Interface IHeatmapIndicatorContext

Namespace

ATAS.Indicators.Heatmap

Assembly

ATAS.Indicators.dll

Live runtime context exposed to a heatmap indicator. Unlike the v1 HeatmapIndicatorContext record (snapshot at reset), this is a read-only interface whose properties reflect the host's current state at every read. Indicators query it on demand — there are no "context changed" events because the most volatile field (Viewport) updates every render frame and a cross-thread notification per change would dominate the cost.

Stable across the indicator's lifetime: InstrumentId, TickSize, LotSize, TimeZone, TradingSessionId. A change in any of these triggers a platform-initiated reset before the context reports the new value.

Updates as data flows: DataStartTimeNanos moves backward when historical data loads (a separate OnHistoricalDataLoadedAsync notification fires for indicators that need to react), DataEndTimeNanos tracks the latest loaded timestamp (null in live mode = wall-clock now).

Updates per frame in live mode: Viewport. Indicators MUST treat the viewport as a hint (e.g. for decimation decisions); it MUST NOT be used for correctness — there is no guarantee the viewport read inside one callback matches the one the renderer drew with.

Added in ATAS 8.0.15.

public interface IHeatmapIndicatorContext

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?[])

Properties

DataEndTimeNanos

Latest timestamp for which heatmap data is currently loaded. null in live mode (= "wall clock now"); set to a finite value in playback / historical replay modes.

long? DataEndTimeNanos { get; }

Property Value

long?

DataStartTimeNanos

Earliest timestamp for which heatmap data is currently loaded. Moves backward as the user pans into history and the host loads more.

long DataStartTimeNanos { get; }

Property Value

long

InstrumentId

The instrument the heatmap is bound to.

string InstrumentId { get; }

Property Value

string

LotSize

Multiplier converting lots into volume for the active instrument.

decimal LotSize { get; }

Property Value

decimal

MboDataSource

Shared Market-By-Order analytics source for the active instrument. Null when the host or instrument does not expose the capability. Indicators opt into callbacks through IHeatmapMboConsumer; this property is available for diagnostics and the current snapshot.

IHeatmapMboDataSource? MboDataSource { get; }

Property Value

IHeatmapMboDataSource

TickSize

Minimum price increment for the active instrument.

decimal TickSize { get; }

Property Value

decimal

TimeZone

Exchange / session time zone — use to format timestamps for the user.

TimeZoneInfo TimeZone { get; }

Property Value

TimeZoneInfo

TradingSessionId

Optional session identifier; null when the host has no session concept.

string? TradingSessionId { get; }

Property Value

string

Viewport

Last reported visible viewport. Updated by the host with sub-frame latency in live mode but with no realtime guarantee. Use for decimation hints; do not use for correctness.

HeatmapViewport Viewport { get; }

Property Value

HeatmapViewport