Connector

Connector

public Connector()

connector = Connector()

Initializes a new instance of the Connector.

Connector

public Connector(ISecurityStorage securityStorage, IPositionStorage positionStorage, IExchangeInfoProvider exchangeInfoProvider, IStorageRegistry storageRegistry, ISnapshotRegistry snapshotRegistry, IStorageBuffer buffer, bool initAdapter, bool initChannels)

connector = Connector(securityStorage, positionStorage, exchangeInfoProvider, storageRegistry, snapshotRegistry, buffer, initAdapter, initChannels)

Initializes a new instance of the Connector.

securityStorage

Securities meta info storage.

positionStorage

Position storage.

exchangeInfoProvider

Exchanges and trading boards provider.

storageRegistry

The storage of market data.

snapshotRegistry

Snapshot storage registry.

buffer

Storage buffer.

initAdapter

Initialize basket adapter.

initChannels

Initialize channels.

Adapter

public BasketMessageAdapter Adapter { get; protected set; }

value = connector.Adapter
connector.Adapter = value

Message adapter.

BasketSecurityProcessorProvider

public IBasketSecurityProcessorProvider BasketSecurityProcessorProvider { get; set; }

value = connector.BasketSecurityProcessorProvider
connector.BasketSecurityProcessorProvider = value

Basket security processors provider.

BoardLookup

public Subscription BoardLookup { get; }

value = connector.BoardLookup

Get global subscription on ExchangeBoard lookup. Can be .

Buffer

public IStorageBuffer Buffer { get; }

value = connector.Buffer

Storage buffer.

CanConnect

public bool CanConnect { get; }

value = connector.CanConnect

Determines this connector is ready for establish connection.

CheckSteps

public bool CheckSteps { get; set; }

value = connector.CheckSteps
connector.CheckSteps = value

Check Price and Volume are they multiply to step.

CommissionManager

public ICommissionManager CommissionManager { get; set; }

value = connector.CommissionManager
connector.CommissionManager = value

The commission calculating manager.

ConnectionState

public ConnectionStates ConnectionState { get; private set; }

value = connector.ConnectionState
connector.ConnectionState = value

Connection state.

DataTypeLookup

public Subscription DataTypeLookup { get; }

value = connector.DataTypeLookup

Get global subscription on DataTypeInfoMessage lookup. Can be .

ErrorCount

public int ErrorCount { get; private set; }

value = connector.ErrorCount
connector.ErrorCount = value

The number of errors passed through the Error event.

ExchangeBoards

public IEnumerable<ExchangeBoard> ExchangeBoards { get; }

value = connector.ExchangeBoards

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

ExchangeInfoProvider

public IExchangeInfoProvider ExchangeInfoProvider { get; }

value = connector.ExchangeInfoProvider

Exchanges and trading boards provider.

InMessageChannel

public IMessageChannel InMessageChannel { get; protected set; }

value = connector.InMessageChannel
connector.InMessageChannel = value

Input message channel.

InnerAdapter

public IMessageAdapterWrapper InnerAdapter { get; set; }

value = connector.InnerAdapter
connector.InnerAdapter = value

Inner message adapter.

IsAutoUnSubscribeOnDisconnect

public bool IsAutoUnSubscribeOnDisconnect { get; set; }

value = connector.IsAutoUnSubscribeOnDisconnect
connector.IsAutoUnSubscribeOnDisconnect = value

Send unsubscribe on disconnect command.

IsRestoreSubscriptionOnNormalReconnect

public bool IsRestoreSubscriptionOnNormalReconnect { get; set; }

value = connector.IsRestoreSubscriptionOnNormalReconnect
connector.IsRestoreSubscriptionOnNormalReconnect = value

Restore subscription on reconnect.

LatencyManager

public ILatencyManager LatencyManager { get; set; }

value = connector.LatencyManager
connector.LatencyManager = value

Orders registration delay calculation manager.

LookupMessagesOnConnect

public ISet<MessageTypes> LookupMessagesOnConnect { get; }

value = connector.LookupMessagesOnConnect

MarketDataAdapter

public IMessageAdapter MarketDataAdapter { get; private set; }

value = connector.MarketDataAdapter
connector.MarketDataAdapter = value

Market-data adapter.

