Class SlippageMessageAdapter

Namespace

StockSharp.Algo.Slippage

Assembly

StockSharp.Algo.dll

The message adapter, automatically calculating slippage.

public class SlippageMessageAdapter : MessageAdapterWrapper, IMessageAdapterWrapper, IMessageAdapter, IMessageChannel, ICloneable<IMessageChannel>, ICloneable, IPersistable, ILogReceiver, ILogSource, IDisposable

Inheritance

object

Cloneable<IMessageChannel>

MessageAdapterWrapper

SlippageMessageAdapter

Implements

IMessageAdapterWrapper

IMessageAdapter

IMessageChannel

ICloneable<IMessageChannel>

ICloneable

IPersistable

ILogReceiver

ILogSource

IDisposable

Inherited Members

MessageAdapterWrapper.InnerAdapterNewOutMessage(Message)

MessageAdapterWrapper.RaiseNewOutMessage(Message)

MessageAdapterWrapper.SendInMessage(Message)

MessageAdapterWrapper.Load(SettingsStorage)

MessageAdapterWrapper.Save(SettingsStorage)

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

MessageAdapterWrapper.IsSupportCandlesUpdates(MarketDataMessage)

MessageAdapterWrapper.IsSupportCandlesPriceLevels(MarketDataMessage)

MessageAdapterWrapper.GetHistoryStepSize(SecurityId, DataType, out TimeSpan)

MessageAdapterWrapper.GetMaxCount(DataType)

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.IsSupportPartialDownloading

MessageAdapterWrapper.Categories

MessageAdapterWrapper.SupportedOrderBookDepths

MessageAdapterWrapper.IsSupportOrderBookIncrements

MessageAdapterWrapper.IsSupportExecutionsPnL

MessageAdapterWrapper.IsSecurityNewsOnly

MessageAdapterWrapper.CandlesBuildFrom

MessageAdapterWrapper.IsSupportTransactionLog

MessageAdapterWrapper.IsPositionsEmulationRequired

MessageAdapterWrapper.NewOutMessage

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 SlippageMessageAdapter.

Constructors

SlippageMessageAdapter(IMessageAdapter, ISlippageManager)

The message adapter, automatically calculating slippage.

public SlippageMessageAdapter(IMessageAdapter innerAdapter, ISlippageManager slippageManager)

Parameters

innerAdapter IMessageAdapter

The adapter, to which messages will be directed.

slippageManager ISlippageManager

Slippage manager.

Remarks

Initializes a new instance of the SlippageMessageAdapter.

Methods

Clone()

Create a copy of SlippageMessageAdapter.

public override IMessageChannel Clone()

Returns

IMessageChannel

Copy.

OnInnerAdapterNewOutMessage(Message)

Process InnerAdapter output message.

protected override void OnInnerAdapterNewOutMessage(Message message)

Parameters

message Message

The message.

OnSendInMessage(Message)

Send message.

protected override bool OnSendInMessage(Message message)

Parameters

message Message

Message.

Returns

bool

true if the specified message was processed successfully, otherwise, false.