Class MessageConverterHelper
The auxiliary class for conversion of business-objects (StockSharp.BusinessEntities) into messages (StockSharp.Messages) and vice versa.
Namespace: StockSharp.Algo
Assembly: StockSharp.Algo.dll
Syntax
public static class MessageConverterHelper : Object
Properties
AllCandleTypes
All registered candle types.
Declaration
public static IEnumerable<Type> AllCandleTypes { get; }
Property Value
Type | Description |
---|---|
IEnumerable<Type> |
Methods
ApplyChanges(ExchangeBoard, BoardMessage)
To convert the message into board.
Declaration
public static ExchangeBoard ApplyChanges(this ExchangeBoard board, BoardMessage message)
Parameters
Type | Name | Description |
---|---|---|
ExchangeBoard | board | Board. |
BoardMessage | message | Message. |
Returns
Type | Description |
---|---|
ExchangeBoard | Board. |
CreateCancelMessage(Order, SecurityId, Int64)
To create the message of cancelling old order.
Declaration
public static OrderCancelMessage CreateCancelMessage(this Order order, SecurityId securityId, long transactionId)
Parameters
Type | Name | Description |
---|---|---|
Order | order | Order. |
SecurityId | securityId | Security ID. |
Int64 | transactionId | The transaction number. |
Returns
Type | Description |
---|---|
OrderCancelMessage | Message. |
CreateCandleMessage(Type)
Create instance of CandleMessage.
Declaration
public static CandleMessage CreateCandleMessage(this Type messageType)
Parameters
Type | Name | Description |
---|---|---|
Type | messageType | The type of candle message. |
Returns
Type | Description |
---|---|
CandleMessage | Instance of CandleMessage. |
CreateRegisterMessage(Order, Nullable<SecurityId>)
To create the message of new order registration.
Declaration
public static OrderRegisterMessage CreateRegisterMessage(this Order order, Nullable<SecurityId> securityId = null)
Parameters
Type | Name | Description |
---|---|---|
Order | order | Order. |
Nullable<SecurityId> | securityId | Security ID. |
Returns
Type | Description |
---|---|
OrderRegisterMessage | Message. |
CreateReplaceMessage(Order, Order, SecurityId)
To create the message of replacing old order with new one.
Declaration
public static OrderReplaceMessage CreateReplaceMessage(this Order oldOrder, Order newOrder, SecurityId securityId)
Parameters
Type | Name | Description |
---|---|---|
Order | oldOrder | Old order. |
Order | newOrder | New order. |
SecurityId | securityId | Security ID. |
Returns
Type | Description |
---|---|
OrderReplaceMessage | Message. |
CreateReplaceMessage(Order, Order, SecurityId, Order, Order, SecurityId)
To create the message of replacing pair of old orders to new ones.
Declaration
public static OrderPairReplaceMessage CreateReplaceMessage(this Order oldOrder1, Order newOrder1, SecurityId security1, Order oldOrder2, Order newOrder2, SecurityId security2)
Parameters
Type | Name | Description |
---|---|---|
Order | oldOrder1 | Old order. |
Order | newOrder1 | New order. |
SecurityId | security1 | Security ID. |
Order | oldOrder2 | Old order. |
Order | newOrder2 | New order. |
SecurityId | security2 | Security ID. |
Returns
Type | Description |
---|---|
OrderPairReplaceMessage | Message. |
FillMessage<TMessage>(Security, TMessage)
To convert the instrument into message.
Declaration
public static TMessage FillMessage<TMessage>(this Security security, TMessage message)
where TMessage : SecurityMessage
Parameters
Type | Name | Description |
---|---|---|
Security | security | Security. |
TMessage | message | Message. |
Returns
Type | Description |
---|---|
TMessage | Message. |
Type Parameters
Name | Description |
---|---|
TMessage | Message type. |
HasExternalId(SecurityId)
To check, if SecurityId contains identifiers of external sources.
