Interface IConnector

The main interface providing the connection to the trading systems.

Inherited Members
Namespace: StockSharp.BusinessEntities
Assembly: StockSharp.BusinessEntities.dll
Syntax
public interface IConnector : IPersistable, ILogReceiver, ILogSource, IMarketDataProvider, ITransactionProvider, IPositionProvider, IPortfolioProvider, ISecurityProvider, INewsProvider, IMessageChannel, IDisposable, ICloneable<IMessageChannel>, ICloneable

Properties

ConnectionState

Connection state.

Declaration
ConnectionStates ConnectionState { get; }
Property Value
Type Description
ConnectionStates

ExchangeBoards

List of all exchange boards, for which instruments are loaded Securities.

Declaration
IEnumerable<ExchangeBoard> ExchangeBoards { get; }
Property Value
Type Description
IEnumerable<ExchangeBoard>

MarketDataAdapter

Market-data adapter.

Declaration
IMessageAdapter MarketDataAdapter { get; }
Property Value
Type Description
IMessageAdapter

MyTrades

Get all own trades.

Declaration
IEnumerable<MyTrade> MyTrades { get; }
Property Value
Type Description
IEnumerable<MyTrade>

News

All news.

Declaration
IEnumerable<News> News { get; }
Property Value
Type Description
IEnumerable<News>

OrderCancelFails

Get all cancellation errors.

Declaration
IEnumerable<OrderFail> OrderCancelFails { get; }
Property Value
Type Description
IEnumerable<OrderFail>

OrderRegisterFails

Get all registration errors.

Declaration
IEnumerable<OrderFail> OrderRegisterFails { get; }
Property Value
Type Description
IEnumerable<OrderFail>

Orders

Get all orders.

Declaration
IEnumerable<Order> Orders { get; }
Property Value
Type Description
IEnumerable<Order>

RegisteredMarketDepths

List of all securities, subscribed via RegisteredMarketDepths.

Declaration
IEnumerable<Security> RegisteredMarketDepths { get; }
Property Value
Type Description
IEnumerable<Security>

RegisteredOrderLogs

List of all securities, subscribed via RegisterOrderLog(Security, Nullable<DateTimeOffset>, Nullable<DateTimeOffset>, Nullable<Int64>, IMessageAdapter).

Declaration
IEnumerable<Security> RegisteredOrderLogs { get; }
Property Value
Type Description
IEnumerable<Security>

RegisteredPortfolios

List of all portfolios, subscribed via RegisterPortfolio(Portfolio).

Declaration
IEnumerable<Portfolio> RegisteredPortfolios { get; }
Property Value
Type Description
IEnumerable<Portfolio>

RegisteredSecurities

List of all securities, subscribed via RegisterSecurity(Security, Nullable<DateTimeOffset>, Nullable<DateTimeOffset>, Nullable<Int64>, MarketDataBuildModes, DataType, IMessageAdapter).

Declaration
IEnumerable<Security> RegisteredSecurities { get; }
Property Value
Type Description
IEnumerable<Security>

RegisteredTrades

List of all securities, subscribed via RegisterTrades(Security, Nullable<DateTimeOffset>, Nullable<DateTimeOffset>, Nullable<Int64>, MarketDataBuildModes, DataType, IMessageAdapter).

Declaration
IEnumerable<Security> RegisteredTrades { get; }
Property Value
Type Description
IEnumerable<Security>

Securities

List of all loaded instruments. It should be called after event NewSecurities arisen. Otherwise the empty set will be returned.

Declaration
IEnumerable<Security> Securities { get; }
Property Value
Type Description
IEnumerable<Security>

StopOrders

Get all stop-orders.

Declaration
IEnumerable<Order> StopOrders { get; }
Property Value
Type Description
IEnumerable<Order>

Trades

Get all tick trades.

Declaration
IEnumerable<Trade> Trades { get; }
Property Value
Type Description
IEnumerable<Trade>

TransactionAdapter

Transactional adapter.

Declaration
IMessageAdapter TransactionAdapter { get; }
Property Value
Type Description
IMessageAdapter

Methods

Connect()

Connect to trading system.

Declaration
void Connect()

Disconnect()

Disconnect from trading system.

Declaration
void Disconnect()

GetSecurity(SecurityId)

Get security by identifier.

Declaration
Security GetSecurity(SecurityId securityId)
Parameters
Type Name Description
SecurityId securityId

Security ID.
Returns
Type Description
Security

Security.

GetSecurityId(Security)

Get SecurityId.

Declaration
SecurityId GetSecurityId(Security security)
Parameters
Type Name Description
Security security

Security.
Returns
Type Description
SecurityId

Security ID.

