Extensions

AddDelta

public static QuoteChangeMessage AddDelta(IOrderBookMessage from, IOrderBookMessage delta)

result = Extensions.AddDelta(from, delta)

To add change to the first order book.

from: First order book.
delta: Change.

Returns: The changed order book.

AddDelta

public static QuoteChange[] AddDelta(IEnumerable<QuoteChange> fromQuotes, IEnumerable<QuoteChange> deltaQuotes, bool isBids)

result = Extensions.AddDelta(fromQuotes, deltaQuotes, isBids)

To add change to quote.

fromQuotes: Quotes.
deltaQuotes: Changes.
isBids: The indication of quotes direction.

Returns: Changed quotes.

AddMarketDataSupport

public static void AddMarketDataSupport(MessageAdapter adapter)

Extensions.AddMarketDataSupport(adapter)

Fill the SupportedInMessages message types related to market-data.

adapter: Adapter.

AddNotSupportedResultMessage

public static void AddNotSupportedResultMessage(MessageAdapter adapter, MessageTypes type)

Extensions.AddNotSupportedResultMessage(adapter, type)

Add the message type info NotSupportedResultMessages.

adapter: Adapter.
type: Message type.

AddOrSubtractTradingDays

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

result = Extensions.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.

AddSupportedCandleTimeFrames

public static void AddSupportedCandleTimeFrames(MessageAdapter adapter, IEnumerable<TimeSpan> timeFrames)

Extensions.AddSupportedCandleTimeFrames(adapter, timeFrames)

Add time-frames into DateTime}).

adapter: Adapter.
timeFrames: Time-frames.

AddSupportedMarketDataType

public static void AddSupportedMarketDataType(MessageAdapter adapter, DataType dataType)

Extensions.AddSupportedMarketDataType(adapter, dataType)

Add market data type into DateTime}).

adapter: Adapter.
dataType: Data type info.

AddSupportedMessage

public static void AddSupportedMessage(MessageAdapter adapter, MessageTypeInfo info)

Extensions.AddSupportedMessage(adapter, info)

Add the message type info PossibleSupportedMessages.

adapter: Adapter.
info: Extended info for MessageTypes.

AddSupportedMessage

public static void AddSupportedMessage(MessageAdapter adapter, MessageTypes type, bool? isMarketData)

Extensions.AddSupportedMessage(adapter, type, isMarketData)

Add the message type info SupportedInMessages.

adapter: Adapter.
type: Message type.
isMarketData: is market-data type.

AddTransactionalSupport

public static void AddTransactionalSupport(MessageAdapter adapter)

Extensions.AddTransactionalSupport(adapter)

Fill the SupportedInMessages message types related to transactional.

adapter: Adapter.

Add``2

public static TMessage Add<TMessage, TChange>(TMessage message, TChange type, CurrencyTypes value)

result = Extensions.Add(message, type, value)

Add change into collection.

message: Change message.
type: Change type.
value: Change value.

Returns: Change message.

Add``2

public static TMessage Add<TMessage, TChange>(TMessage message, TChange type, PortfolioStates value)

result = Extensions.Add(message, type, value)

Add change into collection.

message: Change message.
type: Change type.
value: Change value.

Returns: Change message.

Add``2

public static TMessage Add<TMessage, TChange>(TMessage message, TChange type, DateTime value)

result = Extensions.Add(message, type, value)

Add change into collection.

message: Change message.
type: Change type.
value: Change value.

Returns: Change message.

Add``2

public static TMessage Add<TMessage, TChange>(TMessage message, TChange type, long value)

result = Extensions.Add(message, type, value)

Add change into collection.

message: Change message.
type: Change type.
value: Change value.

Returns: Change message.

Add``2

public static TMessage Add<TMessage, TChange>(TMessage message, TChange type, Sides value)

result = Extensions.Add(message, type, value)

Add change into collection.

message: Change message.
type: Change type.
value: Change value.

Returns: Change message.

Add``2

public static TMessage Add<TMessage, TChange>(TMessage message, TChange type, int value)

result = Extensions.Add(message, type, value)

Add change into collection.

message: Change message.
type: Change type.
value: Change value.

Returns: Change message.

Add``2

public static TMessage Add<TMessage, TChange>(TMessage message, TChange type, decimal value)

result = Extensions.Add(message, type, value)

Add change into collection.

message: Change message.
type: Change type.
value: Change value.

Returns: Change message.

Add``2

public static TMessage Add<TMessage, TChange>(TMessage message, TChange type, object value)

result = Extensions.Add(message, type, value)

Add change into collection.

message: Change message.
type: Change type.
value: Change value.

Returns: Change message.

Add``2

public static TMessage Add<TMessage, TChange>(TMessage message, TChange type, bool value)

result = Extensions.Add(message, type, value)

Add change into collection.

message: Change message.
type: Change type.
value: Change value.

Returns: Change message.

Add``2

public static TMessage Add<TMessage, TChange>(TMessage message, TChange type, SecurityStates value)

result = Extensions.Add(message, type, value)

Add change into collection.

message: Change message.
type: Change type.
value: Change value.

Returns: Change message.

ApplyNewBalance

public static decimal ApplyNewBalance(decimal? currBal, decimal newBal, long transactionId, ILogReceiver logs)

result = Extensions.ApplyNewBalance(currBal, newBal, transactionId, logs)

Check the possibility Balance change.

currBal: Current balance.
newBal: New balance.
transactionId: Transaction id.
logs: Logs.

Returns: New balance.

BuildIfNeed

public static IAsyncEnumerable<QuoteChangeMessage> BuildIfNeed(IAsyncEnumerable<QuoteChangeMessage> books, ILogReceiver logs)

result = Extensions.BuildIfNeed(books, logs)

To build order books from incremental updates.

books: Order books (may be incremental).
logs: Logs.

Returns: Full order books.

BuildIfNeed

public static IEnumerable<QuoteChangeMessage> BuildIfNeed(IEnumerable<QuoteChangeMessage> books, ILogReceiver logs)

result = Extensions.BuildIfNeed(books, logs)

Try build books by OrderBookIncrementBuilder in case of is incremental changes.

books: Order books.
logs: Logs.

Returns: Order books.

ChangeSupported

public static void ChangeSupported(IMessageAdapter adapter, bool add, bool isMarketData)

Extensions.ChangeSupported(adapter, add, isMarketData)

Change SupportedInMessages.

adapter: Adapter.
add: Command.
isMarketData: Message types.

CreateAdapter

public static IMessageAdapter CreateAdapter(Type adapterType, IdGenerator idGenerator)

result = Extensions.CreateAdapter(adapterType, idGenerator)

Create IMessageAdapter.

adapterType: Adapter type.
idGenerator: Transaction id generator.

Returns: IMessageAdapter instance.

CreateAdapter

public static IMessageAdapter CreateAdapter(Type adapterType)

result = Extensions.CreateAdapter(adapterType)

Create IMessageAdapter instance.

adapterType: Adapter type.

Returns: IMessageAdapter instance.

CreateCandleMessage

public static CandleMessage CreateCandleMessage(Type messageType)

result = Extensions.CreateCandleMessage(messageType)

Create instance of CandleMessage.

messageType: The type of candle message.

Returns: Instance of CandleMessage.

CreateErrorResponse

public static Message CreateErrorResponse(Message message, Exception ex, ILogReceiver logs, Func<DataType, long[]> getSubscribers)

result = Extensions.CreateErrorResponse(message, ex, logs, getSubscribers)

Create error response.

message: Original message.
ex: Error.
logs: Logs.
getSubscribers: Subscriber identifiers provider.

Returns: Error response.

CreateExecutorAndRun

public static ChannelExecutor CreateExecutorAndRun(TimeSpan interval, Action<Exception> errorHandler, CancellationToken token)

result = Extensions.CreateExecutorAndRun(interval, errorHandler, token)

Create and run ChannelExecutor.

interval: The time interval between processing of messages.
errorHandler: Error handler.
token: CancellationToken

Returns: ChannelExecutor

CreateNotSupported

public static SubscriptionResponseMessage CreateNotSupported(long id)

result = Extensions.CreateNotSupported(id)

Create non supported subscription response.

id: ID of the original message for which this message is a response.

Returns: Subscription response message.

CreateOrderCondition

public static OrderCondition CreateOrderCondition(IMessageAdapter adapter)

result = Extensions.CreateOrderCondition(adapter)

Create condition for order type Conditional, that supports the adapter.

adapter: Adapter.

Returns: Order condition.

CreateOrderCondition

public static OrderCondition CreateOrderCondition(Type orderConditionType)

result = Extensions.CreateOrderCondition(orderConditionType)

Create condition for order type Conditional, that supports the adapter.

orderConditionType: Type of OrderCondition.

Returns: Order condition.

CreateOrderLogMarketDepthBuilder

public static IOrderLogMarketDepthBuilder CreateOrderLogMarketDepthBuilder(Type builderType, SecurityId securityId)

result = Extensions.CreateOrderLogMarketDepthBuilder(builderType, securityId)

Create IOrderLogMarketDepthBuilder instance.

builderType: Builder type.
securityId: Security ID.

Returns: IOrderLogMarketDepthBuilder instance.

CreateOrderReply

public static ExecutionMessage CreateOrderReply(long transactionId, DateTime serverTime)

result = Extensions.CreateOrderReply(transactionId, serverTime)

Create order's transaction reply.

transactionId: Transaction ID.
serverTime: Server time.

Returns: The message contains information about the execution.

CreatePortfolioChangeMessage

public static PositionChangeMessage CreatePortfolioChangeMessage(IMessageAdapter adapter, string pfName)

result = Extensions.CreatePortfolioChangeMessage(adapter, pfName)

Initializes a new instance of the PositionChangeMessage.

adapter: Trading system adapter.
pfName: Portfolio name.

Returns: Portfolio change message.