Declaration
public static bool HasExternalId(this SecurityId securityId)
Parameters
Type | Name | Description |
---|---|---|
SecurityId | securityId | Security ID. |
Returns
Type | Description |
---|---|
Boolean | true, if there are identifiers of external sources, otherwise, false. |
RegisterCandle(Type, Type, Func<Candle>, Func<CandleMessage>)
Register new candle type.
Declaration
public static void RegisterCandle(Type candleType, Type messageType, Func<Candle> candleCreator, Func<CandleMessage> candleMessageCreator)
Parameters
Type | Name | Description |
---|---|---|
Type | candleType | Candle type. |
Type | messageType | The type of candle message. |
Func<Candle> | candleCreator | Candle instance creator. |
Func<CandleMessage> | candleMessageCreator | CandleMessage instance creator. |
RegisterCandle<TCandle, TMessage>(Func<TCandle>, Func<TMessage>)
Register new candle type.
Declaration
public static void RegisterCandle<TCandle, TMessage>(Func<TCandle> candleCreator, Func<TMessage> candleMessageCreator)
where TCandle : Candle where TMessage : CandleMessage
Parameters
Type | Name | Description |
---|---|---|
Func<TCandle> | candleCreator | Candle instance creator. |
Func<TMessage> | candleMessageCreator | CandleMessage instance creator. |
Type Parameters
Name | Description |
---|---|
TCandle | Candle type. |
TMessage | The type of candle message. |
ToBoard(BoardMessage)
To convert the message into board.
Declaration
public static ExchangeBoard ToBoard(this BoardMessage message)
Parameters
Type | Name | Description |
---|---|---|
BoardMessage | message | Message. |
Returns
Type | Description |
---|---|
ExchangeBoard | Board. |
ToCandle(CandleMessage, CandleSeries)
To convert CandleMessage into candle.
Declaration
public static Candle ToCandle(this CandleMessage message, CandleSeries series)
Parameters
Type | Name | Description |
---|---|---|
CandleMessage | message | Message. |
CandleSeries | series | Series. |
Returns
Type | Description |
---|---|
Candle | Candle. |
ToCandle(CandleMessage, Security)
To convert CandleMessage into candle.
Declaration
public static Candle ToCandle(this CandleMessage message, Security security)
Parameters
Type | Name | Description |
---|---|---|
CandleMessage | message | Message. |
Security | security | Security. |
Returns
Type | Description |
---|---|
Candle | Candle. |
ToCandle<TCandle>(CandleMessage, CandleSeries)
To convert CandleMessage into candle.
Declaration
public static TCandle ToCandle<TCandle>(this CandleMessage message, CandleSeries series)
where TCandle : Candle, new()
Parameters
Type | Name | Description |
---|---|---|
CandleMessage | message | Message. |
CandleSeries | series | Series. |
Returns
Type | Description |
---|---|
TCandle | Candle. |
Type Parameters
Name | Description |
---|---|
TCandle | The candle type. |
ToCandleMessageType(Type)
Cast candle type Candle to the message CandleMessage.
Declaration
public static Type ToCandleMessageType(this Type candleType)
Parameters
Type | Name | Description |
---|---|---|
Type | candleType | The type of the candle Candle. |
Returns
Type | Description |
---|---|
Type | The type of the message CandleMessage. |
ToCandles<TCandle>(IEnumerable<CandleMessage>, Security)
To convert messages into trading objects.
Declaration
public static IEnumerable<TCandle> ToCandles<TCandle>(this IEnumerable<CandleMessage> messages, Security security)
Parameters
Type | Name | Description |
---|---|---|
IEnumerable<CandleMessage> | messages | Messages. |
Security | security | Security. |
Returns
Type | Description |
---|---|
IEnumerable<TCandle> | Trading objects. |
Type Parameters
Name | Description |
---|---|
TCandle | The candle type. |
ToCandleSeries(DataType, Security)
Convert DataType to CandleSeries value.
