Extensions

AddDelta(IOrderBookMessage, IOrderBookMessage) : QuoteChangeMessage

To add change to the first order book.

from: First order book.
delta: Change.

Retorna: The changed order book.

AddDelta(IEnumerable<QuoteChange>, IEnumerable<QuoteChange>, bool) : QuoteChange[]

To add change to quote.

fromQuotes: Quotes.
deltaQuotes: Changes.
isBids: The indication of quotes direction.

Retorna: Changed quotes.

AddMarketDataSupport(MessageAdapter)

Fill the SupportedInMessages message types related to market-data.

adapter: Adapter.

AddNotSupportedResultMessage(MessageAdapter, MessageTypes)

Add the message type info NotSupportedResultMessages.

adapter: Adapter.
type: Message type.

AddOrSubtractTradingDays(BoardMessage, 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 ).

Retorna: The end T +/- N date.

AddSupportedCandleTimeFrames(MessageAdapter, IEnumerable<TimeSpan>)

Add time-frames into DateTime}).

adapter: Adapter.
timeFrames: Time-frames.

AddSupportedMarketDataType(MessageAdapter, DataType)

Add market data type into DateTime}).

adapter: Adapter.
dataType: Data type info.

AddSupportedMessage(MessageAdapter, MessageTypeInfo)

Add the message type info PossibleSupportedMessages.

adapter: Adapter.
info: Extended info for MessageTypes.

AddSupportedMessage(MessageAdapter, MessageTypes, bool?)

Add the message type info SupportedInMessages.

adapter: Adapter.
type: Message type.
isMarketData: is market-data type.

AddTransactionalSupport(MessageAdapter)

Fill the SupportedInMessages message types related to transactional.

adapter: Adapter.

Add``2(T, T, CurrencyTypes)

Add change into collection.

message: Change message.
type: Change type.
value: Change value.

Retorna: Change message.

Add``2(T, T, PortfolioStates)

Add change into collection.

message: Change message.
type: Change type.
value: Change value.

Retorna: Change message.

Add``2(T, T, DateTime)

Add change into collection.

message: Change message.
type: Change type.
value: Change value.

Retorna: Change message.

Add``2(T, T, long)

Add change into collection.

message: Change message.
type: Change type.
value: Change value.

Retorna: Change message.

Add``2(T, T, Sides)

Add change into collection.

message: Change message.
type: Change type.
value: Change value.

Retorna: Change message.

Add``2(T, T, int)

Add change into collection.

message: Change message.
type: Change type.
value: Change value.

Retorna: Change message.

Add``2(T, T, decimal)

Add change into collection.

message: Change message.
type: Change type.
value: Change value.

Retorna: Change message.

Add``2(T, T, object)

Add change into collection.

message: Change message.
type: Change type.
value: Change value.

Retorna: Change message.

Add``2(T, T, bool)

Add change into collection.

message: Change message.
type: Change type.
value: Change value.

Retorna: Change message.

Add``2(T, T, SecurityStates)

Add change into collection.

message: Change message.
type: Change type.
value: Change value.

Retorna: Change message.

ApplyNewBalance(decimal?, decimal, long, ILogReceiver) : decimal

Check the possibility Balance change.

currBal: Current balance.
newBal: New balance.
transactionId: Transaction id.
logs: Logs.

Retorna: New balance.

BuildIfNeed(IAsyncEnumerable<QuoteChangeMessage>, ILogReceiver) : IAsyncEnumerable<QuoteChangeMessage>

To build order books from incremental updates.

books: Order books (may be incremental).
logs: Logs.

Retorna: Full order books.

BuildIfNeed(IEnumerable<QuoteChangeMessage>, ILogReceiver) : IAsyncEnumerable<QuoteChangeMessage>

Try build books by OrderBookIncrementBuilder in case of is incremental changes.

books: Order books.
logs: Logs.

Retorna: Order books.

ChangeSupported(IMessageAdapter, bool, bool)

Change SupportedInMessages.

adapter: Adapter.
add: Command.
isMarketData: Message types.

CreateAdapter(Type, IdGenerator) : IMessageAdapter

Create IMessageAdapter.

adapterType: Adapter type.
idGenerator: Transaction id generator.

Retorna: IMessageAdapter instance.

CreateAdapter(Type) : IMessageAdapter

Create IMessageAdapter instance.

adapterType: Adapter type.

Retorna: IMessageAdapter instance.

CreateCandleMessage(Type) : CandleMessage

Create instance of CandleMessage.

messageType: The type of candle message.

Retorna: Instance of CandleMessage.

CreateErrorResponse(Message, Exception, ILogReceiver, Func<DataType, long[]>) : Message

Create error response.

message: Original message.
ex: Error.
logs: Logs.
getSubscribers: Subscriber identifiers provider.

Retorna: Error response.

CreateExecutorAndRun(TimeSpan, Action<Exception>, CancellationToken) : ChannelExecutor

Create and run ChannelExecutor.

interval: The time interval between processing of messages.
errorHandler: Error handler.
token: CancellationToken

Retorna: ChannelExecutor

CreateNotSupported(long) : SubscriptionResponseMessage

Create non supported subscription response.

id: ID of the original message for which this message is a response.

Retorna: Subscription response message.

CreateOrderCondition(IMessageAdapter) : OrderCondition

Create condition for order type Conditional, that supports the adapter.

adapter: Adapter.

Retorna: Order condition.

CreateOrderCondition(Type) : OrderCondition

Create condition for order type Conditional, that supports the adapter.

orderConditionType: Type of OrderCondition.

Retorna: Order condition.

CreateOrderLogMarketDepthBuilder(Type, SecurityId) : IOrderLogMarketDepthBuilder

Create IOrderLogMarketDepthBuilder instance.

builderType: Builder type.
securityId: Security ID.

Retorna: IOrderLogMarketDepthBuilder instance.

CreateOrderReply(long, DateTime) : ExecutionMessage

Create order's transaction reply.

transactionId: Transaction ID.
serverTime: Server time.

Retorna: The message contains information about the execution.

CreatePortfolioChangeMessage(IMessageAdapter, string) : PositionChangeMessage

Initializes a new instance of the PositionChangeMessage.

adapter: Trading system adapter.
pfName: Portfolio name.

Retorna: Portfolio change message.

CreatePositionChangeMessage(IMessageAdapter, string, SecurityId, string) : PositionChangeMessage

Initializes a new instance of the PositionChangeMessage.

adapter: Trading system adapter.
pfName: Portfolio name.
securityId: Security ID.
depoName: The depositary where the physical security.

Retorna: Position change message.

CreateReply(OrderMessage, Exception) : ExecutionMessage

Cast OrderMessage to the ExecutionMessage.

message: OrderMessage.
error: Error info.

