EntitiesExtensions

AddOrSubtractTradingDays(ExchangeBoard, DateTime, int, bool) : DateTime

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 ).

戻り値: The end T +/- N date.

ApplyChanges(ExchangeBoard, BoardMessage)

To convert the message into board.

board: Board.
message: Message.

戻り値: Board.

ApplyChanges(Portfolio, PositionChangeMessage, IExchangeInfoProvider)

Apply changes to the portfolio object.

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

ApplyChanges(Position, PositionChangeMessage)

Apply changes to the position object.

position: Position.
message: Position change message.

ApplyChanges(Security, IEnumerable<KeyValuePair<Level1Fields, object>>, DateTime, DateTime, Action<Security, Level1Fields, object>)

Apply change to the security object.

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

ApplyChanges(Security, Level1ChangeMessage)

Apply change to the security object.

security: Security.
message: Changes.

ApplyChanges(Security, SecurityMessage, IExchangeInfoProvider, bool)

Apply change to the security object.

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

ApplyNewState(Order, OrderStates, ILogReceiver)

Check the possibility order's state change.

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

CreateCancelMessage(Order, SecurityId, long) : OrderCancelMessage

To create the message of cancelling old order.

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

戻り値: Message.

CreateRegisterMessage(Order, SecurityId?) : OrderRegisterMessage

To create the message of new order registration.

order: Order.
securityId: Security ID.

戻り値: Message.

CreateReplaceMessage(Order, Order, SecurityId) : OrderReplaceMessage

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

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

戻り値: Message.

EnumerateExchangeBoards() : IEnumerable<ExchangeBoard>

To get a list of boards.

戻り値: Boards.

EnumerateExchanges() : IEnumerable<Exchange>

To get a list of exchanges.

戻り値: Exchanges.

FillMessage``1(Security, T)

To convert the instrument into message.

security: Security.
message: Message.

戻り値: Message.

Filter(IEnumerable<Security>, Security) : IEnumerable<Position>

To filter instruments by the given criteria.

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

戻り値: Instruments filtered.

Filter(IEnumerable<ExchangeBoard>, BoardLookupMessage) : IEnumerable<Position>

Filter boards by code criteria.

boards: All boards.
criteria: Criteria.

戻り値: Found boards.

Filter(IEnumerable<Security>, ExchangeBoard) : IEnumerable<Position>

To filter instruments by the trading board.

securities: Securities.
board: Trading board.

戻り値: Instruments filtered.

Filter(IEnumerable<Portfolio>, PortfolioLookupMessage) : IEnumerable<Position>

Filter portfolios by the specified criteria.

portfolios: All portfolios.
criteria: Criteria.

戻り値: Found portfolios.

Filter(IEnumerable<MyTrade>, Order) : IEnumerable<Position>

To filter own trades for the given order.

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

戻り値: Filtered orders.

Filter(IEnumerable<MyTrade>, Portfolio) : IEnumerable<Position>

To filter own trades for the given portfolio.

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

戻り値: Filtered trades.

Filter(IEnumerable<Position>, Portfolio) : IEnumerable<Position>

To filter positions for the given portfolio.

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

戻り値: Filtered positions.

Filter(IEnumerable<Order>, Sides) : IEnumerable<Position>

To filter orders for the given direction.

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

戻り値: Filtered orders.

Filter(IEnumerable<Order>, OrderStates) : IEnumerable<Position>

To filter orders for the given condition.

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

戻り値: Filtered orders.

Filter(IEnumerable<Order>, Portfolio) : IEnumerable<Position>

To filter orders for the given portfolio.

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

戻り値: Filtered orders.

Filter(IEnumerable<Security>, SecurityLookupMessage) : IEnumerable<Position>

To filter instruments by the given criteria.

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

戻り値: Instruments filtered.

Filter(IEnumerable<Position>, PortfolioLookupMessage) : IEnumerable<Position>

Filter positions the specified criteria.

positions: All positions.
criteria: Criteria.

戻り値: Found positions.

FindSubscriptions(ISubscriptionProvider, Security, DataType) : IEnumerable<Subscription>

Find subscriptions for the specified security and data type.

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

戻り値: Subscriptions.

FindSubscriptions(ISubscriptionProvider, SecurityId, DataType) : IEnumerable<Subscription>

Find subscriptions for the specified security and data type.

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

戻り値: Subscriptions.

GetAveragePrice(IEnumerable<MyTrade>) : decimal

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

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

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

GetExpiryDates(DateTime, DateTime) : IEnumerable<DateTime>

To get the expiration date for Forts.

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

戻り値: Expiration dates.

GetOrCreateBoard(IExchangeInfoProvider, string, Func<string, ExchangeBoard>) : ExchangeBoard

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

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

戻り値: Exchange board.

GetOrCreateBoard(IExchangeInfoProvider, string, bool, Func<string, ExchangeBoard>) : ExchangeBoard

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

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

戻り値: Exchange board.

HasExternalId(SecurityId) : bool

To check, if SecurityId contains identifiers of external sources.

securityId: Security ID.

戻り値: , if there are identifiers of external sources, otherwise, .

IsAllSecurity(Security) : bool

Check if the specified security is AllSecurity.

security: Security.

戻り値: , if the specified security is AllSecurity, otherwise, .

IsLookupAll(Security) : bool

Determine the contains lookup all filter.

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

戻り値: Check result.

Lookup(ISecurityProvider, SecurityLookupMessage) : IEnumerable<Security>

Lookup securities by criteria .

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

戻り値: Found instruments.

