Connector

StockSharp.Algo

The class to create connections to trading systems.

継承元: BaseLogReceiver

実装: IConnector, IMessageTransport, IPersistable, ILogReceiver, ILogSource, IDisposable, IMarketDataProvider, ITransactionProvider, ISecurityProvider, ISecurityMessageProvider, ISubscriptionProvider, ITimeProvider, IPortfolioProvider, IPositionProvider

コンストラクター

Connector()

Initializes a new instance of the Connector.

Connector(ISecurityStorage, IPositionStorage, IExchangeInfoProvider, IStorageRegistry, ISnapshotRegistry, IStorageBuffer, bool, bool)

Initializes a new instance of the Connector.

securityStorage: Securities meta info storage.
positionStorage: Position storage.
exchangeInfoProvider: Exchanges and trading boards provider.
storageRegistry: The storage of market data.
snapshotRegistry: Snapshot storage registry.
buffer: Storage buffer.
initAdapter: Initialize basket adapter.
initChannels: Initialize channels.

プロパティ

Adapter : BasketMessageAdapter

Message adapter.

BasketSecurityProcessorProvider : IBasketSecurityProcessorProvider

Basket security processors provider.

BoardLookup : Subscription

Get global subscription on ExchangeBoard lookup. Can be .

Buffer : IStorageBuffer

Storage buffer.

CanConnect : bool

Determines this connector is ready for establish connection.

CheckSteps : bool

Check Price and Volume are they multiply to step.

CommissionManager : ICommissionManager

The commission calculating manager.

ConnectionState : ConnectionStates

Connection state.

DataTypeLookup : Subscription

Get global subscription on DataTypeInfoMessage lookup. Can be .

ErrorCount : int

The number of errors passed through the Error event.

ExchangeBoards : IEnumerable<ExchangeBoard>

The list of stock boards.

ExchangeInfoProvider : IExchangeInfoProvider

Exchanges and trading boards provider.

InMessageChannel : IMessageChannel

Input message channel.

InnerAdapter : IMessageAdapterWrapper

Inner message adapter.

IsAutoUnSubscribeOnDisconnect : bool

Send unsubscribe on disconnect command.

IsRestoreSubscriptionOnNormalReconnect : bool

Restore subscription on reconnect.

LatencyManager : ILatencyManager

Orders registration delay calculation manager.

LookupMessagesOnConnect : ISet<MessageTypes>

MarketDataAdapter : IMessageAdapter

Market-data adapter.

MarketTimeChangedInterval : TimeSpan

The TimeMessage message generating Interval. The default is 10 milliseconds.

OrderLookup : Subscription

Get global subscription on Order lookup. Can be .

OrdersKeepCount : int

The number of orders for storage. The default is 1000. If the value is set to MaxValue, then the orders will not be deleted. If the value is set to 0, then the orders will not be stored.

OutMessageChannel : IMessageChannel

Outgoing message channel.

OverrideSecurityData : bool

Override previous security data by new values.

PnLManager : IPnLManager

The profit-loss manager.

PortfolioLookup : Subscription

Get global subscription on Portfolio lookup. Can be .

Portfolios : IEnumerable<Portfolio>

The list of portfolios.

Positions : IEnumerable<Position>

The list of positions.

PositionStorage : IPositionStorage

Position storage.

RiskManager : IRiskManager

Risk control manager.

Securities : IEnumerable<Security>

The list of instruments.

SecurityIdGenerator : SecurityIdGenerator

The instrument identifiers generator Id.

SecurityLookup : Subscription

Get global subscription on Security lookup. Can be .

SecurityStorage : ISecurityStorage

Securities meta info storage.

SlippageManager : ISlippageManager

Slippage manager.

SnapshotRegistry : ISnapshotRegistry

Snapshot storage registry.

StorageAdapter : StorageMetaInfoMessageAdapter

Storage adapter.

StorageRegistry : IStorageRegistry

The storage of market data.

