EntitiesExtensions

AddOrSubtractTradingDays

public static DateTime AddOrSubtractTradingDays(ExchangeBoard board, DateTime date, int n, bool checkHolidays)

result = EntitiesExtensions.AddOrSubtractTradingDays(board, date, n, checkHolidays)

To get date of day T +/- of N trading days.

board: Board info.
date: The start T date, to which are added or subtracted N trading days.
n: The N size. The number of trading days for the addition or subtraction.
checkHolidays: Whether to check the passed date for a weekday (Saturday and Sunday are days off, returned value for them is ).

Returns: The end T +/- N date.

ApplyChanges

public static ExchangeBoard ApplyChanges(ExchangeBoard board, BoardMessage message)

result = EntitiesExtensions.ApplyChanges(board, message)

To convert the message into board.

board: Board.
message: Message.

Returns: Board.

ApplyChanges

public static void ApplyChanges(Portfolio portfolio, PositionChangeMessage message, IExchangeInfoProvider exchangeInfoProvider)

EntitiesExtensions.ApplyChanges(portfolio, message, exchangeInfoProvider)

Apply changes to the portfolio object.

portfolio: Portfolio.
message: Portfolio change message.
exchangeInfoProvider: Exchanges and trading boards provider.

ApplyChanges

public static void ApplyChanges(Position position, PositionChangeMessage message)

EntitiesExtensions.ApplyChanges(position, message)

Apply changes to the position object.

position: Position.
message: Position change message.

ApplyChanges

public static void ApplyChanges(Security security, IEnumerable<KeyValuePair<Level1Fields, object>> changes, DateTime serverTime, DateTime localTime, Action<Security, Level1Fields, object> defaultHandler)

EntitiesExtensions.ApplyChanges(security, changes, serverTime, localTime, defaultHandler)

Apply change to the security object.

security: Security.
changes: Changes.
serverTime: Change server time.
localTime: Local timestamp when a message was received/created.
defaultHandler: Default handler.

ApplyChanges

public static void ApplyChanges(Security security, Level1ChangeMessage message)

EntitiesExtensions.ApplyChanges(security, message)

Apply change to the security object.

security: Security.
message: Changes.

ApplyChanges

public static void ApplyChanges(Security security, SecurityMessage message, IExchangeInfoProvider exchangeInfoProvider, bool isOverride)

EntitiesExtensions.ApplyChanges(security, message, exchangeInfoProvider, isOverride)

Apply change to the security object.

security: Security.
message: Meta info.
exchangeInfoProvider: Exchanges and trading boards provider.
isOverride: Override previous security data by new values.

ApplyNewState

public static void ApplyNewState(Order order, OrderStates state, ILogReceiver logs)

EntitiesExtensions.ApplyNewState(order, state, logs)

Check the possibility order's state change.

order: Order.
state: Current order's state.
logs: Logs.

CreateCancelMessage

public static OrderCancelMessage CreateCancelMessage(Order order, SecurityId securityId, long transactionId)

result = EntitiesExtensions.CreateCancelMessage(order, securityId, transactionId)

To create the message of cancelling old order.

order: Order.
securityId: Security ID.
transactionId: The transaction number.

Returns: Message.

CreateRegisterMessage

public static OrderRegisterMessage CreateRegisterMessage(Order order, SecurityId? securityId)

result = EntitiesExtensions.CreateRegisterMessage(order, securityId)

To create the message of new order registration.

order: Order.
securityId: Security ID.

Returns: Message.

CreateReplaceMessage

public static OrderReplaceMessage CreateReplaceMessage(Order oldOrder, Order newOrder, SecurityId securityId)

result = EntitiesExtensions.CreateReplaceMessage(oldOrder, newOrder, securityId)

To create the message of replacing old order with new one.

oldOrder: Old order.
newOrder: New order.
securityId: Security ID.

Returns: Message.

EnumerateExchangeBoards

public static IEnumerable<ExchangeBoard> EnumerateExchangeBoards()

result = EntitiesExtensions.EnumerateExchangeBoards()

To get a list of boards.