GetSessionState(ExchangeBoard)

Get session state for required board.

Declaration
Nullable<SessionStates> GetSessionState(ExchangeBoard board)
Parameters
Type Name Description
ExchangeBoard board

Electronic board.
Returns
Type Description
Nullable<SessionStates>

Session state. If the information about session state does not exist, then null will be returned.

RegisterMarketDepth(Security, Nullable<DateTimeOffset>, Nullable<DateTimeOffset>, Nullable<Int64>, MarketDataBuildModes, DataType, Nullable<Int32>, IMessageAdapter)

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

Declaration
void RegisterMarketDepth(Security security, Nullable<DateTimeOffset> from = null, Nullable<DateTimeOffset> to = null, Nullable<long> count = null, MarketDataBuildModes buildMode, DataType buildFrom = null, Nullable<int> maxDepth = null, IMessageAdapter adapter = null)
Parameters
Type Name Description
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.
IMessageAdapter adapter

Target adapter. Can be null.

RegisterNews(Security, IMessageAdapter)

Subscribe on news.

Declaration
void RegisterNews(Security security = null, IMessageAdapter adapter = null)
Parameters
Type Name Description
Security security

Security for subscription.
IMessageAdapter adapter

Target adapter. Can be null.

RegisterOrderLog(Security, Nullable<DateTimeOffset>, Nullable<DateTimeOffset>, Nullable<Int64>, IMessageAdapter)

Subscribe on order log for the security.

Declaration
void RegisterOrderLog(Security security, Nullable<DateTimeOffset> from = null, Nullable<DateTimeOffset> to = null, Nullable<long> count = null, IMessageAdapter adapter = null)
Parameters
Type Name Description
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.

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

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

Declaration
void RegisterSecurity(Security security, Nullable<DateTimeOffset> from = null, Nullable<DateTimeOffset> to = null, Nullable<long> count = null, MarketDataBuildModes buildMode, DataType buildFrom = null, IMessageAdapter adapter = null)
Parameters
Type Name Description
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.

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

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

Declaration
void RegisterTrades(Security security, Nullable<DateTimeOffset> from = null, Nullable<DateTimeOffset> to = null, Nullable<long> count = null, MarketDataBuildModes buildMode, DataType buildFrom = null, IMessageAdapter adapter = null)
Parameters
Type Name Description
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.

SendOutMessage(Message)

Send outgoing message.

Declaration
void SendOutMessage(Message message)
Parameters
Type Name Description
Message message

Message.

UnRegisterMarketDepth(Security)

To stop getting quotes by the instrument.

Declaration
void UnRegisterMarketDepth(Security security)
Parameters
Type Name Description
Security security

The instrument by which quotes getting should be stopped.

UnRegisterNews(Security)

Unsubscribe from news.

Declaration
void UnRegisterNews(Security security = null)
Parameters
Type Name Description
Security security

Security for subscription.

UnRegisterOrderLog(Security)

Unsubscribe from order log for the security.

Declaration
void UnRegisterOrderLog(Security security)
Parameters
Type Name Description
Security security

Security for unsubscription.

UnRegisterSecurity(Security)

To stop getting new information.

Declaration
void UnRegisterSecurity(Security security)
Parameters
Type Name Description
Security security

The instrument by which new information getting should be stopped.

UnRegisterTrades(Security)

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

Declaration
void UnRegisterTrades(Security security)
Parameters
Type Name Description
Security security

The instrument by which trades getting should be stopped.

Events

ChangePasswordResult

Change password result.

Declaration
event Action<long, Exception> ChangePasswordResult
Event Type
Type Description
Action<Int64, Exception>

Connected

Connected.

Declaration
event Action Connected
Event Type
Type Description
Action

ConnectedEx

Connected.

Declaration
event Action<IMessageAdapter> ConnectedEx
Event Type
Type Description
Action<IMessageAdapter>

ConnectionError

Connection error (for example, the connection was aborted by server).

Declaration
event Action<Exception> ConnectionError
Event Type
Type Description
Action<Exception>

ConnectionErrorEx

Connection error (for example, the connection was aborted by server).

Declaration
event Action<IMessageAdapter, Exception> ConnectionErrorEx
Event Type
Type Description
Action<IMessageAdapter, Exception>

ConnectionLost

Connection lost.

Declaration
event Action<IMessageAdapter> ConnectionLost
Event Type
Type Description
Action<IMessageAdapter>

ConnectionRestored

Connection restored.

Declaration
event Action<IMessageAdapter> ConnectionRestored
Event Type
Type Description
Action<IMessageAdapter>

Disconnected

Disconnected.