Retorna: ExecutionMessage.

CreateResponse(ISubscriptionMessage, Exception) : SubscriptionResponseMessage

Create subscription response.

message: Subscription.
error: Error info.

Retorna: Subscription response message.

CreateResult(ISubscriptionMessage) : Message

Create SubscriptionOnlineMessage or SubscriptionFinishedMessage depends of To.

message: Subscription.

Retorna: Message.

CreateSubscriptionResponse(long, Exception) : SubscriptionResponseMessage

Create subscription response.

id: ID of the original message for which this message is a response.
error: Error info.

Retorna: Subscription response message.

DataTypeArgToString(Type, object) : string

Convert candle parameter into folder name replacing the reserved symbols.

messageType: The type of candle message.
arg: Candle arg.

Retorna: Directory name.

DataTypeArgToString(DataType) : string

Convert candle parameter into folder name replacing the reserved symbols.

dataType: Data type info.

Retorna: Directory name.

DataTypeToFileName(DataType) : string

Convert file name to DataType.

dataType: Data type info.

Retorna: File name.

EnsureGetGenerator(SecurityIdGenerator) : SecurityIdGenerator

Returns the specified generator or the default in case of .

generator: SecurityIdGenerator

Retorna: SecurityIdGenerator

EnsureToday(DateTime?) : DateTime?

Determines the specified date equals is Today and returns Today.

date: The specified date.

Retorna: Result value.

EnsureToday(DateTime?, DateTime?) : DateTime?

Determines the specified date equals is Today and returns .

date: The specified date.
todayValue: Today value.

Retorna: Result value.

FileNameToDataType(string) : DataType

Convert DataType to file name.

fileName: File name.

Retorna: Data type info.

FillDefaultCryptoFields(SecurityId) : SecurityMessage

Fill default CryptoCurrency price and volume step by 0.00000001 value.

secId: Security ID.

Retorna: A message containing info about the security.

FillDefaultCryptoFields(SecurityMessage) : SecurityMessage

Fill default CryptoCurrency price and volume step by 0.00000001 value.

message: A message containing info about the security.

Retorna: A message containing info about the security.

Filter(IEnumerable<BoardMessage>, BoardLookupMessage) : IEnumerable<BoardMessage>

Filter boards by code criteria.

boards: All boards.
criteria: Criteria.

Retorna: Found boards.

Filter(IEnumerable<SecurityMessage>, SecurityLookupMessage) : IEnumerable<BoardMessage>

To filter instruments by the given criteria.

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

Retorna: Instruments filtered.

FilterTimeFrames(IEnumerable<DataType>) : IEnumerable<TimeSpan>

Extract time frames from the specified data types set.

dataTypes: Data types.

Retorna: Possible time-frames.

Filter``1(IEnumerable<T>, DateTime, DateTime)

To filter messages for the given time period.

messages: All messages, in which the required shall be searched for.
from: The start date for searching.
to: The end date for searching.

Retorna: Filtered messages.

FindAdapter``1(IMessageAdapterWrapper)

Find adapter by the specified type.

wrapper: Wrapping based adapter.

Retorna: Found adapter or .

FindAdapter``1(IMessageAdapter)

Find adapter by the specified type.

adapter: Adapter.

Retorna: Found adapter or .

FindById(IEnumerable<IMessageAdapter>, Guid) : IMessageAdapter

Get adapter by the specified key.

adapters: All available adapters.
id: Adapter identifier.

Retorna: Found adapter or .

FormatToString(DataType) : ValueTuple<string, string>

Convert DataType to String value.

dataType: Data type info.

Retorna: String value.

FromMicexCurrencyName(string) : ValueTuple<CurrencyTypes?, Exception>

To convert the currency name in the MICEX format into CurrencyTypes.

name: The currency name in the MICEX format.

Retorna: Currency type. If the value is empty, will be returned.

FromMicexCurrencyName(string, Action<Exception>) : CurrencyTypes?

To convert the currency name in the MICEX format into CurrencyTypes.

name: The currency name in the MICEX format.
errorHandler: Error handler.

Retorna: Currency type. If the value is empty, will be returned.

GetArg(MarketDataMessage) : T

Get typed argument.

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

Retorna: The additional argument, associated with data. For example, candle argument.

GetArg``1(MarketDataMessage)

Get typed argument.

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

Retorna: The additional argument, associated with data. For example, candle argument.

GetBalance(ExecutionMessage) : decimal

Get Balance.

message: The message contains information about the execution.

Retorna: Order contracts balance.

GetBestAsk(IOrderBookMessage) : QuoteChange?

Get best ask.

message: Market depth.

Retorna: Best ask, or , if no asks are empty.

GetBestBid(IOrderBookMessage) : QuoteChange?

Get best bid.

message: Market depth.

Retorna: Best bid, or , if no bids are empty.

GetBestPair(IOrderBookMessage) : ValueTuple<QuoteChange?, QuoteChange?>

Get best pair.

book: IOrderBookMessage

Retorna: Best pair.

GetCandleArgType(Type) : Type

Get candle arg type.

candleMessageType: Candle message type.

Retorna: Candle arg type.

GetCandleBounds(TimeSpan, DateTime, TimeZoneInfo, WorkingTime) : Range<DateTime>

To get candle time frames relatively to the exchange working pattern.

timeFrame: The time frame for which you need to get time range.
currentTime: The current time within the range of time frames.
timeZone: Information about the time zone where the exchange is located.
time: The information about the exchange working pattern.

Retorna: The candle time frames.

GetCandleBounds(TimeSpan, DateTime) : Range<DateTime>

To get candle time frames relatively to the exchange working pattern.

timeFrame: The time frame for which you need to get time range.
currentTime: The current time within the range of time frames.

Retorna: The candle time frames.

GetDefaultHistoryStepSize(IMessageAdapter, SecurityId, DataType, TimeSpan) : TimeSpan

Get maximum size step allowed for historical download.

adapter: Trading system adapter.
securityId: SecurityId
dataType: Data type info.
iterationInterval: Interval between iterations.

Retorna: Step.

GetDefaultMaxCount(DataType) : int?

Get maximum possible items count per single subscription request.

dataType: Data type info.

Retorna: Max items count.

GetDelta(IEnumerable<QuoteChange>, IEnumerable<QuoteChange>, IComparer<decimal>) : QuoteChange[]

To calculate the change between quotes.

from: First quotes.
to: Second quotes.
comparer: The direction, showing the type of quotes.

Retorna: Changes.

GetDelta(IOrderBookMessage, IOrderBookMessage) : QuoteChangeMessage

To calculate the change between order books.

from: First order book.
to: Second order book.