CreatePositionChangeMessage

public static PositionChangeMessage CreatePositionChangeMessage(IMessageAdapter adapter, string pfName, SecurityId securityId, string depoName)

result = Extensions.CreatePositionChangeMessage(adapter, pfName, securityId, depoName)

Initializes a new instance of the PositionChangeMessage.

adapter: Trading system adapter.
pfName: Portfolio name.
securityId: Security ID.
depoName: The depositary where the physical security.

Returns: Position change message.

CreateReply

public static ExecutionMessage CreateReply(OrderMessage message, Exception error)

result = Extensions.CreateReply(message, error)

Cast OrderMessage to the ExecutionMessage.

message: OrderMessage.
error: Error info.

Returns: ExecutionMessage.

CreateResponse

public static SubscriptionResponseMessage CreateResponse(ISubscriptionMessage message, Exception error)

result = Extensions.CreateResponse(message, error)

Create subscription response.

message: Subscription.
error: Error info.

Returns: Subscription response message.

CreateResult

public static Message CreateResult(ISubscriptionMessage message)

result = Extensions.CreateResult(message)

Create SubscriptionOnlineMessage or SubscriptionFinishedMessage depends of To.

message: Subscription.

Returns: Message.

CreateSubscriptionResponse

public static SubscriptionResponseMessage CreateSubscriptionResponse(long id, Exception error)

result = Extensions.CreateSubscriptionResponse(id, error)

Create subscription response.

id: ID of the original message for which this message is a response.
error: Error info.

Returns: Subscription response message.

DataTypeArgToString

public static string DataTypeArgToString(Type messageType, object arg)

result = Extensions.DataTypeArgToString(messageType, arg)

Convert candle parameter into folder name replacing the reserved symbols.

messageType: The type of candle message.
arg: Candle arg.

Returns: Directory name.

DataTypeArgToString

public static string DataTypeArgToString(DataType dataType)

result = Extensions.DataTypeArgToString(dataType)

Convert candle parameter into folder name replacing the reserved symbols.

dataType: Data type info.

Returns: Directory name.

DataTypeToFileName

public static string DataTypeToFileName(DataType dataType)

result = Extensions.DataTypeToFileName(dataType)

Convert file name to DataType.

dataType: Data type info.

Returns: File name.

EnsureGetGenerator

public static SecurityIdGenerator EnsureGetGenerator(SecurityIdGenerator generator)

result = Extensions.EnsureGetGenerator(generator)

Returns the specified generator or the default in case of .

generator: SecurityIdGenerator

Returns: SecurityIdGenerator

EnsureToday

public static DateTime? EnsureToday(DateTime? date)

result = Extensions.EnsureToday(date)

Determines the specified date equals is Today and returns Today.

date: The specified date.

Returns: Result value.

EnsureToday

public static DateTime? EnsureToday(DateTime? date, DateTime? todayValue)

result = Extensions.EnsureToday(date, todayValue)

Determines the specified date equals is Today and returns .

date: The specified date.
todayValue: Today value.

Returns: Result value.

FileNameToDataType

public static DataType FileNameToDataType(string fileName)

result = Extensions.FileNameToDataType(fileName)

Convert DataType to file name.

fileName: File name.

Returns: Data type info.

FillDefaultCryptoFields

public static SecurityMessage FillDefaultCryptoFields(SecurityId secId)

result = Extensions.FillDefaultCryptoFields(secId)

Fill default CryptoCurrency price and volume step by 0.00000001 value.

secId: Security ID.

Returns: A message containing info about the security.

FillDefaultCryptoFields

public static SecurityMessage FillDefaultCryptoFields(SecurityMessage message)

result = Extensions.FillDefaultCryptoFields(message)

Fill default CryptoCurrency price and volume step by 0.00000001 value.

message: A message containing info about the security.

Returns: A message containing info about the security.

Filter

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

result = Extensions.Filter(boards, criteria)

Filter boards by code criteria.

boards: All boards.
criteria: Criteria.

Returns: Found boards.

Filter

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

result = Extensions.Filter(securities, criteria)

To filter instruments by the given criteria.

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

Returns: Instruments filtered.

FilterTimeFrames

public static IEnumerable<TimeSpan> FilterTimeFrames(IEnumerable<DataType> dataTypes)

result = Extensions.FilterTimeFrames(dataTypes)

Extract time frames from the specified data types set.

dataTypes: Data types.

Returns: Possible time-frames.

Filter``1

public static IEnumerable<TMessage> Filter<TMessage>(IEnumerable<TMessage> messages, DateTime from, DateTime to)

result = Extensions.Filter(messages, from, to)

To filter messages for the given time period.

messages: All messages, in which the required shall be searched for.
from: The start date for searching.
to: The end date for searching.

Returns: Filtered messages.

FindAdapter``1

public static TAdapter FindAdapter<TAdapter>(IMessageAdapterWrapper wrapper)

result = Extensions.FindAdapter(wrapper)

Find adapter by the specified type.

wrapper: Wrapping based adapter.

Returns: Found adapter or .

FindAdapter``1

public static TAdapter FindAdapter<TAdapter>(IMessageAdapter adapter)

result = Extensions.FindAdapter(adapter)

Find adapter by the specified type.

adapter: Adapter.

Returns: Found adapter or .

FindById

public static IMessageAdapter FindById(IEnumerable<IMessageAdapter> adapters, Guid id)

result = Extensions.FindById(adapters, id)

Get adapter by the specified key.

adapters: All available adapters.
id: Adapter identifier.

Returns: Found adapter or .

FormatToString

public static ValueTuple<string, string> FormatToString(DataType dataType)

result = Extensions.FormatToString(dataType)

Convert DataType to String value.

dataType: Data type info.

Returns: String value.

FromMicexCurrencyName

public static ValueTuple<CurrencyTypes?, Exception> FromMicexCurrencyName(string name)

result = Extensions.FromMicexCurrencyName(name)

To convert the currency name in the MICEX format into CurrencyTypes.

name: The currency name in the MICEX format.

Returns: Currency type. If the value is empty, will be returned.

FromMicexCurrencyName

public static CurrencyTypes? FromMicexCurrencyName(string name, Action<Exception> errorHandler)

result = Extensions.FromMicexCurrencyName(name, errorHandler)

To convert the currency name in the MICEX format into CurrencyTypes.

name: The currency name in the MICEX format.
errorHandler: Error handler.

Returns: Currency type. If the value is empty, will be returned.

GetArg

public static object GetArg(MarketDataMessage mdMsg)

result = Extensions.GetArg(mdMsg)

Get typed argument.

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

Returns: The additional argument, associated with data. For example, candle argument.

GetArg``1

public static TArg GetArg<TArg>(MarketDataMessage mdMsg)

result = Extensions.GetArg(mdMsg)

Get typed argument.

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

Returns: The additional argument, associated with data. For example, candle argument.

GetBalance

public static decimal GetBalance(ExecutionMessage message)

result = Extensions.GetBalance(message)

Get Balance.

message: The message contains information about the execution.

Returns: Order contracts balance.

GetBestAsk

public static QuoteChange? GetBestAsk(IOrderBookMessage message)

result = Extensions.GetBestAsk(message)

Get best ask.

message: Market depth.

Returns: Best ask, or , if no asks are empty.

GetBestBid

public static QuoteChange? GetBestBid(IOrderBookMessage message)

result = Extensions.GetBestBid(message)

Get best bid.

message: Market depth.

Returns: Best bid, or , if no bids are empty.

GetBestPair

public static ValueTuple<QuoteChange?, QuoteChange?> GetBestPair(IOrderBookMessage book)

result = Extensions.GetBestPair(book)

Get best pair.

book: IOrderBookMessage

Returns: Best pair.

GetCandleArgType

public static Type GetCandleArgType(Type candleMessageType)

result = Extensions.GetCandleArgType(candleMessageType)

Get candle arg type.

candleMessageType: Candle message type.

Returns: Candle arg type.

GetCandleBounds

public static Range<DateTime> GetCandleBounds(TimeSpan timeFrame, DateTime currentTime, TimeZoneInfo timeZone, WorkingTime time)

result = Extensions.GetCandleBounds(timeFrame, currentTime, timeZone, time)

To get candle time frames relatively to the exchange working pattern.

timeFrame: The time frame for which you need to get time range.
currentTime: The current time within the range of time frames.
timeZone: Information about the time zone where the exchange is located.
time: The information about the exchange working pattern.

Returns: The candle time frames.

GetCandleBounds

public static Range<DateTime> GetCandleBounds(TimeSpan timeFrame, DateTime currentTime)

result = Extensions.GetCandleBounds(timeFrame, currentTime)

To get candle time frames relatively to the exchange working pattern.

timeFrame: The time frame for which you need to get time range.
currentTime: The current time within the range of time frames.

Returns: The candle time frames.

GetDefaultHistoryStepSize

public static TimeSpan GetDefaultHistoryStepSize(IMessageAdapter adapter, SecurityId securityId, DataType dataType, TimeSpan iterationInterval)

result = Extensions.GetDefaultHistoryStepSize(adapter, securityId, dataType, iterationInterval)

Get maximum size step allowed for historical download.

adapter: Trading system adapter.
securityId: SecurityId
dataType: Data type info.
iterationInterval: Interval between iterations.

Returns: Step.

GetDefaultMaxCount

public static int? GetDefaultMaxCount(DataType dataType)

result = Extensions.GetDefaultMaxCount(dataType)

Get maximum possible items count per single subscription request.

dataType: Data type info.

Returns: Max items count.

GetDelta

private static QuoteChange[] GetDelta(IEnumerable<QuoteChange> from, IEnumerable<QuoteChange> to, IComparer<decimal> comparer)

result = Extensions.GetDelta(from, to, comparer)

To calculate the change between quotes.

from: First quotes.
to: Second quotes.
comparer: The direction, showing the type of quotes.

