Table of Contents

Class Security

Namespace
ATAS.DataFeedsCore
Assembly
ATAS.DataFeedsCore.dll

Represents a security entity used in the application.

public class Security : IEntity, IPriceFormatter
Inheritance
object
Security
Implements
Extension Methods

Constructors

Security()

Initializes a new instance of the Security class with default values.

public Security()

Properties

BaseCurrency

First currency of the trading pair, order volume must be sent in this currency.

public string? BaseCurrency { get; set; }

Property Value

string

BestAskPrice

Gets or sets the best asking price for the security.

public decimal BestAskPrice { get; set; }

Property Value

decimal

BestAskVolume

Gets or sets the volume available at the best asking price for the security.

public decimal BestAskVolume { get; set; }

Property Value

decimal

BestBidPrice

Gets or sets the best bidding price for the security.

public decimal BestBidPrice { get; set; }

Property Value

decimal

BestBidVolume

Gets or sets the volume available at the best bidding price for the security.

public decimal BestBidVolume { get; set; }

Property Value

decimal

Code

Id of the security
May have any format like CLK4 or BCHUSDT etc

public string Code { get; set; }

Property Value

string

ConnectorId

Gets or sets the connector identifier associated with the security.

public string ConnectorId { get; set; }

Property Value

string

Digits

Gets the number of decimal digits used for formatting prices.

public int Digits { get; }

Property Value

int

EntityType 

public EntityType EntityType { get; }

Property Value

EntityType

Remarks

Gets the entity type, which is Security.

Exchange

Gets or sets the exchange associated with the security.

public string Exchange { get; set; }

Property Value

string

ExchangeInstance

The object that represents the exchange where the security is listed

public Exchange? ExchangeInstance { get; set; }

Property Value

Exchange

Expiration

Gets or sets the expiration date of the security.

public DateTime Expiration { get; set; }

Property Value

DateTime

ExpirationMoment

Exact expiry moment in UTC (System.DateTimeKind.Utc), available when the feed provides the expiration time and time zone (e.g. IB futures options expiring 15:00 US/Central). Null when only the expiration date is known; Expiration always keeps the date-at-midnight convention. Never exactly midnight - consumers treat TimeOfDay == 0 as "date-only".

Added in ATAS 8.0.15.

public DateTime? ExpirationMoment { get; set; }

Property Value

DateTime?

FundingRate

Gets funding rate exchanged between buyers and sellers. During the funding rate cycle.

public decimal? FundingRate { get; set; }

Property Value

decimal?

Id

Gets or sets the identifier of the security.

public long Id { get; set; }

Property Value

long

Instrument

Gets or sets the instrument associated with the security.

public string Instrument { get; set; }

Property Value

string

IsInverseFutures

Security is an inverse futures.

public bool IsInverseFutures { get; set; }

Property Value

bool

IsinId

Gets or sets the International Securities Identification Number (ISIN) identifier of the security.

public long IsinId { get; set; }

Property Value

long

LastTradePrice

Price of the last tick
This value may be null if no ticks were received yet.

public decimal? LastTradePrice { get; set; }

Property Value

decimal?

LastTradeVolume

Volume of the last tick
This value may be null if no ticks were received yet.

public decimal? LastTradeVolume { get; set; }

Property Value

decimal?

LotMaxSize

Maximum size (volume) for the order.

public decimal? LotMaxSize { get; set; }

Property Value

decimal?

LotMinSize

Minimum size (volume) for the order.

public decimal? LotMinSize { get; set; }

Property Value

decimal?

LotSize

Minimum volume increment.

public decimal LotSize { get; set; }

Property Value

decimal

MarginBuy

Gets or sets the margin buy value for the security.

public decimal MarginBuy { get; set; }

Property Value

decimal

MarginSell

Gets or sets the margin sell value for the security.

public decimal MarginSell { get; set; }

Property Value

decimal

MarkPrice

A price that reflects the real-time spot price on the major exchanges.

public decimal? MarkPrice { get; set; }

Property Value

decimal?

MaxPrice

Gets or sets the maximum price allowed for the security.

public decimal MaxPrice { get; set; }

Property Value

decimal

MinPrice

Gets or sets the minimum price allowed for the security.

public decimal MinPrice { get; set; }

Property Value

decimal

MoneyPnLFormat

Gets or sets money PnL format for security.

public string MoneyPnLFormat { get; set; }

Property Value

string

NextFundingTime

Gets time of the next funding cycle.

public DateTimeOffset? NextFundingTime { get; set; }

Property Value

DateTimeOffset?

Notional

How to value the security's volume in money, set by connectors that know the contract value (contract size, lot value, inverse contracts). Null lets GetNotionalSpec(Security) derive it from the other fields (PLAT-5080).

Not in ATAS 8.0.15 yet: available from the next version.

public NotionalSpec? Notional { get; set; }

Property Value

NotionalSpec

OpenInterest

Gets or sets the open interest value for the security.

public decimal? OpenInterest { get; set; }

Property Value

decimal?

OptionType

Gets or sets the type of option contract.

public OptionTypes? OptionType { get; set; }

Property Value

OptionTypes?

Parent

Gets or sets connector entity the security was created from.

public object? Parent { get; set; }

Property Value

object

PriceMultiplier

Gets or sets the price multiplier for the security.

public decimal PriceMultiplier { get; set; }

Property Value

decimal

QuoteCurrency

Second currency of the trading pair, if set you can use it for convert operations.

public string? QuoteCurrency { get; set; }

Property Value

string

QuoteCurrencyPrecision

Minimum step for quote currency (ex: 0.01 for USD, 0.00000001 for BTC).

public decimal? QuoteCurrencyPrecision { get; set; }

Property Value

decimal?

SecurityId

Global ATAS security identifier like BCHUSDT@Bybit. Includes exchange id.

public string SecurityId { get; set; }

Property Value

string

StrikePrice

A strike price of option contract.

public decimal? StrikePrice { get; set; }

Property Value

decimal?

TickCost

Price of a single tickSize.

public decimal TickCost { get; set; }

Property Value

decimal

TickSize

Gets or sets the minimum price increment (tick size) for the security.

public decimal TickSize { get; set; }

Property Value

decimal

Type

Gets or sets the type of security or financial instrument.

public SecType Type { get; set; }

Property Value

SecType

UnderlyingSecurity

An underlying security of option contract.

public Security? UnderlyingSecurity { get; set; }

Property Value

Security

VolumeMultiplier

Gets or sets the volume multiplier for the security.

public decimal VolumeMultiplier { get; set; }

Property Value

decimal

Methods

OnPropertyChanged(string)

Raises the PropertyChanged event with the specified property name.

protected void OnPropertyChanged(string name)

Parameters

name string

The name of the property that changed.

ToString()

Returns a string representation of the security, using either the instrument name or the combination of code and exchange.

public override string ToString()

Returns

string

A string representation of the security.

Events

PropertyChanged

Added in ATAS 8.0.15.

public event PropertyChangedEventHandler? PropertyChanged

Event Type

PropertyChangedEventHandler