Class TraderHelper

The auxiliary class for provision of various algorithmic functionalities.

Inheritance

Object

TraderHelper

Namespace: StockSharp.Algo

Assembly: StockSharp.Algo.dll

Syntax

public static class TraderHelper : Object

Fields

LookupAllCriteria

Lookup all securities predefined criteria.

Declaration

public static readonly Security LookupAllCriteria

Field Value

Type	Description
Security

MoneySecurity

"Money" security instance.

Declaration

public static readonly Security MoneySecurity

Field Value

Type	Description
Security

NewsSecurity

"News" security instance.

Declaration

public static readonly Security NewsSecurity

Field Value

Type	Description
Security

Properties

AllSecurity

"All securities" instance.

Declaration

public static Security AllSecurity { get; }

Property Value

Type	Description
Security

IndicatorValue

Indicator value.

Declaration

public static DataType IndicatorValue { get; }

Property Value

Type	Description
DataType

UsdRateMinAvailableTime

The earliest date for which there is an indicative rate of US dollar to the Russian ruble. It is 2 November 2009.

Declaration

public static DateTime UsdRateMinAvailableTime { get; }

Property Value

Type	Description
DateTime

Methods

AddAdapter<TAdapter>(Connector, Action<TAdapter>)

Create IMessageAdapter.

Declaration

public static Connector AddAdapter<TAdapter>(this Connector connector, Action<TAdapter> init)
    where TAdapter : IMessageAdapter

Parameters

Type	Name	Description
Connector	connector	The class to create connections to trading systems.
Action<TAdapter>	init	Initialize TAdapter.

Returns

Type	Description
Connector	The class to create connections to trading systems.

Type Parameters

Name	Description
TAdapter	Adapter type.

AddOrderErrorLog(ILogReceiver, Order, String, Func<String>)

Write order error to the log.

Declaration

public static void AddOrderErrorLog(this ILogReceiver receiver, Order order, string operation, Func<string> getAdditionalInfo = null)

Parameters

Type	Name	Description
ILogReceiver	receiver	Logs receiver.
Order	order	Order.
String	operation	Order action name.
Func<String>	getAdditionalInfo	Extended order info.

AddOrderInfoLog(ILogReceiver, Order, String, Func<String>)

Write order info to the log.

Declaration

public static void AddOrderInfoLog(this ILogReceiver receiver, Order order, string operation, Func<string> getAdditionalInfo = null)

Parameters

Type	Name	Description
ILogReceiver	receiver	Logs receiver.
Order	order	Order.
String	operation	Order action name.
Func<String>	getAdditionalInfo	Extended order info.

AddOrSubtractTradingDays(ExchangeBoard, DateTimeOffset, Int32, Boolean)

To get date of day T +/- of N trading days.

Declaration

public static DateTimeOffset AddOrSubtractTradingDays(this ExchangeBoard board, DateTimeOffset date, int n, bool checkHolidays = true)

Parameters

Type	Name	Description
ExchangeBoard	board	Board info.
DateTimeOffset	date	The start T date, to which are added or subtracted N trading days.
Int32	n	The N size. The number of trading days for the addition or subtraction.
Boolean	checkHolidays	Whether to check the passed date for a weekday (Saturday and Sunday are days off, returned value for them is false).

Returns

Type	Description
DateTimeOffset	The end T +/- N date.

ApplyChanges(Portfolio, PositionChangeMessage, IExchangeInfoProvider)

Apply changes to the portfolio object.

Declaration

public static void ApplyChanges(this Portfolio portfolio, PositionChangeMessage message, IExchangeInfoProvider exchangeInfoProvider)

Parameters

Type	Name	Description
Portfolio	portfolio	Portfolio.
PositionChangeMessage	message	Portfolio change message.
IExchangeInfoProvider	exchangeInfoProvider	Exchanges and trading boards provider.

ApplyChanges(Position, PositionChangeMessage)

Apply changes to the position object.

Declaration

public static void ApplyChanges(this Position position, PositionChangeMessage message)

Parameters

Type	Name	Description
Position	position	Position.
PositionChangeMessage	message	Position change message.

ApplyChanges(Security, Level1ChangeMessage)

Apply change to the security object.

Declaration

public static void ApplyChanges(this Security security, Level1ChangeMessage message)

Parameters

Type	Name	Description
Security	security	Security.
Level1ChangeMessage	message	Changes.

ApplyChanges(Security, SecurityMessage, IExchangeInfoProvider, Boolean)

Apply change to the security object.

Declaration

public static void ApplyChanges(this Security security, SecurityMessage message, IExchangeInfoProvider exchangeInfoProvider, bool isOverride = true)

Parameters

Type	Name	Description
Security	security	Security.
SecurityMessage	message	Meta info.
IExchangeInfoProvider	exchangeInfoProvider	Exchanges and trading boards provider.
Boolean	isOverride	Override previous security data by new values.

ApplyChanges(Security, IEnumerable<KeyValuePair<Level1Fields, Object>>, DateTimeOffset, DateTimeOffset, Action<Security, Level1Fields, Object>)

Apply change to the security object.

Declaration

public static void ApplyChanges(this Security security, IEnumerable<KeyValuePair<Level1Fields, object>> changes, DateTimeOffset serverTime, DateTimeOffset localTime, Action<Security, Level1Fields, object> defaultHandler = null)

Parameters

Type	Name	Description
Security	security	Security.
IEnumerable<KeyValuePair<Level1Fields, Object>>	changes	Changes.
DateTimeOffset	serverTime	Change server time.
DateTimeOffset	localTime	Local timestamp when a message was received/created.
Action<Security, Level1Fields, Object>	defaultHandler	Default handler.

ApplyNewBalance(Nullable<Decimal>, Decimal, Int64, ILogReceiver)

Check the possibility Balance change.

Declaration

public static Decimal ApplyNewBalance(this Nullable<Decimal> currBal, Decimal newBal, long transactionId, ILogReceiver logs)

Parameters

Type	Name	Description
Nullable<Decimal>	currBal	Current balance.
Decimal	newBal	New balance.
Int64	transactionId	Transaction id.
ILogReceiver	logs	Logs.

Returns

Type	Description
Decimal	New balance.

ApplyNewState(Order, OrderStates, ILogReceiver)

Check the possibility order's state change.

Declaration

public static void ApplyNewState(this Order order, OrderStates state, ILogReceiver logs = null)

Parameters

Type	Name	Description
Order	order	Order.
OrderStates	state	Current order's state.
ILogReceiver	logs	Logs.

ApplyOffset(Unit, Sides, Unit, Security)

To use shifting for price, depending on direction side.

Declaration

public static Decimal ApplyOffset(this Unit price, Sides side, Unit offset, Security security)

Parameters

Type	Name	Description
Unit	price	Price.
Sides	side	The order direction, used as shift direction (for buy the shift is added, for sell - subtracted).
Unit	offset	Price shift.
Security	security	Security.

Returns

Type	Description
Decimal	New price.

CancelOrders(IConnector, IEnumerable<Order>, Nullable<Boolean>, Portfolio, Nullable<Sides>, ExchangeBoard, Security, Nullable<SecurityTypes>)

Cancel orders by filter.

Declaration

public static void CancelOrders(this IConnector connector, IEnumerable<Order> orders, Nullable<bool> isStopOrder = null, Portfolio portfolio = null, Nullable<Sides> direction = null, ExchangeBoard board = null, Security security = null, Nullable<SecurityTypes> securityType = null)

Parameters

Type	Name	Description
IConnector	connector	The connection of interaction with trade systems.
IEnumerable<Order>	orders	The group of orders, from which the required orders shall be found and cancelled.
Nullable<Boolean>	isStopOrder	true, if cancel only a stop orders, false - if regular orders, null - both.
Portfolio	portfolio	Portfolio. If the value is equal to null, then the portfolio does not match the orders cancel filter.
Nullable<Sides>	direction	Order side. If the value is null, the direction does not use.
ExchangeBoard	board	Trading board. If the value is equal to null, then the board does not match the orders cancel filter.
Security	security	Instrument. If the value is equal to null, then the instrument does not match the orders cancel filter.
Nullable<SecurityTypes>	securityType	Security type. If the value is null, the type does not use.

ChangeSubscriptionState(SubscriptionStates, SubscriptionStates, Int64, ILogReceiver, Boolean)

Change subscription state.

Declaration

public static SubscriptionStates ChangeSubscriptionState(this SubscriptionStates currState, SubscriptionStates newState, long subscriptionId, ILogReceiver receiver, bool isInfoLevel = true)

Parameters

Type	Name	Description
SubscriptionStates	currState	Current state.
SubscriptionStates	newState	New state.
Int64	subscriptionId	Subscription id.
ILogReceiver	receiver	Logs.
Boolean	isInfoLevel	Use Info for log message.

Returns

Type	Description
SubscriptionStates	New state.

Compile(String, Boolean)

Compile mathematical formula.

Declaration

public static ExpressionFormula Compile(this string expression, bool useIds = true)

Parameters

Type	Name	Description
String	expression	Text expression.
Boolean	useIds	Use ids as variables.

Returns

Type	Description
Ecng.ComponentModel.Expressions.ExpressionFormula	Compiled mathematical formula.

Contains(BasketSecurity, ISecurityProvider, Security)

To check whether specified instrument is used now.

Declaration

public static bool Contains(this BasketSecurity basketSecurity, ISecurityProvider securityProvider, Security security)

Parameters

Type	Name	Description
BasketSecurity	basketSecurity	Instruments basket.
ISecurityProvider	securityProvider	The provider of information about instruments.
Security	security	The instrument that should be checked.

Returns

Type	Description
Boolean	true, if specified instrument is used now, otherwise false.

CreateProcessor(IBasketSecurityProcessorProvider, Security)

Create market data processor for basket securities.

Declaration

public static IBasketSecurityProcessor CreateProcessor(this IBasketSecurityProcessorProvider processorProvider, Security security)

Parameters

Type	Name	Description
IBasketSecurityProcessorProvider	processorProvider	Basket security processors provider.
Security	security	Basket security.

Returns

Type	Description
IBasketSecurityProcessor	Market data processor for basket securities.

DeleteAll(ISecurityStorage)

To delete all instruments.

Declaration

public static void DeleteAll(this ISecurityStorage storage)

Parameters

Type	Name	Description
ISecurityStorage	storage	Securities meta info storage.

Download<TResult>(IMessageAdapter, Message)

Download data.

Declaration

public static IEnumerable<TResult> Download<TResult>(this IMessageAdapter adapter, Message request)
    where TResult : Message

Parameters

Type	Name	Description
IMessageAdapter	adapter	Adapter.
Message	request	Request.

Returns

Type	Description
IEnumerable<TResult>	Downloaded data.

Type Parameters

Name	Description
TResult	Result message.