MarketTimeChangedInterval

public virtual TimeSpan MarketTimeChangedInterval { get; set; }

value = connector.MarketTimeChangedInterval
connector.MarketTimeChangedInterval = value

The TimeMessage message generating Interval. The default is 10 milliseconds.

OrderLookup

public Subscription OrderLookup { get; }

value = connector.OrderLookup

Get global subscription on Order lookup. Can be .

OrdersKeepCount

public int OrdersKeepCount { get; set; }

value = connector.OrdersKeepCount
connector.OrdersKeepCount = value

The number of orders for storage. The default is 1000. If the value is set to MaxValue, then the orders will not be deleted. If the value is set to 0, then the orders will not be stored.

OutMessageChannel

public IMessageChannel OutMessageChannel { get; protected set; }

value = connector.OutMessageChannel
connector.OutMessageChannel = value

Outgoing message channel.

OverrideSecurityData

public bool OverrideSecurityData { get; set; }

value = connector.OverrideSecurityData
connector.OverrideSecurityData = value

Override previous security data by new values.

PnLManager

public IPnLManager PnLManager { get; set; }

value = connector.PnLManager
connector.PnLManager = value

The profit-loss manager.

PortfolioLookup

public Subscription PortfolioLookup { get; }

value = connector.PortfolioLookup

Get global subscription on Portfolio lookup. Can be .

Portfolios

public virtual IEnumerable<Portfolio> Portfolios { get; }

value = connector.Portfolios

Get all portfolios.

Positions

public IEnumerable<Position> Positions { get; }

value = connector.Positions

Get all positions.

PositionStorage

public IPositionStorage PositionStorage { get; }

value = connector.PositionStorage

Position storage.

RiskManager

public virtual IRiskManager RiskManager { get; set; }

value = connector.RiskManager
connector.RiskManager = value

Risk control manager.

Securities

public IEnumerable<Security> Securities { get; }

value = connector.Securities

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

SecurityIdGenerator

public SecurityIdGenerator SecurityIdGenerator { get; set; }

value = connector.SecurityIdGenerator
connector.SecurityIdGenerator = value

The instrument identifiers generator Id.

SecurityLookup

public Subscription SecurityLookup { get; }

value = connector.SecurityLookup

Get global subscription on Security lookup. Can be .

SecurityStorage

public ISecurityStorage SecurityStorage { get; }

value = connector.SecurityStorage

Securities meta info storage.

SlippageManager

public ISlippageManager SlippageManager { get; set; }

value = connector.SlippageManager
connector.SlippageManager = value

Slippage manager.

SnapshotRegistry

public ISnapshotRegistry SnapshotRegistry { get; private set; }

value = connector.SnapshotRegistry
connector.SnapshotRegistry = value

Snapshot storage registry.

StorageAdapter

public StorageMetaInfoMessageAdapter StorageAdapter { get; private set; }

value = connector.StorageAdapter
connector.StorageAdapter = value

Storage adapter.

StorageRegistry

public IStorageRegistry StorageRegistry { get; }

value = connector.StorageRegistry

The storage of market data.

Subscriptions

public IEnumerable<Subscription> Subscriptions { get; }

value = connector.Subscriptions

Subscriptions.

SubscriptionsOnConnect

public ISet<Subscription> SubscriptionsOnConnect { get; }

value = connector.SubscriptionsOnConnect

Send subscriptions on connect.

SupportAssociatedSecurity

public bool SupportAssociatedSecurity { get; set; }

value = connector.SupportAssociatedSecurity
connector.SupportAssociatedSecurity = value

Use AssociatedSecurityAdapter.

SupportBasketSecurities

public bool SupportBasketSecurities { get; set; }

value = connector.SupportBasketSecurities
connector.SupportBasketSecurities = value

Use BasketSecurityMessageAdapter.

SupportFilteredMarketDepth

public bool SupportFilteredMarketDepth { get; set; }

value = connector.SupportFilteredMarketDepth
connector.SupportFilteredMarketDepth = value

Use FilteredMarketDepthAdapter.

SupportLevel1DepthBuilder

public bool SupportLevel1DepthBuilder { get; set; }

value = connector.SupportLevel1DepthBuilder
connector.SupportLevel1DepthBuilder = value

Use Level1DepthBuilderAdapter.