Retorna: The order book, storing only increments.

GetId``1(CommandMessage)

Get typed ObjectId.

message: CommandMessage.

Retorna: Typed ObjectId.

GetLastTradePrice(Level1ChangeMessage) : decimal?

Get last tick trade price.

message: Market depth.

Retorna: The middle of spread. Is , if quotes are empty.

GetMatchedVolume(IOrderMessage) : decimal?

To calculate the implemented part of volume for order.

order: The order, for which the implemented part of volume shall be calculated.

Retorna: The implemented part of volume.

GetMedianPrice(ICandleMessage) : decimal

Calculate median price of candle.

candle: ICandleMessage

Retorna: Median price.

GetOrderLogCancelReason(ExecutionMessage) : OrderLogCancelReasons

To get the reason for cancelling order in orders log.

item: Order log item.

Retorna: The reason for order cancelling in order log.

GetPair(IOrderBookMessage, int) : ValueTuple<QuoteChange?, QuoteChange?>

To get a pair of quotes (bid + offer) by the depth index.

book: IOrderBookMessage
depthIndex: Depth index. Zero index means the best pair of quotes.

Retorna: The pair of quotes. If the index is larger than book order depth, then the is returned.

GetPlazaTimeInForce(long) : TimeInForce?

Extract TimeInForce from bits flag.

status: Bits flag.

Retorna: TimeInForce.

GetPreferredLanguage(MessageAdapterCategories?) : string

Get preferred language.

categories: Message adapter categories.

Retorna: Language

GetPrice(IOrderBookMessage, Sides?) : decimal?

Get price by side.

message: IOrderBookMessage
side: Sides

Retorna: Price.

GetPriceStep(int) : decimal

To get the price increment on the basis of accuracy.

decimals: Decimals.

Retorna: Price step.

GetProcessorType(IBasketSecurityProcessorProvider, string) : Type

Get processor type.

provider: IBasketSecurityProcessorProvider
basketCode: Basket security type.

Retorna: Processor type.

GetSecurityType(IBasketSecurityProcessorProvider, string) : Type

Get security type.

provider: IBasketSecurityProcessorProvider
basketCode: Basket security type.

Retorna: Security type.

GetSecurityTypes(ISecurityTypesMessage) : HashSet<SecurityTypes>

Get SecurityTypes.

message: Message security lookup for specified criteria.

Retorna: Securities types.

GetServerTime(Message) : DateTime

Get message server time.

message: Message.

Retorna: Server time.

GetSpreadMiddle(decimal?, decimal?, decimal?) : decimal

Get middle of spread.

bestBidPrice: Best bid price.
bestAskPrice: Best ask price.
priceStep: PriceStep

Retorna: The middle of spread. Is , if quotes are empty.

GetSpreadMiddle(decimal, decimal, decimal?) : decimal

Get middle of spread.

bestBidPrice: Best bid price.
bestAskPrice: Best ask price.
priceStep: PriceStep

Retorna: The middle of spread. Is , if quotes are empty.

GetSpreadMiddle(IOrderBookMessage, decimal?) : decimal?

Get middle of spread.

message: Market depth.
priceStep: PriceStep

Retorna: The middle of spread. Is , if quotes are empty.

GetSpreadMiddle(Level1ChangeMessage, decimal?) : decimal?

Get middle of spread.

message: Market depth.
priceStep: PriceStep

Retorna: The middle of spread. Is , if quotes are empty.

GetSubscriptionIds(ISubscriptionIdMessage) : long[]

Get subscription identifiers from the specified message.

message: Message.

Retorna: Identifiers.

GetTimeFrame(MarketDataMessage) : TimeSpan

Get time-frame from the specified market-data message.

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

Retorna: Time-frame.

GetTimeFrame(DataType) : TimeSpan

Get time-frame.

dataType: DataType.

Retorna: Time-frame.

GetTimeFrameCount(Range<DateTime>, TimeSpan, WorkingTime) : long

To get the number of time frames within the specified time range.

range: The specified time range for which you need to get the number of time frames.
timeFrame: The time frame size.
workingTime: WorkingTime.

Retorna: The received number of time frames.

GetTimeFrames(IMessageAdapter, SecurityId, DateTime?, DateTime?) : IEnumerable<TimeSpan>

Get possible time-frames for the specified instrument.

adapter: Trading system adapter.
securityId: Security ID.
from: The initial date from which you need to get data.
to: The final date by which you need to get data.

Retorna: Possible time-frames.

GetTimeFramesAsync(IMessageAdapter, SecurityId, DateTime?, DateTime?) : IAsyncEnumerable<TimeSpan>

Get possible time-frames for the specified instrument.

adapter: Trading system adapter.
securityId: Security ID.
from: The initial date from which you need to get data.
to: The final date by which you need to get data.

Retorna: Possible time-frames.

GetTopPairs(IOrderBookMessage, int) : IEnumerable<ValueTuple<QuoteChange?, QuoteChange?>>

To get a pair of quotes for a given book depth.

book: IOrderBookMessage
depth: Book depth. The counting is from the best quotes.

Retorna: Spread.

GetTopQuotes(IOrderBookMessage, int) : IEnumerable<QuoteChange>

To get quotes for a given book depth.

book: IOrderBookMessage
depth: Book depth. Quotes are in order of price increasing from bids to offers.

Retorna: Spread.

GetTradePrice(ExecutionMessage) : decimal

Get TradePrice.

message: The message contains information about the execution.

Retorna: Trade price.

GetTradeVolume(ExecutionMessage) : decimal

Get TradeVolume.

message: The message contains information about the execution.

Retorna: Trade volume.

GetTypicalPrice(ICandleMessage) : decimal

Calculate typical price of candle.

candle: ICandleMessage

Retorna: Typical price.

GetUnderlyingCode(SecurityMessage) : string

Get underlying asset.

secMsg: SecurityMessage

Retorna: Underlying asset.

Group(IOrderBookMessage, decimal) : QuoteChangeMessage

To group the order book by the price range.

depth: The order book to be grouped.
priceRange: The price range, for which grouping shall be performed.

Retorna: The grouped order book.

Group(QuoteChange[], Sides, decimal) : QuoteChange[]

To group quotes by the price range.

quotes: Quotes to be grouped.
side: Side.
priceRange: The price range, for which grouping shall be performed.

Retorna: Grouped quotes.

HasChanges``2(BaseChangeMessage<T, T>)

Determines the message contains any changes.

message: Change message.

Retorna: Check result.

HasOrderId(OrderStatusMessage) : bool

Determines the specified message contains single order request.

message: Message.

Retorna: Check result.

HasOrderInfo(ExecutionMessage) : bool

Determines whether the specified message contains order information.

message: The message.

