HistoryEmulationConnector, RegisterTrades, SubscribeCandles

using Ecng.Common;

using StockSharp.Algo.Candles; using StockSharp.Algo.Storages; using StockSharp.Algo.Testing; using StockSharp.BusinessEntities; using StockSharp.Messages;

namespace ConsoleApp1 { class Program { private static HistoryEmulationConnector _connector; private static CandleSeries _candleSeries; private static int _trades_count=0;

    static void Main(string[] args)
    {
        var storageRegistry = new StorageRegistry { DefaultDrive = new LocalMarketDataDrive(@"D:\StockSharp\Storage\".ToFullPath()) };
        var security = new Security { Id = "XBTUSD@BMEX", Code = "XBTUSD", Board = ExchangeBoard.Bitmex };
        var portfolio = new Portfolio { Name = "test account", BeginValue = 1000000 };

        _connector = new HistoryEmulationConnector(new[] { security }, new[] { portfolio })
        {
            HistoryMessageAdapter =
            {
                StorageRegistry = storageRegistry,
                StorageFormat = StorageFormats.Csv,
                StartDate = new DateTimeOffset(2017, 1, 1, 0, 0, 0, TimeSpan.FromTicks(0)),
                StopDate = new DateTimeOffset(2017, 1, 2, 0, 0, 0, TimeSpan.FromTicks(0))
            },
        };

        _candleSeries = new CandleSeries(typeof(TimeFrameCandle), security, TimeSpan.FromMinutes(1))
        {
            BuildCandlesMode = MarketDataBuildModes.Build,
            BuildCandlesFrom = MarketDataTypes.Trades,
        };

        _connector.NewSecurity += Connector_NewSecurity;
        _connector.NewTrade += Connector_NewTrade;
        _connector.Connect();

        while (Console.ReadKey().KeyChar.ToString() != "z")
        {
            Console.WriteLine($"Кол-во сделок = {_trades_count}");
        };

    }

    private static void Connector_NewSecurity(Security security)
    {
        _connector.RegisterTrades(security);
        //_connector.SubscribeCandles(_candleSeries);
        _connector.Start();
    }

    private static void Connector_NewTrade(Trade trade)
    {
        _trades_count++;
    }
}

}