public void Create(UserId userId, SecurityId securityId)
        {
            if (_state.Version != 0)
                throw new DomainError("User already has non-zero version");

            Apply(new UserCreated(userId, securityId, DefaultLoginActivityThreshold));
        }

 public static IEnumerable<ISampleMessage> Create()
 {
     var security = new SecurityId(0);
     yield return (new CreateSecurityAggregate(security));
     yield return (new AddSecurityPassword(security, "Rinat Abdullin", "[email protected]", "password"));
     yield return (new AddSecurityIdentity(security, "Rinat's Open ID", "http://abdullin.myopenid.org"));
     yield return (new AddSecurityKey(security, "some key"));
 }

		/// <summary>
		/// Initialize <see cref="MarketDepthGenerator"/>.
		/// </summary>
		/// <param name="securityId">The identifier of the instrument, for which data shall be generated.</param>
		protected MarketDepthGenerator(SecurityId securityId)
			: base(securityId)
		{
			UseTradeVolume = true;
			MinSpreadStepCount = 1;
			MaxSpreadStepCount = int.MaxValue;
			MaxBidsDepth = 10;
			MaxAsksDepth = 10;
			MaxGenerations = 20;
		}

			IMarketDataStorageDrive IMarketDataDrive.GetStorageDrive(SecurityId securityId, Type dataType, object arg, StorageFormats format)
			{
				var drive = GetDrive();
				var storageDrive = drive.GetStorageDrive(securityId, dataType, arg, format);

				if (drive == _remoteDrive)
					storageDrive = new CacheableMarketDataDrive(storageDrive, _cacheDrive.GetStorageDrive(securityId, dataType, arg, format));

				return storageDrive;
			}

		/// <summary>
		/// Создать <see cref="OrderLogGenerator"/>.
		/// </summary>
		/// <param name="securityId">Идентификатор инструмента, для которого необходимо генерировать данные.</param>
		/// <param name="tradeGenerator">Генератор тиковых сделок случайным методом.</param>
		public OrderLogGenerator(SecurityId securityId, TradeGenerator tradeGenerator)
			: base(securityId)
		{
			if (tradeGenerator == null)
				throw new ArgumentNullException("tradeGenerator");

			//_lastOrderPrice = startPrice;

			TradeGenerator = tradeGenerator;
			IdGenerator = new IncrementalIdGenerator();
		}

			private void ReplaceSecurityId(SecurityId securityId, Action<SecurityId> setSecurityId)
			{
				if (securityId.Native == null)
					return;

				SecurityId id;
				if (!_securityIds.TryGetValue(securityId.Native, out id))
					return;

				setSecurityId(new SecurityId { SecurityCode = id.SecurityCode, BoardCode = id.BoardCode, Native = securityId.Native });
			}

		/// <summary>
		/// Создать <see cref="PositionChangeMessage"/>.
		/// </summary>
		/// <param name="adapter">Апаптер к торговой системе.</param>
		/// <param name="pfName">Название портфеля.</param>
		/// <param name="securityId">Идентификатор инструмента.</param>
		/// <returns>Сообщение об изменении позиции.</returns>
		public static PositionChangeMessage CreatePositionChangeMessage(this IMessageAdapter adapter, string pfName, SecurityId securityId)
		{
			if (adapter == null)
				throw new ArgumentNullException("adapter");

			var time = adapter.CurrentTime;

			return new PositionChangeMessage
			{
				PortfolioName = pfName,
				SecurityId = securityId,
				LocalTime = time.LocalDateTime,
				ServerTime = time,
			};
		}

		private void ProcessSecurityLookup(SecurityLookupMessage lookupMsg)
		{
			var reply = _client.GetInstruments();

			foreach (var info in reply.Items.Values)
			{
				var secId = new SecurityId
				{
					SecurityCode = info.Name.ToStockSharpCode(),
					BoardCode = _boardCode,
				};

				// NOTE сейчас BTCE транслирует для данного тикера
				// кол-во знаков после запятой 3 и мин цена 0.0001
				if (secId.SecurityCode.CompareIgnoreCase("ltc/eur"))
					info.MinPrice = 0.001;

				// NOTE сейчас BTCE транслирует для данного тикера
				// кол-во знаков после запятой 2, но цены содержат 5 знаков
				if (secId.SecurityCode.CompareIgnoreCase("btc/cnh"))
					info.DecimalDigits = 5;

				if (secId.SecurityCode.CompareIgnoreCase("btc/usd"))
					info.DecimalDigits = 5;
				