Retorna: if the specified message contains order information, otherwise, .

HasSubscriptionId(ISubscriptionIdMessage) : bool

Check subscription identifiers in the specified message.

message: Message.

Retorna: Identifiers.

HasTradeInfo(ExecutionMessage) : bool

Determines whether the specified message contains trade information.

message: The message.

Retorna: if the specified message contains trade information, otherwise, .

Invert(Sides) : Sides

To change the direction to opposite.

side: The initial direction.

Retorna: The opposite direction.

IsAllSecurity(ISecurityIdMessage) : bool

Check if the specified ISecurityIdMessage is SecurityId).

message: ISecurityIdMessage

Retorna: , if the specified ISecurityIdMessage is SecurityId), otherwise, .

IsAllSecurity(SecurityId) : bool

Check if the specified SecurityId is SecurityId).

securityId: SecurityId

Retorna: , if the specified SecurityId is SecurityId), otherwise, .

IsAssociated(SecurityId, string) : bool

Is specified security id associated with the board.

securityId: Security ID.
boardCode: Board code.

Retorna: , if associated, otherwise, .

IsBack(IMessage) : bool

Determines the specified message is loopback.

message: Message.

Retorna: Is loopback message.

IsBasket(SecurityMessage) : bool

Is specified security is basket.

security: Security.

Retorna: Check result.

IsBestAskField(Level1Fields) : bool

Is the specified Level1Fields is related to best ask.

field: Field.

Retorna: Check result.

IsBestBidField(Level1Fields) : bool

Is the specified Level1Fields is related to best bid.

field: Field.

Retorna: Check result.

IsBuildOnly(Type) : bool

Determines whether the specified candle type can build only from underlying data.

candleType: The type of candle message.

Retorna: Check result.

IsCanceled(IOrderMessage) : bool

To check, whether the order was cancelled.

order: The order to be checked.

Retorna: , if the order is cancelled, otherwise, .

IsCandle(MessageTypes) : bool

Determine the is candle data type.

type: Message type.

Retorna: , if data type is candle, otherwise, .

IsCandleMessage(Type) : bool

Determines whether the specified message type is derived from CandleMessage.

messageType: The message type.

Retorna: if the specified message type is derived from CandleMessage, otherwise, .

IsCandlesSupportedAsync(IMessageAdapter, MarketDataMessage, CancellationToken) : ValueTask<bool>

Determines whether the specified subscription request is supported by the adapter.

adapter: Adapter.
subscription: Subscription.
cancellationToken: CancellationToken

Retorna: if the specified subscription request is supported, otherwise, .

IsContainsCandle(Level1ChangeMessage) : bool

To check, are there IsCandles in the level1 data.

level1: Level1 data.

Retorna: The test result.

IsContainsQuotes(Level1ChangeMessage) : bool

To check, are there quotes in the level1.

level1: Level1 data.

Retorna: Quotes.

IsContainsTick(Level1ChangeMessage) : bool

To check, are there tick data in the level1 data.

level1: Level1 data.

Retorna: The test result.

IsFinal(OrderStates) : bool

Is the specified state is final (Done or Failed).

state: Order state.

Retorna: Check result.

IsFinal(IOrderBookMessage) : bool

Determine whether the order book is final.

depth: Order book message.

Retorna: , if the order book is final, otherwise .

IsFullEmpty(IOrderBookMessage) : bool

To determine, is the order book empty.

depth: Market depth.

Retorna: , if order book is empty, otherwise, .

IsHalfEmpty(IOrderBookMessage) : bool

To determine, is the order book half-empty.

depth: Market depth.

Retorna: , if the order book is half-empty, otherwise, .

IsHistoryOnly(ISubscriptionMessage) : bool

Determines the specified message contains historical request only.

message: Subscription.

Retorna: Check result.

IsIndex(SecurityMessage) : bool

Is specified security is index.

security: Security.

Retorna: Check result.

IsIntraday(TimeSpan) : bool

Determines the specified time-frame is intraday.

tf: Time-frame.

Retorna: Check result.

IsLastTradeField(Level1Fields) : bool

Is the specified Level1Fields is related to last trade.

field: Field.

Retorna: Check result.

IsLookup(MessageTypes) : bool

Determines the specified message type is lookup.

type: MessageTypes

Retorna: Check result.

IsLookup(IMessage) : bool

Determines the specified message is lookup.

message: Message

Retorna: Check result.

IsLookupAll(SecurityLookupMessage) : bool

Determine the contains lookup all filter.

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

Retorna: Check result.

IsMarketData(ExecutionMessage) : bool

Determines whether the contains market-data info.

execMsg: The message contains information about the execution.

Retorna: Check result.

IsMarketData(IMessageAdapter) : bool

Is the specified adapter support market-data.

adapter: Adapter.

Retorna: Check result.

IsMarketDataTypeSupportedAsync(IMessageAdapter, DataType, CancellationToken) : ValueTask<bool>

Determines whether the specified market-data type is supported by the adapter.

adapter: Adapter.
type: Message type.
cancellationToken: CancellationToken

Retorna: if the specified message type is supported, otherwise, .

IsMatch(ExecutionMessage, OrderStatusMessage, ISet<OrderStates>) : bool

Determines the specified transaction is matched lookup criteria.

transaction: Transaction.
criteria: The order which fields will be used as a filter.
states: Filter order by the specified states.

Retorna: Check result.

IsMatch(SecurityMessage, SecurityLookupMessage, HashSet<SecurityTypes>) : bool

Determines the specified security is matched lookup criteria.

security: Security.
criteria: Message security lookup for specified criteria.
secTypes: Securities types.

Retorna: Check result.

IsMatch(SecurityMessage, SecurityLookupMessage) : bool

Determines the specified security is matched lookup criteria.

security: Security.
criteria: Message security lookup for specified criteria.

Retorna: Check result.

IsMatch(ExecutionMessage, OrderStatusMessage) : bool

Determines the specified message is matched lookup criteria.

transaction: Transaction.
criteria: The message which fields will be used as a filter.

Retorna: Check result.

IsMatch(PositionChangeMessage, PortfolioLookupMessage, bool) : bool

Determines the specified message is matched lookup criteria.

position: Position.
criteria: The message which fields will be used as a filter.
compareName: Fully compare PortfolioName.

Retorna: Check result.

IsMatch(PortfolioMessage, PortfolioLookupMessage, bool) : bool

Determines the specified message is matched lookup criteria.

portfolio: Portfolio.
criteria: The message which fields will be used as a filter.
compareName: Fully compare PortfolioName.

Retorna: Check result.

