IOrderLogMarketDepthBuilder IMessageAdapter.CreateOrderLogMarketDepthBuilder(SecurityId securityId)
{
return(InnerAdapter.CreateOrderLogMarketDepthBuilder(securityId));
}
/// <summary>
/// Create market depth builder.
/// </summary>
/// <param name="securityId">Security ID.</param>
/// <returns>Order log to market depth builder.</returns>
public virtual IOrderLogMarketDepthBuilder CreateOrderLogMarketDepthBuilder(SecurityId securityId)
{
throw new NotSupportedException();
}
/// <summary>
/// Initializes a new instance of the <see cref="PositionChangeMessage"/>.
/// </summary>
/// <param name="adapter">Trading system adapter.</param>
/// <param name="pfName">Portfolio name.</param>
/// <param name="securityId">Security ID.</param>
/// <returns>Position change message.</returns>
public static PositionChangeMessage CreatePositionChangeMessage(this IMessageAdapter adapter, string pfName, SecurityId securityId)
{
if (adapter == null)
{
throw new ArgumentNullException(nameof(adapter));
}
var time = adapter.CurrentTime;
return(new PositionChangeMessage
{
PortfolioName = pfName,
SecurityId = securityId,
LocalTime = time,
ServerTime = time,
});
}
/// <summary>
/// Initialize a new message <see cref="SecurityMessage"/> and pass it to the method <see cref="SendOutMessage"/>.
/// </summary>
/// <param name="securityId">Security ID.</param>
protected void SendOutSecurityMessage(SecurityId securityId)
{
SendOutMessage(new SecurityMessage {
SecurityId = securityId
});
}