Declaration
public static CandleSeries ToCandleSeries(this DataType dataType, Security security)
Parameters
Type | Name | Description |
---|---|---|
DataType | dataType | Data type info. |
Security | security | The instrument to be used for candles formation. |
Returns
Type | Description |
---|---|
CandleSeries | Candles series. |
ToCandleSeries(MarketDataMessage, CandleSeries, Boolean)
Cast MarketDataMessage to CandleSeries.
Declaration
public static void ToCandleSeries(this MarketDataMessage message, CandleSeries series, bool throwIfInvalidType)
Parameters
Type | Name | Description |
---|---|---|
MarketDataMessage | message | Market-data message (uses as a subscribe/unsubscribe in outgoing case, confirmation event in incoming case). |
CandleSeries | series | Candles series. |
Boolean | throwIfInvalidType | Throw an error if DataType2 isn't candle type. |
ToCandleSeries(MarketDataMessage, Security, Boolean)
Cast MarketDataMessage to CandleSeries.
Declaration
public static CandleSeries ToCandleSeries(this MarketDataMessage message, Security security, bool throwIfInvalidType)
Parameters
Type | Name | Description |
---|---|---|
MarketDataMessage | message | Market-data message (uses as a subscribe/unsubscribe in outgoing case, confirmation event in incoming case). |
Security | security | Security. |
Boolean | throwIfInvalidType | Throw an error if DataType2 isn't candle type. |
Returns
Type | Description |
---|---|
CandleSeries | Candles series. |
ToCandleType(Type)
Cast message type CandleMessage to the candle type Candle.
Declaration
public static Type ToCandleType(this Type messageType)
Parameters
Type | Name | Description |
---|---|---|
Type | messageType | The type of the message CandleMessage. |
Returns
Type | Description |
---|---|
Type | The type of the candle Candle. |
ToChangeMessage(Portfolio)
To convert the portfolio into message.
Declaration
public static PositionChangeMessage ToChangeMessage(this Portfolio portfolio)
Parameters
Type | Name | Description |
---|---|---|
Portfolio | portfolio | Portfolio. |
Returns
Type | Description |
---|---|
PositionChangeMessage | Message. |
ToChangeMessage(Position, Int64)
To convert the position into message.
Declaration
public static PositionChangeMessage ToChangeMessage(this Position position, long originalTransactionId = 0L)
Parameters
Type | Name | Description |
---|---|---|
Position | position | Position. |
Int64 | originalTransactionId | ID of original transaction, for which this message is the answer. |
Returns
Type | Description |
---|---|
PositionChangeMessage | Message. |
ToDataType(CandleSeries)
Convert DataType to CandleSeries value.
Declaration
public static DataType ToDataType(this CandleSeries series)
Parameters
Type | Name | Description |
---|---|---|
CandleSeries | series | Candles series. |
Returns
Type | Description |
---|---|
DataType | Data type info. |
ToDataTypeString(MarketDataMessage)
Format data type into into human-readable string.
Declaration
public static string ToDataTypeString(this MarketDataMessage message)
Parameters
Type | Name | Description |
---|---|---|
MarketDataMessage | message | Market-data message (uses as a subscribe/unsubscribe in outgoing case, confirmation event in incoming case). |
Returns
Type | Description |
---|---|
String | String. |
ToEntities<TMessage, TEntity>(IEnumerable<TMessage>, Security, IExchangeInfoProvider)
To convert messages into trading objects.
Declaration
public static IEnumerable<TEntity> ToEntities<TMessage, TEntity>(this IEnumerable<TMessage> messages, Security security, IExchangeInfoProvider exchangeInfoProvider = null)
where TMessage : Message
Parameters
Type | Name | Description |
---|---|---|
IEnumerable<TMessage> | messages | Messages. |
Security | security | Security. |
IExchangeInfoProvider | exchangeInfoProvider | Exchanges and trading boards provider. |
Returns
Type | Description |
---|---|
IEnumerable<TEntity> | Trading objects. |
Type Parameters
Name | Description |
---|---|
TMessage | Message type. |
TEntity | The type of trading object. |
ToExchange(BoardMessage)
To convert the message into exchange.