IsMatch(BoardMessage, BoardLookupMessage) : bool

Determines the specified message is matched lookup criteria.

board: Board.
criteria: The message which fields will be used as a filter.

Retorna: Check result.

IsMatch(ISubscriptionIdMessage, MessageTypes, ISubscriptionMessage) : bool

Determines the specified message is matched lookup criteria.

message: Message.
type: Type
criteria: The message which fields will be used as a filter.

Retorna: Check result.

IsMatched(IOrderMessage) : bool

To check, is the order matched completely.

order: The order to be checked.

Retorna: , if the order is matched completely, otherwise, .

IsMatchedEmpty(IOrderMessage) : bool

To check, if no contract in order is implemented.

order: The order to be checked.

Retorna: , if no contract is implemented, otherwise, .

IsMatchedPartially(IOrderMessage) : bool

To check, is a part of volume is implemented in the order.

order: The order to be checked.

Retorna: , if part of volume is implemented, otherwise, .

IsMessageSupported(IMessageAdapter, MessageTypes) : bool

Determines whether the specified message type is contained in SupportedInMessages.

adapter: Adapter.
type: Message type.

Retorna: if the specified message type is supported, otherwise, .

IsMoney(SecurityId) : bool

Check if the specified id is money id.

secId: The message contains information about the position changes.

Retorna: Check result.

IsMoney(PositionChangeMessage) : bool

Determines the specified message contains Money position.

posMsg: The message contains information about the position changes.

Retorna: Check result.

IsNotSupported(SubscriptionResponseMessage) : bool

Determines whether the reply contains the error NotSupported.

message: Reply.

Retorna: Check result.

Iso10962(SecurityMessage) : string

To get the type for the instrument in the ISO 10962 standard.

security: Security.

Retorna: Type in ISO 10962 standard.

Iso10962ToOptionType(string) : OptionTypes?

To convert the type in the ISO 10962 standard into OptionTypes.

cfi: Type in ISO 10962 standard.

Retorna: Option type.

Iso10962ToSecurityType(string) : SecurityTypes?

To convert the type in the ISO 10962 standard into SecurityTypes.

cfi: Type in ISO 10962 standard.

Retorna: Security type.

IsObsolete(Level1Fields) : bool

Is the specified Level1Fields was obsolete.

field: Level1Fields value.

Retorna: , if obsolete, otherwise, not obsolete.

IsObsolete(PositionChangeTypes) : bool

Is the specified PositionChangeTypes was marked by ObsoleteAttribute.

type: PositionChangeTypes value.

Retorna: , if obsolete, otherwise, not obsolete.

IsOk(IErrorMessage) : bool

Determines whether the reply contains an error Error.

message: IErrorMessage

Retorna: Check result.

IsOpened(IMessageChannel) : bool

Is channel opened.

channel: Message channel.

Retorna: Check result.

IsOrderLogCanceled(ExecutionMessage) : bool

To check, does the string contain the cancelled order.

item: Order log item.

Retorna: , if the string contain the cancelled order, otherwise, .

IsOrderLogMatched(ExecutionMessage) : bool

To check, does the string contain the order matching.

item: Order log item.

Retorna: , if the string contains order matching, otherwise, .

IsOrderLogRegistered(ExecutionMessage) : bool

To check, does the string contain the order registration.

item: Order log item.

Retorna: , if the string contains the order registration, otherwise, .

IsPlazaSystem(long) : bool

Extract system attribute from the bits flag.

status: Bits flag.

Retorna: if an order is system, otherwise, .

IsResultMessageNotSupported(IMessageAdapter, MessageTypes) : bool

Determines whether the specified message type is contained in NotSupportedResultMessages..

adapter: Adapter.
type: Message type.

Retorna: if the specified message type is supported, otherwise, .

IsSet(Unit) : bool

Determines the value is set.

value: Unit

Retorna: Check result.

IsStorageSupported(DataType) : bool

Determines whether the specified data type is supported by the storage.

dataType: DataType

Retorna: Check result.

IsSupportSecuritiesLookupAll(IMessageAdapter) : bool

Support lookup all securities.

adapter: Adapter.

Retorna: Check result.

IsSupportStopLoss(IMessageAdapter) : bool

Determines whether the adapter support stop-loss orders.

adapter: Adapter.

Retorna: Check result.

IsSupportTakeProfit(IMessageAdapter) : bool

Determines whether the adapter support take-profit orders.

adapter: Adapter.

Retorna: Check result.

IsSupportWithdraw(IMessageAdapter) : bool

Determines whether the adapter support withdraw orders.

adapter: Adapter.

Retorna: Check result.

IsToday(DateTime) : bool

To check the specified date is today.

date: The specified date.

Retorna: if the specified date is today, otherwise, .

IsToday(DateTime?) : bool

To check the specified date is today.

date: The specified date.

Retorna: if the specified date is today, otherwise, .

IsTransactional(IMessageAdapter) : bool

Is the specified adapter support transactions.

adapter: Adapter.

Retorna: Check result.

IsWorkingDate(BoardMessage, DateTime, bool) : bool

To check, whether date is traded.

board: Board info.
date: The passed date to be checked.
checkHolidays: Whether to check the passed date for a weekday (Saturday and Sunday are days off, returned value for them is ).

Retorna: , if the date is traded, otherwise, is not traded.

IsWorkingTime(BoardMessage, DateTime, bool?, WorkingTimePeriod) : bool

To check, whether the time is traded (has the session started, ended, is there a clearing).

board: Board info.
time: The passed time to be checked.
isWorkingDay: , if the date is traded, otherwise, is not traded.
period: Current working time period.

Retorna: , if time is traded, otherwise, not traded.

IsWorkingTime(BoardMessage, DateTime) : bool

To check, whether the time is traded (has the session started, ended, is there a clearing).

board: Board info.
time: The passed time to be checked.

Retorna: , if time is traded, otherwise, not traded.

Join(IOrderBookMessage, IOrderBookMessage) : QuoteChangeMessage

To merge the initial order book and its sparse representation.

original: The initial order book.
rare: The sparse order book.

Retorna: The merged order book.

LastTradeDay(BoardMessage, DateTime, bool) : DateTime

Get last trade date.

board: Board info.
date: The date from which to start checking.
checkHolidays: Whether to check the passed date for a weekday (Saturday and Sunday are days off, returned value for them is ).

Retorna: Last trade date.

LookupByCode(ISecurityMessageProvider, string, SecurityTypes?) : IEnumerable<SecurityMessage>

To get the instrument by the instrument code.

provider: The provider of information about instruments.
code: Security code.
type: Security type.

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

LookupByCodeAsync(ISecurityMessageProvider, string, SecurityTypes?) : IAsyncEnumerable<SecurityMessage>

To get the instrument by the instrument code.

provider: The provider of information about instruments.
code: Security code.
type: Security type.

