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TraderHelper Methods

The TraderHelper type exposes the following members.

Methods
  NameDescription
Public methodStatic memberAddTMessage, TChange(TMessage, TChange, CurrencyTypes)
Add change into collection.
Public methodStatic memberAddTMessage, TChange(TMessage, TChange, PortfolioStates)
Add change into collection.
Public methodStatic memberAddTMessage, TChange(TMessage, TChange, SecurityStates)
Add change into collection.
Public methodStatic memberAddTMessage, TChange(TMessage, TChange, Sides)
Add change into collection.
Public methodStatic memberAddTMessage, TChange(TMessage, TChange, Boolean)
Add change into collection.
Public methodStatic memberAddTMessage, TChange(TMessage, TChange, DateTimeOffset)
Add change into collection.
Public methodStatic memberAddTMessage, TChange(TMessage, TChange, Decimal)
Add change into collection.
Public methodStatic memberAddTMessage, TChange(TMessage, TChange, Int32)
Add change into collection.
Public methodStatic memberAddTMessage, TChange(TMessage, TChange, Int64)
Add change into collection.
Public methodStatic memberAddTMessage, TChange(TMessage, TChange, Object)
Add change into collection.
Public methodStatic memberAddDelta(QuoteChangeMessage, QuoteChangeMessage)
To add change to the first order book.
Public methodStatic memberAddDelta(IEnumerableQuoteChange, IEnumerableQuoteChange, Boolean)
To add change to quote.
Public methodStatic memberAddOrderErrorLog
Write order error to the log.
Public methodStatic memberAddOrderInfoLog
Write order info to the log.
Public methodStatic memberAddOrSubtractTradingDays
To get date of day T +/- of N trading days.
Public methodStatic memberApplyChanges(Position, PositionChangeMessage)
Apply changes to the position object.
Public methodStatic memberApplyChanges(Security, Level1ChangeMessage)
Apply change to the security object.
Public methodStatic memberApplyChanges(Portfolio, PortfolioChangeMessage, IExchangeInfoProvider)
Apply changes to the portfolio object.
Public methodStatic memberApplyChanges(Security, SecurityMessage, IExchangeInfoProvider, Boolean)
Apply change to the security object.
Public methodStatic memberApplyChanges(Security, IEnumerableKeyValuePairLevel1Fields, Object, DateTimeOffset, DateTimeOffset)
Apply change to the security object.
Public methodStatic memberApplyOffset
To use shifting for price, depending on direction side.
Public methodStatic memberCancelOrders
Cancel orders by filter.
Public methodStatic memberCandleArgToFolderName
Convert candle parameter into folder name replacing the reserved symbols.
Public methodStatic memberCheckModification
Check the possibility order's state change.
Public methodStatic memberContains
To check whether specified instrument is used now.
Public methodStatic memberCreateProcessor
Create market data processor for basket securities.
Public methodStatic memberDeleteAll
To delete all instruments.
Public methodStatic memberEmulateTrades
To delete in order book levels, which shall disappear in case of trades occurrence trades.
Public methodStatic memberFillFortsJumps
To fill transitions ExpirationJumps.
Public methodStatic memberFilter(IEnumerableExchangeBoard, String)
Filter boards by code criteria.
Public methodStatic memberFilter(IEnumerableMyTrade, Order)
To filter own trades for the given order.
Public methodStatic memberFilter(IEnumerableMyTrade, Portfolio)
To filter own trades for the given portfolio.
Public methodStatic memberFilter(IEnumerableMyTrade, Security)
To filter own trades for the given instrument.
Public methodStatic memberFilter(IEnumerableOrder, Portfolio)
To filter orders for the given portfolio.
Public methodStatic memberFilter(IEnumerableOrder, Security)
To filter orders for the given instrument.
Public methodStatic memberFilter(IEnumerableOrder, OrderStates)
To filter orders for the given condition.
Public methodStatic memberFilter(IEnumerableOrder, Sides)
To filter orders for the given direction.
Public methodStatic memberFilter(IEnumerablePortfolio, PortfolioLookupMessage)
Filter portfolios by the specified criteria.
Public methodStatic memberFilter(IEnumerablePosition, Portfolio)
To filter positions for the given portfolio.
Public methodStatic memberFilter(IEnumerablePosition, Security)
To filter positions for the given instrument.
Public methodStatic memberFilter(IEnumerablePosition, PortfolioLookupMessage)
Filter positions the specified criteria.
Public methodStatic memberFilter(IEnumerableSecurity, ExchangeBoard)
To filter instruments by the trading board.
Public methodStatic memberFilter(IEnumerableSecurity, Security)
To filter instruments by the given criteria.