Returns: Changes.

GetDelta

public static QuoteChangeMessage GetDelta(IOrderBookMessage from, IOrderBookMessage to)

result = Extensions.GetDelta(from, to)

To calculate the change between order books.

from: First order book.
to: Second order book.

Returns: The order book, storing only increments.

GetId``1

public static T GetId<T>(CommandMessage message)

result = Extensions.GetId(message)

Get typed ObjectId.

message: CommandMessage.

Returns: Typed ObjectId.

GetLastTradePrice

public static decimal? GetLastTradePrice(Level1ChangeMessage message)

result = Extensions.GetLastTradePrice(message)

Get last tick trade price.

message: Market depth.

Returns: The middle of spread. Is , if quotes are empty.

GetMatchedVolume

public static decimal? GetMatchedVolume(IOrderMessage order)

result = Extensions.GetMatchedVolume(order)

To calculate the implemented part of volume for order.

order: The order, for which the implemented part of volume shall be calculated.

Returns: The implemented part of volume.

GetMedianPrice

public static decimal GetMedianPrice(ICandleMessage candle)

result = Extensions.GetMedianPrice(candle)

Calculate median price of candle.

candle: ICandleMessage

Returns: Median price.

GetOrderLogCancelReason

public static OrderLogCancelReasons GetOrderLogCancelReason(ExecutionMessage item)

result = Extensions.GetOrderLogCancelReason(item)

To get the reason for cancelling order in orders log.

item: Order log item.

Returns: The reason for order cancelling in order log.

GetPair

public static ValueTuple<QuoteChange?, QuoteChange?> GetPair(IOrderBookMessage book, int depthIndex)

result = Extensions.GetPair(book, depthIndex)

To get a pair of quotes (bid + offer) by the depth index.

book: IOrderBookMessage
depthIndex: Depth index. Zero index means the best pair of quotes.

Returns: The pair of quotes. If the index is larger than book order depth, then the is returned.

GetPlazaTimeInForce

public static TimeInForce? GetPlazaTimeInForce(long status)

result = Extensions.GetPlazaTimeInForce(status)

Extract TimeInForce from bits flag.

status: Bits flag.

Returns: TimeInForce.

GetPreferredLanguage

public static string GetPreferredLanguage(MessageAdapterCategories? categories)

result = Extensions.GetPreferredLanguage(categories)

Get preferred language.

categories: Message adapter categories.

Returns: Language

GetPrice

public static decimal? GetPrice(IOrderBookMessage message, Sides? side)

result = Extensions.GetPrice(message, side)

Get price by side.

message: IOrderBookMessage
side: Sides

Returns: Price.

GetPriceStep

public static decimal GetPriceStep(int decimals)

result = Extensions.GetPriceStep(decimals)

To get the price increment on the basis of accuracy.

decimals: Decimals.

Returns: Price step.

GetProcessorType

public static Type GetProcessorType(IBasketSecurityProcessorProvider provider, string basketCode)

result = Extensions.GetProcessorType(provider, basketCode)

Get processor type.

provider: IBasketSecurityProcessorProvider
basketCode: Basket security type.

Returns: Processor type.

GetSecurityType

public static Type GetSecurityType(IBasketSecurityProcessorProvider provider, string basketCode)

result = Extensions.GetSecurityType(provider, basketCode)

Get security type.

provider: IBasketSecurityProcessorProvider
basketCode: Basket security type.

Returns: Security type.

GetSecurityTypes

public static HashSet<SecurityTypes> GetSecurityTypes(ISecurityTypesMessage message)

result = Extensions.GetSecurityTypes(message)

Get SecurityTypes.

message: Message security lookup for specified criteria.

Returns: Securities types.

GetServerTime

public static DateTime GetServerTime(Message message)

result = Extensions.GetServerTime(message)

Get message server time.

message: Message.

Returns: Server time.

GetSpreadMiddle

public static decimal? GetSpreadMiddle(decimal? bestBidPrice, decimal? bestAskPrice, decimal? priceStep)

result = Extensions.GetSpreadMiddle(bestBidPrice, bestAskPrice, priceStep)

Get middle of spread.

bestBidPrice: Best bid price.
bestAskPrice: Best ask price.
priceStep: PriceStep

Returns: The middle of spread. Is , if quotes are empty.

GetSpreadMiddle

public static decimal GetSpreadMiddle(decimal bestBidPrice, decimal bestAskPrice, decimal? priceStep)

result = Extensions.GetSpreadMiddle(bestBidPrice, bestAskPrice, priceStep)

Get middle of spread.

bestBidPrice: Best bid price.
bestAskPrice: Best ask price.
priceStep: PriceStep

Returns: The middle of spread. Is , if quotes are empty.

GetSpreadMiddle

public static decimal? GetSpreadMiddle(IOrderBookMessage message, decimal? priceStep)

result = Extensions.GetSpreadMiddle(message, priceStep)

Get middle of spread.

message: Market depth.
priceStep: PriceStep

Returns: The middle of spread. Is , if quotes are empty.

GetSpreadMiddle

public static decimal? GetSpreadMiddle(Level1ChangeMessage message, decimal? priceStep)

result = Extensions.GetSpreadMiddle(message, priceStep)

Get middle of spread.

message: Market depth.
priceStep: PriceStep

Returns: The middle of spread. Is , if quotes are empty.

GetSubscriptionIds

public static long[] GetSubscriptionIds(ISubscriptionIdMessage message)

result = Extensions.GetSubscriptionIds(message)

Get subscription identifiers from the specified message.

message: Message.

Returns: Identifiers.

GetTimeFrame

public static TimeSpan GetTimeFrame(MarketDataMessage mdMsg)

result = Extensions.GetTimeFrame(mdMsg)

Get time-frame from the specified market-data message.

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

Returns: Time-frame.

GetTimeFrame

public static TimeSpan GetTimeFrame(DataType dataType)

result = Extensions.GetTimeFrame(dataType)

Get time-frame.

dataType: DataType.

Returns: Time-frame.

GetTimeFrameCount

public static long GetTimeFrameCount(Range<DateTime> range, TimeSpan timeFrame, WorkingTime workingTime)

result = Extensions.GetTimeFrameCount(range, timeFrame, workingTime)

To get the number of time frames within the specified time range.

range: The specified time range for which you need to get the number of time frames.
timeFrame: The time frame size.
workingTime: WorkingTime.

Returns: The received number of time frames.

GetTimeFrames

public static IEnumerable<TimeSpan> GetTimeFrames(IMessageAdapter adapter, SecurityId securityId, DateTime? from, DateTime? to)

result = Extensions.GetTimeFrames(adapter, securityId, from, to)

Get possible time-frames for the specified instrument.

adapter: Trading system adapter.
securityId: Security ID.
from: The initial date from which you need to get data.
to: The final date by which you need to get data.

Returns: Possible time-frames.

GetTimeFramesAsync

public static IAsyncEnumerable<TimeSpan> GetTimeFramesAsync(IMessageAdapter adapter, SecurityId securityId, DateTime? from, DateTime? to)

result = Extensions.GetTimeFramesAsync(adapter, securityId, from, to)

Get possible time-frames for the specified instrument.

adapter: Trading system adapter.
securityId: Security ID.
from: The initial date from which you need to get data.
to: The final date by which you need to get data.

Returns: Possible time-frames.

GetTopPairs

public static IEnumerable<ValueTuple<QuoteChange?, QuoteChange?>> GetTopPairs(IOrderBookMessage book, int depth)

result = Extensions.GetTopPairs(book, depth)

To get a pair of quotes for a given book depth.

book: IOrderBookMessage
depth: Book depth. The counting is from the best quotes.

Returns: Spread.

GetTopQuotes

public static IEnumerable<QuoteChange> GetTopQuotes(IOrderBookMessage book, int depth)

result = Extensions.GetTopQuotes(book, depth)

To get quotes for a given book depth.

book: IOrderBookMessage
depth: Book depth. Quotes are in order of price increasing from bids to offers.

Returns: Spread.

GetTradePrice

public static decimal GetTradePrice(ExecutionMessage message)

result = Extensions.GetTradePrice(message)

Get TradePrice.

message: The message contains information about the execution.

Returns: Trade price.

GetTradeVolume

public static decimal GetTradeVolume(ExecutionMessage message)

result = Extensions.GetTradeVolume(message)

Get TradeVolume.

message: The message contains information about the execution.

Returns: Trade volume.

GetTypicalPrice

public static decimal GetTypicalPrice(ICandleMessage candle)

result = Extensions.GetTypicalPrice(candle)

Calculate typical price of candle.

candle: ICandleMessage

Returns: Typical price.

GetUnderlyingCode

public static string GetUnderlyingCode(SecurityMessage secMsg)

result = Extensions.GetUnderlyingCode(secMsg)

Get underlying asset.

secMsg: SecurityMessage

Returns: Underlying asset.

Group

public static QuoteChangeMessage Group(IOrderBookMessage depth, decimal priceRange)

result = Extensions.Group(depth, priceRange)

To group the order book by the price range.

depth: The order book to be grouped.
priceRange: The price range, for which grouping shall be performed.

Returns: The grouped order book.

Group

public static QuoteChange[] Group(QuoteChange[] quotes, Sides side, decimal priceRange)

result = Extensions.Group(quotes, side, priceRange)

To group quotes by the price range.

quotes: Quotes to be grouped.
side: Side.
priceRange: The price range, for which grouping shall be performed.

Returns: Grouped quotes.

HasChanges``2

public static bool HasChanges<TMessage, TChange>(BaseChangeMessage<TMessage, TChange> message)

result = Extensions.HasChanges(message)

Determines the message contains any changes.

message: Change message.

Returns: Check result.

HasOrderId

public static bool HasOrderId(OrderStatusMessage message)

result = Extensions.HasOrderId(message)

Determines the specified message contains single order request.

message: Message.