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

LookupMessageById(ISecurityMessageProvider, SecurityId) : SecurityMessage

To get the instrument by the identifier.

provider: ISecurityMessageProvider
id: Security ID.

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

LookupMessages(ISecurityMessageProvider, SecurityLookupMessage) : IEnumerable<SecurityMessage>

Lookup securities by criteria .

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

Retorna: Found instruments.

LoopBack``1(T, IMessageAdapter, MessageBackModes)

Made the specified message as BackMode.

message: Message.
adapter: Adapter.
mode: Back mode.

Retorna: Message.

MakeVectorIconUri(string) : Uri

get icon uri

NearestSupportedDepth(IMessageAdapter, int) : int?

Get the nearest supported depth for the specified.

adapter: Adapter.
depth: Depth.

Retorna: Supported depth.

PnF(PnFArg) : DataType

Create data type info for PnFCandleMessage.

arg: Candle arg.

Retorna: Data type info.

Portfolio(string) : DataType

Create data type info for PortfolioMessage.

portfolioName: Portfolio name.

Retorna: Data type info.

Range(Unit) : DataType

Create data type info for RangeCandleMessage.

arg: Candle arg.

Retorna: Data type info.

RegisterCandleType``1(Type, MessageTypes, string, Func<string, T>, Func<T, string>, Func<T, bool>, bool)

Register new candle type.

messageType: The type of candle message.
type: Message type.
fileName: File name.
argParse: String to converter.
argToString: to String converter.
argValidator: Arg validator.
isBuildOnly: The candle type can build only from underlying data.

RemoveMarketDataSupport(MessageAdapter)

Remove from SupportedInMessages message types related to market-data.

adapter: Adapter.

RemoveNotSupportedResultMessage(MessageAdapter, MessageTypes)

Remove the message type from NotSupportedResultMessages.

adapter: Adapter.
type: Message type.

RemoveSupportedAllMarketDataTypes(MessageAdapter)

Remove all market data types from DateTime}).

adapter: Adapter.

RemoveSupportedMarketDataType(MessageAdapter, DataType)

Remove market data type from DateTime}).

adapter: Adapter.
type: Market data type.

RemoveSupportedMessage(MessageAdapter, MessageTypes)

Remove the message type from PossibleSupportedMessages.

adapter: Adapter.
type: Message type.

RemoveTransactionalSupport(MessageAdapter)

Remove from SupportedInMessages message types related to transactional.

adapter: Adapter.

Renko(Unit) : DataType

Create data type info for RenkoCandleMessage.

arg: Candle arg.

Retorna: Data type info.

ReplaceSecurityId(Message, SecurityId) : Message

Replace security id by the specified.

message: Message.
securityId: Security ID.

Retorna: Message.

SafeGetOrderId(ExecutionMessage) : long

To get order identifier, or discard exception, if no information available.

message: Operations.

Retorna: Order ID.

SafeGetVolume(ExecutionMessage) : decimal

To get the number of operations, or discard the exception, if no information available.

message: Operations.

Retorna: Quantity.

SetId``1(CommandMessage, T)

Set typed ObjectId.

message: CommandMessage.
id: Typed ObjectId.

SetNativeId(SecurityId, object) : SecurityId

Initialize Native.

secId: Security ID.
nativeId: Native (internal) trading system security id.

Retorna: Security ID.

SetSecurityCode(SecurityMessage, string)

Initialize SecurityCode.

message: A message containing info about the security.
secCode: Security code.

SetSecurityTypes(ISecurityTypesMessage, SecurityTypes?, IEnumerable<SecurityTypes>)

Initialize SecurityTypes.

message: Message security lookup for specified criteria.
type: Security type.
types: Securities types.

SetSubscriptionIds``1(T, long[], long)

Set subscription identifiers into the specified message.

message: Message.
subscriptionIds: Identifiers.
subscriptionId: Identifier.

Retorna: Message.

ShrinkPrice(decimal, decimal?, int?, ShrinkRules) : decimal

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

price: The price to be made multiple.
priceStep: Price step.
decimals: Number of digits in price after coma.
rule

Retorna: The multiple price.

ShrinkPrice(decimal, SecurityMessage, ShrinkRules) : decimal

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

price: The price to be made multiple.
secMsg: SecurityMessage
rule

Retorna: The multiple price.

Sparse(QuoteChange, QuoteChange, decimal, decimal?, int) : QuoteChange[]

To create form pair of quotes a sparse collection of quotes, which will be included into the range between the pair.

bid: Bid.
ask: Ask.
priceRange: Minimum price step.
priceStep: Security price step.
maxDepth: Max depth.

Retorna: The sparse collection of quotes.

Sparse(QuoteChange[], Sides, decimal, decimal?, int) : QuoteChange[]

To create the sparse collection of quotes from regular quotes.

quotes: Regular quotes. The collection shall contain quotes of the same direction (only bids or only offers).
side: Side.
priceRange: Minimum price step.
priceStep: Security price step.
maxDepth: Max depth.

Retorna: The sparse collection of quotes.

Sparse(IOrderBookMessage, decimal, decimal?, int) : QuoteChangeMessage

To create from regular order book a sparse one.

depth: The regular order book.
priceRange: Minimum price step.
priceStep: Security price step.
maxDepth: Max depth.

Retorna: The sparse order book.

SplitToPair(string) : ValueTuple<string, string>

Split to pair.

symbol: Symbol.

Retorna: Pair.

Tick(int) : DataType

Create data type info for TickCandleMessage.

arg: Candle arg.

Retorna: Data type info.

TimeFrame(TimeSpan) : DataType

Create data type info for TimeFrameCandleMessage.

tf: Candle arg.

Retorna: Data type info.

ToCandleMessage(MessageTypes) : Type

Cast candle type MessageTypes to the message CandleMessage.

type: Candle type.

Retorna: Message type CandleMessage.

ToCandleMessageType(MessageTypes) : Type

To convert the type of message MessageTypes into type of candles CandleMessage.

type: Message type.

Retorna: Candles type.

ToDataType(string, string) : DataType

Convert String to DataType value.

type: type.
arg: Arg.

Retorna: Data type info.

ToDataType(ExecutionTypes) : DataType

Convert ExecutionTypes to DataType value.

type: ExecutionTypes.

Retorna: DataType.

ToDataTypeArg(Type, string) : object

To convert string representation of the candle argument into typified.

messageType: The type of candle message.
str: The string representation of the argument.

Retorna: Argument.

ToErrorMessage(Exception, long) : ErrorMessage

Convert error info into ErrorMessage.

error: Error info.
originalTransactionId: ID of the original message TransactionId for which this message is a response.