				SendOutMessage(new SecurityMessage
				{
					SecurityId = secId,
					Decimals = info.DecimalDigits,
					VolumeStep = (decimal)info.MinVolume,
					SecurityType = SecurityTypes.CryptoCurrency,
					OriginalTransactionId = lookupMsg.TransactionId,
				});

				SendOutMessage(new Level1ChangeMessage
				{
					SecurityId = secId,
					ServerTime = reply.Timestamp.ApplyTimeZone(TimeHelper.Moscow)
				}
				.TryAdd(Level1Fields.MinPrice, (decimal)info.MinPrice)
				.TryAdd(Level1Fields.MaxPrice, (decimal)info.MaxPrice)
				.Add(Level1Fields.State, info.IsHidden ? SecurityStates.Stoped : SecurityStates.Trading));
			}

			SendOutMessage(new SecurityLookupResultMessage { OriginalTransactionId = lookupMsg.TransactionId });
		}

		public ExecutionLogConverter(SecurityId securityId,
			SortedDictionary<decimal, RefPair<List<ExecutionMessage>, QuoteChange>> bids,
			SortedDictionary<decimal, RefPair<List<ExecutionMessage>, QuoteChange>> asks,
			MarketEmulatorSettings settings)
		{
			if (bids == null)
				throw new ArgumentNullException("bids");

			if (asks == null)
				throw new ArgumentNullException("asks");

			if (settings == null)
				throw new ArgumentNullException("settings");

			_bids = bids;
			_asks = asks;
			_settings = settings;
			SecurityId = securityId;
		}

		public ExecutionLogConverter(SecurityId securityId,
			SortedDictionary<decimal, RefPair<List<ExecutionMessage>, QuoteChange>> bids,
			SortedDictionary<decimal, RefPair<List<ExecutionMessage>, QuoteChange>> asks,
			MarketEmulatorSettings settings, Func<DateTime, DateTimeOffset> getServerTime)
		{
			if (bids == null)
				throw new ArgumentNullException(nameof(bids));

			if (asks == null)
				throw new ArgumentNullException(nameof(asks));

			if (settings == null)
				throw new ArgumentNullException(nameof(settings));

			if (getServerTime == null)
				throw new ArgumentNullException(nameof(getServerTime));

			_bids = bids;
			_asks = asks;
			_settings = settings;
			_getServerTime = getServerTime;
			SecurityId = securityId;
		}

		private void Ok_Click(object sender, RoutedEventArgs e)
		{
			var secId = new SecurityId();
			//{
			//	SecurityCode = SecCode.Text,
			//};

			if (!BoardName.Text.IsEmpty())
				secId.BoardCode = BoardName.Text;

			if (!ContractId.Text.IsEmpty())
				secId.Native = ContractId.Text.To<int>();

			MainWindow.Instance.Trader.LookupSecurities(new SecurityLookupMessage
			{
				SecurityId = secId,
				Name = SecCode.Text,
				Currency = CurrencyTypes.USD,
				SecurityType = SecType.GetSelectedValue<SecurityTypes>() ?? default(SecurityTypes),
				TransactionId = MainWindow.Instance.Trader.TransactionIdGenerator.GetNextId(),
			});
			DialogResult = true;
		}

		/// <summary>Коллбэк результата поиска инструментов.</summary>
		/// <param name="lookupTransId">Номер транзакции операции Lookup.</param>
		/// <param name="data">Список инструментов, удовлетворяющих условию поиска.</param>
		/// <param name="ex">Ошибка поиска.</param>
		private void ClientOnProductLookupResult(long lookupTransId, IEnumerable<ProductInfo> data, Exception ex)
		{
			if (ex != null)
			{
				SendOutError(new ETradeException(LocalizedStrings.Str3363, ex));

				if (lookupTransId > 0)
					SendOutMessage(new SecurityLookupResultMessage { OriginalTransactionId = lookupTransId });
				
				return;
			}

			foreach(var info in data.Where(info => info.securityType == "EQ"))
			{
				var secId = new SecurityId
				{
					SecurityCode = info.symbol,
					BoardCode = AssociatedBoardCode,
				};

				var msg = new SecurityMessage
				{
					SecurityId = secId,
					Name = info.companyName,
					ShortName = info.companyName,
					SecurityType = SecurityTypes.Stock,
					PriceStep = 0.01m,
					Currency = CurrencyTypes.USD,
				};

