarketRule<Subscription, Tuple<Subscription, Exception, bool>> WhenSubscriptionFailed(this Subscription subscription, ISubscriptionProvider provider)

Parameters

Type	Name	Description
Subscription	subscription	Subscription.
ISubscriptionProvider	provider	Subscription provider.

Returns

Type	Description
MarketRule<Subscription, Tuple<Subscription, Exception, Boolean>>	Rule.

WhenSubscriptionOnline(Subscription, ISubscriptionProvider)

To create a rule for the event of SubscriptionOnline.

Declaration

public static MarketRule<Subscription, Subscription> WhenSubscriptionOnline(this Subscription subscription, ISubscriptionProvider provider)

Parameters

Type	Name	Description
Subscription	subscription	Subscription.
ISubscriptionProvider	provider	Subscription provider.

Returns

Type	Description
MarketRule<Subscription, Subscription>	Rule.

WhenSubscriptionStarted(Subscription, ISubscriptionProvider)

To create a rule for the event of SubscriptionStarted.

Declaration

public static MarketRule<Subscription, Subscription> WhenSubscriptionStarted(this Subscription subscription, ISubscriptionProvider provider)

Parameters

Type	Name	Description
Subscription	subscription	Subscription.
ISubscriptionProvider	provider	Subscription provider.

Returns

Type	Description
MarketRule<Subscription, Subscription>	Rule.

WhenSubscriptionStopped(Subscription, ISubscriptionProvider)

To create a rule for the event of SubscriptionStopped.

Declaration

public static MarketRule<Subscription, Tuple<Subscription, Exception>> WhenSubscriptionStopped(this Subscription subscription, ISubscriptionProvider provider)

Parameters

Type	Name	Description
Subscription	subscription	Subscription.
ISubscriptionProvider	provider	Subscription provider.

Returns

Type	Description
MarketRule<Subscription, Tuple<Subscription, Exception>>	Rule.

WhenTickTradeReceived(Subscription, ISubscriptionProvider)

To create a rule for the event of TickTradeReceived.

Declaration

public static MarketRule<Subscription, Trade> WhenTickTradeReceived(this Subscription subscription, ISubscriptionProvider provider)

Parameters

Type	Name	Description
Subscription	subscription	Subscription.
ISubscriptionProvider	provider	Subscription provider.

Returns

Type	Description
MarketRule<Subscription, Trade>	Rule.

WhenTimeCome(IConnector, IEnumerable<DateTimeOffset>)

To create a rule, activated at the exact time, specified through times.

Declaration

public static MarketRule<IConnector, DateTimeOffset> WhenTimeCome(this IConnector connector, IEnumerable<DateTimeOffset> times)

Parameters

Type	Name	Description
IConnector	connector	Connection to the trading system.
IEnumerable<DateTimeOffset>	times	The exact time. Several values may be sent.

Returns

Type	Description
MarketRule<IConnector, DateTimeOffset>	Rule.

WhenTimeCome(IConnector, DateTimeOffset[])

To create a rule, activated at the exact time, specified through times.

Declaration

public static MarketRule<IConnector, DateTimeOffset> WhenTimeCome(this IConnector connector, params DateTimeOffset[] times)

Parameters

Type	Name	Description
IConnector	connector	Connection to the trading system.
DateTimeOffset[]	times	The exact time. Several values may be sent.

Returns

Type	Description
MarketRule<IConnector, DateTimeOffset>	Rule.

WhenTotalVolumeMore(ICandleManager, Candle, Unit)

To create a rule for the event of candle total volume excess above a specific level.

Declaration

public static MarketRule<Candle, Candle> WhenTotalVolumeMore(this ICandleManager candleManager, Candle candle, Unit volume)

Parameters

Type	Name	Description
ICandleManager	candleManager	The candles manager.
Candle	candle	The candle to be traced for the event of candle total volume excess above a specific level.
Unit	volume	The level. If the Type type equals to Limit, specified price is set. Otherwise, shift value is specified.

Returns

Type	Description
MarketRule<Candle, Candle>	Rule.