Interface ILiquidationFeed

Namespace

ATAS.DataFeedsCore

Assembly

ATAS.DataFeedsCore.dll

Provides liquidation orders stream for securities

public interface ILiquidationFeed : IDataFeedConnector, ILoggerSource

Inherited Members

IDataFeedConnector.IsMarketDataSubscribed(Security, SubscriptionType)

IDataFeedConnector.Connect()

IDataFeedConnector.Disconnect()

IDataFeedConnector.ConnectAsync()

IDataFeedConnector.DisconnectAsync()

IDataFeedConnector.RegisterOrderAsync(Order)

IDataFeedConnector.ModifyOrderAsync(Order, Order)

IDataFeedConnector.CancelOrderAsync(Order)

IDataFeedConnector.CancelOrder(Order)

IDataFeedConnector.RegisterOrder(Order)

IDataFeedConnector.ModifyOrder(Order, Order)

IDataFeedConnector.TryGetOrder(long)

IDataFeedConnector.GetPosition(Portfolio, Security, TPlusLimits?)

IDataFeedConnector.ClosePositionAsync(Position)

IDataFeedConnector.ClosePositionsAsync(Portfolio)

IDataFeedConnector.GoFlatAsync(Portfolio)

IDataFeedConnector.SubscribeToMarketData(IEnumerable<Security>, SubscriptionType)

IDataFeedConnector.SubscribeToMarketData(Security, SubscriptionType)

IDataFeedConnector.UnsubscribeFromMarketData(IEnumerable<Security>, SubscriptionType)

IDataFeedConnector.UnsubscribeFromMarketData(Security, SubscriptionType)

IDataFeedConnector.SearchSecurities(SecurityFilter)

IDataFeedConnector.SearchSecuritiesAsync(SecurityFilter)

IDataFeedConnector.GetRoutes(Security)

IDataFeedConnector.GetPortfolios(Security)

IDataFeedConnector.GetTradingPortfolio(Portfolio, Security)

IDataFeedConnector.ChangeMarginParametersAsync(Position, bool?, decimal?)

IDataFeedConnector.ChangeIsolatedMarginAsync(Position, decimal)

IDataFeedConnector.CalcLiquidationPrice(Position, decimal)

IDataFeedConnector.CalcIsolatedMarginChangeRange(Position)

IDataFeedConnector.ConvertCurrency(Security, string, string, decimal, decimal?, bool)

IDataFeedConnector.CalcMaxOrderVolume(OrderTypes, Security, Portfolio, OrderDirections, decimal?)

IDataFeedConnector.CalcOrderCost(OrderTypes, Security, Portfolio, OrderDirections, decimal?, decimal, out object, bool)

IDataFeedConnector.GetSecurityTradingOptions(Security)

IDataFeedConnector.GetMyTradesAsync(Portfolio, Security, DateTime, DateTime)

IDataFeedConnector.Id

IDataFeedConnector.IsSupportedServerOCO

IDataFeedConnector.IsSupportedStopOrders

IDataFeedConnector.IsSupportedTradingFunctions

IDataFeedConnector.IsConnected

IDataFeedConnector.ConnectionState

IDataFeedConnector.MarketDataDelayPeriod

IDataFeedConnector.IsSupportedRussianMarket

IDataFeedConnector.IsSupportedAmericanFutures

IDataFeedConnector.IsSupportedAmericanStocks

IDataFeedConnector.IsSupportedCrypto

IDataFeedConnector.IsSupportedCfd

IDataFeedConnector.IsSupportedMaxOrderCalculation

IDataFeedConnector.IsSupportedServerTime

IDataFeedConnector.MarketDataStreamEnabled

IDataFeedConnector.AllowUpdatePositionsPnL

IDataFeedConnector.Factory

IDataFeedConnector.DefaultTimeSyncManager

IDataFeedConnector.ExchangeInfoProvider

IDataFeedConnector.DataPath

IDataFeedConnector.LatencyManager

IDataFeedConnector.SubscriptionStatistics

IDataFeedConnector.IsFullLicense

IDataFeedConnector.NeedRebatesCheck

IDataFeedConnector.IsSupportedGoFlat

IDataFeedConnector.Securities

IDataFeedConnector.Portfolios

IDataFeedConnector.MyTrades

IDataFeedConnector.Orders

IDataFeedConnector.Positions

IDataFeedConnector.RefreshSecuritiesTime

IDataFeedConnector.HasPendingActions

IDataFeedConnector.ServerMode

IDataFeedConnector.ReconnectOnFirstConnect

IDataFeedConnector.ConnectionStateChanged

IDataFeedConnector.Connected

IDataFeedConnector.Disconnected

IDataFeedConnector.NewMyTrades

IDataFeedConnector.NewOrders

IDataFeedConnector.NewPositions

IDataFeedConnector.NewPortfolios

IDataFeedConnector.NewSecurities

IDataFeedConnector.RemoveSecurities

IDataFeedConnector.OrderChanged

IDataFeedConnector.OrdersRegisterFailed

IDataFeedConnector.OrdersCancelFailed

IDataFeedConnector.OrderModifyFailed

IDataFeedConnector.PortfoliosChanged

IDataFeedConnector.PositionsChanged

IDataFeedConnector.BestBidAskUpdates

IDataFeedConnector.MarketDepthsUpdate

IDataFeedConnector.MarketDepthsReset

IDataFeedConnector.MarketByOrdersReset

IDataFeedConnector.MarketByOrderChanged

IDataFeedConnector.NewTrades

IDataFeedConnector.NewMboTrade

IDataFeedConnector.SecurityChanged

IDataFeedConnector.SecuritySummaryChanged

IDataFeedConnector.Error

IDataFeedConnector.SearchSecuritiesResult

IDataFeedConnector.RegisterSecurityResult

IDataFeedConnector.NewNews

IDataFeedConnector.RebateReceived

ILoggerSource.LoggerId

ILoggerSource.LoggerName

ILoggerSource.LoggingLevel

ILoggerSource.ParentLoggerSource

ILoggerSource.ChildLoggerSources

ILoggerSource.LoggerSettingsChanged

Extension Methods

Extensions.CanSubscribeMarketData(IDataFeedConnector)

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

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

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?[])

Methods

SubscribeToLiquidationData(IEnumerable<Security>?)

Subscribes to liquidation order stream.

void SubscribeToLiquidationData(IEnumerable<Security>? securities = null)

Parameters

securities IEnumerable<Security>

An optional list of securities to subscribe, null will subscribe to all available securities

UnsubscribeFromLiquidationData(IEnumerable<Security>?)

Removes subscription for liquidation orders

void UnsubscribeFromLiquidationData(IEnumerable<Security>? securities = null)

Parameters

securities IEnumerable<Security>

Events

NewLiquidations

Fires when new liquidation comes from exchange

event Action<IEnumerable<Order>> NewLiquidations

Event Type

Action<IEnumerable<Order>>