Class BaseConnector<TMessage, TPortfolioKey, TSecurityKey>

Namespace

ATAS.DataFeedsCore

Assembly

ATAS.DataFeedsCore.dll

BaseConnector<TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager> with ISecurityPositionManager as the position manager type: the base class of most connectors.

public abstract class BaseConnector<TMessage, TPortfolioKey, TSecurityKey> : BaseConnector<TMessage, TPortfolioKey, TSecurityKey, ISecurityPositionManager>, IDataFeedConnector, ILoggerSource, ISupportChangePosition, IMarketDataPublisher where TMessage : class where TPortfolioKey : notnull where TSecurityKey : notnull

Type Parameters

TMessage

The type of the messages processed by the connector's queue.

TPortfolioKey

The connector's key of a portfolio.

TSecurityKey

The connector's key of a security.

Inheritance

object

BaseLoggerSource

BaseConnector<TMessage, TPortfolioKey, TSecurityKey, ISecurityPositionManager>

BaseConnector<TMessage, TPortfolioKey, TSecurityKey>

Implements

IDataFeedConnector

ILoggerSource

ISupportChangePosition

IMarketDataPublisher

Derived

AsyncConnector<TPortfolioKey, TSecurityKey>

Extension Methods

Extensions.ConvertToMyTrade<T>(T, Portfolio, Security, Action<MyTrade, T>)

Extensions.CanSubscribeMarketData(IDataFeedConnector)

Extensions.CreateOrderToClosePosition(IDataFeedConnector, Position, decimal?, bool)

LoggerHelper.DisposeLogger(object)

LoggerHelper.LogDebug(object, string, params object?[])

LoggerHelper.LogError(object, string, Exception, bool)

LoggerHelper.LogError(object, string, params object?[])

LoggerHelper.LogFatal(object, string, Exception, bool)

LoggerHelper.LogInfo(object, string, params object?[])

LoggerHelper.LogWarn(object, string, params object?[])

Constructors

BaseConnector()

Initializes the connector; the id generator starts from the milliseconds elapsed since local midnight.

protected BaseConnector()

BaseConnector(long)

Initializes the connector with the initial value of its id generator.

protected BaseConnector(long initialId)

Parameters

initialId long

The initial value of IdGenerator.