Returns: Check result.

HasOrderInfo

public static bool HasOrderInfo(ExecutionMessage message)

result = Extensions.HasOrderInfo(message)

Determines whether the specified message contains order information.

message: The message.

Returns: if the specified message contains order information, otherwise, .

HasSubscriptionId

public static bool HasSubscriptionId(ISubscriptionIdMessage message)

result = Extensions.HasSubscriptionId(message)

Check subscription identifiers in the specified message.

message: Message.

Returns: Identifiers.

HasTradeInfo

public static bool HasTradeInfo(ExecutionMessage message)

result = Extensions.HasTradeInfo(message)

Determines whether the specified message contains trade information.

message: The message.

Returns: if the specified message contains trade information, otherwise, .

Invert

public static Sides Invert(Sides side)

result = Extensions.Invert(side)

To change the direction to opposite.

side: The initial direction.

Returns: The opposite direction.

IsAllSecurity

public static bool IsAllSecurity(ISecurityIdMessage message)

result = Extensions.IsAllSecurity(message)

Check if the specified ISecurityIdMessage is SecurityId).

message: ISecurityIdMessage

Returns: , if the specified ISecurityIdMessage is SecurityId), otherwise, .

IsAllSecurity

public static bool IsAllSecurity(SecurityId securityId)

result = Extensions.IsAllSecurity(securityId)

Check if the specified SecurityId is SecurityId).

securityId: SecurityId

Returns: , if the specified SecurityId is SecurityId), otherwise, .

IsAssociated

public static bool IsAssociated(SecurityId securityId, string boardCode)

result = Extensions.IsAssociated(securityId, boardCode)

Is specified security id associated with the board.

securityId: Security ID.
boardCode: Board code.

Returns: , if associated, otherwise, .

IsBack

public static bool IsBack(IMessage message)

result = Extensions.IsBack(message)

Determines the specified message is loopback.

message: Message.

Returns: Is loopback message.

IsBasket

public static bool IsBasket(SecurityMessage security)

result = Extensions.IsBasket(security)

Is specified security is basket.

security: Security.

Returns: Check result.

IsBestAskField

public static bool IsBestAskField(Level1Fields field)

result = Extensions.IsBestAskField(field)

Is the specified Level1Fields is related to best ask.

field: Field.

Returns: Check result.

IsBestBidField

public static bool IsBestBidField(Level1Fields field)

result = Extensions.IsBestBidField(field)

Is the specified Level1Fields is related to best bid.

field: Field.

Returns: Check result.

IsBuildOnly

public static bool IsBuildOnly(Type candleType)

result = Extensions.IsBuildOnly(candleType)

Determines whether the specified candle type can build only from underlying data.

candleType: The type of candle message.

Returns: Check result.

IsCanceled

public static bool IsCanceled(IOrderMessage order)

result = Extensions.IsCanceled(order)

To check, whether the order was cancelled.

order: The order to be checked.

Returns: , if the order is cancelled, otherwise, .

IsCandle

public static bool IsCandle(MessageTypes type)

result = Extensions.IsCandle(type)

Determine the is candle data type.

type: Message type.

Returns: , if data type is candle, otherwise, .

IsCandleMessage

public static bool IsCandleMessage(Type messageType)

result = Extensions.IsCandleMessage(messageType)

Determines whether the specified message type is derived from CandleMessage.

messageType: The message type.

Returns: if the specified message type is derived from CandleMessage, otherwise, .

IsCandlesSupportedAsync

public static ValueTask<bool> IsCandlesSupportedAsync(IMessageAdapter adapter, MarketDataMessage subscription, CancellationToken cancellationToken)

result = Extensions.IsCandlesSupportedAsync(adapter, subscription, cancellationToken)

Determines whether the specified subscription request is supported by the adapter.

adapter: Adapter.
subscription: Subscription.
cancellationToken: CancellationToken

Returns: if the specified subscription request is supported, otherwise, .

IsContainsCandle

public static bool IsContainsCandle(Level1ChangeMessage level1)

result = Extensions.IsContainsCandle(level1)

To check, are there IsCandles in the level1 data.

level1: Level1 data.

Returns: The test result.

IsContainsQuotes

public static bool IsContainsQuotes(Level1ChangeMessage level1)

result = Extensions.IsContainsQuotes(level1)

To check, are there quotes in the level1.

level1: Level1 data.

Returns: Quotes.

IsContainsTick

public static bool IsContainsTick(Level1ChangeMessage level1)

result = Extensions.IsContainsTick(level1)

To check, are there tick data in the level1 data.

level1: Level1 data.

Returns: The test result.

IsFinal

public static bool IsFinal(OrderStates state)

result = Extensions.IsFinal(state)

Is the specified state is final (Done or Failed).

state: Order state.

Returns: Check result.

IsFinal

public static bool IsFinal(IOrderBookMessage depth)

result = Extensions.IsFinal(depth)

Determine whether the order book is final.

depth: Order book message.

Returns: , if the order book is final, otherwise .

IsFullEmpty

public static bool IsFullEmpty(IOrderBookMessage depth)

result = Extensions.IsFullEmpty(depth)

To determine, is the order book empty.

depth: Market depth.

Returns: , if order book is empty, otherwise, .

IsHalfEmpty

public static bool IsHalfEmpty(IOrderBookMessage depth)

result = Extensions.IsHalfEmpty(depth)

To determine, is the order book half-empty.

depth: Market depth.

Returns: , if the order book is half-empty, otherwise, .

IsHistoryOnly

public static bool IsHistoryOnly(ISubscriptionMessage message)

result = Extensions.IsHistoryOnly(message)

Determines the specified message contains historical request only.

message: Subscription.

Returns: Check result.

IsIndex

public static bool IsIndex(SecurityMessage security)

result = Extensions.IsIndex(security)

Is specified security is index.

security: Security.

Returns: Check result.

IsIntraday

public static bool IsIntraday(TimeSpan tf)

result = Extensions.IsIntraday(tf)

Determines the specified time-frame is intraday.

tf: Time-frame.

Returns: Check result.

IsLastTradeField

public static bool IsLastTradeField(Level1Fields field)

result = Extensions.IsLastTradeField(field)

Is the specified Level1Fields is related to last trade.

field: Field.

Returns: Check result.

IsLookup

public static bool IsLookup(MessageTypes type)

result = Extensions.IsLookup(type)

Determines the specified message type is lookup.

type: MessageTypes

Returns: Check result.

IsLookup

public static bool IsLookup(IMessage message)

result = Extensions.IsLookup(message)

Determines the specified message is lookup.

message: Message

Returns: Check result.

IsLookupAll

public static bool IsLookupAll(SecurityLookupMessage criteria)

result = Extensions.IsLookupAll(criteria)

Determine the contains lookup all filter.

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

Returns: Check result.

IsMarketData

public static bool IsMarketData(ExecutionMessage execMsg)

result = Extensions.IsMarketData(execMsg)

Determines whether the contains market-data info.

execMsg: The message contains information about the execution.

Returns: Check result.

IsMarketData

public static bool IsMarketData(IMessageAdapter adapter)

result = Extensions.IsMarketData(adapter)

Is the specified adapter support market-data.

adapter: Adapter.

Returns: Check result.

IsMarketDataTypeSupportedAsync

public static ValueTask<bool> IsMarketDataTypeSupportedAsync(IMessageAdapter adapter, DataType type, CancellationToken cancellationToken)

result = Extensions.IsMarketDataTypeSupportedAsync(adapter, type, cancellationToken)

Determines whether the specified market-data type is supported by the adapter.

adapter: Adapter.
type: Message type.
cancellationToken: CancellationToken

Returns: if the specified message type is supported, otherwise, .

IsMatch

public static bool IsMatch(ExecutionMessage transaction, OrderStatusMessage criteria, ISet<OrderStates> states)

result = Extensions.IsMatch(transaction, criteria, states)

Determines the specified transaction is matched lookup criteria.

transaction: Transaction.
criteria: The order which fields will be used as a filter.
states: Filter order by the specified states.

Returns: Check result.

IsMatch

public static bool IsMatch(SecurityMessage security, SecurityLookupMessage criteria, HashSet<SecurityTypes> secTypes)

result = Extensions.IsMatch(security, criteria, secTypes)

Determines the specified security is matched lookup criteria.

security: Security.
criteria: Message security lookup for specified criteria.
secTypes: Securities types.

Returns: Check result.

IsMatch

public static bool IsMatch(SecurityMessage security, SecurityLookupMessage criteria)

result = Extensions.IsMatch(security, criteria)

Determines the specified security is matched lookup criteria.

security: Security.
criteria: Message security lookup for specified criteria.

Returns: Check result.

IsMatch

public static bool IsMatch(ExecutionMessage transaction, OrderStatusMessage criteria)

result = Extensions.IsMatch(transaction, criteria)

Determines the specified message is matched lookup criteria.

transaction: Transaction.
criteria: The message which fields will be used as a filter.

Returns: Check result.

IsMatch

public static bool IsMatch(PositionChangeMessage position, PortfolioLookupMessage criteria, bool compareName)

result = Extensions.IsMatch(position, criteria, compareName)

Determines the specified message is matched lookup criteria.

position: Position.
criteria: The message which fields will be used as a filter.
compareName: Fully compare PortfolioName.

Returns: Check result.

IsMatch

public static bool IsMatch(PortfolioMessage portfolio, PortfolioLookupMessage criteria, bool compareName)

result = Extensions.IsMatch(portfolio, criteria, compareName)

Determines the specified message is matched lookup criteria.

portfolio: Portfolio.
criteria: The message which fields will be used as a filter.
compareName: Fully compare PortfolioName.

Returns: Check result.

IsMatch

public static bool IsMatch(BoardMessage board, BoardLookupMessage criteria)

result = Extensions.IsMatch(board, criteria)

Determines the specified message is matched lookup criteria.

board: Board.
criteria: The message which fields will be used as a filter.

