Namespace StockSharp.Messages
Classes
- AsyncMessageAdapter
Message adapter with async processing support.
- AvailableDataInfoMessage
Available data info message.
- AvailableDataRequestMessage
Available data info request.
- BankDetails
Bank details.
- BaseChangeMessage<TMessage, TField>
A message containing changes.
- BaseConnectionMessage
Base connect/disconnect message.
- BaseMessageQueue
Message queue.
- BaseRequestMessage
Base implementation of ISubscriptionMessage interface with non-online mode.
- BaseResultMessage<TMessage>
Base result message.
- BaseRouteMessage<TMessage>
Base route response message.
- BaseSubscriptionIdMessage<TMessage>
A message containing subscription identifiers.
- BaseSubscriptionMessage
Base implementation of ISubscriptionMessage interface.
- BaseWithdrawOrderCondition
The base implementation IWithdrawOrderCondition.
- BoardCodes
Board codes.
- BoardLookupMessage
Message boards lookup for specified criteria.
- BoardMessage
The message contains information about the electronic board.
- BoardStateMessage
Session change changed message.
- BuildCandlesFieldSource
Source for BuildField.
- BuildCandlesFromSource
Source for BuildFrom.
- CandleMessage
The message contains information about the candle.
- ChangePasswordMessage
Change password message.
- ChannelMessageAdapter
Message adapter, forward messages through a transport channel IMessageChannel.
- CommandMessage
The message contains information about command to change state.
- ConnectMessage
Connect to a server message (uses as a command in outgoing case, event in incoming case).
- DataType
Data type info.
- DisconnectMessage
Disconnect from a server message (uses as a command in outgoing case, event in incoming case).
- EmulationStateMessage
The message, informing about the emulator state change.
- ErrorMessage
Error message.
- ExecutionMessage
The message contains information about the execution.
- Extensions
Extension class.
- HeikinAshiCandleMessage
The message contains information about the Heikin-Ashi candle.
- HistoricalAsyncMessageAdapter
Historical AsyncMessageAdapter.
- InMemoryMessageChannel
Message channel, based on the queue and operate within a single process.
- InsufficientFundException
Insufficient fund exception.
- Level1ChangeMessage
The message containing the level1 market data.
- MarketDataMessage
Market-data message (uses as a subscribe/unsubscribe in outgoing case, confirmation event in incoming case).
- Message
A message containing market data or command.
- MessageAdapter
The base adapter converts messages Message to the command of the trading system and back.
- MessageAdapterCategoryAttribute
Specifies a categories for message adapter.
- MessageAdapterWrapper
Base implementation of IMessageAdapterWrapper.
- MessageByLocalTimeQueue
Sorted by LocalTime queue.
- MessageByOrderQueue
Sorted by incoming order queue.
- MessageTypeInfo
Extended info for MessageTypes.
- NewsMessage
The message contains information about the news.
- NtmOrderInfo
Negotiated Trades Mode information.
- OrderBookIncrementBuilder
Order book builder, used incremental QuoteChangeMessage.
- OrderCancelMessage
A message containing the data for the cancellation of the order.
- OrderCondition
Base order condition (for example, for stop order algo orders).
- OrderConditionAttribute
Attribute, applied to IMessageAdapter, to provide information about type of OrderCondition.
- OrderGroupCancelMessage
The message containing the order group cancel filter.
- OrderLogMarketDepthBuilder
Default implementation of IOrderLogMarketDepthBuilder.
- OrderMessage
A message containing info about the order.
- OrderPairReplaceMessage
The message containing the information for modify order's pair.
- OrderRegisterMessage
The message containing the information for the order registration.
- OrderReplaceMessage
The message containing the information for modify order.
- OrderStatusMessage
A message requesting current registered orders and trades.
- PassThroughMessageAdapter
Special adapter, which transmits directly to the output of all incoming messages.
- PassThroughMessageChannel
Message channel, which passes directly to the output all incoming messages.