Public methodStatic memberFilter(IEnumerableSecurityMessage, SecurityLookupMessage)
To filter instruments by the given criteria.
Public methodStatic memberFilter(IEnumerableTrade, Security)
To filter orders for the given instrument.
Public methodStatic memberFilter(IEnumerableTrade, DateTimeOffset, DateTimeOffset)
To filter trades for the given time period.
Public methodStatic memberFilterSecurities
To filter Securities by given criteria.
Public methodStatic memberFolderNameToSecurityId
The inverse conversion from the SecurityIdToFolderName(String) method.
Public methodStatic memberFromMicexCurrencyName
To convert the currency name in the MICEX format into CurrencyTypes.
Public methodStatic memberGetAdapter
Get adapter by portfolio.
Public methodStatic memberGetAllSecurity
Find AllSecurity instance in the specified provider.
Public methodStatic memberGetAveragePrice(IEnumerableMyTrade)
To get the weighted mean price of matching by own trades.
Public methodStatic memberGetAveragePrice(Order, IConnector)
To get weighted mean price of order matching.
Public methodStatic memberGetBoardCode
To get the board code for the instrument class.
Public methodStatic memberGetCurrentPrice(MarketDepthPair, Sides, MarketPriceTypes)
To calculate the current price based on the best pair of quotes, depending on the order direction.
Public methodStatic memberGetCurrentPrice(MarketDepth, Sides, MarketPriceTypes, IEnumerableOrder)
To calculate the current price by the order book depending on the order direction.
Public methodStatic memberGetCurrentPrice(Security, IMarketDataProvider, NullableSides, MarketPriceTypes, IEnumerableOrder)
To calculate the current price by the instrument depending on the order direction.
Public methodStatic memberGetDelta(QuoteChangeMessage, QuoteChangeMessage)
To calculate the change between order books.
Public methodStatic memberGetDelta(IEnumerableQuoteChange, IEnumerableQuoteChange, Sides)
To calculate the change between quotes.
Public methodStatic memberGetDirection(Decimal)
To get the order direction for the position.
Public methodStatic memberGetDirection(Position)
To get the order direction for the position.
Public methodStatic memberGetExpiryDates
To get the expiration date for Forts.
Public methodStatic memberGetFilteredQuotes
To filter the order book from own orders.
Public methodStatic memberGetFortsJumps(String, DateTime, DateTime, FuncString, Security, Boolean)
To get real expiration instruments for base part of the code.
Public methodStatic memberGetFortsJumps(ExpirationContinuousSecurity, ISecurityProvider, String, DateTime, DateTime, Boolean)
To get real expiration instruments for the continuous instrument.
Public methodStatic memberGetInnerSecurities
Find inner security instances.
Public methodStatic memberGetMatchedVolume
To calculate the implemented part of volume for order.
Public methodStatic memberGetOrCreateBoard(IExchangeInfoProvider, String, FuncString, ExchangeBoard)
To get a board by its code. If board with the passed name does not exist, then it will be created.
Public methodStatic memberGetOrCreateBoard(IExchangeInfoProvider, String, Boolean, FuncString, ExchangeBoard)
To get a board by its code. If board with the passed name does not exist, then it will be created.
Public methodStatic memberGetPlazaTimeInForce
Extract TimeInForce from bits flag.
Public methodStatic memberGetPnL
To calculate profit-loss based on the portfolio.
Public methodStatic memberGetPosition(MyTrade)
To get the position on own trade.
Public methodStatic memberGetPosition(ExecutionMessage, Boolean)
To get the position on own trade.
Public methodStatic memberGetPriceStep
To get the price increment on the basis of accuracy.
Public methodStatic memberGetSecurityClassInfo
To get the instrument description by the class.
Public methodStatic memberGetSecurityCriteria
To create the search criteria Security from SecurityLookupMessage.
Public methodStatic memberGetSecurityValueT
To get the value of market data for the instrument.
Public methodStatic memberGetSecurityValues
To get all market data values for the instrument.
Public methodStatic memberGetTheoreticalTrades(MarketDepth, Order)
To get probable trades for order book for the given order.
Public methodStatic memberGetTheoreticalTrades(MarketDepth, Sides, Decimal)
To get probable trades by the order book for the market price and given volume.
Public methodStatic memberGetTheoreticalTrades(MarketDepth, Sides, Decimal, Decimal)
To get probable trades by order book for given price and volume.
Public methodStatic memberGetTrades
To get order trades.
Public methodStatic memberGroup(MarketDepth, Unit)
To group the order book by the price range.
Public methodStatic memberGroup(IEnumerableQuote, Unit)
To group quotes by the price range.
Public methodStatic memberInvert
To change the direction to opposite.
Public methodStatic memberIsAllSecurity(Security)
Check if the specified security is AllSecurity.
