HistoryMessageAdapter

HistoryMessageAdapter

public HistoryMessageAdapter(IdGenerator transactionIdGenerator, ISecurityProvider securityProvider, IHistoryMarketDataManager marketDataManager)

historyMessageAdapter = HistoryMessageAdapter(transactionIdGenerator, securityProvider, marketDataManager)

Initializes a new instance of the HistoryMessageAdapter.

transactionIdGenerator

Transaction id generator.

securityProvider

The provider of information about instruments.

marketDataManager

Market data manager.

AdapterCache

public MarketDataStorageCache AdapterCache { get; set; }

value = historyMessageAdapter.AdapterCache
historyMessageAdapter.AdapterCache = value

MarketDataStorageCache.

CheckTradableDates

public bool CheckTradableDates { get; set; }

value = historyMessageAdapter.CheckTradableDates
historyMessageAdapter.CheckTradableDates = value

Check loading dates are they tradable.

CurrentTime

public override DateTime CurrentTime { get; }

value = historyMessageAdapter.CurrentTime

Current UTC time.

Drive

public IMarketDataDrive Drive { get; set; }

value = historyMessageAdapter.Drive
historyMessageAdapter.Drive = value

The storage which is used by default.

IsFullCandlesOnly

public override bool IsFullCandlesOnly { get; }

value = historyMessageAdapter.IsFullCandlesOnly

Translates CandleMessage as only fully filled.

LoadedMessageCount

public int LoadedMessageCount { get; }

value = historyMessageAdapter.LoadedMessageCount

The number of loaded events.

MarketTimeChangedInterval

public TimeSpan MarketTimeChangedInterval { get; set; }

value = historyMessageAdapter.MarketTimeChangedInterval
historyMessageAdapter.MarketTimeChangedInterval = value

The interval of message TimeMessage generation.

OrderLogMarketDepthBuilders

public IDictionary<SecurityId, IOrderLogMarketDepthBuilder> OrderLogMarketDepthBuilders { get; }

value = historyMessageAdapter.OrderLogMarketDepthBuilders

Order book builders.

PostTradeMarketTimeChangedCount

public int PostTradeMarketTimeChangedCount { get; set; }

value = historyMessageAdapter.PostTradeMarketTimeChangedCount
historyMessageAdapter.PostTradeMarketTimeChangedCount = value

The number of the event CurrentTimeChanged calls after end of trading.

SecurityProvider

public ISecurityProvider SecurityProvider { get; }

value = historyMessageAdapter.SecurityProvider

The provider of information about instruments.

StartDate

public DateTime StartDate { get; set; }

value = historyMessageAdapter.StartDate
historyMessageAdapter.StartDate = value

Date in history for starting the paper trading.

StopDate

public DateTime StopDate { get; set; }

value = historyMessageAdapter.StopDate
historyMessageAdapter.StopDate = value

Date in history to stop the paper trading (date is included).

StorageCache

public MarketDataStorageCache StorageCache { get; set; }

value = historyMessageAdapter.StorageCache
historyMessageAdapter.StorageCache = value

Cache.

StorageFormat

public StorageFormats StorageFormat { get; set; }

value = historyMessageAdapter.StorageFormat
historyMessageAdapter.StorageFormat = value

The format of market data.

StorageRegistry

public IStorageRegistry StorageRegistry { get; set; }

value = historyMessageAdapter.StorageRegistry
historyMessageAdapter.StorageRegistry = value

Market data storage.

UseOutChannel

public override bool UseOutChannel { get; }

value = historyMessageAdapter.UseOutChannel

Use channels for out messages.

CreateOrderLogMarketDepthBuilder

public override IOrderLogMarketDepthBuilder CreateOrderLogMarketDepthBuilder(SecurityId securityId)

result = historyMessageAdapter.CreateOrderLogMarketDepthBuilder(securityId)

Create market depth builder.

securityId

Security ID.

Returns: Order log to market depth builder.

DisposeManaged

protected override void DisposeManaged()

historyMessageAdapter.DisposeManaged()

Release resources.

GetSupportedMarketDataTypesAsync

public override IAsyncEnumerable<DataType> GetSupportedMarketDataTypesAsync(SecurityId securityId, DateTime? from, DateTime? to)

result = historyMessageAdapter.GetSupportedMarketDataTypesAsync(securityId, from, to)

Get supported by adapter message types.

securityId

SecurityId

from

Start date for request. If , then all available messages will be returned.

to

End date for request. If , then all available messages will be returned.

Returns: Supported by adapter market data types.

IsAllDownloadingSupported

public override bool IsAllDownloadingSupported(DataType dataType)

result = historyMessageAdapter.IsAllDownloadingSupported(dataType)

Is for the specified all securities downloading enabled.

dataType

Data type info.

Returns: Check result.

IsSupportCandlesUpdates

public override bool IsSupportCandlesUpdates(MarketDataMessage subscription)

result = historyMessageAdapter.IsSupportCandlesUpdates(subscription)

Support candles subscription and live updates.

subscription

MarketDataMessage

Returns: Check result.

OnSendInMessageAsync

protected override ValueTask OnSendInMessageAsync(Message message, CancellationToken cancellationToken)

result = historyMessageAdapter.OnSendInMessageAsync(message, cancellationToken)

Send in message handler.

message

Message

cancellationToken

CancellationToken

Returns: ValueTask

ToString

public override string ToString()

result = historyMessageAdapter.ToString()

Преобразовать к строковому представлению.

Returns: Строковое представление.