SupportSnapshots

public virtual bool SupportSnapshots { get; set; }

value = connector.SupportSnapshots
connector.SupportSnapshots = value

Use SnapshotHolderMessageAdapter.

TimeChange

public bool TimeChange { get; set; }

value = connector.TimeChange
connector.TimeChange = value

Increment periodically MarketTimeChangedInterval value of CurrentTime.

TransactionAdapter

public IMessageAdapter TransactionAdapter { get; private set; }

value = connector.TransactionAdapter
connector.TransactionAdapter = value

Transactional adapter.

TransactionIdGenerator

public IdGenerator TransactionIdGenerator { get; set; }

value = connector.TransactionIdGenerator
connector.TransactionIdGenerator = value

Transaction id generator.

UnsubscribeOnDisconnect

public virtual bool UnsubscribeOnDisconnect { get; }

value = connector.UnsubscribeOnDisconnect

Send unsubscribe on disconnect.

UpdatePortfolioByChange

public bool UpdatePortfolioByChange { get; set; }

value = connector.UpdatePortfolioByChange
connector.UpdatePortfolioByChange = value

To update Portfolio fields when the PositionChangeMessage message appears. By default is enabled.

UpdateSecurityByDefinition

public bool UpdateSecurityByDefinition { get; set; }

value = connector.UpdateSecurityByDefinition
connector.UpdateSecurityByDefinition = value

To update Security fields when the SecurityMessage message appears. By default is enabled.

UpdateSecurityByLevel1

public bool UpdateSecurityByLevel1 { get; set; }

value = connector.UpdateSecurityByLevel1
connector.UpdateSecurityByLevel1 = value

To update Security fields when the Level1ChangeMessage message appears. By default is enabled.

UpdateSecurityLastQuotes

public bool UpdateSecurityLastQuotes { get; set; }

value = connector.UpdateSecurityLastQuotes
connector.UpdateSecurityLastQuotes = value

To update LastTick, BestBid, BestAsk at each update of order book and/or trades. By default is enabled.

CancelOrder

public void CancelOrder(Order order)

connector.CancelOrder(order)

Cancel the order.

order

The order which should be canceled.

CancelOrderAsync

public ValueTask CancelOrderAsync(Order order, CancellationToken cancellationToken)

result = connector.CancelOrderAsync(order, cancellationToken)

Cancel the order asynchronously.

order

Order to cancel.

cancellationToken

CancellationToken

CancelOrders

public void CancelOrders(bool? isStopOrder, Portfolio portfolio, Sides? direction, ExchangeBoard board, Security security, SecurityTypes? securityType, long? transactionId)

connector.CancelOrders(isStopOrder, portfolio, direction, board, security, securityType, transactionId)

Cancel orders by filter.

isStopOrder

, if cancel only a stop orders, - if regular orders, - both.

portfolio

Portfolio. If the value is equal to , then the portfolio does not match the orders cancel filter.

direction

Order side. If the value is , the direction does not use.

board

Trading board. If the value is equal to , then the board does not match the orders cancel filter.

security

Instrument. If the value is equal to , then the instrument does not match the orders cancel filter.

securityType

Security type. If the value is , the type does not use.

transactionId

Order cancellation transaction id.

CancelOrdersAsync

public ValueTask CancelOrdersAsync(bool? isStopOrder, Portfolio portfolio, Sides? direction, ExchangeBoard board, Security security, SecurityTypes? securityType, long? transactionId, CancellationToken cancellationToken)

result = connector.CancelOrdersAsync(isStopOrder, portfolio, direction, board, security, securityType, transactionId, cancellationToken)

Cancel orders by filter asynchronously.

isStopOrder

, if cancel only a stop orders, - if regular orders, - both.

portfolio

Portfolio. If the value is equal to , then the portfolio does not match the orders cancel filter.

direction

Order side. If the value is , the direction does not use.

board

Trading board. If the value is equal to , then the board does not match the orders cancel filter.

security

Instrument. If the value is equal to , then the instrument does not match the orders cancel filter.

securityType

Security type. If the value is , the type does not use.

transactionId

Order cancellation transaction id.

cancellationToken

CancellationToken

ChangePasswordAsync

public ValueTask ChangePasswordAsync(SecureString newPassword, CancellationToken cancellationToken)

result = connector.ChangePasswordAsync(newPassword, cancellationToken)

Change password.

newPassword

New password.

cancellationToken

CancellationToken

ClearCacheAsync

public virtual ValueTask ClearCacheAsync(CancellationToken cancellationToken)

result = connector.ClearCacheAsync(cancellationToken)

Clear cache.