Returns: Boards.

EnumerateExchanges

public static IEnumerable<Exchange> EnumerateExchanges()

result = EntitiesExtensions.EnumerateExchanges()

To get a list of exchanges.

Returns: Exchanges.

FillMessage``1

public static TMessage FillMessage<TMessage>(Security security, TMessage message)

result = EntitiesExtensions.FillMessage(security, message)

To convert the instrument into message.

security: Security.
message: Message.

Returns: Message.

Filter

public static IEnumerable<Security> Filter(IEnumerable<Security> securities, Security criteria)

result = EntitiesExtensions.Filter(securities, criteria)

To filter instruments by the given criteria.

securities: Securities.
criteria: The instrument whose fields will be used as a filter.

Returns: Instruments filtered.

Filter

public static IEnumerable<ExchangeBoard> Filter(IEnumerable<ExchangeBoard> boards, BoardLookupMessage criteria)

result = EntitiesExtensions.Filter(boards, criteria)

Filter boards by code criteria.

boards: All boards.
criteria: Criteria.

Returns: Found boards.

Filter

public static IEnumerable<Security> Filter(IEnumerable<Security> securities, ExchangeBoard board)

result = EntitiesExtensions.Filter(securities, board)

To filter instruments by the trading board.

securities: Securities.
board: Trading board.

Returns: Instruments filtered.

Filter

public static IEnumerable<Portfolio> Filter(IEnumerable<Portfolio> portfolios, PortfolioLookupMessage criteria)

result = EntitiesExtensions.Filter(portfolios, criteria)

Filter portfolios by the specified criteria.

portfolios: All portfolios.
criteria: Criteria.

Returns: Found portfolios.

Filter

public static IEnumerable<MyTrade> Filter(IEnumerable<MyTrade> myTrades, Order order)

result = EntitiesExtensions.Filter(myTrades, order)

To filter own trades for the given order.

myTrades: All own trades, in which the required shall be looked for.
order: The order, for which trades shall be filtered.

Returns: Filtered orders.

Filter

public static IEnumerable<MyTrade> Filter(IEnumerable<MyTrade> myTrades, Portfolio portfolio)

result = EntitiesExtensions.Filter(myTrades, portfolio)

To filter own trades for the given portfolio.

myTrades: All own trades, in which the required shall be looked for.
portfolio: The portfolio, for which the trades shall be filtered.

Returns: Filtered trades.

Filter

public static IEnumerable<Position> Filter(IEnumerable<Position> positions, Portfolio portfolio)

result = EntitiesExtensions.Filter(positions, portfolio)

To filter positions for the given portfolio.

positions: All positions, in which the required shall be searched for.
portfolio: The portfolio, for which positions shall be filtered.

Returns: Filtered positions.

Filter

public static IEnumerable<Order> Filter(IEnumerable<Order> orders, Sides side)

result = EntitiesExtensions.Filter(orders, side)

To filter orders for the given direction.

orders: All orders, in which the required shall be searched for.
side: Order side.

Returns: Filtered orders.

Filter

public static IEnumerable<Order> Filter(IEnumerable<Order> orders, OrderStates state)

result = EntitiesExtensions.Filter(orders, state)

To filter orders for the given condition.

orders: All orders, in which the required shall be searched for.
state: Order state.

Returns: Filtered orders.

Filter

public static IEnumerable<Order> Filter(IEnumerable<Order> orders, Portfolio portfolio)

result = EntitiesExtensions.Filter(orders, portfolio)

To filter orders for the given portfolio.

orders: All orders, in which the required shall be searched for.
portfolio: The portfolio, for which the orders shall be filtered.

Returns: Filtered orders.

Filter

public static IEnumerable<Security> Filter(IEnumerable<Security> securities, SecurityLookupMessage criteria)

result = EntitiesExtensions.Filter(securities, criteria)

To filter instruments by the given criteria.

securities: Securities.
criteria: Message security lookup for specified criteria.

Returns: Instruments filtered.