Declaration
public static Exchange ToExchange(this BoardMessage message)
Parameters
Type | Name | Description |
---|---|---|
BoardMessage | message | Message. |
Returns
Type | Description |
---|---|
Exchange | Exchange. |
ToExchange(BoardMessage, Exchange)
To convert the message into exchange.
Declaration
public static Exchange ToExchange(this BoardMessage message, Exchange exchange)
Parameters
Type | Name | Description |
---|---|---|
BoardMessage | message | Message. |
Exchange | exchange | Exchange. |
Returns
Type | Description |
---|---|
Exchange | Exchange. |
ToExternalId(SecurityId)
Cast SecurityId to the SecurityExternalId.
Declaration
public static SecurityExternalId ToExternalId(this SecurityId securityId)
Parameters
Type | Name | Description |
---|---|---|
SecurityId | securityId |
Returns
Type | Description |
---|---|
SecurityExternalId |
ToLookupCriteria(Order, Nullable<Decimal>, Nullable<Sides>)
Convert Order to OrderStatusMessage value.
Declaration
public static OrderStatusMessage ToLookupCriteria(this Order criteria, Nullable<Decimal> volume, Nullable<Sides> side)
Parameters
Type | Name | Description |
---|---|---|
Order | criteria | The criterion which fields will be used as a filter. |
Nullable<Decimal> | volume | Volume. |
Nullable<Sides> | side | Order side. |
Returns
Type | Description |
---|---|
OrderStatusMessage | A message requesting current registered orders and trades. |
ToLookupCriteria(Portfolio)
Convert Portfolio to PortfolioLookupMessage value.
Declaration
public static PortfolioLookupMessage ToLookupCriteria(this Portfolio criteria)
Parameters
Type | Name | Description |
---|---|---|
Portfolio | criteria | The criterion which fields will be used as a filter. |
Returns
Type | Description |
---|---|
PortfolioLookupMessage | Message portfolio lookup for specified criteria. |
ToLookupCriteria(SecurityLookupMessage, IExchangeInfoProvider)
Convert SecurityLookupMessage message to Security criteria.
Declaration
public static Security ToLookupCriteria(this SecurityLookupMessage message, IExchangeInfoProvider exchangeInfoProvider)
Parameters
Type | Name | Description |
---|---|---|
SecurityLookupMessage | message | Message. |
IExchangeInfoProvider | exchangeInfoProvider | Exchanges and trading boards provider. |
Returns
Type | Description |
---|---|
Security | Criteria. |
ToLookupMessage(Security)
Convert Security criteria to SecurityLookupMessage.
Declaration
public static SecurityLookupMessage ToLookupMessage(this Security criteria)
Parameters
Type | Name | Description |
---|---|---|
Security | criteria | Criteria. |
Returns
Type | Description |
---|---|
SecurityLookupMessage | Message. |
ToMarketDataMessage(CandleSeries, Boolean, Nullable<DateTimeOffset>, Nullable<DateTimeOffset>, Nullable<Int64>, Boolean)
Cast CandleSeries to MarketDataMessage.
Declaration
public static MarketDataMessage ToMarketDataMessage(this CandleSeries series, bool isSubscribe, Nullable<DateTimeOffset> from = null, Nullable<DateTimeOffset> to = null, Nullable<long> count = null, bool throwIfInvalidType = true)
Parameters
Type | Name | Description |
---|---|---|
CandleSeries | series | Candles series. |
Boolean | isSubscribe | The message is subscription. |
Nullable<DateTimeOffset> | from | The initial date from which you need to get data. |
Nullable<DateTimeOffset> | to | The final date by which you need to get data. |
Nullable<Int64> | count | Candles count. |
Boolean | throwIfInvalidType | Throw an error if DataType2 isn't candle type. |
Returns
Type | Description |
---|---|
MarketDataMessage | Market-data message (uses as a subscribe/unsubscribe in outgoing case, confirmation event in incoming case). |
ToMarketDepth(Level1ChangeMessage, Security)
Cast Level1ChangeMessage to the MarketDepth.