- PnFArg
Point in figure (X0) candle arg.
- PnFCandleMessage
The message contains information about the X0 candle.
- PortfolioLookupMessage
Message portfolio lookup for specified criteria.
- PortfolioMessage
The message contains information about portfolio.
- PositionChangeMessage
The message contains information about the position changes.
- ProcessSuspendedMessage
Process suspended action.
- QuoteChangeMessage
Messages containing quotes.
- RangeCandleMessage
The message contains information about the range candle.
- ReConnectionSettings
Connection tracking settings IMessageAdapter with a server.
- RemoteFileCommandMessage
Remote file command.
- RemoteFileMessage
Remove file message (upload or download).
- RemoveMessage
Remove object request (security, portfolio etc.).
- RenkoCandleMessage
The message contains information about the renko candle.
- RepoOrderInfo
REPO info.
- ResetMessage
Reset state message.
- SecurityIdGenerator
The instrument identifiers generator SecurityId.
- SecurityIdMapping
Security identifier mapping.
- SecurityLegsInfoMessage
Security legs result message.
- SecurityLegsRequestMessage
Security legs request message.
- SecurityLookupMessage
Message security lookup for specified criteria.
- SecurityMappingMessage
Security mapping result message.
- SecurityMessage
A message containing info about the security.
- StringToSecurityIdTypeConverter
Converter to use with SecurityId properties.
- SubscriptionBase
Subscription.
- SubscriptionExtensions
ISubscriptionMessage extensions.
- SubscriptionFinishedMessage
Market data request finished message.
- SubscriptionListRequestMessage
Subscriptions list request message.
- SubscriptionOnlineMessage
Subscription goes online message.
- SubscriptionResponseMessage
Subscription response message.
- TickCandleMessage
The message contains information about the tick candle.
- TimeFrameCandleMessage
The message contains information about the time-frame candle.
- TimeFrameInfoMessage
Time-frames search result message.
- TimeFrameLookupMessage
Message to request supported time-frames.
- TimeMessage
The message contains information about the current time.
- Unit
Special class, allows to set the value as a percentage, absolute, points and pips values.
- UnitHelper
Extension class for Unit.
- UserInfoMessage
The message contains information about user.
- UserLookupMessage
Message users lookup for specified criteria.
- UserRequestMessage
User request message (uses as a subscribe/unsubscribe in outgoing case, confirmation event in incoming case).
- VolumeCandleMessage
The message contains information about the volume candle.
- WithdrawInfo
Withdraw info.
- WorkingTime
Work schedule (time, holidays etc.).
- WorkingTimePeriod
Schedule validity period.
Structs
- CandlePriceLevel
The price level.
- QuoteChange
Market depth quote representing bid or ask.
- SecurityId
Security ID.
Interfaces
- IAddressAdapter<TAddress>
Message adapter, provided Address property.
- IBasketSecurityProcessor
The interface of market data processor for basket securities.
- IBasketSecurityProcessorProvider
The interface for provider of IBasketSecurityProcessor.
- IBoardMessageProvider
Interface describing exchanges and trading boards provider.
- ICandleMessage
The interfaces describes candle.
- ICandleMessage<TArg>
The interfaces describes candle.
- IComplexIdMessage
The interface describing an message with Id property.
- ICurrencyMessage
Interface describes an currency based message.
- IDemoAdapter
Message adapter, provided IsDemo property.
- IErrorMessage
The interface describing an message with Error property.
- IFileMessage
The interface describing an message with Body property.
- IGeneratedMessage
The interface describing an message with BuildFrom property.
- IHeikinAshiCandleMessage
Heikin-Ashi candle.
- ILocalTimeMessage
The interface describing an message with LocalTime property.
- IMessageAdapter
Base message adapter interface which convert messages Message to native commands and back.
- IMessageAdapterProvider
The message adapter's provider interface.
- IMessageAdapterWrapper
Wrapping based adapter.
- IMessageChannel
Message channel base interface.
