Interface IHeatmapMboConsumer

Namespace

ATAS.Indicators.Heatmap

Assembly

ATAS.Indicators.dll

Optional capability for indicators that aggregate Market-By-Order analytics. The platform supplies one shared raw snapshot to every active consumer; each instance applies its own settings and publishes its own visual payload.

Added in ATAS 8.0.15.

public interface IHeatmapMboConsumer

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?[])

Methods

ProcessMboAsync(HeatmapMboDataSnapshot, CancellationToken)

Processes the latest MBO snapshot. The platform publishes a new snapshot when the annotated trades, the icebergs or the data status change, and calls this method on the instance's own task, serialised with the other callbacks. Delivery is latest-wins: if several snapshots arrive while the instance is busy, only the most recent one is delivered, so use the version properties of the snapshot to detect what changed.

Not called when MBO data is restricted for the indicator by the tariff. Check Status before using the data, and do not modify the snapshot: it is shared by all consumers.

ValueTask ProcessMboAsync(HeatmapMboDataSnapshot snapshot, CancellationToken cancellationToken)

Parameters

snapshot HeatmapMboDataSnapshot

The immutable snapshot shared by all MBO consumers.

cancellationToken CancellationToken

Cancelled when the per-call timeout expires or the instance is shut down.

Returns

ValueTask

A task that completes when the snapshot has been processed.