Returns: Check result.

IsMatch

public static bool IsMatch(ISubscriptionIdMessage message, MessageTypes type, ISubscriptionMessage criteria)

result = Extensions.IsMatch(message, type, criteria)

Determines the specified message is matched lookup criteria.

message: Message.
type: Type
criteria: The message which fields will be used as a filter.

Returns: Check result.

IsMatched

public static bool IsMatched(IOrderMessage order)

result = Extensions.IsMatched(order)

To check, is the order matched completely.

order: The order to be checked.

Returns: , if the order is matched completely, otherwise, .

IsMatchedEmpty

public static bool IsMatchedEmpty(IOrderMessage order)

result = Extensions.IsMatchedEmpty(order)

To check, if no contract in order is implemented.

order: The order to be checked.

Returns: , if no contract is implemented, otherwise, .

IsMatchedPartially

public static bool IsMatchedPartially(IOrderMessage order)

result = Extensions.IsMatchedPartially(order)

To check, is a part of volume is implemented in the order.

order: The order to be checked.

Returns: , if part of volume is implemented, otherwise, .

IsMessageSupported

public static bool IsMessageSupported(IMessageAdapter adapter, MessageTypes type)

result = Extensions.IsMessageSupported(adapter, type)

Determines whether the specified message type is contained in SupportedInMessages.

adapter: Adapter.
type: Message type.

Returns: if the specified message type is supported, otherwise, .

IsMoney

public static bool IsMoney(SecurityId secId)

result = Extensions.IsMoney(secId)

Check if the specified id is money id.

secId: The message contains information about the position changes.

Returns: Check result.

IsMoney

public static bool IsMoney(PositionChangeMessage posMsg)

result = Extensions.IsMoney(posMsg)

Determines the specified message contains Money position.

posMsg: The message contains information about the position changes.

Returns: Check result.

IsNotSupported

public static bool IsNotSupported(SubscriptionResponseMessage message)

result = Extensions.IsNotSupported(message)

Determines whether the reply contains the error NotSupported.

message: Reply.

Returns: Check result.

Iso10962

public static string Iso10962(SecurityMessage security)

result = Extensions.Iso10962(security)

To get the type for the instrument in the ISO 10962 standard.

security: Security.

Returns: Type in ISO 10962 standard.

Iso10962ToOptionType

public static OptionTypes? Iso10962ToOptionType(string cfi)

result = Extensions.Iso10962ToOptionType(cfi)

To convert the type in the ISO 10962 standard into OptionTypes.

cfi: Type in ISO 10962 standard.

Returns: Option type.

Iso10962ToSecurityType

public static SecurityTypes? Iso10962ToSecurityType(string cfi)

result = Extensions.Iso10962ToSecurityType(cfi)

To convert the type in the ISO 10962 standard into SecurityTypes.

cfi: Type in ISO 10962 standard.

Returns: Security type.

IsObsolete

public static bool IsObsolete(Level1Fields field)

result = Extensions.IsObsolete(field)

Is the specified Level1Fields was obsolete.

field: Level1Fields value.

Returns: , if obsolete, otherwise, not obsolete.

IsObsolete

public static bool IsObsolete(PositionChangeTypes type)

result = Extensions.IsObsolete(type)

Is the specified PositionChangeTypes was marked by ObsoleteAttribute.

type: PositionChangeTypes value.

Returns: , if obsolete, otherwise, not obsolete.

IsOk

public static bool IsOk(IErrorMessage message)

result = Extensions.IsOk(message)

Determines whether the reply contains an error Error.

message: IErrorMessage

Returns: Check result.

IsOpened

public static bool IsOpened(IMessageChannel channel)

result = Extensions.IsOpened(channel)

Is channel opened.

channel: Message channel.

Returns: Check result.

IsOrderLogCanceled

public static bool IsOrderLogCanceled(ExecutionMessage item)

result = Extensions.IsOrderLogCanceled(item)

To check, does the string contain the cancelled order.

item: Order log item.

Returns: , if the string contain the cancelled order, otherwise, .

IsOrderLogMatched

public static bool IsOrderLogMatched(ExecutionMessage item)

result = Extensions.IsOrderLogMatched(item)

To check, does the string contain the order matching.

item: Order log item.

Returns: , if the string contains order matching, otherwise, .

IsOrderLogRegistered

public static bool IsOrderLogRegistered(ExecutionMessage item)

result = Extensions.IsOrderLogRegistered(item)

To check, does the string contain the order registration.

item: Order log item.

Returns: , if the string contains the order registration, otherwise, .

IsPlazaSystem

public static bool IsPlazaSystem(long status)

result = Extensions.IsPlazaSystem(status)

Extract system attribute from the bits flag.

status: Bits flag.

Returns: if an order is system, otherwise, .

IsResultMessageNotSupported

public static bool IsResultMessageNotSupported(IMessageAdapter adapter, MessageTypes type)

result = Extensions.IsResultMessageNotSupported(adapter, type)

Determines whether the specified message type is contained in NotSupportedResultMessages..

adapter: Adapter.
type: Message type.

Returns: if the specified message type is supported, otherwise, .

IsSet

public static bool IsSet(Unit value)

result = Extensions.IsSet(value)

Determines the value is set.

value: Unit

Returns: Check result.

IsStorageSupported

public static bool IsStorageSupported(DataType dataType)

result = Extensions.IsStorageSupported(dataType)

Determines whether the specified data type is supported by the storage.

dataType: DataType

Returns: Check result.

IsSupportSecuritiesLookupAll

public static bool IsSupportSecuritiesLookupAll(IMessageAdapter adapter)

result = Extensions.IsSupportSecuritiesLookupAll(adapter)

Support lookup all securities.

adapter: Adapter.

Returns: Check result.

IsSupportStopLoss

public static bool IsSupportStopLoss(IMessageAdapter adapter)

result = Extensions.IsSupportStopLoss(adapter)

Determines whether the adapter support stop-loss orders.

adapter: Adapter.

Returns: Check result.

IsSupportTakeProfit

public static bool IsSupportTakeProfit(IMessageAdapter adapter)

result = Extensions.IsSupportTakeProfit(adapter)

Determines whether the adapter support take-profit orders.

adapter: Adapter.

Returns: Check result.

IsSupportWithdraw

public static bool IsSupportWithdraw(IMessageAdapter adapter)

result = Extensions.IsSupportWithdraw(adapter)

Determines whether the adapter support withdraw orders.

adapter: Adapter.

Returns: Check result.

IsToday

public static bool IsToday(DateTime date)

result = Extensions.IsToday(date)

To check the specified date is today.

date: The specified date.

Returns: if the specified date is today, otherwise, .

IsToday

public static bool IsToday(DateTime? date)

result = Extensions.IsToday(date)

To check the specified date is today.

date: The specified date.

Returns: if the specified date is today, otherwise, .

IsTransactional

public static bool IsTransactional(IMessageAdapter adapter)

result = Extensions.IsTransactional(adapter)

Is the specified adapter support transactions.

adapter: Adapter.

Returns: Check result.

IsWorkingDate

public static bool IsWorkingDate(BoardMessage board, DateTime date, bool checkHolidays)

result = Extensions.IsWorkingDate(board, date, checkHolidays)

To check, whether date is traded.

board: Board info.
date: The passed date to be checked.
checkHolidays: Whether to check the passed date for a weekday (Saturday and Sunday are days off, returned value for them is ).

Returns: , if the date is traded, otherwise, is not traded.

IsWorkingTime

public static bool IsWorkingTime(BoardMessage board, DateTime time, bool? isWorkingDay, WorkingTimePeriod period)

result = Extensions.IsWorkingTime(board, time, isWorkingDay, period)

To check, whether the time is traded (has the session started, ended, is there a clearing).

board: Board info.
time: The passed time to be checked.
isWorkingDay: , if the date is traded, otherwise, is not traded.
period: Current working time period.

Returns: , if time is traded, otherwise, not traded.

IsWorkingTime

public static bool IsWorkingTime(BoardMessage board, DateTime time)

result = Extensions.IsWorkingTime(board, time)

To check, whether the time is traded (has the session started, ended, is there a clearing).

board: Board info.
time: The passed time to be checked.

Returns: , if time is traded, otherwise, not traded.

Join

public static QuoteChangeMessage Join(IOrderBookMessage original, IOrderBookMessage rare)

result = Extensions.Join(original, rare)

To merge the initial order book and its sparse representation.

original: The initial order book.
rare: The sparse order book.

Returns: The merged order book.

LastTradeDay

public static DateTime LastTradeDay(BoardMessage board, DateTime date, bool checkHolidays)

result = Extensions.LastTradeDay(board, date, checkHolidays)

Get last trade date.

board: Board info.
date: The date from which to start checking.
checkHolidays: Whether to check the passed date for a weekday (Saturday and Sunday are days off, returned value for them is ).

Returns: Last trade date.

LookupByCode

public static IEnumerable<SecurityMessage> LookupByCode(ISecurityMessageProvider provider, string code, SecurityTypes? type)

result = Extensions.LookupByCode(provider, code, type)

To get the instrument by the instrument code.

provider: The provider of information about instruments.
code: Security code.
type: Security type.

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

LookupByCodeAsync

public static IAsyncEnumerable<SecurityMessage> LookupByCodeAsync(ISecurityMessageProvider provider, string code, SecurityTypes? type)

result = Extensions.LookupByCodeAsync(provider, code, type)

To get the instrument by the instrument code.

provider: The provider of information about instruments.
code: Security code.
type: Security type.

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

LookupMessageById

public static SecurityMessage LookupMessageById(ISecurityMessageProvider provider, SecurityId id)

result = Extensions.LookupMessageById(provider, id)

To get the instrument by the identifier.

provider: ISecurityMessageProvider
id: Security ID.

