EntityCache

EntityCache(ILogReceiver, Func<SecurityId?, Security>, IExchangeInfoProvider, IPositionProvider)

Entity cache for storing orders, trades, news and other trading entities.

logReceiver

Log receiver for logging messages.

tryGetSecurity

Function to get security by id.

exchangeInfoProvider

Exchange info provider.

positionProvider

Position provider.

ExchangeInfoProvider : IExchangeInfoProvider

Exchange info provider.

MyTrades : IEnumerable<MyTrade>

All own trades.

News : IEnumerable<News>

All news.

OrderCancelFails : IEnumerable<OrderFail>

Order cancellation failures.

OrderEditFails : IEnumerable<OrderFail>

Order modification failures.

OrderRegisterFails : IEnumerable<OrderFail>

Order registration failures.

Orders : IEnumerable<Order>

All orders.

OrdersKeepCount : int

Maximum number of orders to keep in cache. Default is 1000.

AddFail(OrderOperations, OrderFail)

Add order fail.

operation

Operation.

fail

Fail.

AddOrderByCancelationId(Order, long)

Add order by cancelation transaction id.

order

Order.

transactionId

Transaction id.

AddOrderByEditionId(Order, long)

Add order by edition transaction id.

order

Order.

transactionId

Transaction id.

AddOrderByRegistrationId(Order)

Add order by registration transaction id.

order

Order.

AddOrderFailById(OrderFail, OrderOperations, long)

Add order fail by transaction id.

fail

Order fail.

operation

Order operation.

transactionId

Transaction id.

AddOrderStatusTransactionId(long)

Add order status transaction id.

transactionId

Transaction id.

Clear()

Clear all cached data.

GetLevel1Fields(Security) : IEnumerable<Level1Fields>

Get available Level1 fields for security.

security

Security.

戻り値: Fields.

GetOrders(Security, OrderStates) : IEnumerable<Order>

Get orders by security and state.

security

Security.

state

Order state.

戻り値: Orders.

GetSecurityValue(Security, Level1Fields) : object

Get security Level1 field value.

security

Security.

field

Field.

戻り値: Value.

GetSecurityValues(Security, DateTime) : Level1Info

Get or create Level1 info for security.

security

Security.

serverTime

Server time.

戻り値: Level1 info.

HasLevel1Info(Security) : bool

Check if security has Level1 info.

security

Security.

戻り値: if has info.

IsMassCancelation(long) : bool

Check if transaction is mass cancelation.

transactionId

Transaction id.

戻り値: if mass cancelation.

IsOrderStatusRequest(long) : bool

Check if transaction is order status request.

transactionId

Transaction id.

戻り値: if order status request.

ProcessNewsMessage(Security, NewsMessage) : ValueTuple<News, bool>

Process news message.

security

Security.

message

Message.

戻り値: News and is new flag.

ProcessOrderFailMessage(Order, Security, ExecutionMessage) : IEnumerable<ValueTuple<OrderFail, OrderOperations>>

Process order fail message.

order

Order.

security

Security.

message

Message.

戻り値: Order fails with operations.

ProcessOrderMessage(Order, Security, ExecutionMessage, long, Func<string, Portfolio>) : IEnumerable<OrderChangeInfo>

Process order message.

order

Order.

security

Security.

message

Message.

transactionId

Transaction id.

getPortfolio

Function to get portfolio.

戻り値: Order change info.

ProcessOwnTradeMessage(Order, Security, ExecutionMessage, long) : ValueTuple<MyTrade, bool>

Process own trade message.

order

Order.

security

Security.

message

Message.

transactionId

Transaction id.

戻り値: Trade and is new flag.

RemoveOrderStatusTransactionId(long)

Remove order status transaction id.

transactionId

Transaction id.

TryAddMassCancelationId(long)

Try add mass cancelation transaction id.

transactionId

Transaction id.

TryGetAdapter(Order) : IMessageAdapter

Try get message adapter for order.

order

Order.

戻り値: Adapter or .

TryGetOrder(long?, string) : Order

Try get order by id.

orderId

Order id.

orderStringId

Order string id.

戻り値: Order or .

TryGetOrder(long, OrderOperations) : Order

Try get order by transaction id and operation.

transactionId

Transaction id.

operation

Operation.

戻り値: Order or .

TrySetAdapter(Order, IMessageAdapter)

Try set message adapter for order.

order

Order.

adapter

Adapter.

UpdateOrderBookSnapshot(QuoteChangeMessage)

Update cached order book snapshot for a security.

message

Order book message.