Filter

public static IEnumerable<Position> Filter(IEnumerable<Position> positions, PortfolioLookupMessage criteria)

result = EntitiesExtensions.Filter(positions, criteria)

Filter positions the specified criteria.

positions: All positions.
criteria: Criteria.

Returns: Found positions.

FindSubscriptions

public static IEnumerable<Subscription> FindSubscriptions(ISubscriptionProvider provider, Security security, DataType dataType)

result = EntitiesExtensions.FindSubscriptions(provider, security, dataType)

Find subscriptions for the specified security and data type.

provider: Subscription provider.
security: Security.
dataType: Data type info.

Returns: Subscriptions.

FindSubscriptions

public static IEnumerable<Subscription> FindSubscriptions(ISubscriptionProvider provider, SecurityId securityId, DataType dataType)

result = EntitiesExtensions.FindSubscriptions(provider, securityId, dataType)

Find subscriptions for the specified security and data type.

provider: Subscription provider.
securityId: SecurityId
dataType: Data type info.

Returns: Subscriptions.

GetAveragePrice

public static decimal GetAveragePrice(IEnumerable<MyTrade> trades)

result = EntitiesExtensions.GetAveragePrice(trades)

To get the weighted mean price of matching by own trades.

trades: Trades, for which the weighted mean price of matching shall be got.

Returns: The weighted mean price. If no trades, 0 is returned.

GetExpiryDates

public static IEnumerable<DateTime> GetExpiryDates(DateTime from, DateTime to)

result = EntitiesExtensions.GetExpiryDates(from, to)

To get the expiration date for Forts.

from: The start of the expiration range.
to: The end of the expiration range.

Returns: Expiration dates.

GetOrCreateBoard

public static ExchangeBoard GetOrCreateBoard(IExchangeInfoProvider exchangeInfoProvider, string code, Func<string, ExchangeBoard> createBoard)

result = EntitiesExtensions.GetOrCreateBoard(exchangeInfoProvider, code, createBoard)

To get a board by its code. If board with the passed name does not exist, then it will be created.

exchangeInfoProvider: Exchanges and trading boards provider.
code: Board code.
createBoard: The handler creating a board, if it is not found. If the value is , then the board is created by default initialization.

Returns: Exchange board.

GetOrCreateBoard

public static ExchangeBoard GetOrCreateBoard(IExchangeInfoProvider exchangeInfoProvider, string code, bool isNew, Func<string, ExchangeBoard> createBoard)

result = EntitiesExtensions.GetOrCreateBoard(exchangeInfoProvider, code, isNew, createBoard)

To get a board by its code. If board with the passed name does not exist, then it will be created.

exchangeInfoProvider: Exchanges and trading boards provider.
code: Board code.
isNew: Is newly created.
createBoard: The handler creating a board, if it is not found. If the value is , then the board is created by default initialization.

Returns: Exchange board.

HasExternalId

public static bool HasExternalId(SecurityId securityId)

result = EntitiesExtensions.HasExternalId(securityId)

To check, if SecurityId contains identifiers of external sources.

securityId: Security ID.

Returns: , if there are identifiers of external sources, otherwise, .

IsAllSecurity

public static bool IsAllSecurity(Security security)

result = EntitiesExtensions.IsAllSecurity(security)

Check if the specified security is AllSecurity.

security: Security.

Returns: , if the specified security is AllSecurity, otherwise, .

IsLookupAll

public static bool IsLookupAll(Security criteria)

result = EntitiesExtensions.IsLookupAll(criteria)

Determine the contains lookup all filter.

criteria: The instrument whose fields will be used as a filter.

Returns: Check result.

Lookup

public static IEnumerable<Security> Lookup(ISecurityProvider provider, SecurityLookupMessage criteria)

result = EntitiesExtensions.Lookup(provider, criteria)

Lookup securities by criteria .

provider: ISecurityProvider
criteria: Message security lookup for specified criteria.

Returns: Found instruments.