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

LookupMessages

public static IEnumerable<SecurityMessage> LookupMessages(ISecurityMessageProvider provider, SecurityLookupMessage criteria)

result = Extensions.LookupMessages(provider, criteria)

Lookup securities by criteria .

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

Returns: Found instruments.

LoopBack``1

public static TMessage LoopBack<TMessage>(TMessage message, IMessageAdapter adapter, MessageBackModes mode)

result = Extensions.LoopBack(message, adapter, mode)

Made the specified message as BackMode.

message: Message.
adapter: Adapter.
mode: Back mode.

Returns: Message.

MakeVectorIconUri

public static Uri MakeVectorIconUri(string key)

result = Extensions.MakeVectorIconUri(key)

get icon uri

NearestSupportedDepth

public static int? NearestSupportedDepth(IMessageAdapter adapter, int depth)

result = Extensions.NearestSupportedDepth(adapter, depth)

Get the nearest supported depth for the specified.

adapter: Adapter.
depth: Depth.

Returns: Supported depth.

PnF

public static DataType PnF(PnFArg arg)

result = Extensions.PnF(arg)

Create data type info for PnFCandleMessage.

arg: Candle arg.

Returns: Data type info.

Portfolio

public static DataType Portfolio(string portfolioName)

result = Extensions.Portfolio(portfolioName)

Create data type info for PortfolioMessage.

portfolioName: Portfolio name.

Returns: Data type info.

Range

public static DataType Range(Unit arg)

result = Extensions.Range(arg)

Create data type info for RangeCandleMessage.

arg: Candle arg.

Returns: Data type info.

RegisterCandleType``1

public static void RegisterCandleType<TArg>(Type messageType, MessageTypes type, string fileName, Func<string, TArg> argParse, Func<TArg, string> argToString, Func<TArg, bool> argValidator, bool isBuildOnly)

Extensions.RegisterCandleType(messageType, type, fileName, argParse, argToString, argValidator, isBuildOnly)

Register new candle type.

messageType: The type of candle message.
type: Message type.
fileName: File name.
argParse: String to converter.
argToString: to String converter.
argValidator: Arg validator.
isBuildOnly: The candle type can build only from underlying data.

RemoveMarketDataSupport

public static void RemoveMarketDataSupport(MessageAdapter adapter)

Extensions.RemoveMarketDataSupport(adapter)

Remove from SupportedInMessages message types related to market-data.

adapter: Adapter.

RemoveNotSupportedResultMessage

public static void RemoveNotSupportedResultMessage(MessageAdapter adapter, MessageTypes type)

Extensions.RemoveNotSupportedResultMessage(adapter, type)

Remove the message type from NotSupportedResultMessages.

adapter: Adapter.
type: Message type.

RemoveSupportedAllMarketDataTypes

public static void RemoveSupportedAllMarketDataTypes(MessageAdapter adapter)

Extensions.RemoveSupportedAllMarketDataTypes(adapter)

Remove all market data types from DateTime}).

adapter: Adapter.

RemoveSupportedMarketDataType

public static void RemoveSupportedMarketDataType(MessageAdapter adapter, DataType type)

Extensions.RemoveSupportedMarketDataType(adapter, type)

Remove market data type from DateTime}).

adapter: Adapter.
type: Market data type.

RemoveSupportedMessage

public static void RemoveSupportedMessage(MessageAdapter adapter, MessageTypes type)

Extensions.RemoveSupportedMessage(adapter, type)

Remove the message type from PossibleSupportedMessages.

adapter: Adapter.
type: Message type.

RemoveTransactionalSupport

public static void RemoveTransactionalSupport(MessageAdapter adapter)

Extensions.RemoveTransactionalSupport(adapter)

Remove from SupportedInMessages message types related to transactional.

adapter: Adapter.

Renko

public static DataType Renko(Unit arg)

result = Extensions.Renko(arg)

Create data type info for RenkoCandleMessage.

arg: Candle arg.

Returns: Data type info.

ReplaceSecurityId

public static Message ReplaceSecurityId(Message message, SecurityId securityId)

result = Extensions.ReplaceSecurityId(message, securityId)

Replace security id by the specified.

message: Message.
securityId: Security ID.

Returns: Message.

SafeGetOrderId

public static long SafeGetOrderId(ExecutionMessage message)

result = Extensions.SafeGetOrderId(message)

To get order identifier, or discard exception, if no information available.

message: Operations.

Returns: Order ID.

SafeGetVolume

public static decimal SafeGetVolume(ExecutionMessage message)

result = Extensions.SafeGetVolume(message)

To get the number of operations, or discard the exception, if no information available.

message: Operations.

Returns: Quantity.

SetId``1

public static void SetId<T>(CommandMessage message, T id)

Extensions.SetId(message, id)

Set typed ObjectId.

message: CommandMessage.
id: Typed ObjectId.

SetNativeId

public static SecurityId SetNativeId(SecurityId secId, object nativeId)

result = Extensions.SetNativeId(secId, nativeId)

Initialize Native.

secId: Security ID.
nativeId: Native (internal) trading system security id.

Returns: Security ID.

SetSecurityCode

public static void SetSecurityCode(SecurityMessage message, string secCode)

Extensions.SetSecurityCode(message, secCode)

Initialize SecurityCode.

message: A message containing info about the security.
secCode: Security code.

SetSecurityTypes

public static void SetSecurityTypes(ISecurityTypesMessage message, SecurityTypes? type, IEnumerable<SecurityTypes> types)

Extensions.SetSecurityTypes(message, type, types)

Initialize SecurityTypes.

message: Message security lookup for specified criteria.
type: Security type.
types: Securities types.

SetSubscriptionIds``1

public static TMessage SetSubscriptionIds<TMessage>(TMessage message, long[] subscriptionIds, long subscriptionId)

result = Extensions.SetSubscriptionIds(message, subscriptionIds, subscriptionId)

Set subscription identifiers into the specified message.

message: Message.
subscriptionIds: Identifiers.
subscriptionId: Identifier.

Returns: Message.

ShrinkPrice

public static decimal ShrinkPrice(decimal price, decimal? priceStep, int? decimals, ShrinkRules rule)

result = Extensions.ShrinkPrice(price, priceStep, decimals, rule)

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

price: The price to be made multiple.
priceStep: Price step.
decimals: Number of digits in price after coma.
rule

Returns: The multiple price.

ShrinkPrice

public static decimal ShrinkPrice(decimal price, SecurityMessage secMsg, ShrinkRules rule)

result = Extensions.ShrinkPrice(price, secMsg, rule)

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

price: The price to be made multiple.
secMsg: SecurityMessage
rule

Returns: The multiple price.

Sparse

public static ValueTuple<QuoteChange[], QuoteChange[]> Sparse(QuoteChange bid, QuoteChange ask, decimal priceRange, decimal? priceStep, int maxDepth)

result = Extensions.Sparse(bid, ask, priceRange, priceStep, maxDepth)

To create form pair of quotes a sparse collection of quotes, which will be included into the range between the pair.

bid: Bid.
ask: Ask.
priceRange: Minimum price step.
priceStep: Security price step.
maxDepth: Max depth.

Returns: The sparse collection of quotes.

Sparse

public static QuoteChange[] Sparse(QuoteChange[] quotes, Sides side, decimal priceRange, decimal? priceStep, int maxDepth)

result = Extensions.Sparse(quotes, side, priceRange, priceStep, maxDepth)

To create the sparse collection of quotes from regular quotes.

quotes: Regular quotes. The collection shall contain quotes of the same direction (only bids or only offers).
side: Side.
priceRange: Minimum price step.
priceStep: Security price step.
maxDepth: Max depth.

Returns: The sparse collection of quotes.

Sparse

public static QuoteChangeMessage Sparse(IOrderBookMessage depth, decimal priceRange, decimal? priceStep, int maxDepth)

result = Extensions.Sparse(depth, priceRange, priceStep, maxDepth)

To create from regular order book a sparse one.

depth: The regular order book.
priceRange: Minimum price step.
priceStep: Security price step.
maxDepth: Max depth.

Returns: The sparse order book.

SplitToPair

public static ValueTuple<string, string> SplitToPair(string symbol)

result = Extensions.SplitToPair(symbol)

Split to pair.

symbol: Symbol.

Returns: Pair.

Tick

public static DataType Tick(int arg)

result = Extensions.Tick(arg)

Create data type info for TickCandleMessage.

arg: Candle arg.

Returns: Data type info.

TimeFrame

public static DataType TimeFrame(TimeSpan tf)

result = Extensions.TimeFrame(tf)

Create data type info for TimeFrameCandleMessage.

tf: Candle arg.

Returns: Data type info.

ToCandleMessage

public static Type ToCandleMessage(MessageTypes type)

result = Extensions.ToCandleMessage(type)

Cast candle type MessageTypes to the message CandleMessage.

type: Candle type.

Returns: Message type CandleMessage.

ToCandleMessageType

public static Type ToCandleMessageType(MessageTypes type)

result = Extensions.ToCandleMessageType(type)

To convert the type of message MessageTypes into type of candles CandleMessage.

type: Message type.

Returns: Candles type.

ToDataType

public static DataType ToDataType(string type, string arg)

result = Extensions.ToDataType(type, arg)

Convert String to DataType value.

type: type.
arg: Arg.

Returns: Data type info.

ToDataType

public static DataType ToDataType(ExecutionTypes type)

result = Extensions.ToDataType(type)

Convert ExecutionTypes to DataType value.

type: ExecutionTypes.

Returns: DataType.

ToDataTypeArg

public static object ToDataTypeArg(Type messageType, string str)

result = Extensions.ToDataTypeArg(messageType, str)

To convert string representation of the candle argument into typified.

messageType: The type of candle message.
str: The string representation of the argument.

Returns: Argument.