Connect

public void Connect()

connector.Connect()

Connect to trading system.

CreateSecurityId

protected string CreateSecurityId(string secCode, string boardCode)

result = connector.CreateSecurityId(secCode, boardCode)

Generate Id security.

secCode

SecurityCode.

boardCode

BoardCode.

Returns: Id security.

Disconnect

public void Disconnect()

connector.Disconnect()

Disconnect from trading system.

DisposeManaged

protected override void DisposeManaged()

connector.DisposeManaged()

To release allocated resources. In particular, to disconnect from the trading system via Disconnect.

EditOrder

public void EditOrder(Order order, Order changes)

connector.EditOrder(order, changes)

Edit the order.

order

Order.

changes

Order changes.

EditOrderAsync

public ValueTask EditOrderAsync(Order order, Order changes, CancellationToken cancellationToken)

result = connector.EditOrderAsync(order, changes, cancellationToken)

Edit the order asynchronously.

order

Order to edit.

changes

Order to change with new values.

cancellationToken

CancellationToken

GetLevel1Fields

public IEnumerable<Level1Fields> GetLevel1Fields(Security security)

result = connector.GetLevel1Fields(security)

To get a set of available fields Level1Fields, for which there is a market data for the instrument.

security

Security.

Returns: Possible fields.

GetPortfolio

public Portfolio GetPortfolio(string name)

result = connector.GetPortfolio(name)

To get the portfolio by the code name.

name

Portfolio code name.

Returns: The got portfolio. If there is no portfolio by given criteria, is returned.

GetPosition

public Position GetPosition(Portfolio portfolio, Security security, string strategyId, Sides? side, string clientCode, string depoName, TPlusLimits? limitType)

result = connector.GetPosition(portfolio, security, strategyId, side, clientCode, depoName, limitType)

To get the position by portfolio and instrument.

portfolio

The portfolio on which the position should be found.

security

The instrument on which the position should be found.

strategyId

Strategy ID.

side

Side.

clientCode

The client code.

depoName

The depository name where the stock is located physically. By default, an empty string is passed, which means the total position by all depositories.

limitType

Limit type for Т+ market.

Returns: Position.

GetSecurity

public Security GetSecurity(SecurityId securityId)

result = connector.GetSecurity(securityId)

Get security by identifier.

securityId

Security ID.

Returns: Security.

GetSecurityAsync

private ValueTask<Security> GetSecurityAsync(SecurityId id, Func<Security, bool> changeSecurity, CancellationToken cancellationToken)

result = connector.GetSecurityAsync(id, changeSecurity, cancellationToken)

To get the instrument by the code.

id

Security ID.

changeSecurity

The handler changing the instrument. It returns if the instrument has been changed and the SecurityReceived should be called.

cancellationToken

CancellationToken

Returns: Security.

GetSecurityAsync

public ValueTask<Security> GetSecurityAsync(SecurityId securityId, CancellationToken cancellationToken)

result = connector.GetSecurityAsync(securityId, cancellationToken)

Get security by identifier.

securityId

Security ID.

cancellationToken

CancellationToken

Returns: Security.

GetSecurityId

public SecurityId GetSecurityId(Security security)

result = connector.GetSecurityId(security)

Get SecurityId.

security

Security.

Returns: Security ID.

GetSecurityValue

public object GetSecurityValue(Security security, Level1Fields field)

result = connector.GetSecurityValue(security, field)

To get the value of market data for the instrument.

security

Security.

field

Market-data field.

Returns: The field value. If no data, the will be returned.

InitNewOrderAsync

private ValueTask InitNewOrderAsync(Order order, CancellationToken cancellationToken)

result = connector.InitNewOrderAsync(order, cancellationToken)

Initialize registering order (transaction id etc.).

order

New order.

cancellationToken

CancellationToken

IsOrderEditable

public bool? IsOrderEditable(Order order)

result = connector.IsOrderEditable(order)

Determines the specified order can be edited by Order).

order

Order.