- IMessageQueue
The interfaces described message queue.
- INtmOrderCondition
The interface describing NTM order condition.
- INullableSecurityIdMessage
The interface describing an message with SecurityId property.
- IOrderBookMessage
Interface describes an order book message.
- IOrderLogMarketDepthBuilder
Base interface for order book builder.
- IOrderLogMessage
Interface describes an order log message.
- IOrderMessage
Interface describes an order's state message.
- IOriginalTransactionIdMessage
The interface describing an message with OriginalTransactionId property.
- IPassphraseAdapter
Message adapter, provided Passphrase property.
- IPnFCandleMessage
X0 candle.
- IPortfolioNameMessage
The interface describing an message with PortfolioName property.
- IRangeCandleMessage
Range candle.
- IRenkoCandleMessage
Renko candle.
- IRepoOrderCondition
The interface describing REPO order condition.
- IScheduledTask
Interface described schedule task.
- ISecurityIdMessage
The interface describing an message with SecurityId property.
- ISecurityMessageProvider
The interface for access to provider of information about instruments.
- ISenderTargetAdapter
Message adapter, provided SenderCompId and TargetCompId properties.
- ISeqNumMessage
The interface describing an message with SeqNum property.
- IServerTimeMessage
The interface describing an message with ServerTime property.
- IStopLossOrderCondition
The interface describing stop-loss order condition.
- IStrategyIdMessage
The interface describing an message with StrategyId property.
- ISubscriptionIdMessage
The interface describing an message with SubscriptionId property.
- ISubscriptionMessage
The interface describing an message with IsSubscribe property.
- ISystemMessage
The interface describing an message with IsSystem property.
- ITakeProfitOrderCondition
The interface describing take-profit order condition.
- ITickCandleMessage
Tick candle.
- ITickTradeMessage
Interface describes an tick trade message.
- ITimeFrameCandleMessage
Time-frame candle.
- ITokenAdapter
Message adapter, provided Token property.
- ITransactionIdMessage
The interface describing an message with TransactionId property.
- IVolumeCandleMessage
Volume candle.
- IWithdrawOrderCondition
The interface describing withdraw funds condition.
Enums
- CandleStates
Candle states.
- ChannelStates
States IMessageChannel.
- CommandScopes
Command scopes.
- CommandTypes
Command types.
- ConnectionStates
Connection states.
- ExecutionTypes
The types of data that contain information in ExecutionMessage.
- FillGapsDays
Fill gaps days.
- Level1Fields
Level1 fields of market-data.
- MarginModes
Margin modes.
- MarketDataBuildModes
Build modes.
- MarketDataTypes
Market-data types.
- MessageAdapterCategories
Message adapter categories.
- MessageBackModes
Message loopback modes.
- MessageOfflineModes
Message offline modes.
- MessageTypes
The types of messages.
- NewsPriorities
News priorities.
- OptionStyles
Option styles.
- OptionTypes
Option types.
- OrderLogCancelReasons
Reasons for orders cancelling in the orders log.
- OrderPositionEffects
Indicates whether the resulting position after a trade should be an opening position or closing position.
- OrderStates
Order states.
- OrderTypes
Order types.
- PortfolioStates
Portfolio states.
- PositionChangeTypes
Type of the changes in PositionChangeMessage.
- QuoteChangeActions
Change actions.
- QuoteChangeStates
Order book states.
- QuoteConditions
Quote conditions.
- RemoveTypes
Removing object types.
- SecurityStates
Security states.
- SecurityTypes
Securities types.
- SessionStates
Session states.
- SettlementTypes
Settlement types.
- ShrinkRules
Price rounding rules.
- Sides
Sides.
- StatisticParameterTypes
Statistic types.
- SubscriptionStates
Subscription states.
- TPlusLimits
Т+ limit types.
- TimeInForce
Limit order time in force.
- UnitTypes
Measure units.
- UserPermissions
Available permissions which customer receives for work with data.
- WithdrawTypes
Withdraw types.