Retorna: Error message.

ToErrorMessage(string) : ErrorMessage

Convert error text message to ErrorMessage instance.

description: Error text message.

Retorna: ErrorMessage instance.

ToExec(OrderRegisterMessage) : ExecutionMessage

Convert OrderRegisterMessage to ExecutionMessage.

regMsg: The message containing the information for the order registration.

Retorna: The message contains information about the execution.

ToExecutionType(DataType) : ExecutionTypes

Convert DataType to ExecutionTypes value.

type: DataType.

Retorna: ExecutionTypes.

ToInfo(MessageTypes, bool?) : MessageTypeInfo

Convert MessageTypes to MessageTypeInfo value.

type: MessageTypes value.
isMarketData: Market data.

Retorna: MessageTypeInfo value.

ToLevel1(IOrderBookMessage) : IAsyncEnumerable<Level1ChangeMessage>

Convert IOrderBookMessage to Level1ChangeMessage value.

message: IOrderBookMessage instance.

Retorna: Level1ChangeMessage instance.

ToLevel1(ExecutionMessage) : IAsyncEnumerable<Level1ChangeMessage>

Convert ExecutionMessage to Level1ChangeMessage value.

message: ExecutionMessage instance.

Retorna: Level1ChangeMessage instance.

ToLevel1(IEnumerable<QuoteChangeMessage>) : IAsyncEnumerable<Level1ChangeMessage>

To build level1 from the order books.

quotes: Order books.

Retorna: Level1.

ToLevel1(IEnumerable<ExecutionMessage>, IOrderLogMarketDepthBuilder, TimeSpan) : IAsyncEnumerable<Level1ChangeMessage>

To build level1 from the orders log.

items: Orders log lines.
builder: Order log to market depth builder.
interval: The interval of the order book generation. The default is Zero, which means order books generation at each new item of orders log.

Retorna: Tick trades.

ToLevel1(IAsyncEnumerable<QuoteChangeMessage>) : IAsyncEnumerable<Level1ChangeMessage>

To build level1 from the order books.

quotes: Order books.

Retorna: Level1.

ToLevel1(IAsyncEnumerable<ExecutionMessage>, IOrderLogMarketDepthBuilder, TimeSpan) : IAsyncEnumerable<Level1ChangeMessage>

To build level1 from the orders log.

items: Orders log lines.
builder: Order log to market depth builder.
interval: The interval of the order book generation. The default is Zero, which means order books generation at each new item of orders log.

Retorna: Tick trades.

ToLevel1(CandleMessage) : IAsyncEnumerable<Level1ChangeMessage>

Convert CandleMessage to Level1ChangeMessage value.

message: CandleMessage instance.

Retorna: Level1ChangeMessage instance.

ToMessage(ConnectionStates) : Message

Convert ConnectionStates to Message.

state: ConnectionStates value.

Retorna: Message value.

ToMessageType(Type) : MessageTypes

Convert Type to MessageTypes value.

type: Type value.

Retorna: MessageTypes value.

ToMessageType(MessageTypes) : MessageTypes

Convert MessageTypes to Type value.

type: MessageTypes value.

Retorna: Type value.

ToMessageType(string) : MessageTypes

Convert String into MessageTypes.

str: String

Retorna: MessageTypes

ToMessageType2(DataType) : MessageTypes

Convert DataType to MessageTypes value.

type: DataType value.

Retorna: Message type.

ToMicexCurrencyName(CurrencyTypes) : string

To convert the currency type into the name in the MICEX format.

type: Currency type.

Retorna: The currency name in the MICEX format.

ToNullableSecurityId(string, SecurityIdGenerator) : SecurityId

Convert String to SecurityId value.

id: String value.
generator: The instrument identifiers generator SecurityId. Can be .

Retorna: SecurityId value.

ToOrderBooks(IEnumerable<Level1ChangeMessage>) : IAsyncEnumerable<QuoteChangeMessage>

To convert level1 data into order books.

level1: Level1 data.

Retorna: Market depths.

ToOrderBooks(IAsyncEnumerable<Level1ChangeMessage>) : IAsyncEnumerable<QuoteChangeMessage>

To convert level1 data into order books.

level1: Level1 data.

Retorna: Market depths.

ToOrderBooks(IAsyncEnumerable<ExecutionMessage>, IOrderLogMarketDepthBuilder, TimeSpan, int) : IAsyncEnumerable<QuoteChangeMessage>

Build market depths from order log.

items: Orders log lines.
builder: Order log to market depth builder.
interval: The interval of the order book generation. The default is Zero, which means order books generation at each new item of orders log.
maxDepth: The maximal depth of order book. The default is MaxValue, which means endless depth.

Retorna: Market depths.

ToOrderBooks(IEnumerable<ExecutionMessage>, IOrderLogMarketDepthBuilder, TimeSpan, int) : IAsyncEnumerable<QuoteChangeMessage>

Build market depths from order log.

items: Orders log lines.
builder: Order log to market depth builder.
interval: The interval of the order book generation. The default is Zero, which means order books generation at each new item of orders log.
maxDepth: The maximal depth of order book. The default is MaxValue, which means endless depth.

Retorna: Market depths.

ToOrderSnapshot(IEnumerable<ExecutionMessage>, long, ILogReceiver) : ExecutionMessage

Convert order changes to final snapshot.

diffs: Changes.
transactionId: Transaction ID.
logs: Logs.

Retorna: Snapshot.

ToReadableString(DataType) : string

Convert DataType to readable string.

dt: DataType instance.

Retorna: Readable string.

ToReg(ExecutionMessage) : OrderRegisterMessage

Convert ExecutionMessage to OrderRegisterMessage.

execMsg: The message contains information about the execution.

Retorna: The message containing the information for the order registration.

ToSecurityId(string, SecurityIdGenerator) : SecurityId

Convert String to SecurityId value.

id: String value.
generator: The instrument identifiers generator SecurityId. Can be .

Retorna: SecurityId value.

ToStringId(SecurityId, SecurityIdGenerator, bool) : string

Convert SecurityId to SecurityId value.

securityId: SecurityId value.
generator: The instrument identifiers generator SecurityId. Can be .
nullIfEmpty: Return if SecurityId is empty.

Retorna: SecurityId value.

ToTick(ExecutionMessage) : ExecutionMessage

To tick trade from the order log.

item: Order log item.

Retorna: Tick trade.

ToTick(Level1ChangeMessage) : ExecutionMessage

To convert level1 data into tick data.

level1: Level1 data.

Retorna: Tick data.

ToTicks(IAsyncEnumerable<Level1ChangeMessage>) : IAsyncEnumerable<ExecutionMessage>

To convert level1 data into tick data.

level1: Level1 data.