				SendOutMessage(msg);
			}

			if (lookupTransId > 0)
				SendOutMessage(new SecurityLookupResultMessage { OriginalTransactionId = lookupTransId });
		}

		/// <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>
		/// 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 });
		}

		/// <summary>
		/// Initializes a new instance of the <see cref="RandomWalkTradeGenerator"/>.
		/// </summary>
		/// <param name="securityId">The identifier of the instrument, for which data shall be generated.</param>
		public RandomWalkTradeGenerator(SecurityId securityId)
			: base(securityId)
		{
			Interval = TimeSpan.FromMilliseconds(50);
		}

		/// <summary>
		/// Initialize <see cref="TradeGenerator"/>.
		/// </summary>
		/// <param name="securityId">The identifier of the instrument, for which data shall be generated.</param>
		protected TradeGenerator(SecurityId securityId)
			: base(securityId)
		{
			IdGenerator = new IncrementalIdGenerator();
		}

		private void ReadPortfolioPosition(IBSocket socket, ServerVersions version)
		{
			var contractId = version >= ServerVersions.V6 ? socket.ReadInt() : -1;

			var secName = socket.ReadStr();
			var type = socket.ReadSecurityType();
			var expiryDate = socket.ReadExpiry();
			var strike = socket.ReadDecimal();
			var optionType = socket.ReadOptionType();
			var multiplier = version >= ServerVersions.V7 ? socket.ReadMultiplier() : null;
			var boardCode = version >= ServerVersions.V7 ? socket.ReadBoardCode() : null;
			var currency = socket.ReadCurrency();

			var secCode = (version >= ServerVersions.V2) ? socket.ReadStr() : secName;

			var secClass = (version >= ServerVersions.V8) ? socket.ReadStr() : null;

			var position = socket.ReadDecimal();
			var marketPrice = socket.ReadDecimal();
			var marketValue = socket.ReadDecimal();

			var averagePrice = 0m;
			var unrealizedPnL = 0m;
			var realizedPnL = 0m;
			if (version >= ServerVersions.V3)
			{
				averagePrice = socket.ReadDecimal();
				unrealizedPnL = socket.ReadDecimal();
				realizedPnL = socket.ReadDecimal();
			}

			var portfolio = version >= ServerVersions.V4 ? socket.ReadStr() : null;

			if (version == ServerVersions.V6 && socket.ServerVersion == ServerVersions.V39)
				boardCode = socket.ReadBoardCode();

			var secId = new SecurityId
			{
				SecurityCode = secCode,
				BoardCode = GetBoardCode(boardCode),
				InteractiveBrokers = contractId,
			};

			SendOutMessage(new SecurityMessage
			{
				SecurityId = secId,
				Name = secName,
				SecurityType = type,
				ExpiryDate = expiryDate,
				Strike = strike,
				OptionType = optionType,
				Currency = currency,
				Multiplier = multiplier ?? 0,
				Class = secClass
			});

			if (portfolio.IsEmpty())
				return;

			SendOutMessage(
				this
					.CreatePositionChangeMessage(portfolio, secId)
						.Add(PositionChangeTypes.CurrentValue, position)
						.Add(PositionChangeTypes.CurrentPrice, marketPrice)
						.Add(PositionChangeTypes.AveragePrice, averagePrice)
						.Add(PositionChangeTypes.UnrealizedPnL, unrealizedPnL)
						.Add(PositionChangeTypes.RealizedPnL, realizedPnL));

			// TODO
			//pos.SetMarketValue(marketValue);
		}

		private void ReadMyTrade(IBSocket socket, ServerVersions version)
		{
			/* requestId */
			if (version >= ServerVersions.V7)
				socket.ReadInt();

			// http://www.interactivebrokers.com/en/software/api/apiguide/java/execution.htm

			var transactionId = socket.ReadInt();

			//Handle the 2^31-1 == 0 bug
			if (transactionId == int.MaxValue)
				transactionId = 0;