Subscriptions : IEnumerable<Subscription>

The list of subscriptions.

SubscriptionsOnConnect : ISet<Subscription>

Send subscriptions on connect.

SupportAssociatedSecurity : bool

Use AssociatedSecurityAdapter.

SupportBasketSecurities : bool

Use BasketSecurityMessageAdapter.

SupportFilteredMarketDepth : bool

Use FilteredMarketDepthAdapter.

SupportLevel1DepthBuilder : bool

Use Level1DepthBuilderAdapter.

SupportSnapshots : bool

Use SnapshotHolderMessageAdapter.

TimeChange : bool

Increment periodically MarketTimeChangedInterval value of CurrentTime.

TransactionAdapter : IMessageAdapter

Transactional adapter.

TransactionIdGenerator : IdGenerator

Transaction id generator used for internal child subscription routing. Must be kept in sync with the parent adapter's generator.

UnsubscribeOnDisconnect : bool

Send unsubscribe on disconnect.

UpdatePortfolioByChange : bool

To update Portfolio fields when the PositionChangeMessage message appears. By default is enabled.

UpdateSecurityByDefinition : bool

To update Security fields when the SecurityMessage message appears. By default is enabled.

UpdateSecurityByLevel1 : bool

To update Security fields when the Level1ChangeMessage message appears. By default is enabled.

UpdateSecurityLastQuotes : bool

To update LastTick, BestBid, BestAsk at each update of order book and/or trades. By default is enabled.

メソッド

CancelOrder(Order)

Cancel the order.

order: The order which should be canceled.

CancelOrderAsync(Order, CancellationToken) : ValueTask

Cancel the order asynchronously.

order: Order to cancel.
cancellationToken: CancellationToken

CancelOrders(bool?, Portfolio, Sides?, ExchangeBoard, Security, SecurityTypes?, long?)

Cancel orders by filter.

isStopOrder: , if cancel only a stop orders, - if regular orders, - both.
portfolio: Portfolio. If the value is equal to , then the portfolio does not match the orders cancel filter.
direction: Order side. If the value is , the direction does not use.
board: Trading board. If the value is equal to , then the board does not match the orders cancel filter.
security: Instrument. If the value is equal to , then the instrument does not match the orders cancel filter.
securityType: Security type. If the value is , the type does not use.
transactionId: Order cancellation transaction id.

CancelOrdersAsync(bool?, Portfolio, Sides?, ExchangeBoard, Security, SecurityTypes?, long?, CancellationToken) : ValueTask

Cancel orders by filter asynchronously.

isStopOrder: , if cancel only a stop orders, - if regular orders, - both.
portfolio: Portfolio. If the value is equal to , then the portfolio does not match the orders cancel filter.
direction: Order side. If the value is , the direction does not use.
board: Trading board. If the value is equal to , then the board does not match the orders cancel filter.
security: Instrument. If the value is equal to , then the instrument does not match the orders cancel filter.
securityType: Security type. If the value is , the type does not use.
transactionId: Order cancellation transaction id.
cancellationToken: CancellationToken

ChangePasswordAsync(SecureString, CancellationToken) : ValueTask

Change password.

newPassword: New password.
cancellationToken: CancellationToken

ClearCacheAsync(CancellationToken) : ValueTask

Clear cache.

Connect()

Connect to trading system.

CreateSecurityId(string, string) : string

Generate Id security.

secCode: SecurityCode.
boardCode: BoardCode.

戻り値: Id security.

Disconnect()

Disconnect from trading system.

DisposeManaged()

To release allocated resources. In particular, to disconnect from the trading system via Disconnect.

EditOrder(Order, Order)

Edit the order.

order: Order.
changes: Order changes.

EditOrderAsync(Order, Order, CancellationToken) : ValueTask

Edit the order asynchronously.

order: Order to edit.
changes: Order to change with new values.
cancellationToken: CancellationToken

GetLevel1Fields(Security) : IEnumerable<Level1Fields>

To get a set of available fields Level1Fields, for which there is a market data for the instrument.

security: Security.

