Table of Contents

Interface IPlatformModuleInstrument

Namespace
ATAS.Indicators.Modules
Assembly
ATAS.Indicators.dll

An instrument a PlatformModule asked for in addition to the one selected in its panel (AddInstrument(string, string?, bool)): what it is and the latest market data delivered to the module.

Not in ATAS 8.0.15 yet: available from the next version.

public interface IPlatformModuleInstrument
Extension Methods

Remarks

Like the members of IPlatformModuleContext, the data members return the state as of the last data delivered to the module and do not change while one of its methods runs.

Properties

BestAsk

Best ask (price and volume), or null while unknown.

MarketDataArg? BestAsk { get; }

Property Value

MarketDataArg

BestBid

Best bid (price and volume), or null while unknown.

MarketDataArg? BestBid { get; }

Property Value

MarketDataArg

HasDepth

True if the module asked for the order book of the instrument.

bool HasDepth { get; }

Property Value

bool

Id

The identifier of the instrument in the platform: an opaque text that stays the same between runs of the platform. A module that keeps its instruments in its settings saves this and passes it to AddInstrument(string, string?, bool) again.

string Id { get; }

Property Value

string

Instrument

The instrument: name, exchange, tick size and the time zone set for it in the platform.

IInstrumentInfo Instrument { get; }

Property Value

IInstrumentInfo

IsDelayed

True for an instrument of a delayed data source (its data comes with a delay, typically 15 minutes).

bool IsDelayed { get; }

Property Value

bool

LastTrade

The last trade of the instrument delivered to the module, or null while there was none.

MarketDataArg? LastTrade { get; }

Property Value

MarketDataArg

State

What the platform currently does with the instrument.

PlatformModuleInstrumentState State { get; }

Property Value

PlatformModuleInstrumentState

Summary

The exchange statistics of the instrument, or null while the data feed has not reported them.

InstrumentDailySummary? Summary { get; }

Property Value

InstrumentDailySummary

Methods

FormatPrice(decimal)

Formats a price with the number of decimals of the instrument tick size.

string FormatPrice(decimal price)

Parameters

price decimal

Returns

string

GetDepth(bool)

The bid (isAsk = false) or ask levels of the order book, best first (copies), as of the delivered depth changes. Empty unless the instrument was added with the order book (HasDepth).

IReadOnlyList<MarketDataArg> GetDepth(bool isAsk)

Parameters

isAsk bool

Returns

IReadOnlyList<MarketDataArg>