LookupBoards

public static IEnumerable<ExchangeBoard> LookupBoards(IExchangeInfoProvider provider, BoardLookupMessage criteria)

result = EntitiesExtensions.LookupBoards(provider, criteria)

Filter boards by code criteria.

provider: The exchange boards provider.
criteria: Criteria.

Returns: Found boards.

LookupBoards2

public static IEnumerable<BoardMessage> LookupBoards2(IExchangeInfoProvider provider, BoardLookupMessage criteria)

result = EntitiesExtensions.LookupBoards2(provider, criteria)

Filter boards by code criteria.

provider: The exchange boards provider.
criteria: Criteria.

Returns: Found boards.

LookupById

public static Security LookupById(ISecurityProvider provider, string id)

result = EntitiesExtensions.LookupById(provider, id)

To get the instrument by the identifier.

provider: The provider of information about instruments.
id: Security ID.

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

LookupById

public static Security LookupById(ISecurityProvider provider, SecurityId id)

result = EntitiesExtensions.LookupById(provider, id)

To get the instrument by the identifier.

provider: ISecurityProvider
id: Security ID.

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

Pips

public static Unit Pips(int value, Security security)

result = EntitiesExtensions.Pips(value, security)

To create from Int32 the pips values.

value: Int32 value.
security: The instrument from which information about the price increment is taken.

Returns: Pips.

Pips

public static Unit Pips(double value, Security security)

result = EntitiesExtensions.Pips(value, security)

To create from Double the pips values.

value: Double value.
security: The instrument from which information about the price increment is taken.

Returns: Pips.

Pips

public static Unit Pips(decimal value, Security security)

result = EntitiesExtensions.Pips(value, security)

To create from Decimal the pips values.

value: Decimal value.
security: The instrument from which information about the price increment is taken.

Returns: Pips.

Points

public static Unit Points(double value, Security security)

result = EntitiesExtensions.Points(value, security)

To create from Double the points values.

value: Double value.
security: The instrument from which information about the price increment cost is taken.

Returns: Points.

Points

public static Unit Points(int value, Security security)

result = EntitiesExtensions.Points(value, security)

To create from Int32 the points values.

value: Int32 value.
security: The instrument from which information about the price increment cost is taken.

Returns: Points.

Points

public static Unit Points(decimal value, Security security)

result = EntitiesExtensions.Points(value, security)

To create from Decimal the points values.

value: Decimal value.
security: The instrument from which information about the price increment cost is taken.

Returns: Points.

RequestNewsStory

public static void RequestNewsStory(ISubscriptionProvider provider, News news)

EntitiesExtensions.RequestNewsStory(provider, news)

Request news story subscription.

provider: Subscription provider.
news: News item to subscribe to.

ReRegisterClone

public static Order ReRegisterClone(Order oldOrder, decimal? newPrice, decimal? newVolume)

result = EntitiesExtensions.ReRegisterClone(oldOrder, newPrice, newVolume)

To create copy of the order for re-registration.

oldOrder: The original order.
newPrice: Price of the new order.
newVolume: Volume of the new order.

Returns: New order.

ReRegisterOrder

public static Order ReRegisterOrder(ITransactionProvider provider, Order oldOrder, decimal price, decimal volume)

result = EntitiesExtensions.ReRegisterOrder(provider, oldOrder, price, volume)

Reregister the order.

provider: The transactional provider.
oldOrder: Changing order.
price: Price of the new order.
volume: Volume of the new order.

Returns: New order.

ReRegisterOrderEx

public static void ReRegisterOrderEx(ITransactionProvider provider, Order order, Order clone)

EntitiesExtensions.ReRegisterOrderEx(provider, order, clone)

Reregister the order.

provider: The transactional provider.
order: Order.
clone: Changes.

ShrinkPrice

public static decimal ShrinkPrice(Security security, decimal price)

result = EntitiesExtensions.ShrinkPrice(security, price)

To cut the price, to make it multiple of minimal step, also to limit number of signs after the comma.

security: Security
price: The price to be made multiple.

Returns: The multiple price.