戻り値: Possible fields.

GetPortfolio(string) : Portfolio

To get the portfolio by the code name.

name: Portfolio code name.

戻り値: The got portfolio. If there is no portfolio by given criteria, is returned.

GetPosition(Portfolio, Security, string, Sides?, string, string, TPlusLimits?) : Position

To get the position by portfolio and instrument.

portfolio: The portfolio on which the position should be found.
security: The instrument on which the position should be found.
strategyId: Strategy ID.
side: Side.
clientCode: The client code.
depoName: The depository name where the stock is located physically. By default, an empty string is passed, which means the total position by all depositories.
limit: Limit type for Т+ market.

戻り値: Position.

GetSecurity(SecurityId) : Security

Get security by identifier.

securityId: Security ID.

戻り値: Security.

GetSecurityAsync(SecurityId, Func<Security, bool>, CancellationToken) : ValueTask<Security>

To get the instrument by the code.

id: Security ID.
changeSecurity: The handler changing the instrument. It returns if the instrument has been changed and the SecurityReceived should be called.
cancellationToken: CancellationToken

戻り値: Security.

GetSecurityAsync(SecurityId, CancellationToken) : ValueTask<Security>

Get security by identifier.

securityId: Security ID.
cancellationToken: CancellationToken

戻り値: Security.

GetSecurityId(Security) : SecurityId

Get SecurityId.

security: Security.

戻り値: Security ID.

GetSecurityValue(Security, Level1Fields) : object

To get the value of market data for the instrument.

security: Security.
field: Market-data field.

戻り値: The field value. If no data, the will be returned.

InitNewOrderAsync(Order, CancellationToken) : ValueTask

Initialize registering order (transaction id etc.).

order: New order.
cancellationToken: CancellationToken

IsOrderEditable(Order) : bool?

Determines the specified order can be edited by Order).

order: Order.

戻り値: if the order is editable, order cannot be changed, means no information.

IsOrderReplaceable(Order) : bool?

Determines the specified order can be replaced by Order).

order: Order.

戻り値: if the order is replaceable, order cannot be replaced, means no information.

Load(SettingsStorage)

Load settings.

storage: Settings storage.

LookupByIdAsync(SecurityId, CancellationToken) : ValueTask<Security>

To get the instrument by the identifier.

id: Security ID.
cancellationToken: CancellationToken

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

LookupByPortfolioName(string) : Portfolio

To get the portfolio by the code name.

name: Portfolio code name.

戻り値: The got portfolio. If there is no portfolio by given criteria, is returned.

OnCancelOrderAsync(Order, long, CancellationToken) : ValueTask

Cancel the order.

order: Order to cancel.
transactionId: Order cancellation transaction id.
cancellationToken: CancellationToken

OnCancelOrdersAsync(long, CancellationToken, bool?, Portfolio, Sides?, ExchangeBoard, Security, SecurityTypes?) : ValueTask

Cancel orders by filter.

transactionId: Order cancellation transaction id.
cancellationToken: Cancellation token.
isStopOrder: , if cancel only a stop orders, - if regular orders, - both.
portfolio: Portfolio. If the value is equal to , then the portfolio does not match the orders cancel filter.
direction: Order side. If the value is , the direction does not use.
board: Trading board. If the value is equal to , then the board does not match the orders cancel filter.
security: Instrument. If the value is equal to , then the instrument does not match the orders cancel filter.
securityType: Security type. If the value is , the type does not use.

OnConnectAsync(CancellationToken) : ValueTask

Connect to trading system.

OnDisconnectAsync(CancellationToken) : ValueTask

Disconnect from trading system.