DownloadInfo(IDictionary<Tuple<String, SecurityTypes>, SecurityMessage>)

Download securities info.

Declaration

public static void DownloadInfo(this IDictionary<Tuple<string, SecurityTypes>, SecurityMessage> securities)

Parameters

Type	Name	Description
IDictionary<Tuple<String, SecurityTypes>, SecurityMessage>	securities	Securities.

EmulateTrades(MarketDepth, IEnumerable<ExecutionMessage>)

To delete in order book levels, which shall disappear in case of trades occurrence trades.

Declaration

public static void EmulateTrades(this MarketDepth depth, IEnumerable<ExecutionMessage> trades)

Parameters

Type	Name	Description
MarketDepth	depth	The order book to be cleared.
IEnumerable<ExecutionMessage>	trades	Trades.

FillFortsJumps(ExpirationContinuousSecurity, ISecurityProvider, String, DateTime, DateTime)

To fill transitions ExpirationJumps.

Declaration

public static void FillFortsJumps(this ExpirationContinuousSecurity continuousSecurity, ISecurityProvider provider, string baseCode, DateTime from, DateTime to)

Parameters

Type	Name	Description
ExpirationContinuousSecurity	continuousSecurity	Continuous security.
ISecurityProvider	provider	The provider of information about instruments.
String	baseCode	The base part of the instrument code.
DateTime	from	The start of the expiration range.
DateTime	to	The end of the expiration range.

Filter(IEnumerable<ExchangeBoard>, BoardLookupMessage)

Filter boards by code criteria.

Declaration

public static IEnumerable<ExchangeBoard> Filter(this IEnumerable<ExchangeBoard> boards, BoardLookupMessage criteria)

Parameters

Type	Name	Description
IEnumerable<ExchangeBoard>	boards	All boards.
BoardLookupMessage	criteria	Criteria.

Returns

Type	Description
IEnumerable<ExchangeBoard>	Found boards.

Filter(IEnumerable<MyTrade>, Order)

To filter own trades for the given order.

Declaration

public static IEnumerable<MyTrade> Filter(this IEnumerable<MyTrade> myTrades, Order order)

Parameters

Type	Name	Description
IEnumerable<MyTrade>	myTrades	All own trades, in which the required shall be looked for.
Order	order	The order, for which trades shall be filtered.

Returns

Type	Description
IEnumerable<MyTrade>	Filtered orders.

Filter(IEnumerable<MyTrade>, Portfolio)

To filter own trades for the given portfolio.

Declaration

public static IEnumerable<MyTrade> Filter(this IEnumerable<MyTrade> myTrades, Portfolio portfolio)

Parameters

Type	Name	Description
IEnumerable<MyTrade>	myTrades	All own trades, in which the required shall be looked for.
Portfolio	portfolio	The portfolio, for which the trades shall be filtered.

Returns

Type	Description
IEnumerable<MyTrade>	Filtered trades.

Filter(IEnumerable<MyTrade>, Security)

To filter own trades for the given instrument.

Declaration

public static IEnumerable<MyTrade> Filter(this IEnumerable<MyTrade> myTrades, Security security)

Parameters

Type	Name	Description
IEnumerable<MyTrade>	myTrades	All own trades, in which the required shall be looked for.
Security	security	The instrument, on which the trades shall be found.

Returns

Type	Description
IEnumerable<MyTrade>	Filtered trades.

Filter(IEnumerable<Order>, Portfolio)

To filter orders for the given portfolio.

Declaration

public static IEnumerable<Order> Filter(this IEnumerable<Order> orders, Portfolio portfolio)

Parameters

Type	Name	Description
IEnumerable<Order>	orders	All orders, in which the required shall be searched for.
Portfolio	portfolio	The portfolio, for which the orders shall be filtered.

Returns

Type	Description
IEnumerable<Order>	Filtered orders.

Filter(IEnumerable<Order>, Security)

To filter orders for the given instrument.

Declaration

public static IEnumerable<Order> Filter(this IEnumerable<Order> orders, Security security)

Parameters

Type	Name	Description
IEnumerable<Order>	orders	All orders, in which the required shall be searched for.
Security	security	The instrument, for which the orders shall be filtered.

Returns

Type	Description
IEnumerable<Order>	Filtered orders.

Filter(IEnumerable<Order>, OrderStates)

To filter orders for the given condition.

Declaration

public static IEnumerable<Order> Filter(this IEnumerable<Order> orders, OrderStates state)

Parameters

Type	Name	Description
IEnumerable<Order>	orders	All orders, in which the required shall be searched for.
OrderStates	state	Order state.

Returns

Type	Description
IEnumerable<Order>	Filtered orders.

Filter(IEnumerable<Order>, Sides)

To filter orders for the given direction.

Declaration

public static IEnumerable<Order> Filter(this IEnumerable<Order> orders, Sides direction)

Parameters

Type	Name	Description
IEnumerable<Order>	orders	All orders, in which the required shall be searched for.
Sides	direction	Order side.

Returns

Type	Description
IEnumerable<Order>	Filtered orders.

Filter(IEnumerable<Portfolio>, PortfolioLookupMessage)

Filter portfolios by the specified criteria.

Declaration

public static IEnumerable<Portfolio> Filter(this IEnumerable<Portfolio> portfolios, PortfolioLookupMessage criteria)

Parameters

Type	Name	Description
IEnumerable<Portfolio>	portfolios	All portfolios.
PortfolioLookupMessage	criteria	Criteria.

Returns

Type	Description
IEnumerable<Portfolio>	Found portfolios.

Filter(IEnumerable<Position>, Portfolio)

To filter positions for the given portfolio.

Declaration

public static IEnumerable<Position> Filter(this IEnumerable<Position> positions, Portfolio portfolio)

Parameters

Type	Name	Description
IEnumerable<Position>	positions	All positions, in which the required shall be searched for.
Portfolio	portfolio	The portfolio, for which positions shall be filtered.

Returns

Type	Description
IEnumerable<Position>	Filtered positions.

Filter(IEnumerable<Position>, Security)

To filter positions for the given instrument.

Declaration

public static IEnumerable<Position> Filter(this IEnumerable<Position> positions, Security security)

Parameters

Type	Name	Description
IEnumerable<Position>	positions	All positions, in which the required shall be searched for.
Security	security	The instrument, for which positions shall be filtered.

Returns

Type	Description
IEnumerable<Position>	Filtered positions.

Filter(IEnumerable<Position>, PortfolioLookupMessage)

Filter positions the specified criteria.

Declaration

public static IEnumerable<Position> Filter(this IEnumerable<Position> positions, PortfolioLookupMessage criteria)

Parameters

Type	Name	Description
IEnumerable<Position>	positions	All positions.
PortfolioLookupMessage	criteria	Criteria.

Returns

Type	Description
IEnumerable<Position>	Found positions.

Filter(IEnumerable<Security>, ExchangeBoard)

To filter instruments by the trading board.

Declaration

public static IEnumerable<Security> Filter(this IEnumerable<Security> securities, ExchangeBoard board)

Parameters

Type	Name	Description
IEnumerable<Security>	securities	Securities.
ExchangeBoard	board	Trading board.

Returns

Type	Description
IEnumerable<Security>	Instruments filtered.

Filter(IEnumerable<Security>, Security)

To filter instruments by the given criteria.

Declaration

public static IEnumerable<Security> Filter(this IEnumerable<Security> securities, Security criteria)

Parameters

Type	Name	Description
IEnumerable<Security>	securities	Securities.
Security	criteria	The instrument whose fields will be used as a filter.

Returns

Type	Description
IEnumerable<Security>	Instruments filtered.

Filter(IEnumerable<Security>, SecurityLookupMessage)

To filter instruments by the given criteria.

Declaration

public static IEnumerable<Security> Filter(this IEnumerable<Security> securities, SecurityLookupMessage criteria)

Parameters

Type	Name	Description
IEnumerable<Security>	securities	Securities.
SecurityLookupMessage	criteria	Message security lookup for specified criteria.

Returns

Type	Description
IEnumerable<Security>	Instruments filtered.

Filter(IEnumerable<Trade>, Security)

To filter orders for the given instrument.

Declaration

public static IEnumerable<Trade> Filter(this IEnumerable<Trade> trades, Security security)

Parameters

Type	Name	Description
IEnumerable<Trade>	trades	All trades, in which the required shall be searched for.
Security	security	The instrument, for which the trades shall be filtered.

Returns

Type	Description
IEnumerable<Trade>	Filtered trades.

Filter(IEnumerable<Trade>, DateTimeOffset, DateTimeOffset)

To filter trades for the given time period.

Declaration

public static IEnumerable<Trade> Filter(this IEnumerable<Trade> trades, DateTimeOffset from, DateTimeOffset to)

Parameters

Type	Name	Description
IEnumerable<Trade>	trades	All trades, in which the required shall be searched for.
DateTimeOffset	from	The start date for trades searching.
DateTimeOffset	to	The end date for trades searching.

Returns

Type	Description
IEnumerable<Trade>	Filtered trades.

GenerateId(SecurityIdGenerator, String, ExchangeBoard)

Declaration

public static string GenerateId(this SecurityIdGenerator generator, string secCode, ExchangeBoard board)

Parameters

Type	Name	Description
SecurityIdGenerator	generator
String	secCode
ExchangeBoard	board

Returns

Type	Description
String

GetAllSecurity(ISecurityProvider)

Find AllSecurity instance in the specified provider.

Declaration

public static Security GetAllSecurity(this ISecurityProvider provider)

Parameters

Type	Name	Description
ISecurityProvider	provider	The provider of information about instruments.

Returns

Type	Description
Security	Found instance.

GetAveragePrice(Order, IConnector)

To get weighted mean price of order matching.

Declaration

public static Decimal GetAveragePrice(this Order order, IConnector connector)

Parameters

Type	Name	Description
Order	order	The order, for which the weighted mean matching price shall be got.
IConnector	connector	The connection of interaction with trade systems.

Returns

Type	Description
Decimal	The weighted mean price. If no order exists no trades, 0 is returned.

GetAveragePrice(IEnumerable<MyTrade>)

To get the weighted mean price of matching by own trades.

Declaration

public static Decimal GetAveragePrice(this IEnumerable<MyTrade> trades)

Parameters

Type	Name	Description
IEnumerable<MyTrade>	trades	Trades, for which the weighted mean price of matching shall be got.

Returns

Type	Description
Decimal	The weighted mean price. If no trades, 0 is returned.

GetCandles(IMessageAdapter, SecurityId, TimeSpan, DateTimeOffset, DateTimeOffset, Nullable<Int64>, Nullable<Level1Fields>)

To download candles.

