EntityCache

StockSharp.Algo

Entity cache for storing orders, trades, news and other trading entities.

Constructors

public EntityCache(ILogReceiver logReceiver, Func<SecurityId?, Security> tryGetSecurity, IExchangeInfoProvider exchangeInfoProvider, IPositionProvider positionProvider)

entityCache = EntityCache(logReceiver, tryGetSecurity, exchangeInfoProvider, positionProvider)

Entity cache for storing orders, trades, news and other trading entities.

logReceiver: Log receiver for logging messages.
tryGetSecurity: Function to get security by id.
exchangeInfoProvider: Exchange info provider.
positionProvider: Position provider.

Properties

ExchangeInfoProvider

public IExchangeInfoProvider ExchangeInfoProvider { get; }

value = entityCache.ExchangeInfoProvider

Exchange info provider.

MyTrades

public IEnumerable<MyTrade> MyTrades { get; }

value = entityCache.MyTrades

All own trades.

News

public IEnumerable<News> News { get; }

value = entityCache.News

All news.

OrderCancelFails

public IEnumerable<OrderFail> OrderCancelFails { get; }

value = entityCache.OrderCancelFails

Order cancellation failures.

OrderEditFails

public IEnumerable<OrderFail> OrderEditFails { get; }

value = entityCache.OrderEditFails

Order modification failures.

OrderRegisterFails

public IEnumerable<OrderFail> OrderRegisterFails { get; }

value = entityCache.OrderRegisterFails

Order registration failures.

Orders

public IEnumerable<Order> Orders { get; }

value = entityCache.Orders

All orders.

OrdersKeepCount

public int OrdersKeepCount { get; set; }

value = entityCache.OrdersKeepCount
entityCache.OrdersKeepCount = value

Maximum number of orders to keep in cache. Default is 1000.

Methods

AddFail

public void AddFail(OrderOperations operation, OrderFail fail)

entityCache.AddFail(operation, fail)

Add order fail.

operation: Operation.
fail: Fail.

AddOrderByCancelationId

public void AddOrderByCancelationId(Order order, long transactionId)

entityCache.AddOrderByCancelationId(order, transactionId)

Add order by cancelation transaction id.

order: Order.
transactionId: Transaction id.

AddOrderByEditionId

public void AddOrderByEditionId(Order order, long transactionId)

entityCache.AddOrderByEditionId(order, transactionId)

Add order by edition transaction id.

order: Order.
transactionId: Transaction id.

AddOrderByRegistrationId

public void AddOrderByRegistrationId(Order order)

entityCache.AddOrderByRegistrationId(order)

Add order by registration transaction id.

order: Order.

AddOrderFailById

public void AddOrderFailById(OrderFail fail, OrderOperations operation, long transactionId)

entityCache.AddOrderFailById(fail, operation, transactionId)

Add order fail by transaction id.

fail: Order fail.
operation: Order operation.
transactionId: Transaction id.

AddOrderStatusTransactionId

public void AddOrderStatusTransactionId(long transactionId)

entityCache.AddOrderStatusTransactionId(transactionId)

Add order status transaction id.

transactionId: Transaction id.

Clear

public void Clear()

entityCache.Clear()

Clear all cached data.

GetLevel1Fields

public IEnumerable<Level1Fields> GetLevel1Fields(Security security)

result = entityCache.GetLevel1Fields(security)

Get available Level1 fields for security.

security: Security.

Returns: Fields.

GetOrders

public IEnumerable<Order> GetOrders(Security security, OrderStates state)

result = entityCache.GetOrders(security, state)

Get orders by security and state.

security: Security.
state: Order state.

Returns: Orders.

GetSecurityValue

public object GetSecurityValue(Security security, Level1Fields field)

result = entityCache.GetSecurityValue(security, field)

Get security Level1 field value.

security: Security.
field: Field.

Returns: Value.