OnEditOrderAsync(Order, Order, CancellationToken) : ValueTask

Edit the order.

order: Order.
changes: Order changes.
cancellationToken: CancellationToken

OnProcessMessage(Message, CancellationToken) : ValueTask

Process message.

message: Message.
cancellationToken: CancellationToken

OnRegisterOrderAsync(Order, CancellationToken) : ValueTask

order: Registration details.
cancellationToken: CancellationToken

OnReRegisterOrderAsync(Order, Order, CancellationToken) : ValueTask

Reregister the order.

oldOrder: Cancelling order.
newOrder: New order to register.
cancellationToken: CancellationToken

RaiseConnected()

To call the event Connected.

RaiseConnectedEx(IMessageAdapter)

To call the event ConnectedEx.

adapter: Adapter, initiated event.

RaiseConnectionError(Exception)

To call the event ConnectionError.

exception: Error connection.

RaiseConnectionErrorEx(IMessageAdapter, Exception)

To call the event ConnectionErrorEx.

adapter: Adapter, initiated event.
exception: Error connection.

RaiseCurrentTimeChanged(TimeSpan)

To call the event CurrentTimeChanged.

diff: The difference in the time since the last call of the event. The first time the event passes the Zero value.

RaiseDisconnected()

To call the event Disconnected.

RaiseDisconnectedEx(IMessageAdapter)

To call the event DisconnectedEx.

adapter: Adapter, initiated event.

RaiseError(Exception)

To call the event Error.

exception: Data processing error.

RaiseLookupPortfoliosResult(PortfolioLookupMessage, Exception, Portfolio[])

To call the event LookupPortfoliosResult.

message: Message.
error: An error of lookup operation. The value will be if operation complete successfully.
newPortfolios: Found portfolios.

RaiseLookupSecuritiesResult(SecurityLookupMessage, Exception, Security[])

To call the event LookupSecuritiesResult.

message: Message.
error: An error of lookup operation. The value will be if operation complete successfully.
newSecurities: Found instruments.

RaiseSubscriptionFailed(Subscription, Exception, bool)

RegisterOrder(Order)

order: Registration details.

RegisterOrderAsync(Order, CancellationToken) : ValueTask

order: Registration details.
cancellationToken: CancellationToken

ReRegisterOrder(Order, Order)

Reregister the order.

oldOrder: Cancelling order.
newOrder: New order to register.

ReRegisterOrderAsync(Order, Order, CancellationToken) : ValueTask

Reregister the order asynchronously.

oldOrder: Cancelling order.
newOrder: New order to register.
cancellationToken: CancellationToken

Save(SettingsStorage)

Save settings.

storage: Settings storage.

SendInMessage(Message)

Send a message from the server module to connected clients.

SendInMessageAsync(Message, CancellationToken) : ValueTask

Processes a generic message asynchronously.

message: The message to process.
cancellationToken: CancellationToken

SendOutError(Exception)

Send error message.

error: Error details.

SendOutErrorAsync(Exception, CancellationToken) : ValueTask

Send error message.

error: Error details.
cancellationToken: CancellationToken

SendOutMessage(Message)

Send outgoing message.

message: Message.

SendOutMessageAsync(Message, CancellationToken) : ValueTask

Send outgoing message (state change, order, etc.).

message: Message.
cancellationToken: CancellationToken

Subscribe(Subscription)

Subscribe.

subscription: Subscription.

UnSubscribe(Subscription)

Unsubscribe.

subscription: Subscription.

イベント

BoardReceived : Action<Subscription, ExchangeBoard>

ExchangeBoard received.

CandleReceived : Action<Subscription, ICandleMessage>

ICandleMessage received.

ChangePasswordResult : Action<long, Exception>

Change password result.

Connected : Action

Connected.

ConnectedEx : Action<IMessageAdapter>

Connected.

ConnectionError : Action<Exception>

Connection error (for example, the connection was aborted by server).

ConnectionErrorEx : Action<IMessageAdapter, Exception>

Connection error (for example, the connection was aborted by server).

ConnectionLost : Action<IMessageAdapter>

Connection lost.