LookupBoards(IExchangeInfoProvider, BoardLookupMessage) : IEnumerable<ExchangeBoard>

Filter boards by code criteria.

provider: The exchange boards provider.
criteria: Criteria.

戻り値: Found boards.

LookupBoards2(IExchangeInfoProvider, BoardLookupMessage) : IEnumerable<BoardMessage>

Filter boards by code criteria.

provider: The exchange boards provider.
criteria: Criteria.

戻り値: Found boards.

LookupById(ISecurityProvider, string) : Security

To get the instrument by the identifier.

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

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

LookupById(ISecurityProvider, SecurityId) : Security

To get the instrument by the identifier.

provider: ISecurityProvider
id: Security ID.

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

Pips(int, Security) : Unit

To create from Int32 the pips values.

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

戻り値: Pips.

Pips(double, Security) : Unit

To create from Double the pips values.

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

戻り値: Pips.

Pips(decimal, Security) : Unit

To create from Decimal the pips values.

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

戻り値: Pips.

Points(double, Security) : Unit

To create from Double the points values.

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

戻り値: Points.

Points(int, Security) : Unit

To create from Int32 the points values.

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

戻り値: Points.

Points(decimal, Security) : Unit

To create from Decimal the points values.

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

戻り値: Points.

RequestNewsStory(ISubscriptionProvider, News)

Request news story subscription.

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

ReRegisterClone(Order, decimal?, decimal?) : Order

To create copy of the order for re-registration.

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

戻り値: New order.

ReRegisterOrder(ITransactionProvider, Order, decimal, decimal) : Order

Reregister the order.

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

戻り値: New order.

ReRegisterOrderEx(ITransactionProvider, Order, Order)

Reregister the order.

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

ShrinkPrice(Security, decimal) : decimal

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

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

戻り値: The multiple price.

ToBoard(BoardMessage) : ExchangeBoard

To convert the message into board.

message: Message.

戻り値: Board.

ToChangeMessage(Position, long) : PositionChangeMessage

To convert the position into message.

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

戻り値: Message.

ToChangeMessage(Portfolio) : PositionChangeMessage

To convert the portfolio into message.

portfolio: Portfolio.

戻り値: Message.

ToDataTypeString(MarketDataMessage) : string

Format data type into into human-readable string.

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

戻り値: String.

ToExchange(BoardMessage) : Exchange

To convert the message into exchange.

message: Message.

戻り値: Exchange.

ToExchange(BoardMessage, Exchange) : Exchange

To convert the message into exchange.

message: Message.
exchange: Exchange.

戻り値: Exchange.

ToExternalId(SecurityId) : SecurityExternalId

Cast SecurityId to the SecurityExternalId.

securityId: SecurityId.

戻り値: SecurityExternalId.

ToLookupCriteria(SecurityLookupMessage, IExchangeInfoProvider) : Security

Convert SecurityLookupMessage message to Security criteria.

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

戻り値: Criteria.

ToLookupCriteria(Order, decimal?, Sides?) : OrderStatusMessage

Convert Order to OrderStatusMessage value.

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

戻り値: A message requesting current registered orders and trades.

ToLookupCriteria(Portfolio) : PortfolioLookupMessage

Convert Portfolio to PortfolioLookupMessage value.

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

戻り値: Message portfolio lookup for specified criteria.

ToLookupMessage(Security) : SecurityLookupMessage

Convert Security criteria to SecurityLookupMessage.

criteria: Criteria.

戻り値: Message.

ToMessage(Security, SecurityId?, long, bool) : SecurityMessage

To convert the instrument into message.

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

戻り値: Message.

ToMessage(OrderFail, long) : BoardMessage

To convert the error description into message.

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

戻り値: Message.

ToMessage(Order) : NewsMessage

To convert the order into message.

order: Order.

戻り値: Message.

ToMessage(MyTrade) : NewsMessage

To convert the own trade into message.

trade: Own trade.

戻り値: Message.

ToMessage(ExchangeBoard, long) : BoardMessage

To convert the board into message.

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

戻り値: Message.

ToMessage(News) : NewsMessage

To convert news into message.

news: News.

戻り値: Message.

ToMessage(Portfolio, long) : BoardMessage

To convert the portfolio into message.

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

戻り値: Message.

ToNews(NewsMessage, IExchangeInfoProvider) : News

Cast NewsMessage to the News.

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

戻り値: News.

ToOrder(ExecutionMessage, Security) : Order

To convert the message into order.

message: Message.
security: Security.

戻り値: Order.

ToOrder(ExecutionMessage, Order) : Order

To convert the message into order.

message: Message.
order: The order.

戻り値: Order.

ToPortfolio(PortfolioMessage, Portfolio, IExchangeInfoProvider) : Portfolio

Cast PortfolioMessage to the Portfolio.

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

戻り値: Portfolio.

ToSecurity(SecurityMessage, IExchangeInfoProvider) : Security

To convert the message into instrument.

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

戻り値: Security.

ToSecurityId(SecurityExternalId, string, string) : SecurityId

Cast SecurityExternalId to the SecurityId.

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

戻り値: SecurityId.

ToSecurityId(SecurityExternalId, SecurityId) : SecurityId

Cast SecurityExternalId to the SecurityId.

externalId: SecurityExternalId.
secId: SecurityId.

戻り値: SecurityId.

ToSecurityId(Security, SecurityIdGenerator, bool, bool) : SecurityId

To convert the instrument into SecurityId.

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

戻り値: Security ID.

TryGetSecurity(Subscription, ISecurityProvider) : Security

Try to get the security for the specified subscription.

subscription: Subscription
provider: ISecurityProvider

戻り値: Security

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