Interface IHeatmapIndicatorTradeRangeSource

Namespace

OFT.Rendering.Heatmap

Assembly

OFT.Rendering.dll

A source of historical trades for indicator warm-up. The source of the platform heatmap returns, ordered by time, the trades already loaded locally for the instrument within the requested range; it does not load history from the server.

Added in ATAS 8.0.15.

public interface IHeatmapIndicatorTradeRangeSource

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

GetTradeTicksAsync(HeatmapIndicatorWarmupRequest, CancellationToken)

Return the warm-up tick range for request. The returned HeatmapTickBatch backs onto a buffer the source owns: indicators may iterate it during the warm-up call but MUST NOT capture the batch beyond the call's completion. Implementations that build a fresh array per call may simply wrap it (new HeatmapTickBatch(arr.AsMemory())); pooled implementations must return their buffers after the consuming call drains.

ValueTask<HeatmapTickBatch> GetTradeTicksAsync(HeatmapIndicatorWarmupRequest request, CancellationToken cancellationToken)

Parameters

request HeatmapIndicatorWarmupRequest

cancellationToken CancellationToken

Returns

ValueTask<HeatmapTickBatch>