GetSecurityValues

public Level1Info GetSecurityValues(Security security, DateTime serverTime)

result = entityCache.GetSecurityValues(security, serverTime)

Get or create Level1 info for security.

security: Security.
serverTime: Server time.

Returns: Level1 info.

HasLevel1Info

public bool HasLevel1Info(Security security)

result = entityCache.HasLevel1Info(security)

Check if security has Level1 info.

security: Security.

Returns: if has info.

IsMassCancelation

public bool IsMassCancelation(long transactionId)

result = entityCache.IsMassCancelation(transactionId)

Check if transaction is mass cancelation.

transactionId: Transaction id.

Returns: if mass cancelation.

IsOrderStatusRequest

public bool IsOrderStatusRequest(long transactionId)

result = entityCache.IsOrderStatusRequest(transactionId)

Check if transaction is order status request.

transactionId: Transaction id.

Returns: if order status request.

ProcessNewsMessage

public ValueTuple<News, bool> ProcessNewsMessage(Security security, NewsMessage message)

result = entityCache.ProcessNewsMessage(security, message)

Process news message.

security: Security.
message: Message.

Returns: News and is new flag.

ProcessOrderFailMessage

public IEnumerable<ValueTuple<OrderFail, OrderOperations>> ProcessOrderFailMessage(Order order, Security security, ExecutionMessage message)

result = entityCache.ProcessOrderFailMessage(order, security, message)

Process order fail message.

order: Order.
security: Security.
message: Message.

Returns: Order fails with operations.

ProcessOrderMessage

public IEnumerable<OrderChangeInfo> ProcessOrderMessage(Order order, Security security, ExecutionMessage message, long transactionId, Func<string, Portfolio> getPortfolio)

result = entityCache.ProcessOrderMessage(order, security, message, transactionId, getPortfolio)

Process order message.

order: Order.
security: Security.
message: Message.
transactionId: Transaction id.
getPortfolio: Function to get portfolio.

Returns: Order change info.

ProcessOwnTradeMessage

public ValueTuple<MyTrade, bool> ProcessOwnTradeMessage(Order order, Security security, ExecutionMessage message, long transactionId)

result = entityCache.ProcessOwnTradeMessage(order, security, message, transactionId)

Process own trade message.

order: Order.
security: Security.
message: Message.
transactionId: Transaction id.

Returns: Trade and is new flag.

RemoveOrderStatusTransactionId

public void RemoveOrderStatusTransactionId(long transactionId)

entityCache.RemoveOrderStatusTransactionId(transactionId)

Remove order status transaction id.

transactionId: Transaction id.

TryAddMassCancelationId

public void TryAddMassCancelationId(long transactionId)

entityCache.TryAddMassCancelationId(transactionId)

Try add mass cancelation transaction id.

transactionId: Transaction id.

TryGetAdapter

public IMessageAdapter TryGetAdapter(Order order)

result = entityCache.TryGetAdapter(order)

Try get message adapter for order.

order: Order.

Returns: Adapter or .

TryGetOrder

public Order TryGetOrder(long? orderId, string orderStringId)

result = entityCache.TryGetOrder(orderId, orderStringId)

Try get order by id.

orderId: Order id.
orderStringId: Order string id.

Returns: Order or .

TryGetOrder

public Order TryGetOrder(long transactionId, OrderOperations operation)

result = entityCache.TryGetOrder(transactionId, operation)

Try get order by transaction id and operation.

transactionId: Transaction id.
operation: Operation.

Returns: Order or .

TrySetAdapter

public void TrySetAdapter(Order order, IMessageAdapter adapter)

entityCache.TrySetAdapter(order, adapter)

Try set message adapter for order.

order: Order.
adapter: Adapter.

UpdateOrderBookSnapshot

public void UpdateOrderBookSnapshot(QuoteChangeMessage message)

entityCache.UpdateOrderBookSnapshot(message)

Update cached order book snapshot for a security.

message: Order book message.