Declaration

public static IEnumerable<TimeFrameCandleMessage> GetCandles(this IMessageAdapter adapter, SecurityId securityId, TimeSpan timeFrame, DateTimeOffset from, DateTimeOffset to, Nullable<long> count = null, Nullable<Level1Fields> buildField = null)

Parameters

Type	Name	Description
IMessageAdapter	adapter	Adapter.
SecurityId	securityId	Security ID.
TimeSpan	timeFrame	Time-frame.
DateTimeOffset	from	Begin period.
DateTimeOffset	to	End period.
Nullable<Int64>	count	Candles count.
Nullable<Level1Fields>	buildField	Extra info for the BuildFrom.

Returns

Type	Description
IEnumerable<TimeFrameCandleMessage>	Downloaded candles.

GetCurrentPrice(MarketDepth, Sides, MarketPriceTypes, IEnumerable<Order>)

To calculate the current price by the order book depending on the order direction.

Declaration

public static Unit GetCurrentPrice(this MarketDepth depth, Sides side, MarketPriceTypes priceType, IEnumerable<Order> orders = null)

Parameters

Type	Name	Description
MarketDepth	depth	The order book for the current price calculation.
Sides	side	The order direction. If it is a buy, BestAsk value is used, otherwise BestBid.
MarketPriceTypes	priceType	The type of current price.
IEnumerable<Order>	orders	Orders to be ignored.

Returns

Type	Description
Unit	The current price. If information in order book is insufficient, then null will be returned.

Remarks

For correct operation of the method the order book export shall be launched.

GetCurrentPrice(MarketDepthPair, Sides, MarketPriceTypes)

To calculate the current price based on the best pair of quotes, depending on the order direction.

Declaration

public static Unit GetCurrentPrice(this MarketDepthPair bestPair, Sides side, MarketPriceTypes priceType)

Parameters

Type	Name	Description
MarketDepthPair	bestPair	The best pair of quotes, used for the current price calculation.
Sides	side	The order direction. If it is a buy, Ask value is used, otherwise Bid.
MarketPriceTypes	priceType	The type of current price.

Returns

Type	Description
Unit	The current price. If information in order book is insufficient, then null will be returned.

Remarks

For correct operation of the method the order book export shall be launched.

GetCurrentPrice(Security, IMarketDataProvider, Nullable<Sides>, MarketPriceTypes, IEnumerable<Order>)

To calculate the current price by the instrument depending on the order direction.

Declaration

public static Unit GetCurrentPrice(this Security security, IMarketDataProvider provider, Nullable<Sides> direction = null, MarketPriceTypes priceType, IEnumerable<Order> orders = null)

Parameters

Type	Name	Description
Security	security	The instrument used for the current price calculation.
IMarketDataProvider	provider	The market data provider.
Nullable<Sides>	direction	Order side.
MarketPriceTypes	priceType	The type of market price.
IEnumerable<Order>	orders	Orders to be ignored.

Returns

Type	Description
Unit	The current price. If information in order book is insufficient, then null will be returned.

GetDirection(Position)

To get the order direction for the position.

Declaration

public static Nullable<Sides> GetDirection(this Position position)

Parameters

Type	Name	Description
Position	position	The position value.

Returns

Type	Description
Nullable<Sides>	Order side.

Remarks

A positive value equals Buy, a negative - Sell, zero - null.

GetDirection(Decimal)

To get the order direction for the position.

Declaration

public static Nullable<Sides> GetDirection(this Decimal position)

Parameters

Type	Name	Description
Decimal	position	The position value.

Returns

Type	Description
Nullable<Sides>	Order side.

Remarks

A positive value equals Buy, a negative - Sell, zero - null.

GetExpiryDates(DateTime, DateTime)

To get the expiration date for Forts.

Declaration

public static IEnumerable<DateTimeOffset> GetExpiryDates(this DateTime from, DateTime to)

Parameters

Type	Name	Description
DateTime	from	The start of the expiration range.
DateTime	to	The end of the expiration range.

Returns

Type	Description
IEnumerable<DateTimeOffset>	Expiration dates.

GetFortsEndOfDay(String, DateTime, DateTime)

It returns a list of the data at the end of day (EOD, End-Of-Day) by the selected instrument for the specified period.

Declaration

public static IEnumerable<Level1ChangeMessage> GetFortsEndOfDay(this string securityName, DateTime fromDate, DateTime toDate)

Parameters

Type	Name	Description
String	securityName	Security name.
DateTime	fromDate	Begin period.
DateTime	toDate	End period.

Returns

Type	Description
IEnumerable<Level1ChangeMessage>	Historical market-data.

GetFortsJumps(ExpirationContinuousSecurity, ISecurityProvider, String, DateTime, DateTime, Boolean)

To get real expiration instruments for the continuous instrument.

Declaration

public static IEnumerable<Security> GetFortsJumps(this ExpirationContinuousSecurity continuousSecurity, ISecurityProvider provider, string baseCode, DateTime from, DateTime to, bool throwIfNotExists = true)

Parameters

Type	Name	Description
ExpirationContinuousSecurity	continuousSecurity	Continuous security.
ISecurityProvider	provider	The provider of information about instruments.
String	baseCode	The base part of the instrument code.
DateTime	from	The start of the expiration range.
DateTime	to	The end of the expiration range.
Boolean	throwIfNotExists	To generate exception, if some of instruments for passed continuousSecurity are not available.

Returns

Type	Description
IEnumerable<Security>	Expiration instruments.

GetFortsJumps(String, DateTime, DateTime, Func<String, Security>, Boolean)

To get real expiration instruments for base part of the code.

Declaration

public static IEnumerable<Security> GetFortsJumps(this string baseCode, DateTime from, DateTime to, Func<string, Security> getSecurity, bool throwIfNotExists = true)

Parameters

Type	Name	Description
String	baseCode	The base part of the instrument code.
DateTime	from	The start of the expiration range.
DateTime	to	The end of the expiration range.
Func<String, Security>	getSecurity	The function to get instrument by the code.
Boolean	throwIfNotExists	To generate exception, if some of instruments are not available.

Returns

Type	Description
IEnumerable<Security>	Expiration instruments.

GetFortsRate(SecurityId, DateTime, DateTime)

To get an indicative exchange rate of a currency pair.

Declaration

public static IDictionary<DateTimeOffset, Decimal> GetFortsRate(this SecurityId securityId, DateTime fromDate, DateTime toDate)

Parameters

Type	Name	Description
SecurityId	securityId	Security ID.
DateTime	fromDate	Begin period.
DateTime	toDate	End period.

Returns

Type	Description
IDictionary<DateTimeOffset, Decimal>	The indicative rate of US dollar to the Russian ruble.

GetFortsYesterdayEndOfDay(String)

It returns yesterday's data at the end of day (EOD, End-Of-Day) by the selected instrument.

Declaration

public static Level1ChangeMessage GetFortsYesterdayEndOfDay(this string securityName)

Parameters

Type	Name	Description
String	securityName	Security name.

Returns

Type	Description
Level1ChangeMessage	Yesterday's market-data.

Remarks

Date is determined by the system time.

GetInnerSecurities(BasketSecurity, ISecurityProvider)

Find inner security instances.

Declaration

public static IEnumerable<Security> GetInnerSecurities(this BasketSecurity security, ISecurityProvider securityProvider)

Parameters

Type	Name	Description
BasketSecurity	security	Instruments basket.
ISecurityProvider	securityProvider	The provider of information about instruments.

Returns

Type	Description
IEnumerable<Security>	Instruments, from which this basket is created.

GetLevel1(IMessageAdapter, SecurityId, DateTime, DateTime, IEnumerable<Level1Fields>)

To get level1 market data.

Declaration

public static IEnumerable<Level1ChangeMessage> GetLevel1(this IMessageAdapter adapter, SecurityId securityId, DateTime beginDate, DateTime endDate, IEnumerable<Level1Fields> fields = null)

Parameters

Type	Name	Description
IMessageAdapter	adapter	Adapter.
SecurityId	securityId	Security ID.
DateTime	beginDate	Start date.
DateTime	endDate	End date.
IEnumerable<Level1Fields>	fields	Market data fields.

Returns

Type	Description
IEnumerable<Level1ChangeMessage>	Level1 market data.

GetMatchedVolume(Order)

To calculate the implemented part of volume for order.

Declaration

public static Decimal GetMatchedVolume(this Order order)

Parameters

Type	Name	Description
Order	order	The order, for which the implemented part of volume shall be calculated.

Returns

Type	Description
Decimal	The implemented part of volume.

GetMatchedVolume(Order, IConnector)

To calculate the implemented part of volume for order.

Declaration

public static Decimal GetMatchedVolume(this Order order, IConnector connector)

Parameters

Type	Name	Description
Order	order	The order, for which the implemented part of volume shall be calculated.
IConnector	connector	The connection of interaction with trade systems.

Returns

Type	Description
Decimal	The implemented part of volume.

GetOrCreate(ISecurityStorage, SecurityId, Func<String, Security>, out Boolean)

Get or create (if not exist).

Declaration

public static Security GetOrCreate(this ISecurityStorage storage, SecurityId id, Func<string, Security> creator, out bool isNew)

Parameters

Type	Name	Description
ISecurityStorage	storage	Securities meta info storage.
SecurityId	id	Security ID.
Func<String, Security>	creator	Creator.
Boolean	isNew	Is newly created.

Returns

Type	Description
Security	Security.

GetOrCreateBoard(IExchangeInfoProvider, String, out Boolean, Func<String, ExchangeBoard>)

To get a board by its code. If board with the passed name does not exist, then it will be created.

Declaration

public static ExchangeBoard GetOrCreateBoard(this IExchangeInfoProvider exchangeInfoProvider, string code, out bool isNew, Func<string, ExchangeBoard> createBoard = null)

Parameters

Type	Name	Description
IExchangeInfoProvider	exchangeInfoProvider	Exchanges and trading boards provider.
String	code	Board code.
Boolean	isNew	Is newly created.
Func<String, ExchangeBoard>	createBoard	The handler creating a board, if it is not found. If the value is null, then the board is created by default initialization.

Returns

Type	Description
ExchangeBoard	Exchange board.

GetOrCreateBoard(IExchangeInfoProvider, String, Func<String, ExchangeBoard>)

To get a board by its code. If board with the passed name does not exist, then it will be created.

Declaration

public static ExchangeBoard GetOrCreateBoard(this IExchangeInfoProvider exchangeInfoProvider, string code, Func<string, ExchangeBoard> createBoard = null)

Parameters

Type	Name	Description
IExchangeInfoProvider	exchangeInfoProvider	Exchanges and trading boards provider.
String	code	Board code.
Func<String, ExchangeBoard>	createBoard	The handler creating a board, if it is not found. If the value is null, then the board is created by default initialization.

Returns

Type	Description
ExchangeBoard	Exchange board.

GetOrCreatePortfolio(IPositionStorage, String, Func<String, Portfolio>, out Boolean)

Get or create (if not exist).