ConnectionRestored : Action<IMessageAdapter>

Connection restored.

CurrentTimeChanged : Action<TimeSpan>

Server time changed CurrentTime. It passed the time difference since the last call of the event. The first time the event passes the value Zero.

DataTypeReceived : Action<Subscription, DataType>

DataType received.

Disconnected : Action

Disconnected.

DisconnectedEx : Action<IMessageAdapter>

Disconnected.

Error : Action<Exception>

Data process error.

Level1Received : Action<Subscription, Level1ChangeMessage>

Level1ChangeMessage received.

LookupPortfoliosResult : Action<PortfolioLookupMessage, IEnumerable<Portfolio>, Exception>

Lookup result PortfolioLookupMessage received.

LookupPortfoliosResult2 : Action<PortfolioLookupMessage, IEnumerable<Portfolio>, IEnumerable<Portfolio>, Exception>

Lookup result PortfolioLookupMessage received.

LookupSecuritiesResult : Action<SecurityLookupMessage, IEnumerable<Security>, Exception>

Lookup result SecurityLookupMessage received.

LookupSecuritiesResult2 : Action<SecurityLookupMessage, IEnumerable<Security>, IEnumerable<Security>, Exception>

Lookup result SecurityLookupMessage received.

MassOrderCanceled : Action<long>

Mass order cancellation event.

MassOrderCanceled2 : Action<long, DateTime>

Mass order cancellation event.

MassOrderCancelFailed : Action<long, Exception>

Mass order cancellation errors event.

MassOrderCancelFailed2 : Action<long, Exception, DateTime>

Mass order cancellation errors event.

NewMessage : Action<Message>

NewMyTrade : Action<MyTrade>

Own trade received.

NewOrder : Action<Order>

Order received.

NewOutMessageAsync : Func<Message, CancellationToken, ValueTask>

New message event.

NewPortfolio : Action<Portfolio>

New portfolio received.

NewPosition : Action<Position>

New position received.

NewsReceived : Action<Subscription, News>

News received.

OrderBookReceived : Action<Subscription, IOrderBookMessage>

IOrderBookMessage received.

OrderCancelFailed : Action<OrderFail>

Order cancellation error event.

OrderCancelFailReceived : Action<Subscription, OrderFail>

OrderFail cancellation event.

OrderChanged : Action<Order>

Order changed (cancelled, matched).

OrderEdited : Action<long, Order>

Order) success result event.

OrderEditFailed : Action<long, OrderFail>

Order) error result event.

OrderEditFailReceived : Action<Subscription, OrderFail>

OrderFail edition event.

OrderLogReceived : Action<Subscription, IOrderLogMessage>

IOrderLogMessage received.

OrderReceived : Action<Subscription, Order>

Order received.

OrderRegisterFailed : Action<OrderFail>

Order registration error event.

OrderRegisterFailReceived : Action<Subscription, OrderFail>

OrderFail registration event.

OwnTradeReceived : Action<Subscription, MyTrade>

MyTrade received.

PortfolioChanged : Action<Portfolio>

Portfolio changed.

PortfolioReceived : Action<Subscription, Portfolio>

Portfolio received.

PositionChanged : Action<Position>

Position changed.

PositionReceived : Action<Subscription, Position>

Position received.

SecurityReceived : Action<Subscription, Security>

Security received.

SubscriptionFailed : Action<Subscription, Exception, bool>

Subscription is failed.

SubscriptionOnline : Action<Subscription>

Subscription is online.

SubscriptionReceived : Action<Subscription, object>

Value received.

SubscriptionStarted : Action<Subscription>

Subscription is started.

SubscriptionStopped : Action<Subscription, Exception>

Subscription is stopped.

TickTradeReceived : Action<Subscription, ITickTradeMessage>

ITickTradeMessage received.

ValuesChanged : Action<Security, IEnumerable<KeyValuePair<Level1Fields, object>>, DateTime, DateTime>

Security changed.