ToErrorMessage

public static ErrorMessage ToErrorMessage(Exception error, long originalTransactionId)

result = Extensions.ToErrorMessage(error, originalTransactionId)

Convert error info into ErrorMessage.

error: Error info.
originalTransactionId: ID of the original message TransactionId for which this message is a response.

Returns: Error message.

ToErrorMessage

public static ErrorMessage ToErrorMessage(string description)

result = Extensions.ToErrorMessage(description)

Convert error text message to ErrorMessage instance.

description: Error text message.

Returns: ErrorMessage instance.

ToExec

public static ExecutionMessage ToExec(OrderRegisterMessage regMsg)

result = Extensions.ToExec(regMsg)

Convert OrderRegisterMessage to ExecutionMessage.

regMsg: The message containing the information for the order registration.

Returns: The message contains information about the execution.

ToExecutionType

public static ExecutionTypes ToExecutionType(DataType type)

result = Extensions.ToExecutionType(type)

Convert DataType to ExecutionTypes value.

type: DataType.

Returns: ExecutionTypes.

ToInfo

public static MessageTypeInfo ToInfo(MessageTypes type, bool? isMarketData)

result = Extensions.ToInfo(type, isMarketData)

Convert MessageTypes to MessageTypeInfo value.

type: MessageTypes value.
isMarketData: Market data.

Returns: MessageTypeInfo value.

ToLevel1

public static Level1ChangeMessage ToLevel1(IOrderBookMessage message)

result = Extensions.ToLevel1(message)

Convert IOrderBookMessage to Level1ChangeMessage value.

message: IOrderBookMessage instance.

Returns: Level1ChangeMessage instance.

ToLevel1

public static Level1ChangeMessage ToLevel1(ExecutionMessage message)

result = Extensions.ToLevel1(message)

Convert ExecutionMessage to Level1ChangeMessage value.

message: ExecutionMessage instance.

Returns: Level1ChangeMessage instance.

ToLevel1

public static IEnumerable<Level1ChangeMessage> ToLevel1(IEnumerable<QuoteChangeMessage> quotes)

result = Extensions.ToLevel1(quotes)

To build level1 from the order books.

quotes: Order books.

Returns: Level1.

ToLevel1

public static IEnumerable<Level1ChangeMessage> ToLevel1(IEnumerable<ExecutionMessage> items, IOrderLogMarketDepthBuilder builder, TimeSpan interval)

result = Extensions.ToLevel1(items, builder, interval)

To build level1 from the orders log.

items: Orders log lines.
builder: Order log to market depth builder.
interval: The interval of the order book generation. The default is Zero, which means order books generation at each new item of orders log.

Returns: Tick trades.

ToLevel1

public static IAsyncEnumerable<Level1ChangeMessage> ToLevel1(IAsyncEnumerable<QuoteChangeMessage> quotes)

result = Extensions.ToLevel1(quotes)

To build level1 from the order books.

quotes: Order books.

Returns: Level1.

ToLevel1

public static IAsyncEnumerable<Level1ChangeMessage> ToLevel1(IAsyncEnumerable<ExecutionMessage> items, IOrderLogMarketDepthBuilder builder, TimeSpan interval)

result = Extensions.ToLevel1(items, builder, interval)

To build level1 from the orders log.

items: Orders log lines.
builder: Order log to market depth builder.
interval: The interval of the order book generation. The default is Zero, which means order books generation at each new item of orders log.

Returns: Tick trades.

ToLevel1

public static Level1ChangeMessage ToLevel1(CandleMessage message)

result = Extensions.ToLevel1(message)

Convert CandleMessage to Level1ChangeMessage value.

message: CandleMessage instance.

Returns: Level1ChangeMessage instance.

ToMessage

public static Message ToMessage(ConnectionStates state)

result = Extensions.ToMessage(state)

Convert ConnectionStates to Message.

state: ConnectionStates value.

Returns: Message value.

ToMessageType

public static MessageTypes ToMessageType(Type type)

result = Extensions.ToMessageType(type)

Convert Type to MessageTypes value.

type: Type value.

Returns: MessageTypes value.

ToMessageType

public static Type ToMessageType(MessageTypes type)

result = Extensions.ToMessageType(type)

Convert MessageTypes to Type value.

type: MessageTypes value.

Returns: Type value.

ToMessageType

public static MessageTypes ToMessageType(string str)

result = Extensions.ToMessageType(str)

Convert String into MessageTypes.

str: String

Returns: MessageTypes

ToMessageType2

public static MessageTypes ToMessageType2(DataType type)

result = Extensions.ToMessageType2(type)

Convert DataType to MessageTypes value.

type: DataType value.

Returns: Message type.

ToMicexCurrencyName

public static string ToMicexCurrencyName(CurrencyTypes type)

result = Extensions.ToMicexCurrencyName(type)

To convert the currency type into the name in the MICEX format.

type: Currency type.

Returns: The currency name in the MICEX format.

ToNullableSecurityId

public static SecurityId ToNullableSecurityId(string id, SecurityIdGenerator generator)

result = Extensions.ToNullableSecurityId(id, generator)

Convert String to SecurityId value.

id: String value.
generator: The instrument identifiers generator SecurityId. Can be .

Returns: SecurityId value.

ToOrderBooks

public static IEnumerable<QuoteChangeMessage> ToOrderBooks(IEnumerable<Level1ChangeMessage> level1)

result = Extensions.ToOrderBooks(level1)

To convert level1 data into order books.

level1: Level1 data.

Returns: Market depths.

ToOrderBooks

public static IAsyncEnumerable<QuoteChangeMessage> ToOrderBooks(IAsyncEnumerable<Level1ChangeMessage> level1)

result = Extensions.ToOrderBooks(level1)

To convert level1 data into order books.

level1: Level1 data.

Returns: Market depths.

ToOrderBooks

public static IAsyncEnumerable<QuoteChangeMessage> ToOrderBooks(IAsyncEnumerable<ExecutionMessage> items, IOrderLogMarketDepthBuilder builder, TimeSpan interval, int maxDepth)

result = Extensions.ToOrderBooks(items, builder, interval, maxDepth)

Build market depths from order log.

items: Orders log lines.
builder: Order log to market depth builder.
interval: The interval of the order book generation. The default is Zero, which means order books generation at each new item of orders log.
maxDepth: The maximal depth of order book. The default is MaxValue, which means endless depth.

Returns: Market depths.

ToOrderBooks

public static IEnumerable<QuoteChangeMessage> ToOrderBooks(IEnumerable<ExecutionMessage> items, IOrderLogMarketDepthBuilder builder, TimeSpan interval, int maxDepth)

result = Extensions.ToOrderBooks(items, builder, interval, maxDepth)

Build market depths from order log.

items: Orders log lines.
builder: Order log to market depth builder.
interval: The interval of the order book generation. The default is Zero, which means order books generation at each new item of orders log.
maxDepth: The maximal depth of order book. The default is MaxValue, which means endless depth.

Returns: Market depths.

ToOrderSnapshot

public static ExecutionMessage ToOrderSnapshot(IEnumerable<ExecutionMessage> diffs, long transactionId, ILogReceiver logs)

result = Extensions.ToOrderSnapshot(diffs, transactionId, logs)

Convert order changes to final snapshot.

diffs: Changes.
transactionId: Transaction ID.
logs: Logs.

Returns: Snapshot.

ToReadableString

public static string ToReadableString(DataType dt)

result = Extensions.ToReadableString(dt)

Convert DataType to readable string.

dt: DataType instance.

Returns: Readable string.

ToReg

public static OrderRegisterMessage ToReg(ExecutionMessage execMsg)

result = Extensions.ToReg(execMsg)

Convert ExecutionMessage to OrderRegisterMessage.

execMsg: The message contains information about the execution.

Returns: The message containing the information for the order registration.

ToSecurityId

public static SecurityId ToSecurityId(string id, SecurityIdGenerator generator)

result = Extensions.ToSecurityId(id, generator)

Convert String to SecurityId value.

id: String value.
generator: The instrument identifiers generator SecurityId. Can be .

Returns: SecurityId value.

ToStringId

public static string ToStringId(SecurityId securityId, SecurityIdGenerator generator, bool nullIfEmpty)

result = Extensions.ToStringId(securityId, generator, nullIfEmpty)

Convert SecurityId to SecurityId value.

securityId: SecurityId value.
generator: The instrument identifiers generator SecurityId. Can be .
nullIfEmpty: Return if SecurityId is empty.

Returns: SecurityId value.

ToTick

public static ExecutionMessage ToTick(ExecutionMessage item)

result = Extensions.ToTick(item)

To tick trade from the order log.

item: Order log item.

Returns: Tick trade.

ToTick

public static ExecutionMessage ToTick(Level1ChangeMessage level1)

result = Extensions.ToTick(level1)

To convert level1 data into tick data.

level1: Level1 data.

Returns: Tick data.

ToTicks

public static IAsyncEnumerable<ExecutionMessage> ToTicks(IAsyncEnumerable<Level1ChangeMessage> level1)

result = Extensions.ToTicks(level1)

To convert level1 data into tick data.

level1: Level1 data.

Returns: Tick data.

ToTicks

public static IAsyncEnumerable<ExecutionMessage> ToTicks(IAsyncEnumerable<ExecutionMessage> items)

result = Extensions.ToTicks(items)

To build tick trades from the orders log.

items: Orders log lines.

Returns: Tick trades.

ToTicks

public static IEnumerable<ExecutionMessage> ToTicks(IEnumerable<ExecutionMessage> items)

result = Extensions.ToTicks(items)

To build tick trades from the orders log.

items: Orders log lines.

Returns: Tick trades.

ToTicks

public static IEnumerable<ExecutionMessage> ToTicks(IEnumerable<Level1ChangeMessage> level1)

result = Extensions.ToTicks(level1)

To convert level1 data into tick data.

level1: Level1 data.