Returns: if the order is editable, order cannot be changed, means no information.

IsOrderReplaceable

public bool? IsOrderReplaceable(Order order)

result = connector.IsOrderReplaceable(order)

Determines the specified order can be replaced by Order).

order

Order.

Returns: if the order is replaceable, order cannot be replaced, means no information.

Load

public override void Load(SettingsStorage storage)

connector.Load(storage)

Load settings.

storage

Settings storage.

LookupByIdAsync

public ValueTask<Security> LookupByIdAsync(SecurityId id, CancellationToken cancellationToken)

result = connector.LookupByIdAsync(id, cancellationToken)

To get the instrument by the identifier.

id

Security ID.

cancellationToken

CancellationToken

Returns: The got instrument. If there is no instrument by given criteria, is returned.

LookupByPortfolioName

public Portfolio LookupByPortfolioName(string name)

result = connector.LookupByPortfolioName(name)

To get the portfolio by the code name.

name

Portfolio code name.

Returns: The got portfolio. If there is no portfolio by given criteria, is returned.

OnCancelOrderAsync

protected ValueTask OnCancelOrderAsync(Order order, long transactionId, CancellationToken cancellationToken)

result = connector.OnCancelOrderAsync(order, transactionId, cancellationToken)

Cancel the order.

order

Order to cancel.

transactionId

Order cancellation transaction id.

cancellationToken

CancellationToken

OnCancelOrdersAsync

protected ValueTask OnCancelOrdersAsync(long transactionId, CancellationToken cancellationToken, bool? isStopOrder, Portfolio portfolio, Sides? direction, ExchangeBoard board, Security security, SecurityTypes? securityType)

result = connector.OnCancelOrdersAsync(transactionId, cancellationToken, isStopOrder, portfolio, direction, board, security, securityType)

Cancel orders by filter.

transactionId

Order cancellation transaction id.

cancellationToken

Cancellation token.

isStopOrder

, if cancel only a stop orders, - if regular orders, - both.

portfolio

Portfolio. If the value is equal to , then the portfolio does not match the orders cancel filter.

direction

Order side. If the value is , the direction does not use.

board

Trading board. If the value is equal to , then the board does not match the orders cancel filter.

security

Instrument. If the value is equal to , then the instrument does not match the orders cancel filter.

securityType

Security type. If the value is , the type does not use.

OnConnectAsync

protected virtual ValueTask OnConnectAsync(CancellationToken cancellationToken)

result = connector.OnConnectAsync(cancellationToken)

Connect to trading system.

OnDisconnectAsync

protected virtual ValueTask OnDisconnectAsync(CancellationToken cancellationToken)

result = connector.OnDisconnectAsync(cancellationToken)

Disconnect from trading system.

OnEditOrderAsync

protected ValueTask OnEditOrderAsync(Order order, Order changes, CancellationToken cancellationToken)

result = connector.OnEditOrderAsync(order, changes, cancellationToken)

Edit the order.

order

Order.

changes

Order changes.

cancellationToken

CancellationToken

OnProcessMessage

protected virtual ValueTask OnProcessMessage(Message message, CancellationToken cancellationToken)

result = connector.OnProcessMessage(message, cancellationToken)

Process message.

message

Message.

cancellationToken

CancellationToken

OnRegisterOrderAsync

protected ValueTask OnRegisterOrderAsync(Order order, CancellationToken cancellationToken)

result = connector.OnRegisterOrderAsync(order, cancellationToken)

Register new order.

order

Registration details.

cancellationToken

CancellationToken

OnReRegisterOrderAsync

protected ValueTask OnReRegisterOrderAsync(Order oldOrder, Order newOrder, CancellationToken cancellationToken)

result = connector.OnReRegisterOrderAsync(oldOrder, newOrder, cancellationToken)

Reregister the order.

oldOrder

Cancelling order.

newOrder

New order to register.

cancellationToken

CancellationToken

RaiseConnected

private void RaiseConnected()

connector.RaiseConnected()

To call the event Connected.