ToBoard

public static ExchangeBoard ToBoard(BoardMessage message)

result = EntitiesExtensions.ToBoard(message)

To convert the message into board.

message: Message.

Returns: Board.

ToChangeMessage

public static PositionChangeMessage ToChangeMessage(Position position, long originalTransactionId)

result = EntitiesExtensions.ToChangeMessage(position, originalTransactionId)

To convert the position into message.

position: Position.
originalTransactionId: ID of original transaction, for which this message is the answer.

Returns: Message.

ToChangeMessage

public static PositionChangeMessage ToChangeMessage(Portfolio portfolio)

result = EntitiesExtensions.ToChangeMessage(portfolio)

To convert the portfolio into message.

portfolio: Portfolio.

Returns: Message.

ToDataTypeString

public static string ToDataTypeString(MarketDataMessage message)

result = EntitiesExtensions.ToDataTypeString(message)

Format data type into into human-readable string.

message: Market-data message (uses as a subscribe/unsubscribe in outgoing case, confirmation event in incoming case).

Returns: String.

ToExchange

public static Exchange ToExchange(BoardMessage message)

result = EntitiesExtensions.ToExchange(message)

To convert the message into exchange.

message: Message.

Returns: Exchange.

ToExchange

public static Exchange ToExchange(BoardMessage message, Exchange exchange)

result = EntitiesExtensions.ToExchange(message, exchange)

To convert the message into exchange.

message: Message.
exchange: Exchange.

Returns: Exchange.

ToExternalId

public static SecurityExternalId ToExternalId(SecurityId securityId)

result = EntitiesExtensions.ToExternalId(securityId)

Cast SecurityId to the SecurityExternalId.

securityId: SecurityId.

Returns: SecurityExternalId.

ToLookupCriteria

public static Security ToLookupCriteria(SecurityLookupMessage message, IExchangeInfoProvider exchangeInfoProvider)

result = EntitiesExtensions.ToLookupCriteria(message, exchangeInfoProvider)

Convert SecurityLookupMessage message to Security criteria.

message: Message.
exchangeInfoProvider: Exchanges and trading boards provider.

Returns: Criteria.

ToLookupCriteria

public static OrderStatusMessage ToLookupCriteria(Order criteria, decimal? volume, Sides? side)

result = EntitiesExtensions.ToLookupCriteria(criteria, volume, side)

Convert Order to OrderStatusMessage value.

criteria: The criterion which fields will be used as a filter.
volume: Volume.
side: Order side.

Returns: A message requesting current registered orders and trades.

ToLookupCriteria

public static PortfolioLookupMessage ToLookupCriteria(Portfolio criteria)

result = EntitiesExtensions.ToLookupCriteria(criteria)

Convert Portfolio to PortfolioLookupMessage value.

criteria: The criterion which fields will be used as a filter.

Returns: Message portfolio lookup for specified criteria.

ToLookupMessage

public static SecurityLookupMessage ToLookupMessage(Security criteria)

result = EntitiesExtensions.ToLookupMessage(criteria)

Convert Security criteria to SecurityLookupMessage.

criteria: Criteria.

Returns: Message.

ToMessage

public static SecurityMessage ToMessage(Security security, SecurityId? securityId, long originalTransactionId, bool copyExtendedId)

result = EntitiesExtensions.ToMessage(security, securityId, originalTransactionId, copyExtendedId)

To convert the instrument into message.

security: Security.
securityId: Security ID.
originalTransactionId: ID of original transaction, for which this message is the answer.
copyExtendedId: Copy ExternalId and Type.

Returns: Message.

ToMessage

public static ExecutionMessage ToMessage(OrderFail fail, long originalTransactionId)

result = EntitiesExtensions.ToMessage(fail, originalTransactionId)

To convert the error description into message.

fail: Error details.
originalTransactionId: ID of original transaction, for which this message is the answer.

Returns: Message.

ToMessage

public static ExecutionMessage ToMessage(Order order)

result = EntitiesExtensions.ToMessage(order)

To convert the order into message.

order: Order.

Returns: Message.