Declaration

public static Portfolio GetOrCreatePortfolio(this IPositionStorage storage, string portfolioName, Func<string, Portfolio> creator, out bool isNew)

Parameters

Type	Name	Description
IPositionStorage	storage	Storage.
String	portfolioName	Portfolio code name.
Func<String, Portfolio>	creator	Creator.
Boolean	isNew	Is newly created.

Returns

Type	Description
Portfolio	Portfolio.

GetOrCreatePosition(IPositionStorage, Portfolio, Security, String, Nullable<Sides>, String, String, Nullable<TPlusLimits>, Func<Portfolio, Security, String, Nullable<Sides>, String, String, Nullable<TPlusLimits>, Position>, out Boolean)

Get or create (if not exist).

Declaration

public static Position GetOrCreatePosition(this IPositionStorage storage, Portfolio portfolio, Security security, string strategyId, Nullable<Sides> side, string clientCode, string depoName, Nullable<TPlusLimits> limitType, Func<Portfolio, Security, string, Nullable<Sides>, string, string, Nullable<TPlusLimits>, Position> creator, out bool isNew)

Parameters

Type	Name	Description
IPositionStorage	storage	Storage.
Portfolio	portfolio	Portfolio.
Security	security	Security.
String	strategyId	Strategy ID.
Nullable<Sides>	side	Side.
String	clientCode	Client code.
String	depoName	Depo name.
Nullable<TPlusLimits>	limitType	Limit type.
Func<Portfolio, Security, String, Nullable<Sides>, String, String, Nullable<TPlusLimits>, Position>	creator	Creator.
Boolean	isNew	Is newly created.

Returns

Type	Description
Position	Position.

GetOrderLog(IMessageAdapter, SecurityId, DateTime, DateTime)

To get order log.

Declaration

public static IEnumerable<ExecutionMessage> GetOrderLog(this IMessageAdapter adapter, SecurityId securityId, DateTime beginDate, DateTime endDate)

Parameters

Type	Name	Description
IMessageAdapter	adapter	Adapter.
SecurityId	securityId	Security ID.
DateTime	beginDate	Start date.
DateTime	endDate	End date.

Returns

Type	Description
IEnumerable<ExecutionMessage>	Order log.

GetPlazaTimeInForce(Int64)

Extract TimeInForce from bits flag.

Declaration

public static Nullable<TimeInForce> GetPlazaTimeInForce(this long status)

Parameters

Type	Name	Description
Int64	status	Bits flag.

Returns

Type	Description
Nullable<TimeInForce>	TimeInForce.

GetPnL(Portfolio)

To calculate profit-loss based on the portfolio.

Declaration

public static Nullable<Decimal> GetPnL(this Portfolio portfolio)

Parameters

Type	Name	Description
Portfolio	portfolio	The portfolio, for which the profit-loss shall be calculated.

Returns

Type	Description
Nullable<Decimal>	Profit-loss.

GetPosition(MyTrade)

To get the position on own trade.

Declaration

public static Nullable<Decimal> GetPosition(this MyTrade trade)

Parameters

Type	Name	Description
MyTrade	trade	Own trade, used for position calculation. At buy the trade volume Volume is taken with positive sign, at sell - with negative.

Returns

Type	Description
Nullable<Decimal>	Position.

GetPosition(ExecutionMessage, Boolean)

To get the position on own trade.

Declaration

public static Nullable<Decimal> GetPosition(this ExecutionMessage message, bool byOrder)

Parameters

Type	Name	Description
ExecutionMessage	message	Own trade, used for position calculation. At buy the trade volume TradeVolume is taken with positive sign, at sell - with negative.
Boolean	byOrder	To check implemented volume by order balance (Balance) or by received trades. The default is checked by the order.

Returns

Type	Description
Nullable<Decimal>	Position.

GetSecurities(IMessageAdapter, SecurityLookupMessage)

Download all securities.

Declaration

public static IEnumerable<SecurityMessage> GetSecurities(this IMessageAdapter adapter, SecurityLookupMessage lookupMsg)

Parameters

Type	Name	Description
IMessageAdapter	adapter	Adapter.
SecurityLookupMessage	lookupMsg	Message security lookup for specified criteria.

Returns

Type	Description
IEnumerable<SecurityMessage>	All securities.

GetSecurityCriteria(Connector, SecurityLookupMessage, IExchangeInfoProvider)

To create the search criteria Security from SecurityLookupMessage.

Declaration

public static Security GetSecurityCriteria(this Connector connector, SecurityLookupMessage criteria, IExchangeInfoProvider exchangeInfoProvider)

Parameters

Type	Name	Description
Connector	connector	Connection to the trading system.
SecurityLookupMessage	criteria	The criterion which fields will be used as a filter.
IExchangeInfoProvider	exchangeInfoProvider	Exchanges and trading boards provider.

Returns

Type	Description
Security	Search criterion.

GetSecurityValue<T>(IMarketDataProvider, Security, Level1Fields)

To get the value of market data for the instrument.

Declaration

public static T GetSecurityValue<T>(this IMarketDataProvider provider, Security security, Level1Fields field)

Parameters

Type	Name	Description
IMarketDataProvider	provider	The market data provider.
Security	security	Security.
Level1Fields	field	Market-data field.

Returns

Type	Description
T	The field value. If no data, the null will be returned.

Type Parameters

Name	Description
T	The type of the market data field value.

GetSecurityValues(IMarketDataProvider, Security)

To get all market data values for the instrument.

Declaration

public static IDictionary<Level1Fields, object> GetSecurityValues(this IMarketDataProvider provider, Security security)

Parameters

Type	Name	Description
IMarketDataProvider	provider	The market data provider.
Security	security	Security.

Returns

Type	Description
IDictionary<Level1Fields, Object>	Filed values. If there is no data, null is returned.

GetTheoreticalTrades(MarketDepth, Order)

To get probable trades for order book for the given order.

Declaration

public static IEnumerable<MyTrade> GetTheoreticalTrades(this MarketDepth depth, Order order)

Parameters

Type	Name	Description
MarketDepth	depth	The order book, reflecting situation on market at the moment of function call.
Order	order	The order, for which probable trades shall be calculated.

Returns

Type	Description
IEnumerable<MyTrade>	Probable trades.

GetTheoreticalTrades(MarketDepth, Sides, Decimal)

To get probable trades by the order book for the market price and given volume.

Declaration

public static IEnumerable<MyTrade> GetTheoreticalTrades(this MarketDepth depth, Sides orderDirection, Decimal volume)

Parameters

Type	Name	Description
MarketDepth	depth	The order book, reflecting situation on market at the moment of function call.
Sides	orderDirection	Order side.
Decimal	volume	The volume, supposed to be implemented.

Returns

Type	Description
IEnumerable<MyTrade>	Probable trades.

GetTheoreticalTrades(MarketDepth, Sides, Decimal, Decimal)

To get probable trades by order book for given price and volume.

Declaration

public static IEnumerable<MyTrade> GetTheoreticalTrades(this MarketDepth depth, Sides orderDirection, Decimal volume, Decimal price)

Parameters

Type	Name	Description
MarketDepth	depth	The order book, reflecting situation on market at the moment of function call.
Sides	orderDirection	Order side.
Decimal	volume	The volume, supposed to be implemented.
Decimal	price	The price, based on which the order is supposed to be forwarded. If it equals 0, option of market order will be considered.

Returns

Type	Description
IEnumerable<MyTrade>	Probable trades.

GetTicks(IMessageAdapter, SecurityId, DateTime, DateTime)

To get tick data.

Declaration

public static IEnumerable<ExecutionMessage> GetTicks(this IMessageAdapter adapter, SecurityId securityId, DateTime beginDate, DateTime endDate)

Parameters

Type	Name	Description
IMessageAdapter	adapter	Adapter.
SecurityId	securityId	Security ID.
DateTime	beginDate	Start date.
DateTime	endDate	End date.

Returns

Type	Description
IEnumerable<ExecutionMessage>	Tick data.

GetTrades(Order, IConnector)

To get order trades.

Declaration

public static IEnumerable<MyTrade> GetTrades(this Order order, IConnector connector)

Parameters

Type	Name	Description
Order	order	Orders.
IConnector	connector	The connection of interaction with trade systems.

Returns

Type	Description
IEnumerable<MyTrade>	Trades.

GetUniqueId(Portfolio)

Get portfolio identifier.

Declaration

public static string GetUniqueId(this Portfolio portfolio)

Parameters

Type	Name	Description
Portfolio	portfolio	Portfolio.

Returns

Type	Description
String	Portfolio identifier.

Group(MarketDepth, Unit)

To group the order book by the price range.

Declaration

public static MarketDepth Group(this MarketDepth depth, Unit priceRange)

Parameters

Type	Name	Description
MarketDepth	depth	The order book to be grouped.
Unit	priceRange	The price range, for which grouping shall be performed.

Returns

Type	Description
MarketDepth	The grouped order book.

IsActive(SubscriptionStates)

Determines the specified state equals Active or Online.

Declaration

public static bool IsActive(this SubscriptionStates state)

Parameters

Type	Name	Description
SubscriptionStates	state	State.

Returns

Type	Description
Boolean	Check result.

IsAllSecurity(Security)

Check if the specified security is AllSecurity.

Declaration

public static bool IsAllSecurity(this Security security)

Parameters

Type	Name	Description
Security	security	Security.

Returns

Type	Description
Boolean	true, if the specified security is AllSecurity, otherwise, false.

IsAssociated(SecurityId, ExchangeBoard)

Is specified security id associated with the board.

Declaration

public static bool IsAssociated(this SecurityId securityId, ExchangeBoard board)

Parameters

Type	Name	Description
SecurityId	securityId	Security ID.
ExchangeBoard	board	Board info.

Returns

Type	Description
Boolean	true, if associated, otherwise, false.

IsBasket(Security)

Is specified security is basket.

Declaration

public static bool IsBasket(this Security security)

Parameters

Type	Name	Description
Security	security	Security.

Returns

Type	Description
Boolean	Check result.

IsCanceled(Order)

To check, whether the order was cancelled.

Declaration

public static bool IsCanceled(this Order order)

Parameters

Type	Name	Description
Order	order	The order to be checked.

Returns

Type	Description
Boolean	true, if the order is cancelled, otherwise, false.

IsContinuous(Security)

Is specified security is continuous.

Declaration

public static bool IsContinuous(this Security security)

Parameters

Type	Name	Description
Security	security	Security.

Returns

Type	Description
Boolean	Check result.

IsContinuous(SecurityMessage)

Is specified security is continuous.

Declaration

public static bool IsContinuous(this SecurityMessage security)

Parameters

Type	Name	Description
SecurityMessage	security	Security.

Returns

Type	Description
Boolean	Check result.

IsFinal(OrderStates)

Is the specified state is final (Done or Failed).