Declaration
event Action Disconnected
Event Type
Type Description
Action

DisconnectedEx

Disconnected.

Declaration
event Action<IMessageAdapter> DisconnectedEx
Event Type
Type Description
Action<IMessageAdapter>

Error

Data process error.

Declaration
event Action<Exception> Error
Event Type
Type Description
Action<Exception>

MarketDepthsChanged

Order books changed.

Declaration
event Action<IEnumerable<MarketDepth>> MarketDepthsChanged
Event Type
Type Description
Action<IEnumerable<MarketDepth>>

MarketTimeChanged

Server time changed ExchangeBoards. It passed the time difference since the last call of the event. The first time the event passes the value Zero.

Declaration
event Action<TimeSpan> MarketTimeChanged
Event Type
Type Description
Action<TimeSpan>

NewMarketDepths

Order books received.

Declaration
event Action<IEnumerable<MarketDepth>> NewMarketDepths
Event Type
Type Description
Action<IEnumerable<MarketDepth>>

NewMessage

Message processed Message.

Declaration
event Action<Message> NewMessage
Event Type
Type Description
Action<Message>

NewMyTrades

Own trades received.

Declaration
event Action<IEnumerable<MyTrade>> NewMyTrades
Event Type
Type Description
Action<IEnumerable<MyTrade>>

NewOrderLogItems

Order log received.

Declaration
event Action<IEnumerable<OrderLogItem>> NewOrderLogItems
Event Type
Type Description
Action<IEnumerable<OrderLogItem>>

NewOrders

Orders received.

Declaration
event Action<IEnumerable<Order>> NewOrders
Event Type
Type Description
Action<IEnumerable<Order>>

NewPortfolios

Portfolios received.

Declaration
event Action<IEnumerable<Portfolio>> NewPortfolios
Event Type
Type Description
Action<IEnumerable<Portfolio>>

NewPositions

Positions received.

Declaration
event Action<IEnumerable<Position>> NewPositions
Event Type
Type Description
Action<IEnumerable<Position>>

NewSecurities

Securities received.

Declaration
event Action<IEnumerable<Security>> NewSecurities
Event Type
Type Description
Action<IEnumerable<Security>>

NewStopOrders

Stop-orders received.

Declaration
event Action<IEnumerable<Order>> NewStopOrders
Event Type
Type Description
Action<IEnumerable<Order>>

NewTrades

Tick trades received.

Declaration
event Action<IEnumerable<Trade>> NewTrades
Event Type
Type Description
Action<IEnumerable<Trade>>

OrdersCancelFailed

Order cancellation errors event.

Declaration
event Action<IEnumerable<OrderFail>> OrdersCancelFailed
Event Type
Type Description
Action<IEnumerable<OrderFail>>

OrdersChanged

Orders changed (cancelled, matched).

Declaration
event Action<IEnumerable<Order>> OrdersChanged
Event Type
Type Description
Action<IEnumerable<Order>>

OrdersRegisterFailed

Order registration errors event.

Declaration
event Action<IEnumerable<OrderFail>> OrdersRegisterFailed
Event Type
Type Description
Action<IEnumerable<OrderFail>>

PortfoliosChanged

Portfolios changed.

Declaration
event Action<IEnumerable<Portfolio>> PortfoliosChanged
Event Type
Type Description
Action<IEnumerable<Portfolio>>

PositionsChanged

Positions changed.

Declaration
event Action<IEnumerable<Position>> PositionsChanged
Event Type
Type Description
Action<IEnumerable<Position>>

SecuritiesChanged

Securities changed.

Declaration
event Action<IEnumerable<Security>> SecuritiesChanged
Event Type
Type Description
Action<IEnumerable<Security>>

SessionStateChanged

Session changed.

Declaration
event Action<ExchangeBoard, SessionStates> SessionStateChanged
Event Type
Type Description
Action<ExchangeBoard, SessionStates>

StopOrdersCancelFailed

Stop-order cancellation errors event.

Declaration
event Action<IEnumerable<OrderFail>> StopOrdersCancelFailed
Event Type
Type Description
Action<IEnumerable<OrderFail>>

StopOrdersChanged

Stop orders state change event.

Declaration
event Action<IEnumerable<Order>> StopOrdersChanged
Event Type
Type Description
Action<IEnumerable<Order>>

StopOrdersRegisterFailed

Stop-order registration errors event.

Declaration
event Action<IEnumerable<OrderFail>> StopOrdersRegisterFailed
Event Type
Type Description
Action<IEnumerable<OrderFail>>

Extension Methods