Interface IHeatmapMboDataSource

Namespace

ATAS.Indicators.Heatmap

Assembly

ATAS.Indicators.dll

Shared, ref-counted MBO source exposed by the active heatmap context. Subscribing does not imply one provider subscription per callback: the platform multiplexes all subscriptions over one instrument MBO-core lease.

Added in ATAS 8.0.15.

public interface IHeatmapMboDataSource

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

Current

Gets the most recently published snapshot, or Empty before the first one is published.

HeatmapMboDataSnapshot Current { get; }

Property Value

HeatmapMboDataSnapshot

Methods

Subscribe(Action<HeatmapMboDataSnapshot>)

Subscribes callback to MBO snapshots. The callback is invoked once synchronously with the current snapshot, then with every newly published snapshot, on a platform thread rather than on the indicator's own task. The first subscription starts the instrument's MBO data stream.

IHeatmapMboDataSubscription Subscribe(Action<HeatmapMboDataSnapshot> callback)

Parameters

callback Action<HeatmapMboDataSnapshot>

The method that receives the snapshots; it must be fast and thread-safe.

Returns

IHeatmapMboDataSubscription

The subscription; dispose it to stop receiving snapshots.

Exceptions

ArgumentNullException

callback is null.