Declaration

public static bool IsFinal(this OrderStates state)

Parameters

Type	Name	Description
OrderStates	state	Order state.

Returns

Type	Description
Boolean	Check result.

IsFullEmpty(MarketDepth)

To determine, is the order book empty.

Declaration

public static bool IsFullEmpty(this MarketDepth depth)

Parameters

Type	Name	Description
MarketDepth	depth	Market depth.

Returns

Type	Description
Boolean	true, if order book is empty, otherwise, false.

IsHalfEmpty(MarketDepth)

To determine, is the order book half-empty.

Declaration

public static bool IsHalfEmpty(this MarketDepth depth)

Parameters

Type	Name	Description
MarketDepth	depth	Market depth.

Returns

Type	Description
Boolean	true, if the order book is half-empty, otherwise, false.

IsIndex(Security)

Is specified security is index.

Declaration

public static bool IsIndex(this Security security)

Parameters

Type	Name	Description
Security	security	Security.

Returns

Type	Description
Boolean	Check result.

IsLookupAll(Security)

Determine the criteria contains lookup all filter.

Declaration

public static bool IsLookupAll(this Security criteria)

Parameters

Type	Name	Description
Security	criteria	The instrument whose fields will be used as a filter.

Returns

Type	Description
Boolean	Check result.

IsMatched(Order)

To check, is the order matched completely.

Declaration

public static bool IsMatched(this Order order)

Parameters

Type	Name	Description
Order	order	The order to be checked.

Returns

Type	Description
Boolean	true, if the order is matched completely, otherwise, false.

IsMatchedEmpty(Order)

To check, if no contract in order is implemented.

Declaration

public static bool IsMatchedEmpty(this Order order)

Parameters

Type	Name	Description
Order	order	The order to be checked.

Returns

Type	Description
Boolean	true, if no contract is implemented, otherwise, false.

IsMatchedPartially(Order)

To check, is a part of volume is implemented in the order.

Declaration

public static bool IsMatchedPartially(this Order order)

Parameters

Type	Name	Description
Order	order	The order to be checked.

Returns

Type	Description
Boolean	true, if part of volume is implemented, otherwise, false.

IsMicex(ExchangeBoard)

Is MICEX board.

Declaration

public static bool IsMicex(this ExchangeBoard board)

Parameters

Type	Name	Description
ExchangeBoard	board	Board to check.

Returns

Type	Description
Boolean	Check result.

IsPlazaSystem(Int64)

Extract system attribute from the bits flag.

Declaration

public static bool IsPlazaSystem(this long status)

Parameters

Type	Name	Description
Int64	status	Bits flag.

Returns

Type	Description
Boolean	true if an order is system, otherwise, false.

IsSame(Portfolio, String)

Determines the specified portfolio is required.

Declaration

public static bool IsSame(this Portfolio portfolio, string uniqueId)

Parameters

Type	Name	Description
Portfolio	portfolio	Portfolio.
String	uniqueId	Portfolio identifier.

Returns

Type	Description
Boolean	Check result.

IsStockSharp(News)

Determines whether the specified news related with StockSharp.

Declaration

public static bool IsStockSharp(this News news)

Parameters

Type	Name	Description
News	news	News.

Returns

Type	Description
Boolean	Check result.

IsTradeDate(ExchangeBoard, DateTimeOffset, Boolean)

To check, whether date is traded.

Declaration

public static bool IsTradeDate(this ExchangeBoard board, DateTimeOffset date, bool checkHolidays = false)

Parameters

Type	Name	Description
ExchangeBoard	board	Board info.
DateTimeOffset	date	The passed date to be checked.
Boolean	checkHolidays	Whether to check the passed date for a weekday (Saturday and Sunday are days off, returned value for them is false).

Returns

Type	Description
Boolean	true, if the date is traded, otherwise, is not traded.

IsTradeDate(BoardMessage, DateTimeOffset, Boolean)

To check, whether date is traded.

Declaration

public static bool IsTradeDate(this BoardMessage board, DateTimeOffset date, bool checkHolidays = false)

Parameters

Type	Name	Description
BoardMessage	board	Board info.
DateTimeOffset	date	The passed date to be checked.
Boolean	checkHolidays	Whether to check the passed date for a weekday (Saturday and Sunday are days off, returned value for them is false).

Returns

Type	Description
Boolean	true, if the date is traded, otherwise, is not traded.

IsTradeDate(WorkingTime, DateTime, Boolean)

To check, whether date is traded.

Declaration

public static bool IsTradeDate(this WorkingTime workingTime, DateTime date, bool checkHolidays = false)

Parameters

Type	Name	Description
WorkingTime	workingTime	Board working hours.
DateTime	date	The passed date to be checked.
Boolean	checkHolidays	Whether to check the passed date for a weekday (Saturday and Sunday are days off, returned value for them is false).

Returns

Type	Description
Boolean	true, if the date is traded, otherwise, is not traded.

IsTradeTime(ExchangeBoard, DateTimeOffset)

To check, whether the time is traded (has the session started, ended, is there a clearing).

Declaration

public static bool IsTradeTime(this ExchangeBoard board, DateTimeOffset time)

Parameters

Type	Name	Description
ExchangeBoard	board	Board info.
DateTimeOffset	time	The passed time to be checked.

Returns

Type	Description
Boolean	true, if time is traded, otherwise, not traded.

IsTradeTime(ExchangeBoard, DateTimeOffset, out Nullable<Boolean>, out WorkingTimePeriod)

To check, whether the time is traded (has the session started, ended, is there a clearing).

Declaration

public static bool IsTradeTime(this ExchangeBoard board, DateTimeOffset time, out Nullable<bool> isWorkingDay, out WorkingTimePeriod period)

Parameters

Type	Name	Description
ExchangeBoard	board	Board info.
DateTimeOffset	time	The passed time to be checked.
Nullable<Boolean>	isWorkingDay	true, if the date is traded, otherwise, is not traded.
WorkingTimePeriod	period	Current working time period.

Returns

Type	Description
Boolean	true, if time is traded, otherwise, not traded.

IsTradeTime(BoardMessage, DateTimeOffset)

To check, whether the time is traded (has the session started, ended, is there a clearing).

Declaration

public static bool IsTradeTime(this BoardMessage board, DateTimeOffset time)

Parameters

Type	Name	Description
BoardMessage	board	Board info.
DateTimeOffset	time	The passed time to be checked.

Returns

Type	Description
Boolean	true, if time is traded, otherwise, not traded.

IsTradeTime(BoardMessage, DateTimeOffset, out Nullable<Boolean>, out WorkingTimePeriod)

To check, whether the time is traded (has the session started, ended, is there a clearing).

Declaration

public static bool IsTradeTime(this BoardMessage board, DateTimeOffset time, out Nullable<bool> isWorkingDay, out WorkingTimePeriod period)

Parameters

Type	Name	Description
BoardMessage	board	Board info.
DateTimeOffset	time	The passed time to be checked.
Nullable<Boolean>	isWorkingDay	true, if the date is traded, otherwise, is not traded.
WorkingTimePeriod	period	Current working time period.

Returns

Type	Description
Boolean	true, if time is traded, otherwise, not traded.

IsTradeTime(WorkingTime, DateTime, out Nullable<Boolean>, out WorkingTimePeriod)

To check, whether the time is traded (has the session started, ended, is there a clearing).

Declaration

public static bool IsTradeTime(this WorkingTime workingTime, DateTime time, out Nullable<bool> isWorkingDay, out WorkingTimePeriod period)

Parameters

Type	Name	Description
WorkingTime	workingTime	Board working hours.
DateTime	time	The passed time to be checked.
Nullable<Boolean>	isWorkingDay	true, if the date is traded, otherwise, is not traded.
WorkingTimePeriod	period	Current working time period.

Returns

Type	Description
Boolean	true, if time is traded, otherwise, not traded.

IsUxStock(ExchangeBoard)

Is the UX exchange stock market board.

Declaration

public static bool IsUxStock(this ExchangeBoard board)

Parameters

Type	Name	Description
ExchangeBoard	board	Board to check.

Returns

Type	Description
Boolean	Check result.

Join(MarketDepth, MarketDepth)

To merge the initial order book and its sparse representation.

Declaration

public static MarketDepth Join(this MarketDepth original, MarketDepth rare)

Parameters

Type	Name	Description
MarketDepth	original	The initial order book.
MarketDepth	rare	The sparse order book.

Returns

Type	Description
MarketDepth	The merged order book.

LastTradeDay(BoardMessage, DateTimeOffset, Boolean)

Get last trade date.

Declaration

public static DateTimeOffset LastTradeDay(this BoardMessage board, DateTimeOffset date, bool checkHolidays = true)

Parameters

Type	Name	Description
BoardMessage	board	Board info.
DateTimeOffset	date	The date from which to start checking.
Boolean	checkHolidays	Whether to check the passed date for a weekday (Saturday and Sunday are days off, returned value for them is false).

Returns

Type	Description
DateTimeOffset	Last trade date.

Lookup(ISecurityProvider, Security)

Lookup securities by criteria criteria.

Declaration

public static IEnumerable<Security> Lookup(this ISecurityProvider provider, Security criteria)

Parameters

Type	Name	Description
ISecurityProvider	provider	The provider of information about instruments.
Security	criteria	The instrument whose fields will be used as a filter.

Returns

Type	Description
IEnumerable<Security>	Found instruments.

LookupAll(Connector)

Lookup securities, portfolios and orders.

Declaration

public static void LookupAll(this Connector connector)

Parameters

Type	Name	Description
Connector	connector	The connection of interaction with trade systems.

LookupAll(ISecurityProvider)

Get all available instruments.

Declaration

public static IEnumerable<Security> LookupAll(this ISecurityProvider provider)

Parameters

Type	Name	Description
ISecurityProvider	provider	The provider of information about instruments.

Returns

Type	Description
IEnumerable<Security>	All available instruments.

LookupBoards(ISubscriptionProvider, ExchangeBoard, IMessageAdapter, MessageOfflineModes)

To find boards that match the filter criteria. Found boards will be passed through the event LookupBoardsResult.

Declaration

public static Subscription LookupBoards(this ISubscriptionProvider provider, ExchangeBoard criteria, IMessageAdapter adapter = null, MessageOfflineModes offlineMode)

Parameters

Type	Name	Description
ISubscriptionProvider	provider	Subscription provider.
ExchangeBoard	criteria	The criterion which fields will be used as a filter.
IMessageAdapter	adapter	Target adapter. Can be null.
MessageOfflineModes	offlineMode	Offline mode handling message.

Returns

Type	Description
Subscription	Subscription.

LookupBoards(ISubscriptionProvider, BoardLookupMessage)

To find boards that match the filter criteria. Found boards will be passed through the event LookupBoardsResult.

