Table of Contents

Interface IHeatmapWarmupIndicator

Namespace
ATAS.Indicators.Heatmap
Assembly
ATAS.Indicators.dll

Optional capability: build the indicator's history before the live data starts. Implement it when the indicator must show values for the period already loaded in the heatmap, not only from the moment it was added.

Added in ATAS 8.0.15.

public interface IHeatmapWarmupIndicator
Extension Methods

Methods

WarmUpAsync(HeatmapIndicatorWarmupRequest, IHeatmapIndicatorDataSources, CancellationToken)

Calculates the indicator over the historical range described by request, reading the history from dataSources. Called on the instance's own task, serialised with the other callbacks: when the instance is added to the heatmap, after the instrument changes, and after RequestReWarmAsync(string, CancellationToken).

The cancellationToken fires after a longer timeout than for the other callbacks (30 seconds instead of 2), and also when live ticks or profiles arrive for the instance while the warm-up is running: live data takes priority over the history pass. A warm-up still queued when live data arrives is skipped. 

ValueTask WarmUpAsync(HeatmapIndicatorWarmupRequest request, IHeatmapIndicatorDataSources dataSources, CancellationToken cancellationToken)

Parameters

request HeatmapIndicatorWarmupRequest

The historical time range to warm up from. When IsFallbackRange is true, the range is a provisional look-back window; see HeatmapIndicatorFallbackReWarmGuard.

dataSources IHeatmapIndicatorDataSources

Sources of historical trades and market profiles for this call. Do not keep them, or the tick batches they return, after the call completes.

cancellationToken CancellationToken

Cancelled on timeout, on arrival of live data, or when the instance is shut down.

Returns

ValueTask

A task that completes when the warm-up has finished.