Class NotionalSpec

Namespace

ATAS.DataFeedsCore.Valuation

Assembly

ATAS.DataFeedsCore.dll

How the money (notional) value of a security's volume is computed: notional = volume × Multiplier × (PriceDependent ? price : 1) in Currency.

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

public sealed record NotionalSpec

Inheritance

object

NotionalSpec

Extension Methods

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?[])

Constructors

NotionalSpec(decimal, bool, string, bool)

How the money (notional) value of a security's volume is computed: notional = volume × Multiplier × (PriceDependent ? price : 1) in Currency.

public NotionalSpec(decimal Multiplier, bool PriceDependent, string Currency, bool IsCurrencyAssumed = false)

Parameters

Multiplier decimal

Linear contracts: quantity of the priced asset per unit of volume (1 for spot and coin-quantity futures, CtVal for OKX lots, the point value for CME-style futures). Inverse contracts: money value of one contract (1 USD on Bybit, 100 USD for OKX BTC-USD-SWAP).

PriceDependent bool

False for inverse contracts, whose contract value is fixed in money.

Currency string

Currency or settlement asset of the notional (USDT, USD, EUR...).

IsCurrencyAssumed bool

True when the currency is a guess (no connector or exchange data), e.g. USD for an unknown futures exchange.

Properties

Currency

Currency or settlement asset of the notional (USDT, USD, EUR...).

public string Currency { get; init; }

Property Value

string

IsCurrencyAssumed

True when the currency is a guess (no connector or exchange data), e.g. USD for an unknown futures exchange.

public bool IsCurrencyAssumed { get; init; }

Property Value

bool

Multiplier

Linear contracts: quantity of the priced asset per unit of volume (1 for spot and coin-quantity futures, CtVal for OKX lots, the point value for CME-style futures). Inverse contracts: money value of one contract (1 USD on Bybit, 100 USD for OKX BTC-USD-SWAP).

public decimal Multiplier { get; init; }

Property Value

decimal

PriceDependent

False for inverse contracts, whose contract value is fixed in money.

public bool PriceDependent { get; init; }

Property Value

bool

Methods

Deconstruct(out decimal, out bool, out string, out bool)

public void Deconstruct(out decimal Multiplier, out bool PriceDependent, out string Currency, out bool IsCurrencyAssumed)

Parameters

Multiplier decimal

PriceDependent bool

Currency string

IsCurrencyAssumed bool

Equals(NotionalSpec?)

public bool Equals(NotionalSpec? other)

Parameters

other NotionalSpec

Returns

bool

Equals(object?)

public override bool Equals(object? obj)

Parameters

obj object

Returns

bool

GetHashCode()

public override int GetHashCode()

Returns

int

GetNotional(decimal, decimal)

Returns the notional of a volume traded at a price.

public decimal GetNotional(decimal volume, decimal price)

Parameters

volume decimal

The volume, in the volume units of the security.

price decimal

The price; not used when PriceDependent is false.

Returns

decimal

The notional in Currency; decimal.MaxValue (or decimal.MinValue for a negative volume) when the result overflows.

ToString()

public override string ToString()

Returns

string

Operators

operator ==(NotionalSpec?, NotionalSpec?)

public static bool operator ==(NotionalSpec? left, NotionalSpec? right)

Parameters

left NotionalSpec

right NotionalSpec

Returns

bool

operator !=(NotionalSpec?, NotionalSpec?)

public static bool operator !=(NotionalSpec? left, NotionalSpec? right)

Parameters

left NotionalSpec

right NotionalSpec

Returns

bool