Declaration

public static Subscription LookupBoards(this ISubscriptionProvider provider, BoardLookupMessage criteria)

Parameters

Type	Name	Description
ISubscriptionProvider	provider	Subscription provider.
BoardLookupMessage	criteria	The criterion which fields will be used as a filter.

Returns

Type	Description
Subscription	Subscription.

LookupBoards(IExchangeInfoProvider, BoardLookupMessage)

Filter boards by code criteria.

Declaration

public static IEnumerable<ExchangeBoard> LookupBoards(this IExchangeInfoProvider provider, BoardLookupMessage criteria)

Parameters

Type	Name	Description
IExchangeInfoProvider	provider	The exchange boards provider.
BoardLookupMessage	criteria	Criteria.

Returns

Type	Description
IEnumerable<ExchangeBoard>	Found boards.

LookupBoards2(IExchangeInfoProvider, BoardLookupMessage)

Filter boards by code criteria.

Declaration

public static IEnumerable<BoardMessage> LookupBoards2(this IExchangeInfoProvider provider, BoardLookupMessage criteria)

Parameters

Type	Name	Description
IExchangeInfoProvider	provider	The exchange boards provider.
BoardLookupMessage	criteria	Criteria.

Returns

Type	Description
IEnumerable<BoardMessage>	Found boards.

LookupByCode(ISecurityProvider, String, Nullable<SecurityTypes>)

To get the instrument by the instrument code.

Declaration

public static IEnumerable<Security> LookupByCode(this ISecurityProvider provider, string code, Nullable<SecurityTypes> type = null)

Parameters

Type	Name	Description
ISecurityProvider	provider	The provider of information about instruments.
String	code	Security code.
Nullable<SecurityTypes>	type	Security type.

Returns

Type	Description
IEnumerable<Security>	The got instrument. If there is no instrument by given criteria, null is returned.

LookupById(ISecurityProvider, String)

To get the instrument by the identifier.

Declaration

public static Security LookupById(this ISecurityProvider provider, string id)

Parameters

Type	Name	Description
ISecurityProvider	provider	The provider of information about instruments.
String	id	Security ID.

Returns

Type	Description
Security	The got instrument. If there is no instrument by given criteria, null is returned.

LookupByNativeId(ISecurityProvider, INativeIdStorage, String, Object)

To get the instrument by the system identifier.

Declaration

public static Security LookupByNativeId(this ISecurityProvider provider, INativeIdStorage nativeIdStorage, string storageName, object nativeId)

Parameters

Type	Name	Description
ISecurityProvider	provider	The provider of information about instruments.
INativeIdStorage	nativeIdStorage	Security native identifier storage.
String	storageName	Storage name.
Object	nativeId	Native (internal) trading system security id.

Returns

Type	Description
Security	The got instrument. If there is no instrument by given criteria, null is returned.

LookupOrders(ISubscriptionProvider, Order, IMessageAdapter, MessageOfflineModes)

To find orders that match the filter criteria. Found orders will be passed through the event NewOrder.

Declaration

public static Subscription LookupOrders(this ISubscriptionProvider provider, Order criteria, IMessageAdapter adapter = null, MessageOfflineModes offlineMode)

Parameters

Type	Name	Description
ISubscriptionProvider	provider	Subscription provider.
Order	criteria	The order which fields will be used as a filter.
IMessageAdapter	adapter	Target adapter. Can be null.
MessageOfflineModes	offlineMode	Offline mode handling message.

Returns

Type	Description
Subscription	Subscription.

LookupOrders(ISubscriptionProvider, OrderStatusMessage)

To find orders that match the filter criteria. Found orders will be passed through the event NewOrder.

Declaration

public static Subscription LookupOrders(this ISubscriptionProvider provider, OrderStatusMessage criteria)

Parameters

Type	Name	Description
ISubscriptionProvider	provider	Subscription provider.
OrderStatusMessage	criteria	The order which fields will be used as a filter.

Returns

Type	Description
Subscription	Subscription.

LookupPortfolios(ISubscriptionProvider, Portfolio, IMessageAdapter, MessageOfflineModes)

To find portfolios that match the filter criteria. Found portfolios will be passed through the event LookupPortfoliosResult.

Declaration

public static Subscription LookupPortfolios(this ISubscriptionProvider provider, Portfolio criteria, IMessageAdapter adapter = null, MessageOfflineModes offlineMode)

Parameters

Type	Name	Description
ISubscriptionProvider	provider	Subscription provider.
Portfolio	criteria	The criterion which fields will be used as a filter.
IMessageAdapter	adapter	Target adapter. Can be null.
MessageOfflineModes	offlineMode	Offline mode handling message.

Returns

Type	Description
Subscription	Subscription.

LookupPortfolios(ISubscriptionProvider, PortfolioLookupMessage)

To find portfolios that match the filter criteria. Found portfolios will be passed through the event LookupPortfoliosResult.

Declaration

public static Subscription LookupPortfolios(this ISubscriptionProvider provider, PortfolioLookupMessage criteria)

Parameters

Type	Name	Description
ISubscriptionProvider	provider	Subscription provider.
PortfolioLookupMessage	criteria	The criterion which fields will be used as a filter.

Returns

Type	Description
Subscription	Subscription.

LookupSecurities(ISubscriptionProvider, Security, IMessageAdapter, MessageOfflineModes)

To find instruments that match the filter criteria. Found instruments will be passed through the event LookupSecuritiesResult.

Declaration

public static Subscription LookupSecurities(this ISubscriptionProvider provider, Security criteria, IMessageAdapter adapter = null, MessageOfflineModes offlineMode)

Parameters

Type	Name	Description
ISubscriptionProvider	provider	Subscription provider.
Security	criteria	The criterion which fields will be used as a filter.
IMessageAdapter	adapter	Target adapter. Can be null.
MessageOfflineModes	offlineMode	Offline mode handling message.

Returns

Type	Description
Subscription	Subscription.

LookupSecurities(ISubscriptionProvider, SecurityLookupMessage)

To find instruments that match the filter criteria. Found instruments will be passed through the event LookupSecuritiesResult.

Declaration

public static Subscription LookupSecurities(this ISubscriptionProvider provider, SecurityLookupMessage criteria)

Parameters

Type	Name	Description
ISubscriptionProvider	provider	Subscription provider.
SecurityLookupMessage	criteria	The criterion which fields will be used as a filter.

Returns

Type	Description
Subscription	Subscription.

LookupTimeFrames(ISubscriptionProvider, TimeFrameLookupMessage)

To find time-frames that match the filter criteria. Found time-frames will be passed through the event LookupTimeFramesResult.

Declaration

public static Subscription LookupTimeFrames(this ISubscriptionProvider provider, TimeFrameLookupMessage criteria)

Parameters

Type	Name	Description
ISubscriptionProvider	provider	Subscription provider.
TimeFrameLookupMessage	criteria	The criterion which fields will be used as a filter.

Returns

Type	Description
Subscription	Subscription.

SafeGetOrderId(ExecutionMessage)

To get order identifier, or discard exception, if no information available.

Declaration

public static long SafeGetOrderId(this ExecutionMessage message)

Parameters

Type	Name	Description
ExecutionMessage	message	Operations.

Returns

Type	Description
Int64	Order ID.

SafeGetVolume(ExecutionMessage)

To get the number of operations, or discard the exception, if no information available.

Declaration

public static Decimal SafeGetVolume(this ExecutionMessage message)

Parameters

Type	Name	Description
ExecutionMessage	message	Operations.

Returns

Type	Description
Decimal	Quantity.

ShrinkPrice(Order, ShrinkRules)

Declaration

public static void ShrinkPrice(this Order order, ShrinkRules rule)

Parameters

Type	Name	Description
Order	order
ShrinkRules	rule

ShrinkPrice(Security, Decimal, ShrinkRules)

Declaration

public static Decimal ShrinkPrice(this Security security, Decimal price, ShrinkRules rule)

Parameters

Type	Name	Description
Security	security
Decimal	price
ShrinkRules	rule

Returns

Type	Description
Decimal

Sparse(MarketDepth)

To create from regular order book a sparse on, with minimal price step of PriceStep.

Declaration

public static MarketDepth Sparse(this MarketDepth depth)

Parameters

Type	Name	Description
MarketDepth	depth	The regular order book.

Returns

Type	Description
MarketDepth	The sparse order book.

Remarks

In sparsed book shown quotes with no active orders. The volume of these quotes is 0.

Sparse(MarketDepth, Unit)

To create from regular order book a sparse one.

Declaration

public static MarketDepth Sparse(this MarketDepth depth, Unit priceStep)

Parameters

Type	Name	Description
MarketDepth	depth	The regular order book.
Unit	priceStep	Minimum price step.

Returns

Type	Description
MarketDepth	The sparse order book.

Remarks

In sparsed book shown quotes with no active orders. The volume of these quotes is 0.

SubscribeBoard(ISubscriptionProvider, ExchangeBoard, Nullable<DateTimeOffset>, Nullable<DateTimeOffset>, Nullable<Int64>, IMessageAdapter, Nullable<Int64>)

Subscribe on the board changes.

Declaration

public static Subscription SubscribeBoard(this ISubscriptionProvider provider, ExchangeBoard board, Nullable<DateTimeOffset> from = null, Nullable<DateTimeOffset> to = null, Nullable<long> count = null, IMessageAdapter adapter = null, Nullable<long> skip = null)

Parameters

Type	Name	Description
ISubscriptionProvider	provider	Subscription provider.
ExchangeBoard	board	Board for 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	Max count.
IMessageAdapter	adapter	Target adapter. Can be null.
Nullable<Int64>	skip	Skip count.

Returns

Type	Description
Subscription	Subscription.

SubscribeCandles(ISubscriptionProvider, CandleSeries, Nullable<DateTimeOffset>, Nullable<DateTimeOffset>, Nullable<Int64>, Nullable<Int64>, IMessageAdapter, Nullable<Int64>)

Subscribe to receive new candles.

Declaration

public static Subscription SubscribeCandles(this ISubscriptionProvider provider, CandleSeries series, Nullable<DateTimeOffset> from = null, Nullable<DateTimeOffset> to = null, Nullable<long> count = null, Nullable<long> transactionId = null, IMessageAdapter adapter = null, Nullable<long> skip = null)

Parameters

Type	Name	Description
ISubscriptionProvider	provider	Subscription provider.
CandleSeries	series	Candles series.
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.
Nullable<Int64>	transactionId	Transaction ID.
IMessageAdapter	adapter	Target adapter. Can be null.
Nullable<Int64>	skip	Skip count.

Returns

Type	Description
Subscription	Subscription.

SubscribeFilteredMarketDepth(ISubscriptionProvider, Security)

To start getting filtered quotes (order book) by the instrument. Quotes values are available through the event FilteredMarketDepthChanged.