RaiseConnectedEx

private void RaiseConnectedEx(IMessageAdapter adapter)

connector.RaiseConnectedEx(adapter)

To call the event ConnectedEx.

adapter

Adapter, initiated event.

RaiseConnectionError

private void RaiseConnectionError(Exception exception)

connector.RaiseConnectionError(exception)

To call the event ConnectionError.

exception

Error connection.

RaiseConnectionErrorEx

private void RaiseConnectionErrorEx(IMessageAdapter adapter, Exception exception)

connector.RaiseConnectionErrorEx(adapter, exception)

To call the event ConnectionErrorEx.

adapter

Adapter, initiated event.

exception

Error connection.

RaiseCurrentTimeChanged

private void RaiseCurrentTimeChanged(TimeSpan diff)

connector.RaiseCurrentTimeChanged(diff)

To call the event CurrentTimeChanged.

diff

The difference in the time since the last call of the event. The first time the event passes the Zero value.

RaiseDisconnected

private void RaiseDisconnected()

connector.RaiseDisconnected()

To call the event Disconnected.

RaiseDisconnectedEx

private void RaiseDisconnectedEx(IMessageAdapter adapter)

connector.RaiseDisconnectedEx(adapter)

To call the event DisconnectedEx.

adapter

Adapter, initiated event.

RaiseError

protected void RaiseError(Exception exception)

connector.RaiseError(exception)

To call the event Error.

exception

Data processing error.

RaiseLookupPortfoliosResult

private void RaiseLookupPortfoliosResult(PortfolioLookupMessage message, Exception error, Portfolio[] newPortfolios)

connector.RaiseLookupPortfoliosResult(message, error, newPortfolios)

To call the event LookupPortfoliosResult.

message

Message.

error

An error of lookup operation. The value will be if operation complete successfully.

newPortfolios

Found portfolios.

RaiseLookupSecuritiesResult

private void RaiseLookupSecuritiesResult(SecurityLookupMessage message, Exception error, Security[] newSecurities)

connector.RaiseLookupSecuritiesResult(message, error, newSecurities)

To call the event LookupSecuritiesResult.

message

Message.

error

An error of lookup operation. The value will be if operation complete successfully.

newSecurities

Found instruments.

RaiseSubscriptionFailed

protected virtual void RaiseSubscriptionFailed(Subscription subscription, Exception error, bool isSubscribe)

connector.RaiseSubscriptionFailed(subscription, error, isSubscribe)

RegisterOrder

public void RegisterOrder(Order order)

connector.RegisterOrder(order)

Register new order.

order

Registration details.

RegisterOrderAsync

public ValueTask RegisterOrderAsync(Order order, CancellationToken cancellationToken)

result = connector.RegisterOrderAsync(order, cancellationToken)

Register new order asynchronously.

order

Registration details.

cancellationToken

CancellationToken

ReRegisterOrder

public void ReRegisterOrder(Order oldOrder, Order newOrder)

connector.ReRegisterOrder(oldOrder, newOrder)

Reregister the order.

oldOrder

Cancelling order.

newOrder

New order to register.

ReRegisterOrderAsync

public ValueTask ReRegisterOrderAsync(Order oldOrder, Order newOrder, CancellationToken cancellationToken)

result = connector.ReRegisterOrderAsync(oldOrder, newOrder, cancellationToken)

Reregister the order asynchronously.

oldOrder

Cancelling order.

newOrder

New order to register.

cancellationToken

CancellationToken

Save

public override void Save(SettingsStorage storage)

connector.Save(storage)

Save settings.

storage

Settings storage.

SendInMessage

public void SendInMessage(Message message)

connector.SendInMessage(message)

Send a message from the server module to connected clients.

SendInMessageAsync

public ValueTask SendInMessageAsync(Message message, CancellationToken cancellationToken)

result = connector.SendInMessageAsync(message, cancellationToken)

Processes a generic message asynchronously.

message

The message to process.

cancellationToken

CancellationToken

SendOutError

public void SendOutError(Exception error)

connector.SendOutError(error)

Send error message.

error

Error details.

SendOutErrorAsync

public ValueTask SendOutErrorAsync(Exception error, CancellationToken cancellationToken)

result = connector.SendOutErrorAsync(error, cancellationToken)

Send error message.

error

Error details.

cancellationToken

CancellationToken

SendOutMessage

public void SendOutMessage(Message message)

connector.SendOutMessage(message)

Send outgoing message.

message

Message.