Declaration
public static MarketDepth ToMarketDepth(this Level1ChangeMessage message, Security security)
Parameters
Type | Name | Description |
---|---|---|
Level1ChangeMessage | message | Message. |
Security | security | Security. |
Returns
Type | Description |
---|---|
MarketDepth | Market depth. |
ToMarketDepth(QuoteChangeMessage, MarketDepth)
To convert the message into order book.
Declaration
public static MarketDepth ToMarketDepth(this QuoteChangeMessage message, MarketDepth marketDepth)
Parameters
Type | Name | Description |
---|---|---|
QuoteChangeMessage | message | Message. |
MarketDepth | marketDepth | Market depth. |
Returns
Type | Description |
---|---|
MarketDepth | Market depth. |
ToMarketDepth(QuoteChangeMessage, Security)
To convert the message into order book.
Declaration
public static MarketDepth ToMarketDepth(this QuoteChangeMessage message, Security security)
Parameters
Type | Name | Description |
---|---|---|
QuoteChangeMessage | message | Message. |
Security | security | Security. |
Returns
Type | Description |
---|---|
MarketDepth | Market depth. |
ToMessage(Candle)
To convert the candle into message.
Declaration
public static CandleMessage ToMessage(this Candle candle)
Parameters
Type | Name | Description |
---|---|---|
Candle | candle | Candle. |
Returns
Type | Description |
---|---|
CandleMessage | Message. |
ToMessage(ExchangeBoard, Int64)
To convert the board into message.
Declaration
public static BoardMessage ToMessage(this ExchangeBoard board, long originalTransactionId = 0L)
Parameters
Type | Name | Description |
---|---|---|
ExchangeBoard | board | Board. |
Int64 | originalTransactionId | ID of original transaction, for which this message is the answer. |
Returns
Type | Description |
---|---|
BoardMessage | Message. |
ToMessage(MarketDepth)
Cast MarketDepth to the QuoteChangeMessage.
Declaration
public static QuoteChangeMessage ToMessage(this MarketDepth depth)
Parameters
Type | Name | Description |
---|---|---|
MarketDepth | depth |
Returns
Type | Description |
---|---|
QuoteChangeMessage |
ToMessage(MyTrade)
To convert the own trade into message.
Declaration
public static ExecutionMessage ToMessage(this MyTrade trade)
Parameters
Type | Name | Description |
---|---|---|
MyTrade | trade | Own trade. |
Returns
Type | Description |
---|---|
ExecutionMessage | Message. |
ToMessage(News)
To convert news into message.
Declaration
public static NewsMessage ToMessage(this News news)
Parameters
Type | Name | Description |
---|---|---|
News | news | News. |
Returns
Type | Description |
---|---|
NewsMessage | Message. |
ToMessage(Order)
To convert the order into message.
Declaration
public static ExecutionMessage ToMessage(this Order order)
Parameters
Type | Name | Description |
---|---|---|
Order | order | Order. |
Returns
Type | Description |
---|---|
ExecutionMessage | Message. |
ToMessage(OrderFail, Int64)
To convert the error description into message.
Declaration
public static ExecutionMessage ToMessage(this OrderFail fail, long originalTransactionId)
Parameters
Type | Name | Description |
---|---|---|
OrderFail | fail | Error details. |
Int64 | originalTransactionId | ID of original transaction, for which this message is the answer. |
Returns
Type | Description |
---|---|
ExecutionMessage | Message. |
ToMessage(OrderLogItem)
To convert the string of orders log onto message.
Declaration
public static ExecutionMessage ToMessage(this OrderLogItem item)
Parameters
Type | Name | Description |
---|---|---|
OrderLogItem | item | Order log item. |
Returns
Type | Description |
---|---|
ExecutionMessage | Message. |
ToMessage(Portfolio, Int64)
To convert the portfolio into message.