Declaration

public static Subscription SubscribeFilteredMarketDepth(this ISubscriptionProvider provider, Security security)

Parameters

Type	Name	Description
ISubscriptionProvider	provider	Subscription provider.
Security	security	The instrument by which quotes getting should be started.

Returns

Type	Description
Subscription	Subscription.

SubscribeLevel1(ISubscriptionProvider, Security, Nullable<DateTimeOffset>, Nullable<DateTimeOffset>, Nullable<Int64>, MarketDataBuildModes, DataType, IMessageAdapter, Nullable<Int64>)

To start getting new information (for example, LastTrade or BestBid) by the instrument.

Declaration

public static Subscription SubscribeLevel1(this ISubscriptionProvider provider, Security security, Nullable<DateTimeOffset> from = null, Nullable<DateTimeOffset> to = null, Nullable<long> count = null, MarketDataBuildModes buildMode, DataType buildFrom = null, IMessageAdapter adapter = null, Nullable<long> skip = null)

Parameters

Type	Name	Description
ISubscriptionProvider	provider	Subscription provider.
Security	security	The instrument by which new information getting should be started.
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	Max count.
MarketDataBuildModes	buildMode	Build mode.
DataType	buildFrom	Which market-data type is used as a source value.
IMessageAdapter	adapter	Target adapter. Can be null.
Nullable<Int64>	skip	Skip count.

Returns

Type	Description
Subscription	Subscription.

SubscribeMarketData(ISubscriptionProvider, Security, MarketDataMessage)

To subscribe to get market data by the instrument.

Declaration

public static Subscription SubscribeMarketData(this ISubscriptionProvider provider, Security security, MarketDataMessage message)

Parameters

Type	Name	Description
ISubscriptionProvider	provider	Subscription provider.
Security	security	The instrument by which new information getting should be started.
MarketDataMessage	message	The message that contain subscribe info.

Returns

Type	Description
Subscription	Subscription.

SubscribeMarketData(ISubscriptionProvider, MarketDataMessage)

To subscribe to get market data.

Declaration

public static Subscription SubscribeMarketData(this ISubscriptionProvider provider, MarketDataMessage message)

Parameters

Type	Name	Description
ISubscriptionProvider	provider	Subscription provider.
MarketDataMessage	message	The message that contain subscribe info.

Returns

Type	Description
Subscription	Subscription.

SubscribeMarketDepth(ISubscriptionProvider, Security, Nullable<DateTimeOffset>, Nullable<DateTimeOffset>, Nullable<Int64>, MarketDataBuildModes, DataType, Nullable<Int32>, Nullable<TimeSpan>, IOrderLogMarketDepthBuilder, Boolean, IMessageAdapter, Nullable<Int64>)

To start getting quotes (order book) by the instrument. Quotes values are available through the event MarketDepthChanged.

Declaration

public static Subscription SubscribeMarketDepth(this ISubscriptionProvider provider, Security security, Nullable<DateTimeOffset> from = null, Nullable<DateTimeOffset> to = null, Nullable<long> count = null, MarketDataBuildModes buildMode, DataType buildFrom = null, Nullable<int> maxDepth = null, Nullable<TimeSpan> refreshSpeed = null, IOrderLogMarketDepthBuilder depthBuilder = null, bool passThroughOrderBookInrement = false, IMessageAdapter adapter = null, Nullable<long> skip = null)

Parameters

Type	Name	Description
ISubscriptionProvider	provider	Subscription provider.
Security	security	The instrument by which quotes getting should be started.
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	Max count.
MarketDataBuildModes	buildMode	Build mode.
DataType	buildFrom	Which market-data type is used as a source value.
Nullable<Int32>	maxDepth	Max depth of requested order book.
Nullable<TimeSpan>	refreshSpeed	Interval for data refresh.
IOrderLogMarketDepthBuilder	depthBuilder	Order log to market depth builder.
Boolean	passThroughOrderBookInrement	Pass through incremental QuoteChangeMessage.
IMessageAdapter	adapter	Target adapter. Can be null.
Nullable<Int64>	skip	Skip count.

Returns

Type	Description
Subscription	Subscription.

SubscribeNews(ISubscriptionProvider, Security, Nullable<DateTimeOffset>, Nullable<DateTimeOffset>, Nullable<Int64>, IMessageAdapter, Nullable<Int64>)

Subscribe on news.

Declaration

public static Subscription SubscribeNews(this ISubscriptionProvider provider, Security security = null, Nullable<DateTimeOffset> from = null, Nullable<DateTimeOffset> to = null, Nullable<long> count = null, IMessageAdapter adapter = null, Nullable<long> skip = null)

Parameters

Type	Name	Description
ISubscriptionProvider	provider	Subscription provider.
Security	security	Security for 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	Max count.
IMessageAdapter	adapter	Target adapter. Can be null.
Nullable<Int64>	skip	Skip count.

Returns

Type	Description
Subscription	Subscription.

SubscribeOrderLog(ISubscriptionProvider, Security, Nullable<DateTimeOffset>, Nullable<DateTimeOffset>, Nullable<Int64>, IMessageAdapter, Nullable<Int64>)

Subscribe on order log for the security.

Declaration

public static Subscription SubscribeOrderLog(this ISubscriptionProvider provider, Security security, Nullable<DateTimeOffset> from = null, Nullable<DateTimeOffset> to = null, Nullable<long> count = null, IMessageAdapter adapter = null, Nullable<long> skip = null)

Parameters

Type	Name	Description
ISubscriptionProvider	provider	Subscription provider.
Security	security	Security for 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	Max count.
IMessageAdapter	adapter	Target adapter. Can be null.
Nullable<Int64>	skip	Skip count.

Returns

Type	Description
Subscription	Subscription.

SubscribeOrders(ISubscriptionProvider, Security, Nullable<DateTimeOffset>, Nullable<DateTimeOffset>, Nullable<Int64>, IEnumerable<OrderStates>, IMessageAdapter, Nullable<Int64>)

Subscribe on orders changes.

Declaration

public static Subscription SubscribeOrders(this ISubscriptionProvider provider, Security security = null, Nullable<DateTimeOffset> from = null, Nullable<DateTimeOffset> to = null, Nullable<long> count = null, IEnumerable<OrderStates> states = null, IMessageAdapter adapter = null, Nullable<long> skip = null)

Parameters

Type	Name	Description
ISubscriptionProvider	provider	Subscription provider.
Security	security	Security for 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	Max count.
IEnumerable<OrderStates>	states	Filter order by the specified states.
IMessageAdapter	adapter	Target adapter. Can be null.
Nullable<Int64>	skip	Skip count.

Returns

Type	Description
Subscription	Subscription.

SubscribeOrders(ISubscriptionProvider, OrderStatusMessage)

To find orders that match the filter criteria. Found orders will be passed through the event NewOrder.

Declaration

public static Subscription SubscribeOrders(this ISubscriptionProvider provider, OrderStatusMessage criteria)

Parameters

Type	Name	Description
ISubscriptionProvider	provider	Subscription provider.
OrderStatusMessage	criteria	The order which fields will be used as a filter.

Returns

Type	Description
Subscription	Subscription.

SubscribePositions(ISubscriptionProvider, Security, Portfolio, Nullable<DateTimeOffset>, Nullable<DateTimeOffset>, Nullable<Int64>, IMessageAdapter, Nullable<Int64>)

Subscribe on positions changes.

Declaration

public static Subscription SubscribePositions(this ISubscriptionProvider provider, Security security = null, Portfolio portfolio = null, Nullable<DateTimeOffset> from = null, Nullable<DateTimeOffset> to = null, Nullable<long> count = null, IMessageAdapter adapter = null, Nullable<long> skip = null)

Parameters

Type	Name	Description
ISubscriptionProvider	provider	Subscription provider.
Security	security	The instrument on which the position should be found.
Portfolio	portfolio	The portfolio on which the position should be found.
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	Max count.
IMessageAdapter	adapter	Target adapter. Can be null.
Nullable<Int64>	skip	Skip count.

Returns

Type	Description
Subscription	Subscription.

SubscribePositions(ISubscriptionProvider, PortfolioLookupMessage)

To find portfolios that match the filter criteria. Found portfolios will be passed through the event LookupPortfoliosResult.

Declaration

public static Subscription SubscribePositions(this ISubscriptionProvider provider, PortfolioLookupMessage criteria)

Parameters

Type	Name	Description
ISubscriptionProvider	provider	Subscription provider.
PortfolioLookupMessage	criteria	The criterion which fields will be used as a filter.

Returns

Type	Description
Subscription	Subscription.

SubscribeTrades(ISubscriptionProvider, Security, Nullable<DateTimeOffset>, Nullable<DateTimeOffset>, Nullable<Int64>, MarketDataBuildModes, DataType, IMessageAdapter, Nullable<Int64>)

To start getting trades (tick data) by the instrument. New trades will come through the event NewTrade.

Declaration

public static Subscription SubscribeTrades(this ISubscriptionProvider provider, Security security, Nullable<DateTimeOffset> from = null, Nullable<DateTimeOffset> to = null, Nullable<long> count = null, MarketDataBuildModes buildMode, DataType buildFrom = null, IMessageAdapter adapter = null, Nullable<long> skip = null)

Parameters

Type	Name	Description
ISubscriptionProvider	provider	Subscription provider.
Security	security	The instrument by which trades getting should be started.
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	Max count.
MarketDataBuildModes	buildMode	Build mode.
DataType	buildFrom	Which market-data type is used as a source value.
IMessageAdapter	adapter	Target adapter. Can be null.
Nullable<Int64>	skip	Skip count.

Returns

Type	Description
Subscription	Subscription.

ToBasket(Security, IBasketSecurityProcessorProvider)

Convert Security to BasketSecurity value.

Declaration

public static BasketSecurity ToBasket(this Security security, IBasketSecurityProcessorProvider processorProvider)

Parameters

Type	Name	Description
Security	security	Security.
IBasketSecurityProcessorProvider	processorProvider	Basket security processors provider.

Returns

Type	Description
BasketSecurity	Instruments basket.

ToBasket<TBasketSecurity>(Security)

Convert Security to BasketSecurity value.

Declaration

public static TBasketSecurity ToBasket<TBasketSecurity>(this Security security)
    where TBasketSecurity : BasketSecurity, new()

Parameters

Type	Name	Description
Security	security	Security.

Returns

Type	Description
TBasketSecurity	Instruments basket.

Type Parameters

Name	Description
TBasketSecurity	Basket security type.

ToBasket<TMessage>(IEnumerable<TMessage>, Security, IBasketSecurityProcessorProvider)

Convert inner securities messages to basket.

Declaration

public static IEnumerable<TMessage> ToBasket<TMessage>(this IEnumerable<TMessage> innerSecMessages, Security security, IBasketSecurityProcessorProvider processorProvider)
    where TMessage : Message

Parameters

Type	Name	Description
IEnumerable<TMessage>	innerSecMessages	Inner securities messages.
Security	security	Basket security.
IBasketSecurityProcessorProvider	processorProvider	Basket security processors provider.