SendOutMessageAsync

public ValueTask SendOutMessageAsync(Message message, CancellationToken cancellationToken)

result = connector.SendOutMessageAsync(message, cancellationToken)

Send outgoing message.

message

Message.

cancellationToken

CancellationToken

Subscribe

public void Subscribe(Subscription subscription)

connector.Subscribe(subscription)

Subscribe.

subscription

Subscription.

UnSubscribe

public void UnSubscribe(Subscription subscription)

connector.UnSubscribe(subscription)

Unsubscribe.

subscription

Subscription.

BoardReceived

public event Action<Subscription, ExchangeBoard> BoardReceived

connector.BoardReceived += handler

ExchangeBoard received.

CandleReceived

public event Action<Subscription, ICandleMessage> CandleReceived

connector.CandleReceived += handler

ICandleMessage received.

ChangePasswordResult

public event Action<long, Exception> ChangePasswordResult

connector.ChangePasswordResult += handler

Change password result.

Connected

public event Action Connected

connector.Connected += handler

Connected.

ConnectedEx

public event Action<IMessageAdapter> ConnectedEx

connector.ConnectedEx += handler

Connected.

ConnectionError

public event Action<Exception> ConnectionError

connector.ConnectionError += handler

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

ConnectionErrorEx

public event Action<IMessageAdapter, Exception> ConnectionErrorEx

connector.ConnectionErrorEx += handler

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

ConnectionLost

public event Action<IMessageAdapter> ConnectionLost

connector.ConnectionLost += handler

Connection lost.

ConnectionRestored

public event Action<IMessageAdapter> ConnectionRestored

connector.ConnectionRestored += handler

Connection restored.

CurrentTimeChanged

public event Action<TimeSpan> CurrentTimeChanged

connector.CurrentTimeChanged += handler

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

DataTypeReceived

public event Action<Subscription, DataType> DataTypeReceived

connector.DataTypeReceived += handler

DataType received.

Disconnected

public event Action Disconnected

connector.Disconnected += handler

Disconnected.

DisconnectedEx

public event Action<IMessageAdapter> DisconnectedEx

connector.DisconnectedEx += handler

Disconnected.

Error

public event Action<Exception> Error

connector.Error += handler

Data process error.

Level1Received

public event Action<Subscription, Level1ChangeMessage> Level1Received

connector.Level1Received += handler

Level1ChangeMessage received.

LookupPortfoliosResult

public event Action<PortfolioLookupMessage, IEnumerable<Portfolio>, Exception> LookupPortfoliosResult

connector.LookupPortfoliosResult += handler

Lookup result PortfolioLookupMessage received.

LookupPortfoliosResult2

public event Action<PortfolioLookupMessage, IEnumerable<Portfolio>, IEnumerable<Portfolio>, Exception> LookupPortfoliosResult2

connector.LookupPortfoliosResult2 += handler

Lookup result PortfolioLookupMessage received.

LookupSecuritiesResult

public event Action<SecurityLookupMessage, IEnumerable<Security>, Exception> LookupSecuritiesResult

connector.LookupSecuritiesResult += handler

Lookup result SecurityLookupMessage received.

LookupSecuritiesResult2

public event Action<SecurityLookupMessage, IEnumerable<Security>, IEnumerable<Security>, Exception> LookupSecuritiesResult2

connector.LookupSecuritiesResult2 += handler

Lookup result SecurityLookupMessage received.

MassOrderCanceled

public event Action<long> MassOrderCanceled

connector.MassOrderCanceled += handler

Mass order cancellation event.

MassOrderCanceled2

public event Action<long, DateTime> MassOrderCanceled2

connector.MassOrderCanceled2 += handler

Mass order cancellation event.

MassOrderCancelFailed

public event Action<long, Exception> MassOrderCancelFailed

connector.MassOrderCancelFailed += handler

Mass order cancellation errors event.

MassOrderCancelFailed2

public event Action<long, Exception, DateTime> MassOrderCancelFailed2

connector.MassOrderCancelFailed2 += handler

Mass order cancellation errors event.

