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.

Retorna: Fields.

GetOrders(Security, OrderStates) : IEnumerable<Order>

Get orders by security and state.

security

Security.

state

Order state.

Retorna: Orders.

GetSecurityValue(Security, Level1Fields) : object

Get security Level1 field value.

security

Security.

field

Field.

Retorna: Value.

GetSecurityValues(Security, DateTime) : Level1Info

Get or create Level1 info for security.

security

Security.

serverTime

Server time.

Retorna: Level1 info.

HasLevel1Info(Security) : bool

Check if security has Level1 info.

security

Security.

Retorna: if has info.

IsMassCancelation(long) : bool

Check if transaction is mass cancelation.

transactionId

Transaction id.

Retorna: if mass cancelation.

IsOrderStatusRequest(long) : bool

Check if transaction is order status request.

transactionId

Transaction id.

Retorna: if order status request.

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

Process news message.

security

Security.

message

Message.

Retorna: News and is new flag.

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

Process order fail message.

order

Order.

security

Security.

message

Message.

Retorna: 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.

Retorna: Order change info.

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

Process own trade message.

order

Order.

security

Security.

message

Message.

transactionId

Transaction id.

Retorna: 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.

Retorna: Adapter or .

TryGetOrder(long?, string) : Order

Try get order by id.

orderId

Order id.

orderStringId

Order string id.

Retorna: Order or .

TryGetOrder(long, OrderOperations) : Order

Try get order by transaction id and operation.

transactionId

Transaction id.

operation

Operation.

Retorna: 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.