			//Read Contract Fields
			var contractId = version >= ServerVersions.V5 ? socket.ReadInt() : -1;

			var secName = socket.ReadStr();
			var type = socket.ReadSecurityType();
			var expiryDate = socket.ReadExpiry();
			var strike = socket.ReadDecimal();
			var optionType = socket.ReadOptionType();
			var multiplier = version >= ServerVersions.V9 ? socket.ReadMultiplier() : null;
			var boardCode = socket.ReadBoardCode();
			var currency = socket.ReadCurrency();
			var secCode = socket.ReadLocalCode(secName);
			var secClass = (version >= ServerVersions.V10) ? socket.ReadStr() : null;

			var tradeId = socket.ReadStr();
			var time = socket.ReadDateTime("yyyyMMdd  HH:mm:ss");
			var portfolio = socket.ReadStr();
			/* exchange */
			socket.ReadStr();
			var side = socket.ReadTradeSide();
			var volume = socket.ReadDecimal();
			var price = socket.ReadDecimal();
			var permId = version >= ServerVersions.V2 ? socket.ReadInt() : (int?)null;
			var clientId = version >= ServerVersions.V3 ? socket.ReadInt() : (int?)null;
			var liquidation = version >= ServerVersions.V4 ? socket.ReadInt() : (int?)null;
			var cumulativeQuantity = version >= ServerVersions.V6 ? socket.ReadInt() : (int?)null;
			var averagePrice = version >= ServerVersions.V6 ? socket.ReadDecimal() : (decimal?)null;
			var orderRef = version >= ServerVersions.V8 ? socket.ReadStr() : null;
			var evRule = version >= ServerVersions.V9 ? socket.ReadStr() : null;
			var evMultiplier = version >= ServerVersions.V9 ? socket.ReadDecimal() : (decimal?)null;

			var secId = new SecurityId
			{
				SecurityCode = secCode,
				BoardCode = GetBoardCode(boardCode),
				InteractiveBrokers = contractId,
			};

			SendOutMessage(new SecurityMessage
			{
				SecurityId = secId,
				Name = secName,
				SecurityType = type,
				ExpiryDate = expiryDate,
				Strike = strike,
				OptionType = optionType,
				Currency = currency,
				Multiplier = multiplier ?? 0,
				Class = secClass
			});

			// заявка была создана руками
			if (transactionId == 0)
				return;

			_secIdByTradeIds[tradeId] = secId;

			var execMsg = new ExecutionMessage
			{
				ExecutionType = ExecutionTypes.Transaction,
				OriginalTransactionId = transactionId,
				TradeStringId = tradeId,
				OriginSide = side,
				TradePrice = price,
				TradeVolume = volume,
				PortfolioName = portfolio,
				ServerTime = time,
				SecurityId = secId,
				HasTradeInfo = true,
			};

			if (permId != null)
				execMsg.SetPermId(permId.Value);

			if (clientId != null)
				execMsg.SetClientId(clientId.Value);

			if (liquidation != null)
				execMsg.SetLiquidation(liquidation.Value);

			if (cumulativeQuantity != null)
				execMsg.SetCumulativeQuantity(cumulativeQuantity.Value);

			if (averagePrice != null)
				execMsg.SetAveragePrice(averagePrice.Value);

//.........这里部分代码省略.........

		/// <summary>
		/// Нужно ли обрабатывать маркет-данные.
		/// </summary>
		/// <param name="dataType">Тип маркет-данных.</param>
		/// <param name="securityId">Идентификатор инструмента.</param>
		/// <returns>Нужно ли обрабатывать маркет-данные.</returns>
		public bool NeedProcess(MarketDataTypes dataType, SecurityId securityId)
		{
			return _fixServer.HasSubscriptions(dataType, new SecurityId
			{
				SecurityCode = securityId.SecurityCode,
				BoardCode = GetBoardCode(securityId.BoardCode)
			});
		}

		private Security InitSecurity(SecurityId securityId)
		{
			var id = securityId.ToStringId();
			var security = _entityRegistry.Securities.ReadById(id);

			if (security != null)
				return security;

			security = new Security
			{
				Id = id,
				ExtensionInfo = new Dictionary<object, object>(),
				Code = securityId.SecurityCode,
				Board = ExchangeBoard.GetOrCreateBoard(securityId.SecurityCode),
				Type = securityId.SecurityType,
			};

			_entityRegistry.Securities.Save(security);
			_logManager.Application.AddInfoLog(LocalizedStrings.Str2871Params.Put(id));

			return security;
		}