Returns: Tick data.

ToType

public static Type ToType(PositionChangeTypes type)

result = Extensions.ToType(type)

Convert PositionChangeTypes to Type value.

type: PositionChangeTypes value.

Returns: Type value.

ToType

public static Type ToType(Level1Fields field)

result = Extensions.ToType(field)

Convert Level1Fields to Type value.

field: Level1Fields value.

Returns: Type value.

Truncate

public static QuoteChangeMessage Truncate(IOrderBookMessage depth, int maxDepth)

result = Extensions.Truncate(depth, maxDepth)

Truncate the specified order book by max depth value.

depth: Order book.
maxDepth: The maximum depth of order book.

Returns: Truncated order book.

TryAdd``2

public static TMessage TryAdd<TMessage, TChange>(TMessage message, TChange type, int? value, bool isZeroAcceptable)

result = Extensions.TryAdd(message, type, value, isZeroAcceptable)

To add a change to the collection, if value is other than 0 and .

message: Change message.
type: Change type.
value: Change value.
isZeroAcceptable: Is zero value is acceptable values.

Returns: Change message.

TryAdd``2

public static TMessage TryAdd<TMessage, TChange>(TMessage message, TChange type, string value)

result = Extensions.TryAdd(message, type, value)

To add a change to the collection, if value is other than .

message: Change message.
type: Change type.
value: Change value.

Returns: Change message.

TryAdd``2

public static TMessage TryAdd<TMessage, TChange>(TMessage message, TChange type, int value, bool isZeroAcceptable)

result = Extensions.TryAdd(message, type, value, isZeroAcceptable)

To add a change to the collection, if value is other than 0.

message: Change message.
type: Change type.
value: Change value.
isZeroAcceptable: Is zero value is acceptable values.

Returns: Change message.

TryAdd``2

public static TMessage TryAdd<TMessage, TChange>(TMessage message, TChange type, decimal? value, bool isZeroAcceptable)

result = Extensions.TryAdd(message, type, value, isZeroAcceptable)

To add a change to the collection, if value is other than 0 and .

message: Change message.
type: Change type.
value: Change value.
isZeroAcceptable: Is zero value is acceptable values.

Returns: Change message.

TryAdd``2

public static TMessage TryAdd<TMessage, TChange>(TMessage message, TChange type, decimal value, bool isZeroAcceptable)

result = Extensions.TryAdd(message, type, value, isZeroAcceptable)

To add a change to the collection, if value is other than 0.

message: Change message.
type: Change type.
value: Change value.
isZeroAcceptable: Is zero value is acceptable values.

Returns: Change message.

TryAdd``2

public static TMessage TryAdd<TMessage, TChange>(TMessage message, TChange type, bool? value)

result = Extensions.TryAdd(message, type, value)

To add a change to the collection, if value is other than .

message: Change message.
type: Change type.
value: Change value.

Returns: Change message.

TryAdd``2

public static TMessage TryAdd<TMessage, TChange>(TMessage message, TChange type, DateTime? value)

result = Extensions.TryAdd(message, type, value)

To add a change to the collection, if value is other than .

message: Change message.
type: Change type.
value: Change value.

Returns: Change message.

TryAdd``2

public static TMessage TryAdd<TMessage, TChange>(TMessage message, TChange type, PortfolioStates? value)

result = Extensions.TryAdd(message, type, value)

To add a change to the collection, if value is other than .

message: Change message.
type: Change type.
value: Change value.

Returns: Change message.

TryAdd``2

public static TMessage TryAdd<TMessage, TChange>(TMessage message, TChange type, CurrencyTypes? value)

result = Extensions.TryAdd(message, type, value)

To add a change to the collection, if value is other than .

message: Change message.
type: Change type.
value: Change value.

Returns: Change message.

TryAdd``2

public static TMessage TryAdd<TMessage, TChange>(TMessage message, TChange type, SecurityStates? value)

result = Extensions.TryAdd(message, type, value)

To add a change to the collection, if value is other than .

message: Change message.
type: Change type.
value: Change value.

Returns: Change message.

TryAdd``2

public static TMessage TryAdd<TMessage, TChange>(TMessage message, TChange type, Sides? value)

result = Extensions.TryAdd(message, type, value)

To add a change to the collection, if value is other than .

message: Change message.
type: Change type.
value: Change value.

Returns: Change message.

TryAdd``2

public static TMessage TryAdd<TMessage, TChange>(TMessage message, TChange type, long? value, bool isZeroAcceptable)

result = Extensions.TryAdd(message, type, value, isZeroAcceptable)

To add a change to the collection, if value is other than 0 and .

message: Change message.
type: Change type.
value: Change value.
isZeroAcceptable: Is zero value is acceptable values.

Returns: Change message.

TryAdd``2

public static TMessage TryAdd<TMessage, TChange>(TMessage message, TChange type, long value, bool isZeroAcceptable)

result = Extensions.TryAdd(message, type, value, isZeroAcceptable)

To add a change to the collection, if value is other than 0.

message: Change message.
type: Change type.
value: Change value.
isZeroAcceptable: Is zero value is acceptable values.

Returns: Change message.

TryFillUnderlyingId

public static SecurityMessage TryFillUnderlyingId(SecurityMessage secMsg, string underlyingCode)

result = Extensions.TryFillUnderlyingId(secMsg, underlyingCode)

Fill UnderlyingSecurityId property.

secMsg: SecurityMessage
underlyingCode: Underlying asset id.

Returns: SecurityMessage

TryGet

public static string TryGet(IDictionary<string, string> parameters, string name, string defaultValue)

result = Extensions.TryGet(parameters, name, defaultValue)

parameters
name
defaultValue

TryGetDecimal``2

public static decimal? TryGetDecimal<TMessage, TChange>(TMessage message, TChange type)

result = Extensions.TryGetDecimal(message, type)

Try get change from message.

message: Change message.
type: Change type.

Returns: Change value.

TryGetIconUrl

public static Uri TryGetIconUrl(Type type)

result = Extensions.TryGetIconUrl(type)

type

Returns: Icon url.

TryGetSecurityId

public static SecurityId? TryGetSecurityId(Message message)

result = Extensions.TryGetSecurityId(message)

Try get security ID from the specified message.

message: Message.

Returns: Security ID or if message do not provide it.

TryGetServerTime

public static bool TryGetServerTime(Message message, DateTime serverTime)

result = Extensions.TryGetServerTime(message, serverTime)

Try get message server time.

message: Message.
serverTime: Server time. If the value is , the message does not contain the server time.

Returns: Operation result.

TryGetVectorIcon

public static Uri TryGetVectorIcon(Type type)

result = Extensions.TryGetVectorIcon(type)

Try get Icon path.

type: Component type with applied VectorIconAttribute.

Returns: Icon url.

TryGet``2

public static object TryGet<TMessage, TChange>(TMessage message, TChange type)

result = Extensions.TryGet(message, type)

Try get change from message.

message: Change message.
type: Change type.

Returns: Change value.

TryInitLocalTime

public static void TryInitLocalTime(Message message, ILogSource source)

Extensions.TryInitLocalTime(message, source)

Try to initialize LocalTime by CurrentTime.

message: Message.
source: Source.

TryLimitByCount``1

public static IEnumerable<T> TryLimitByCount<T>(IEnumerable<T> set, SecurityLookupMessage msg)

result = Extensions.TryLimitByCount(set, msg)

set
msg

TryRemoveWrapper``1

public static TAdapter TryRemoveWrapper<TAdapter>(IMessageAdapter adapter)

result = Extensions.TryRemoveWrapper(adapter)

Remove adapter by the specified type.

adapter: Adapter.

Returns: Removed adapter or .

UndoBack``1

public static TMessage UndoBack<TMessage>(TMessage message)

result = Extensions.UndoBack(message)

Undo operation made via MessageBackModes).

message: Message.

Returns: Message.

UnGroup

public static QuoteChangeMessage UnGroup(IOrderBookMessage depth)

result = Extensions.UnGroup(depth)

To de-group the order book, grouped using the method Decimal).

depth: The grouped order book.

Returns: The de-grouped order book.

UseChannels

public static bool UseChannels(IMessageAdapter adapter)

result = Extensions.UseChannels(adapter)

To check, whether the message adapter uses channels.

adapter: IMessageAdapter

Returns: Check result.

ValidateBounds

public static MarketDataMessage ValidateBounds(MarketDataMessage message)

result = Extensions.ValidateBounds(message)

Validate From and To values.

message: Message.

Returns: Message.

ValidateCandleArg

public static bool ValidateCandleArg(Type candleMessageType, object value)

result = Extensions.ValidateCandleArg(candleMessageType, value)

Validate candle arg.

candleMessageType: Candle message type.
value: Candle arg.

Returns: Check result.

ValidateChannelState

public static bool ValidateChannelState(ChannelStates currState, ChannelStates newState)

result = Extensions.ValidateChannelState(currState, newState)

Validate state change.

currState: Current state.
newState: New state.

Verify

public static bool Verify(IOrderBookMessage book)

result = Extensions.Verify(book)

To determine whether the order book is in the right state.

book: Order book.

Returns: , if the order book contains correct data, otherwise .

VerifyOrderState

public static bool VerifyOrderState(OrderStates? currState, OrderStates newState, long transactionId, ILogReceiver logs, bool throwOnInvalid)

result = Extensions.VerifyOrderState(currState, newState, transactionId, logs, throwOnInvalid)

Check the possibility OrderStates change.

currState: Current order's state.
newState: New state.
transactionId: Transaction id.
logs: Logs.
throwOnInvalid: Throw exception on invalid transition.

Returns: Check result.

Volume

public static DataType Volume(decimal arg)

result = Extensions.Volume(arg)

Create data type info for VolumeCandleMessage.

arg: Candle arg.

Returns: Data type info.

Properties

Methods

Fields