Declaration
public static PortfolioMessage ToMessage(this Portfolio portfolio, long originalTransactionId = 0L)
Parameters
Type | Name | Description |
---|---|---|
Portfolio | portfolio | Portfolio. |
Int64 | originalTransactionId | ID of original transaction, for which this message is the answer. |
Returns
Type | Description |
---|---|
PortfolioMessage | Message. |
ToMessage(Security, Nullable<SecurityId>, Int64, Boolean)
To convert the instrument into message.
Declaration
public static SecurityMessage ToMessage(this Security security, Nullable<SecurityId> securityId = null, long originalTransactionId = 0L, bool copyExtendedId = false)
Parameters
Type | Name | Description |
---|---|---|
Security | security | Security. |
Nullable<SecurityId> | securityId | Security ID. |
Int64 | originalTransactionId | ID of original transaction, for which this message is the answer. |
Boolean | copyExtendedId | Copy ExternalId and Type. |
Returns
Type | Description |
---|---|
SecurityMessage | Message. |
ToMessage(Trade)
To convert the tick trade into message.
Declaration
public static ExecutionMessage ToMessage(this Trade trade)
Parameters
Type | Name | Description |
---|---|---|
Trade | trade | Tick trade. |
Returns
Type | Description |
---|---|
ExecutionMessage | Message. |
ToMessages<TEntity, TMessage>(IEnumerable<TEntity>)
To convert trading objects into messages.
Declaration
public static IEnumerable<TMessage> ToMessages<TEntity, TMessage>(this IEnumerable<TEntity> entities)
Parameters
Type | Name | Description |
---|---|---|
IEnumerable<TEntity> | entities | Trading objects. |
Returns
Type | Description |
---|---|
IEnumerable<TMessage> | Messages. |
Type Parameters
Name | Description |
---|---|
TEntity | The type of trading object. |
TMessage | Message type. |
ToMessageType(Type, ref Object)
To convert the type of business object into type of message.
Declaration
public static Type ToMessageType(this Type dataType, ref object arg)
Parameters
Type | Name | Description |
---|---|---|
Type | dataType | The type of business object. |
Object | arg | The data parameter. |
Returns
Type | Description |
---|---|
Type | Message type. |
ToNews(NewsMessage, IExchangeInfoProvider)
Cast NewsMessage to the News.
Declaration
public static News ToNews(this NewsMessage message, IExchangeInfoProvider exchangeInfoProvider)
Parameters
Type | Name | Description |
---|---|---|
NewsMessage | message | Message. |
IExchangeInfoProvider | exchangeInfoProvider | Exchanges and trading boards provider. |
Returns
Type | Description |
---|---|
News | News. |
ToOrder(ExecutionMessage, Order)
To convert the message into order.
Declaration
public static Order ToOrder(this ExecutionMessage message, Order order)
Parameters
Type | Name | Description |
---|---|---|
ExecutionMessage | message | Message. |
Order | order | The order. |
Returns
Type | Description |
---|---|
Order | Order. |
ToOrder(ExecutionMessage, Security)
To convert the message into order.
Declaration
public static Order ToOrder(this ExecutionMessage message, Security security)
Parameters
Type | Name | Description |
---|---|---|
ExecutionMessage | message | Message. |
Security | security | Security. |
Returns
Type | Description |
---|---|
Order | Order. |
ToOrderLog(ExecutionMessage, OrderLogItem)
To convert the message into orders log string.
Declaration
public static OrderLogItem ToOrderLog(this ExecutionMessage message, OrderLogItem item)
Parameters
Type | Name | Description |
---|---|---|
ExecutionMessage | message | Message. |
OrderLogItem | item | Order log item. |
Returns
Type | Description |
---|---|
OrderLogItem | Order log item. |
ToOrderLog(ExecutionMessage, Security)
To convert the message into orders log string.
Declaration
public static OrderLogItem ToOrderLog(this ExecutionMessage message, Security security)
Parameters
Type | Name | Description |
---|---|---|
ExecutionMessage | message | Message. |
Security | security | Security. |
Returns
Type | Description |
---|---|
OrderLogItem | Order log item. |
ToPortfolio(PortfolioMessage, Portfolio, IExchangeInfoProvider)
Cast PortfolioMessage to the Portfolio.
