Interface IInstrumentMarketDataProvider

Namespace

ATAS.Indicators

Assembly

ATAS.Indicators.dll

Provides indicators with live market data (trades, best bid/ask, order book) of other instruments, with the same lifecycle guarantees as the candle series API: subscriptions are disposable, and everything an indicator leaves behind is released when it detaches from the chart.

Added in ATAS 8.0.15.

public interface IInstrumentMarketDataProvider

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

IsAvailable

False when the host cannot serve market-data subscriptions at all.

bool IsAvailable { get; }

Property Value

bool

Methods

SubscribeMarketData(MarketDataSubscriptionRequest)

Starts a live market-data subscription. Dispose the returned handle to release it.

IMarketDataSubscription SubscribeMarketData(MarketDataSubscriptionRequest request)

Parameters

request MarketDataSubscriptionRequest

Returns

IMarketDataSubscription

Exceptions

ArgumentException

The requested instrument cannot be resolved.

InvalidOperationException

The per-indicator limit is exceeded, the indicator is detached, or a tariff wall blocks the request.