Public methodStatic memberIsAllSecurity(SecurityId)
Check if the specified identifier is AllSecurity.
Public methodStatic memberIsAssociated
Is specified security id associated with the board.
Public methodStatic memberIsBasket(Security)
Is specified security is basket.
Public methodStatic memberIsBasket(SecurityMessage)
Is specified security is basket.
Public methodStatic memberIsCanceled(ExecutionMessage)
To check, whether the order was cancelled.
Public methodStatic memberIsCanceled(Order)
To check, whether the order was cancelled.
Public methodStatic memberIsContainsQuotes
To check, are there quotes in the level1.
Public methodStatic memberIsContainsTick
To check, are there tick data in the level1 data.
Public methodStatic memberIsContinuous(Security)
Is specified security is continuous.
Public methodStatic memberIsContinuous(SecurityMessage)
Is specified security is continuous.
Public methodStatic memberIsFullEmpty
To determine, is the order book empty.
Public methodStatic memberIsHalfEmpty
To determine, is the order book half-empty.
Public methodStatic memberIsIndex(Security)
Is specified security is index.
Public methodStatic memberIsIndex(SecurityMessage)
Is specified security is index.
Public methodStatic memberIsLookupAll(Security)
Determine the criteria contains lookup all filter.
Public methodStatic memberIsLookupAll(SecurityLookupMessage)
Determine the criteria contains lookup all filter.
Public methodStatic memberIsMatched(ExecutionMessage)
To check, is the order matched completely.
Public methodStatic memberIsMatched(Order)
To check, is the order matched completely.
Public methodStatic memberIsMatchedEmpty(ExecutionMessage)
To check, if no contract in order is implemented.
Public methodStatic memberIsMatchedEmpty(Order)
To check, if no contract in order is implemented.
Public methodStatic memberIsMatchedPartially(ExecutionMessage)
To check, is a part of volume is implemented in the order.
Public methodStatic memberIsMatchedPartially(Order)
To check, is a part of volume is implemented in the order.
Public methodStatic memberIsMicex
Is MICEX board.
Public methodStatic memberIso10962
To get the type for the instrument in the ISO 10962 standard.
Public methodStatic memberIso10962ToOptionType
To convert the type in the ISO 10962 standard into OptionTypes.
Public methodStatic memberIso10962ToSecurityType
To convert the type in the ISO 10962 standard into SecurityTypes.
Public methodStatic memberIsPlazaSystem
Extract system attribute from the bits flag.
Public methodStatic memberIsToday
To check the specified date is today.
Public methodStatic memberIsTradeDate(BoardMessage, DateTimeOffset, Boolean)
To check, whether date is traded.
Public methodStatic memberIsTradeDate(ExchangeBoard, DateTimeOffset, Boolean)
To check, whether date is traded.
Public methodStatic memberIsTradeDate(WorkingTime, DateTime, Boolean)
To check, whether date is traded.
Public methodStatic memberIsTradeTime(BoardMessage, DateTimeOffset)
To check, whether the time is traded (has the session started, ended, is there a clearing).
Public methodStatic memberIsTradeTime(ExchangeBoard, DateTimeOffset)
To check, whether the time is traded (has the session started, ended, is there a clearing).
Public methodStatic memberIsTradeTime(BoardMessage, DateTimeOffset, WorkingTimePeriod)
To check, whether the time is traded (has the session started, ended, is there a clearing).
Public methodStatic memberIsTradeTime(ExchangeBoard, DateTimeOffset, WorkingTimePeriod)
To check, whether the time is traded (has the session started, ended, is there a clearing).
Public methodStatic memberIsTradeTime(WorkingTime, DateTime, WorkingTimePeriod)
To check, whether the time is traded (has the session started, ended, is there a clearing).
Public methodStatic memberIsUxStock
Is the UX exchange stock market board.
Public methodStatic memberJoin
To merge the initial order book and its sparse representation.
Public methodStatic memberLastTradeDay
Get last trade date.
Public methodStatic memberLookupAll(ISecurityProvider)
Get all available instruments.
Public methodStatic memberLookupAll(IConnector, MessageOfflineModes)
Lookup securities, portfolios and orders.
Public methodStatic memberLookupBoards
Filter boards by code criteria.
Public methodStatic memberLookupByCode
To get the instrument by the instrument code.
Public methodStatic memberLookupById(ISecurityProvider, SecurityId)
To get the instrument by the identifier.
Public methodStatic memberLookupById(ISecurityProvider, String)
To get the instrument by the identifier.
Public methodStatic memberLookupByNativeId
To get the instrument by the system identifier.
Public methodStatic memberLookupByPortfolioName
To get the portfolio by the code name.
