Class OrderLogMessageAdapter

Namespace

StockSharp.Algo

Assembly

StockSharp.Algo.dll

The messages adapter build order book and tick data from order log flow.

public class OrderLogMessageAdapter : MessageAdapterWrapper, IMessageAdapterWrapper, IMessageAdapter, IMessageTransport, IPersistable, ILogReceiver, ILogSource, IDisposable, ICloneable<IMessageAdapter>, ICloneable

Inheritance

object

Cloneable<IMessageAdapter>

MessageAdapterWrapper

OrderLogMessageAdapter

Implements

IMessageAdapterWrapper

IMessageAdapter

IMessageTransport

IPersistable

ILogReceiver

ILogSource

IDisposable

ICloneable<IMessageAdapter>

ICloneable

Inherited Members

MessageAdapterWrapper.InnerAdapterNewOutMessageAsync(Message, CancellationToken)

MessageAdapterWrapper.OnInnerAdapterNewOutMessageAsync(Message, CancellationToken)

MessageAdapterWrapper.RaiseNewOutMessageAsync(Message, CancellationToken)

MessageAdapterWrapper.SendInMessageAsync(Message, CancellationToken)

MessageAdapterWrapper.OnSendInMessageAsync(Message, CancellationToken)

MessageAdapterWrapper.Load(SettingsStorage)

MessageAdapterWrapper.Save(SettingsStorage)

MessageAdapterWrapper.GetSupportedMarketDataTypesAsync(SecurityId, DateTime?, DateTime?)

MessageAdapterWrapper.IsSupportCandlesUpdates(MarketDataMessage)

MessageAdapterWrapper.IsSupportCandlesPriceLevels(MarketDataMessage)

MessageAdapterWrapper.IsAllDownloadingSupported(DataType)

MessageAdapterWrapper.IsSecurityRequired(DataType)

MessageAdapterWrapper.Dispose()

MessageAdapterWrapper.ToString()

MessageAdapterWrapper.LogVerbose(string, params object[])

MessageAdapterWrapper.LogDebug(string, params object[])

MessageAdapterWrapper.LogInfo(string, params object[])

MessageAdapterWrapper.LogWarning(string, params object[])

MessageAdapterWrapper.LogError(string, params object[])

MessageAdapterWrapper.InnerAdapter

MessageAdapterWrapper.OwnInnerAdapter

MessageAdapterWrapper.SendInBackFurther

MessageAdapterWrapper.Parent

MessageAdapterWrapper.CurrentTime

MessageAdapterWrapper.CheckTimeFrameByRequest

MessageAdapterWrapper.ReConnectionSettings

MessageAdapterWrapper.TransactionIdGenerator

MessageAdapterWrapper.PossibleSupportedMessages

MessageAdapterWrapper.SupportedInMessages

MessageAdapterWrapper.NotSupportedResultMessages

MessageAdapterWrapper.HeartbeatInterval

MessageAdapterWrapper.StorageName

MessageAdapterWrapper.IsNativeIdentifiersPersistable

MessageAdapterWrapper.IsNativeIdentifiers

MessageAdapterWrapper.IsFullCandlesOnly

MessageAdapterWrapper.IsSupportSubscriptions

MessageAdapterWrapper.Categories

MessageAdapterWrapper.SupportedOrderBookDepths

MessageAdapterWrapper.IsSupportOrderBookIncrements

MessageAdapterWrapper.IsSupportExecutionsPnL

MessageAdapterWrapper.IsSecurityNewsOnly

MessageAdapterWrapper.CandlesBuildFrom

MessageAdapterWrapper.IsSupportTransactionLog

MessageAdapterWrapper.IsPositionsEmulationRequired

MessageAdapterWrapper.NewOutMessageAsync

MessageAdapterWrapper.ParentRemoved

object.GetType()

object.MemberwiseClone()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Extension Methods

TraderHelper.AddOrderErrorLog(ILogReceiver, Order, string, Func<string>)

TraderHelper.AddOrderInfoLog(ILogReceiver, Order, string, Func<string>)

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)

CandleHelper.TryGetCandlesBuildFrom(IMessageAdapter, MarketDataMessage, CandleBuilderProvider)

TraderHelper.DownloadCandles(IMessageAdapter, Action<TimeFrameCandleMessage>, TimeSpan, SecurityId, TimeSpan, DateTimeOffset, DateTimeOffset, long?, Level1Fields?, SecurityTypes?)

TraderHelper.DownloadLevel1(IMessageAdapter, Action<Level1ChangeMessage>, TimeSpan, SecurityId, DateTime, DateTime, int?, IEnumerable<Level1Fields>, SecurityTypes?)

TraderHelper.DownloadOrderBook(IMessageAdapter, Action<QuoteChangeMessage>, TimeSpan, SecurityId, DateTime, DateTime, int?, SecurityTypes?)

TraderHelper.DownloadOrderLog(IMessageAdapter, Action<ExecutionMessage>, TimeSpan, SecurityId, DateTime, DateTime, int?, SecurityTypes?)

TraderHelper.DownloadSecurities(IMessageAdapter, Action<SecurityMessage>, TimeSpan, SecurityLookupMessage)

TraderHelper.DownloadTicks(IMessageAdapter, Action<ExecutionMessage>, TimeSpan, SecurityId, DateTime, DateTime, int?, SecurityTypes?)

TraderHelper.Download<TResult>(IMessageAdapter, Message, Action<TResult>, TimeSpan, out byte[])

TraderHelper.Upload<TMessage>(IMessageAdapter, IEnumerable<TMessage>, TimeSpan)

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)

Remarks

Initializes a new instance of the OrderLogMessageAdapter.

Constructors

OrderLogMessageAdapter(IMessageAdapter)

The messages adapter build order book and tick data from order log flow.

public OrderLogMessageAdapter(IMessageAdapter innerAdapter)

Parameters

innerAdapter IMessageAdapter

Underlying adapter.

Remarks

Initializes a new instance of the OrderLogMessageAdapter.

Methods

Clone()

Create a copy of OrderLogMessageAdapter.

public override IMessageChannel Clone()

Returns

IMessageChannel

Copy.

OnInnerAdapterNewOutMessage(Message)

protected override void OnInnerAdapterNewOutMessage(Message message)

Parameters

message Message

OnSendInMessage(Message)

protected override bool OnSendInMessage(Message message)

Parameters

message Message

Returns

bool