Retorna: Tick data.

ToTicks(IAsyncEnumerable<ExecutionMessage>) : IAsyncEnumerable<ExecutionMessage>

To build tick trades from the orders log.

items: Orders log lines.

Retorna: Tick trades.

ToTicks(IEnumerable<ExecutionMessage>) : IAsyncEnumerable<ExecutionMessage>

To build tick trades from the orders log.

items: Orders log lines.

Retorna: Tick trades.

ToTicks(IEnumerable<Level1ChangeMessage>) : IAsyncEnumerable<ExecutionMessage>

To convert level1 data into tick data.

level1: Level1 data.

Retorna: Tick data.

ToType(PositionChangeTypes) : Type

Convert PositionChangeTypes to Type value.

type: PositionChangeTypes value.

Retorna: Type value.

ToType(Level1Fields) : Type

Convert Level1Fields to Type value.

field: Level1Fields value.

Retorna: Type value.

Truncate(IOrderBookMessage, int) : QuoteChangeMessage

Truncate the specified order book by max depth value.

depth: Order book.
maxDepth: The maximum depth of order book.

Retorna: Truncated order book.

TryAdd``2(T, T, int?, bool)

To add a change to the collection, if value is other than 0 and .

message: Change message.
type: Change type.
value: Change value.
isZeroAcceptable: Is zero value is acceptable values.

Retorna: Change message.

TryAdd``2(T, T, string)

To add a change to the collection, if value is other than .

message: Change message.
type: Change type.
value: Change value.

Retorna: Change message.

TryAdd``2(T, T, int, bool)

To add a change to the collection, if value is other than 0.

message: Change message.
type: Change type.
value: Change value.
isZeroAcceptable: Is zero value is acceptable values.

Retorna: Change message.

TryAdd``2(T, T, decimal?, bool)

To add a change to the collection, if value is other than 0 and .

message: Change message.
type: Change type.
value: Change value.
isZeroAcceptable: Is zero value is acceptable values.

Retorna: Change message.

TryAdd``2(T, T, decimal, bool)

To add a change to the collection, if value is other than 0.

message: Change message.
type: Change type.
value: Change value.
isZeroAcceptable: Is zero value is acceptable values.

Retorna: Change message.

TryAdd``2(T, T, bool?)

To add a change to the collection, if value is other than .

message: Change message.
type: Change type.
value: Change value.

Retorna: Change message.

TryAdd``2(T, T, DateTime?)

To add a change to the collection, if value is other than .

message: Change message.
type: Change type.
value: Change value.

Retorna: Change message.

TryAdd``2(T, T, PortfolioStates?)

To add a change to the collection, if value is other than .

message: Change message.
type: Change type.
value: Change value.

Retorna: Change message.

TryAdd``2(T, T, CurrencyTypes?)

To add a change to the collection, if value is other than .

message: Change message.
type: Change type.
value: Change value.

Retorna: Change message.

TryAdd``2(T, T, SecurityStates?)

To add a change to the collection, if value is other than .

message: Change message.
type: Change type.
value: Change value.

Retorna: Change message.

TryAdd``2(T, T, Sides?)

To add a change to the collection, if value is other than .

message: Change message.
type: Change type.
value: Change value.

Retorna: Change message.

TryAdd``2(T, T, long?, bool)

To add a change to the collection, if value is other than 0 and .

message: Change message.
type: Change type.
value: Change value.
isZeroAcceptable: Is zero value is acceptable values.

Retorna: Change message.

TryAdd``2(T, T, long, bool)

To add a change to the collection, if value is other than 0.

message: Change message.
type: Change type.
value: Change value.
isZeroAcceptable: Is zero value is acceptable values.

Retorna: Change message.

TryFillUnderlyingId(SecurityMessage, string) : SecurityMessage

Fill UnderlyingSecurityId property.

secMsg: SecurityMessage
underlyingCode: Underlying asset id.

Retorna: SecurityMessage

TryGet(IDictionary<string, string>, string, string) : string

parameters
name
defaultValue

TryGetDecimal``2(T, T)

Try get change from message.

message: Change message.
type: Change type.

Retorna: Change value.

TryGetIconUrl(Type) : Uri

type

Retorna: Icon url.

TryGetSecurityId(Message) : SecurityId?

Try get security ID from the specified message.

message: Message.

Retorna: Security ID or if message do not provide it.

TryGetServerTime(Message, DateTime) : bool

Try get message server time.

message: Message.
serverTime: Server time. If the value is , the message does not contain the server time.

Retorna: Operation result.

TryGetVectorIcon(Type) : Uri

Try get Icon path.

type: Component type with applied VectorIconAttribute.

Retorna: Icon url.

TryGet``2(T, T)

Try get change from message.

message: Change message.
type: Change type.

Retorna: Change value.

TryInitLocalTime(Message, ILogSource)

Try to initialize LocalTime by CurrentTime.

message: Message.
source: Source.

TryLimitByCount``1(IEnumerable<T>, SecurityLookupMessage)

set
msg

TryRemoveWrapper``1(IMessageAdapter)

Remove adapter by the specified type.

adapter: Adapter.

Retorna: Removed adapter or .

UndoBack``1(T)

Undo operation made via MessageBackModes).

message: Message.

Retorna: Message.

UnGroup(IOrderBookMessage) : QuoteChangeMessage

To de-group the order book, grouped using the method Decimal).

depth: The grouped order book.

Retorna: The de-grouped order book.

UseChannels(IMessageAdapter) : bool

To check, whether the message adapter uses channels.

adapter: IMessageAdapter

Retorna: Check result.

ValidateBounds(MarketDataMessage) : MarketDataMessage

Validate From and To values.

message: Message.

Retorna: Message.

ValidateCandleArg(Type, object) : bool

Validate candle arg.

candleMessageType: Candle message type.
value: Candle arg.

Retorna: Check result.

ValidateChannelState(ChannelStates, ChannelStates) : bool

Validate state change.

currState: Current state.
newState: New state.

Verify(IOrderBookMessage) : bool

To determine whether the order book is in the right state.

book: Order book.

Retorna: , if the order book contains correct data, otherwise .

VerifyOrderState(OrderStates?, OrderStates, long, ILogReceiver, bool) : bool

Check the possibility OrderStates change.

currState: Current order's state.
newState: New state.
transactionId: Transaction id.
logs: Logs.
throwOnInvalid: Throw exception on invalid transition.

Retorna: Check result.

Volume(decimal) : DataType

Create data type info for VolumeCandleMessage.

arg: Candle arg.

Retorna: Data type info.

Propriedades

Métodos

Campos