ToMessage

public static ExecutionMessage ToMessage(MyTrade trade)

result = EntitiesExtensions.ToMessage(trade)

To convert the own trade into message.

trade: Own trade.

Returns: Message.

ToMessage

public static BoardMessage ToMessage(ExchangeBoard board, long originalTransactionId)

result = EntitiesExtensions.ToMessage(board, originalTransactionId)

To convert the board into message.

board: Board.
originalTransactionId: ID of original transaction, for which this message is the answer.

Returns: Message.

ToMessage

public static NewsMessage ToMessage(News news)

result = EntitiesExtensions.ToMessage(news)

To convert news into message.

news: News.

Returns: Message.

ToMessage

public static PortfolioMessage ToMessage(Portfolio portfolio, long originalTransactionId)

result = EntitiesExtensions.ToMessage(portfolio, originalTransactionId)

To convert the portfolio into message.

portfolio: Portfolio.
originalTransactionId: ID of original transaction, for which this message is the answer.

Returns: Message.

ToNews

public static News ToNews(NewsMessage message, IExchangeInfoProvider exchangeInfoProvider)

result = EntitiesExtensions.ToNews(message, exchangeInfoProvider)

Cast NewsMessage to the News.

message: Message.
exchangeInfoProvider: Exchanges and trading boards provider.

Returns: News.

ToOrder

public static Order ToOrder(ExecutionMessage message, Security security)

result = EntitiesExtensions.ToOrder(message, security)

To convert the message into order.

message: Message.
security: Security.

Returns: Order.

ToOrder

public static Order ToOrder(ExecutionMessage message, Order order)

result = EntitiesExtensions.ToOrder(message, order)

To convert the message into order.

message: Message.
order: The order.

Returns: Order.

ToPortfolio

public static Portfolio ToPortfolio(PortfolioMessage message, Portfolio portfolio, IExchangeInfoProvider exchangeInfoProvider)

result = EntitiesExtensions.ToPortfolio(message, portfolio, exchangeInfoProvider)

Cast PortfolioMessage to the Portfolio.

message: Message.
portfolio: Portfolio.
exchangeInfoProvider: Exchanges and trading boards provider.

Returns: Portfolio.

ToSecurity

public static Security ToSecurity(SecurityMessage message, IExchangeInfoProvider exchangeInfoProvider)

result = EntitiesExtensions.ToSecurity(message, exchangeInfoProvider)

To convert the message into instrument.

message: Message.
exchangeInfoProvider: Exchanges and trading boards provider.

Returns: Security.

ToSecurityId

public static SecurityId ToSecurityId(SecurityExternalId externalId, string securityCode, string boardCode)

result = EntitiesExtensions.ToSecurityId(externalId, securityCode, boardCode)

Cast SecurityExternalId to the SecurityId.

externalId: SecurityExternalId.
securityCode: Security code.
boardCode: Board code.

Returns: SecurityId.

ToSecurityId

public static SecurityId ToSecurityId(SecurityExternalId externalId, SecurityId secId)

result = EntitiesExtensions.ToSecurityId(externalId, secId)

Cast SecurityExternalId to the SecurityId.

externalId: SecurityExternalId.
secId: SecurityId.

Returns: SecurityId.

ToSecurityId

public static SecurityId ToSecurityId(Security security, SecurityIdGenerator idGenerator, bool boardIsRequired, bool copyExtended)

result = EntitiesExtensions.ToSecurityId(security, idGenerator, boardIsRequired, copyExtended)

To convert the instrument into SecurityId.

security: Security.
idGenerator: The instrument identifiers generator Id.
boardIsRequired: Board is required.
copyExtended: Copy ExternalId and Type.

Returns: Security ID.

TryGetSecurity

public static Security TryGetSecurity(Subscription subscription, ISecurityProvider provider)

result = EntitiesExtensions.TryGetSecurity(subscription, provider)

Try to get the security for the specified subscription.

subscription: Subscription
provider: ISecurityProvider

Returns: Security

Properties

Methods

Fields