NewMessage

public event Action<Message> NewMessage

connector.NewMessage += handler

NewMyTrade

public event Action<MyTrade> NewMyTrade

connector.NewMyTrade += handler

Own trade received.

NewOrder

public event Action<Order> NewOrder

connector.NewOrder += handler

Order received.

NewOutMessageAsync

public event Func<Message, CancellationToken, ValueTask> NewOutMessageAsync

connector.NewOutMessageAsync += handler

New message event.

NewPortfolio

public event Action<Portfolio> NewPortfolio

connector.NewPortfolio += handler

New portfolio received.

NewPosition

public event Action<Position> NewPosition

connector.NewPosition += handler

New position received.

NewsReceived

public event Action<Subscription, News> NewsReceived

connector.NewsReceived += handler

News received.

OrderBookReceived

public event Action<Subscription, IOrderBookMessage> OrderBookReceived

connector.OrderBookReceived += handler

IOrderBookMessage received.

OrderCancelFailed

public event Action<OrderFail> OrderCancelFailed

connector.OrderCancelFailed += handler

Order cancellation error event.

OrderCancelFailReceived

public event Action<Subscription, OrderFail> OrderCancelFailReceived

connector.OrderCancelFailReceived += handler

OrderFail cancellation event.

OrderChanged

public event Action<Order> OrderChanged

connector.OrderChanged += handler

Order changed (cancelled, matched).

OrderEdited

public event Action<long, Order> OrderEdited

connector.OrderEdited += handler

Order) success result event.

OrderEditFailed

public event Action<long, OrderFail> OrderEditFailed

connector.OrderEditFailed += handler

Order) error result event.

OrderEditFailReceived

public event Action<Subscription, OrderFail> OrderEditFailReceived

connector.OrderEditFailReceived += handler

OrderFail edition event.

OrderLogReceived

public event Action<Subscription, IOrderLogMessage> OrderLogReceived

connector.OrderLogReceived += handler

IOrderLogMessage received.

OrderReceived

public event Action<Subscription, Order> OrderReceived

connector.OrderReceived += handler

Order received.

OrderRegisterFailed

public event Action<OrderFail> OrderRegisterFailed

connector.OrderRegisterFailed += handler

Order registration error event.

OrderRegisterFailReceived

public event Action<Subscription, OrderFail> OrderRegisterFailReceived

connector.OrderRegisterFailReceived += handler

OrderFail registration event.

OwnTradeReceived

public event Action<Subscription, MyTrade> OwnTradeReceived

connector.OwnTradeReceived += handler

MyTrade received.

PortfolioChanged

public event Action<Portfolio> PortfolioChanged

connector.PortfolioChanged += handler

Portfolio changed.

PortfolioReceived

public event Action<Subscription, Portfolio> PortfolioReceived

connector.PortfolioReceived += handler

Portfolio received.

PositionChanged

public event Action<Position> PositionChanged

connector.PositionChanged += handler

Position changed.

PositionReceived

public event Action<Subscription, Position> PositionReceived

connector.PositionReceived += handler

Position received.

SecurityReceived

public event Action<Subscription, Security> SecurityReceived

connector.SecurityReceived += handler

Security received.

SubscriptionFailed

public event Action<Subscription, Exception, bool> SubscriptionFailed

connector.SubscriptionFailed += handler

Subscription is failed.

SubscriptionOnline

public event Action<Subscription> SubscriptionOnline

connector.SubscriptionOnline += handler

Subscription is online.

SubscriptionReceived

public event Action<Subscription, object> SubscriptionReceived

connector.SubscriptionReceived += handler

Value received.

SubscriptionStarted

public event Action<Subscription> SubscriptionStarted

connector.SubscriptionStarted += handler

Subscription is started.

SubscriptionStopped

public event Action<Subscription, Exception> SubscriptionStopped

connector.SubscriptionStopped += handler

Subscription is stopped.

TickTradeReceived

public event Action<Subscription, ITickTradeMessage> TickTradeReceived

connector.TickTradeReceived += handler

ITickTradeMessage received.

ValuesChanged

public event Action<Security, IEnumerable<KeyValuePair<Level1Fields, object>>, DateTime, DateTime> ValuesChanged

connector.ValuesChanged += handler

Security changed.