Returns

Type	Description
IEnumerable<TMessage>	Messages of basket securities.

Type Parameters

Name	Description
TMessage	Message type.

ToOrderSnapshot(IEnumerable<ExecutionMessage>, Int64, ILogReceiver)

Convert order changes to final snapshot.

Declaration

public static ExecutionMessage ToOrderSnapshot(this IEnumerable<ExecutionMessage> diffs, long transactionId, ILogReceiver logs)

Parameters

Type	Name	Description
IEnumerable<ExecutionMessage>	diffs	Changes.
Int64	transactionId	Transaction ID.
ILogReceiver	logs	Logs.

Returns

Type	Description
ExecutionMessage	Snapshot.

ToPositionManager(Position)

Convert the position object to the type IPositionManager.

Declaration

public static IPositionManager ToPositionManager(this Position position)

Parameters

Type	Name	Description
Position	position	Position.

Returns

Type	Description
IPositionManager	Position calc manager.

ToTimeQuotes(QuoteChangeMessage)

Convert depth to quotes.

Declaration

public static IEnumerable<TimeQuoteChange> ToTimeQuotes(this QuoteChangeMessage message)

Parameters

Type	Name	Description
QuoteChangeMessage	message	Depth.

Returns

Type	Description
IEnumerable<TimeQuoteChange>	Quotes.

ToTimeQuotes(IEnumerable<QuoteChangeMessage>)

Convert depths to quotes.

Declaration

public static IEnumerable<TimeQuoteChange> ToTimeQuotes(this IEnumerable<QuoteChangeMessage> messages)

Parameters

Type	Name	Description
IEnumerable<QuoteChangeMessage>	messages	Depths.

Returns

Type	Description
IEnumerable<TimeQuoteChange>	Quotes.

Truncate(MarketDepth, Int32)

Truncate the specified order book by max depth value.

Declaration

public static MarketDepth Truncate(this MarketDepth depth, int maxDepth)

Parameters

Type	Name	Description
MarketDepth	depth	Order book.
Int32	maxDepth	The maximum depth of order book.

Returns

Type	Description
MarketDepth	Truncated order book.

TryFindLocal(IDictionary<Tuple<String, SecurityTypes>, SecurityMessage>, String, SecurityTypes, String, SecurityMessage, Boolean)

Declaration

public static void TryFindLocal(this IDictionary<Tuple<string, SecurityTypes>, SecurityMessage> securities, string code, SecurityTypes type, string board, SecurityMessage secMsg, bool onlyLocal = false)

Parameters

Type	Name	Description
IDictionary<Tuple<String, SecurityTypes>, SecurityMessage>	securities
String	code
SecurityTypes	type
String	board
SecurityMessage	secMsg
Boolean	onlyLocal

TryGetAdapter(IPortfolioMessageAdapterProvider, IMessageAdapterProvider, Portfolio)

Get adapter by portfolio.

Declaration

public static IMessageAdapter TryGetAdapter(this IPortfolioMessageAdapterProvider portfolioProvider, IMessageAdapterProvider adapterProvider, Portfolio portfolio)

Parameters

Type	Name	Description
IPortfolioMessageAdapterProvider	portfolioProvider	The portfolio based message adapter's provider.
IMessageAdapterProvider	adapterProvider	The message adapter's provider.
Portfolio	portfolio	Portfolio.

Returns

Type	Description
IMessageAdapter	Found adapter or null.

TryGetAdapter(IPortfolioMessageAdapterProvider, IEnumerable<IMessageAdapter>, Portfolio)

Get adapter by portfolio.

Declaration

public static IMessageAdapter TryGetAdapter(this IPortfolioMessageAdapterProvider portfolioProvider, IEnumerable<IMessageAdapter> adapters, Portfolio portfolio)

Parameters

Type	Name	Description
IPortfolioMessageAdapterProvider	portfolioProvider	The portfolio based message adapter's provider.
IEnumerable<IMessageAdapter>	adapters	All available adapters.
Portfolio	portfolio	Portfolio.

Returns

Type	Description
IMessageAdapter	Found adapter or null.

UnGroup(MarketDepth)

To de-group the order book, grouped using the method StockSharp.Algo.TraderHelper.Group(StockSharp.BusinessEntities.MarketDepth, System.Decimal).

Declaration

public static MarketDepth UnGroup(this MarketDepth depth)

Parameters

Type	Name	Description
MarketDepth	depth	The grouped order book.

Returns

Type	Description
MarketDepth	The de-grouped order book.

UnSubscribe(ISubscriptionProvider, Int64)

Unsubscribe.

Declaration

public static void UnSubscribe(this ISubscriptionProvider provider, long subscriptionId)

Parameters

Type	Name	Description
ISubscriptionProvider	provider	Subscription provider.
Int64	subscriptionId	Subscription id.

UnSubscribeBoard(ISubscriptionProvider, ExchangeBoard)

Unsubscribe from the board changes.

Declaration

public static void UnSubscribeBoard(this ISubscriptionProvider provider, ExchangeBoard board)

Parameters

Type	Name	Description
ISubscriptionProvider	provider	Subscription provider.
ExchangeBoard	board	Board for unsubscription.

UnSubscribeCandles(ISubscriptionProvider, CandleSeries)

To stop the candles receiving subscription, previously created by SubscribeCandles(ISubscriptionProvider, CandleSeries, Nullable<DateTimeOffset>, Nullable<DateTimeOffset>, Nullable<Int64>, Nullable<Int64>, IMessageAdapter, Nullable<Int64>).

Declaration

public static void UnSubscribeCandles(this ISubscriptionProvider provider, CandleSeries series)

Parameters

Type	Name	Description
ISubscriptionProvider	provider	Subscription provider.
CandleSeries	series	Candles series.

UnSubscribeLevel1(ISubscriptionProvider, Security)

To stop getting new information.

Declaration

public static void UnSubscribeLevel1(this ISubscriptionProvider provider, Security security)

Parameters

Type	Name	Description
ISubscriptionProvider	provider	Subscription provider.
Security	security	The instrument by which new information getting should be stopped.

UnSubscribeMarketData(ISubscriptionProvider, Security, MarketDataMessage)

To unsubscribe from getting market data by the instrument.

Declaration

public static void UnSubscribeMarketData(this ISubscriptionProvider provider, Security security, MarketDataMessage message)

Parameters

Type	Name	Description
ISubscriptionProvider	provider	Subscription provider.
Security	security	The instrument by which new information getting should be started.
MarketDataMessage	message	The message that contain unsubscribe info.

UnSubscribeMarketData(ISubscriptionProvider, MarketDataMessage)

To unsubscribe from getting market data.

Declaration

public static void UnSubscribeMarketData(this ISubscriptionProvider provider, MarketDataMessage message)

Parameters

Type	Name	Description
ISubscriptionProvider	provider	Subscription provider.
MarketDataMessage	message	The message that contain unsubscribe info.

UnSubscribeMarketDepth(ISubscriptionProvider, Security)

To stop getting quotes by the instrument.

Declaration

public static void UnSubscribeMarketDepth(this ISubscriptionProvider provider, Security security)

Parameters

Type	Name	Description
ISubscriptionProvider	provider	Subscription provider.
Security	security	The instrument by which quotes getting should be stopped.

UnSubscribeNews(ISubscriptionProvider, Security)

Unsubscribe from news.

Declaration

public static void UnSubscribeNews(this ISubscriptionProvider provider, Security security = null)

Parameters

Type	Name	Description
ISubscriptionProvider	provider	Subscription provider.
Security	security	Security for subscription.

UnSubscribeOrderLog(ISubscriptionProvider, Security)

Unsubscribe from order log for the security.

Declaration

public static void UnSubscribeOrderLog(this ISubscriptionProvider provider, Security security)

Parameters

Type	Name	Description
ISubscriptionProvider	provider	Subscription provider.
Security	security	Security for unsubscription.

UnSubscribeOrders(ISubscriptionProvider, Int64)

Unsubscribe from orders changes.

Declaration

public static void UnSubscribeOrders(this ISubscriptionProvider provider, long originalTransactionId = 0L)

Parameters

Type	Name	Description
ISubscriptionProvider	provider	Subscription provider.
Int64	originalTransactionId	ID of the original message SubscribeOrders(ISubscriptionProvider, OrderStatusMessage) for which this message is a response.

UnSubscribePositions(ISubscriptionProvider, Int64)

Unsubscribe from positions changes.

Declaration

public static void UnSubscribePositions(this ISubscriptionProvider provider, long originalTransactionId = 0L)

Parameters

Type	Name	Description
ISubscriptionProvider	provider	Subscription provider.
Int64	originalTransactionId	ID of the original message SubscribePositions(ISubscriptionProvider, PortfolioLookupMessage) for which this message is a response.

UnSubscribeTrades(ISubscriptionProvider, Security)

To stop getting trades (tick data) by the instrument.

Declaration

public static void UnSubscribeTrades(this ISubscriptionProvider provider, Security security)

Parameters

Type	Name	Description
ISubscriptionProvider	provider	Subscription provider.
Security	security	The instrument by which trades getting should be stopped.

Upload<TMessage>(IMessageAdapter, IEnumerable<TMessage>)

Upload data.

Declaration

public static void Upload<TMessage>(this IMessageAdapter adapter, IEnumerable<TMessage> messages)
    where TMessage : Message

Parameters

Type	Name	Description
IMessageAdapter	adapter	Adapter.
IEnumerable<TMessage>	messages	Messages.

Type Parameters

Name	Description
TMessage	Request type.

ValidateId(ref String)

To check the correctness of the entered identifier.

Declaration

public static string ValidateId(ref string id)

Parameters

Type	Name	Description
String	id	Security ID.

Returns

Type	Description
String	An error message text, or null if no error.

Verify(MarketDepth)

To determine whether the order book is in the right state.

Declaration

public static bool Verify(this MarketDepth depth)

Parameters

Type	Name	Description
MarketDepth	depth	Order book.

Returns

Type	Description
Boolean	true, if the order book contains correct data, otherwise false.

Remarks

It is used in cases when the trading system by mistake sends the wrong quotes.

VerifyOrderState(Nullable<OrderStates>, OrderStates, Int64, ILogReceiver)

Check the possibility State change.

Declaration

public static bool VerifyOrderState(this Nullable<OrderStates> currState, OrderStates newState, long transactionId, ILogReceiver logs)

Parameters

Type	Name	Description
Nullable<OrderStates>	currState	Current order's state.
OrderStates	newState	New state.
Int64	transactionId	Transaction id.
ILogReceiver	logs	Logs.

Returns

Type	Description
Boolean	Check result.