EntityCache

StockSharp.Algo

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

实现: ISnapshotHolder

构造函数

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.

属性

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.

方法

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.

返回值: Fields.

GetOrders(Security, OrderStates) : IEnumerable<Order>

Get orders by security and state.

security: Security.
state: Order state.

返回值: Orders.

GetSecurityValue(Security, Level1Fields) : object

Get security Level1 field value.

security: Security.
field: Field.

返回值: Value.

GetSecurityValues(Security, DateTime) : Level1Info

Get or create Level1 info for security.

security: Security.
serverTime: Server time.

返回值: Level1 info.

HasLevel1Info(Security) : bool

Check if security has Level1 info.

security: Security.

返回值: if has info.

IsMassCancelation(long) : bool

Check if transaction is mass cancelation.

transactionId: Transaction id.

返回值: if mass cancelation.

IsOrderStatusRequest(long) : bool

Check if transaction is order status request.

transactionId: Transaction id.

返回值: if order status request.

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

Process news message.

security: Security.
message: Message.

返回值: News and is new flag.

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

Process order fail message.

order: Order.
security: Security.
message: Message.

返回值: 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.

返回值: Order change info.

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

Process own trade message.

order: Order.
security: Security.
message: Message.
transactionId: Transaction id.

返回值: 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.

返回值: Adapter or .

TryGetOrder(long?, string) : Order

Try get order by id.

orderId: Order id.
orderStringId: Order string id.

返回值: Order or .

TryGetOrder(long, OrderOperations) : Order

Try get order by transaction id and operation.

transactionId: Transaction id.
operation: Operation.

返回值: 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.