Declaration
public static Portfolio ToPortfolio(this PortfolioMessage message, Portfolio portfolio, IExchangeInfoProvider exchangeInfoProvider)
Parameters
Type | Name | Description |
---|---|---|
PortfolioMessage | message | Message. |
Portfolio | portfolio | Portfolio. |
IExchangeInfoProvider | exchangeInfoProvider | Exchanges and trading boards provider. |
Returns
Type | Description |
---|---|
Portfolio | Portfolio. |
ToSecurity(SecurityMessage, IExchangeInfoProvider)
To convert the message into instrument.
Declaration
public static Security ToSecurity(this SecurityMessage message, IExchangeInfoProvider exchangeInfoProvider)
Parameters
Type | Name | Description |
---|---|---|
SecurityMessage | message | Message. |
IExchangeInfoProvider | exchangeInfoProvider | Exchanges and trading boards provider. |
Returns
Type | Description |
---|---|
Security | Security. |
ToSecurityId(Security, SecurityIdGenerator, Boolean, Boolean)
Declaration
public static SecurityId ToSecurityId(this Security security, SecurityIdGenerator idGenerator = null, bool boardIsRequired = true, bool copyExtended = false)
Parameters
Type | Name | Description |
---|---|---|
Security | security | |
SecurityIdGenerator | idGenerator | |
Boolean | boardIsRequired | |
Boolean | copyExtended |
Returns
Type | Description |
---|---|
SecurityId |
ToSecurityId(SecurityExternalId, SecurityId)
Cast SecurityExternalId to the SecurityId.
Declaration
public static SecurityId ToSecurityId(this SecurityExternalId externalId, SecurityId secId)
Parameters
Type | Name | Description |
---|---|---|
SecurityExternalId | externalId | |
SecurityId | secId |
Returns
Type | Description |
---|---|
SecurityId |
ToSecurityId(SecurityExternalId, String, String)
Cast SecurityExternalId to the SecurityId.
Declaration
public static SecurityId ToSecurityId(this SecurityExternalId externalId, string securityCode, string boardCode)
Parameters
Type | Name | Description |
---|---|---|
SecurityExternalId | externalId | |
String | securityCode | Security code. |
String | boardCode | Board code. |
Returns
Type | Description |
---|---|
SecurityId |
ToSubscription(DataType)
Convert DataType to Subscription value.
Declaration
public static Subscription ToSubscription(this DataType dataType)
Parameters
Type | Name | Description |
---|---|---|
DataType | dataType | Data type info. |
Returns
Type | Description |
---|---|
Subscription | Subscription. |
ToSubscriptionMessage(DataType)
Convert DataType to ISubscriptionMessage value.
Declaration
public static ISubscriptionMessage ToSubscriptionMessage(this DataType dataType)
Parameters
Type | Name | Description |
---|---|---|
DataType | dataType | Data type info. |
Returns
Type | Description |
---|---|
ISubscriptionMessage | Subscription message. |
ToTrade(ExecutionMessage, Security)
To convert the message into tick trade.
Declaration
public static Trade ToTrade(this ExecutionMessage message, Security security)
Parameters
Type | Name | Description |
---|---|---|
ExecutionMessage | message | Message. |
Security | security | Security. |
Returns
Type | Description |
---|---|
Trade | Tick trade. |
ToTrade(ExecutionMessage, Trade)
To convert the message into tick trade.
Declaration
public static Trade ToTrade(this ExecutionMessage message, Trade trade)
Parameters
Type | Name | Description |
---|---|---|
ExecutionMessage | message | Message. |
Trade | trade | Tick trade. |
Returns
Type | Description |
---|---|
Trade | Tick trade. |
Update(Candle, CandleMessage)
Update candle from CandleMessage.
Declaration
public static Candle Update(this Candle candle, CandleMessage message)
Parameters
Type | Name | Description |
---|---|---|
Candle | candle | Candle. |
CandleMessage | message | Message. |
Returns
Type | Description |
---|---|
Candle | Candle. |