Public methodStatic memberReRegisterClone
To create copy of the order for re-registration.
Public methodStatic memberSafeGetOrderId
To get order identifier, or discard exception, if no information available.
Public methodStatic memberSafeGetVolume
To get the number of operations, or discard the exception, if no information available.
Public methodStatic memberSecurityIdToFolderName
To convert the instrument identifier into the folder name, replacing reserved symbols.
Public methodStatic memberShrinkPrice(Order, ShrinkRules)
To cut the price for the order, to make it multiple of the minimal step, also to limit number of decimal places.
Public methodStatic memberShrinkPrice(Security, Decimal, ShrinkRules)
To cut the price, to make it multiple of minimal step, also to limit number of signs after the comma.
Public methodStatic memberSparse(MarketDepth)
To create from regular order book a sparse on, with minimal price step of PriceStep.
Public methodStatic memberSparse(MarketDepth, Decimal)
To create from regular order book a sparse one.
Public methodStatic memberSparse(MarketDepthPair, Decimal)
To create form pair of quotes a sparse collection of quotes, which will be included into the range between the pair.
Public methodStatic memberSparse(IEnumerableQuote, Decimal)
To create the sparse collection of quotes from regular quotes.
Public methodStatic memberTimeFrameCandles
Get available candles types.
Public methodStatic memberToBasket(Security, IBasketSecurityProcessorProvider)
Convert Security to BasketSecurity value.
Public methodStatic memberToBasketTBasketSecurity(Security)
Convert Security to BasketSecurity value.
Public methodStatic memberToBasketTMessage(IEnumerableTMessage, Security, IBasketSecurityProcessorProvider)
Convert inner securities messages to basket.
Public methodStatic memberToDecimal(Double)
To convert Double into Decimal. If the initial value is NaN or IsInfinity(Double), is returned.
Public methodStatic memberToDecimal(Single)
To convert Single into Decimal. If the initial value is NaN or IsInfinity(Single), is returned.
Public methodStatic memberToLevel1(CandleMessage)
Public methodStatic memberToLevel1(ExecutionMessage)
Public methodStatic memberToLevel1(QuoteChangeMessage)
Public methodStatic memberToMicexCurrencyName
To convert the currency type into the name in the MICEX format.
Public methodStatic memberToOrderBooks
To convert level1 data into order books.
Public methodStatic memberToPositionManager
Convert the position object to the type IPositionManager.
Public methodStatic memberToReadableString
Convert DataType to readable string.
Public methodStatic memberToTick
To convert level1 data into tick data.
Public methodStatic memberToTicks
To convert level1 data into tick data.
Public methodStatic memberToTimeQuotes
Convert depths to quotes.
Public methodStatic memberToType
Convert Level1Fields to Type value.
Public methodStatic memberTruncate
Truncate the specified order book by max depth value.
Public methodStatic memberTryAddTMessage, TChange(TMessage, TChange, Int32)
To add a change to the collection, if value is other than 0.
Public methodStatic memberTryAddTMessage, TChange(TMessage, TChange, Int64)
To add a change to the collection, if value is other than 0.
Public methodStatic memberTryAddTMessage, TChange(TMessage, TChange, NullableCurrencyTypes)
To add a change to the collection, if value is other than .
Public methodStatic memberTryAddTMessage, TChange(TMessage, TChange, NullablePortfolioStates)
To add a change to the collection, if value is other than .
Public methodStatic memberTryAddTMessage, TChange(TMessage, TChange, NullableSecurityStates)
To add a change to the collection, if value is other than .
Public methodStatic memberTryAddTMessage, TChange(TMessage, TChange, NullableSides)
To add a change to the collection, if value is other than .
Public methodStatic memberTryAddTMessage, TChange(TMessage, TChange, NullableBoolean)
To add a change to the collection, if value is other than .
Public methodStatic memberTryAddTMessage, TChange(TMessage, TChange, NullableDateTimeOffset)
To add a change to the collection, if value is other than .
Public methodStatic memberTryAddTMessage, TChange(TMessage, TChange, NullableInt32)
To add a change to the collection, if value is other than 0 and .
Public methodStatic memberTryAddTMessage, TChange(TMessage, TChange, NullableInt64)
To add a change to the collection, if value is other than 0 and .
Public methodStatic memberTryAddTMessage, TChange(TMessage, TChange, Decimal, Boolean)
To add a change to the collection, if value is other than 0.
Public methodStatic memberTryAddTMessage, TChange(TMessage, TChange, NullableDecimal, Boolean)
To add a change to the collection, if value is other than 0 and .
Public methodStatic memberUnGroup
To de-group the order book, grouped using the method Group(MarketDepth, Unit).
Public methodStatic memberValidateId
To check the correctness of the entered identifier.
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