AllowUpdatePositionsPnL | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
AsyncConnector() | ATAS.DataFeedsCore.AsyncConnector< TPortfolioKey, TSecurityKey > | protected |
BaseConnector() | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
BaseConnector(long initialId) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
BaseConnector() | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
BaseConnector(long initialId) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
BestBidAskUpdates | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
CalcIsolatedMarginChangeRange(Position position) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
CalcLiquidationPrice(Position position, decimal margin) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | virtual |
CalcMaxOrderVolume(OrderTypes orderType, Security security, Portfolio portfolio, OrderDirections direction, decimal? limitPrice=null) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
CalcOrderCost(OrderTypes orderType, Security security, Portfolio portfolio, OrderDirections direction, decimal? limitPrice, decimal volume, out object? detailing, bool giveDetailing=false) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
CancelOrder(Order order) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
CancelOrderAsync(Order order) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
CanSetPositionAveragePrice(Position position) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
ChangeIsolatedMarginAsync(Position position, decimal value) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
ChangeMarginParametersAsync(Position position, bool? isIsolated, decimal? leverage) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
ClearDataForPortfolio(Portfolio portfolio) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
ClosePositionAsync(Position position) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
ClosePositionsAsync(Portfolio portfolio) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
Connect() | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
ConnectAsync() | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
Connected | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
ConnectionState | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
ConnectionStateChanged | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
ConnectorThreadId | ATAS.DataFeedsCore.AsyncConnector< TPortfolioKey, TSecurityKey > | |
ConvertCurrency(Security security, string currencyFrom, string currencyTo, decimal volume, decimal? limitPrice=null) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
CreateOrderToClosePosition(Position pos) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protectedvirtual |
CreatePositionManager(Position position) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protectedvirtual |
DataPath | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
DefaultTimeSyncManager | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
Disconnect() | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
DisconnectAsync() | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
Disconnected | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
Enqueue(TMessage message) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
Enqueue(Action action) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
Error | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
Factory | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
GetApiServerTime(CancellationToken cancellationToken) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protectedvirtual |
GetCurrentSubscription(Security security) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
GetMyTradesAsync(Portfolio portfolio, Security security, DateTime from, DateTime to) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
GetPortfolio(TPortfolioKey portfolioKey) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
GetPortfolios(Security security) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
GetPosition(Portfolio portfolio, Security security, TPlusLimits? tPlusLimit) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
GetRoutes(Security security) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
GetSecurity(TSecurityKey securityId) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
GetSecurityTradingOptions(Security security) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
HasPendingActions | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
HeartbeatTimeout | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
Id | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
IdGenerator | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
IsConnected | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
IsFullLicense | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
IsSupportedAmericanFutures | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
IsSupportedAmericanStocks | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
IsSupportedCrypto | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
IsSupportedMaxOrderCalculation | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
IsSupportedRussianMarket | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
IsSupportedServerOCO | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
IsSupportedServerTime | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
IsSupportedStopOrders | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
IsSupportedTradingFunctions | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
LatencyManager | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
MarketByOrderChanged | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
MarketDataDelayPeriod | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
MarketDataStreamEnabled | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
MarketDepthsUpdate | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
maxAddable | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
MessageQueue | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
ModifyOrder(Order order, Order newOrder) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
ModifyOrderAsync(Order order, Order newOrder) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
MyTrades | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
NeedRebatesCheck | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
NewMyTrades | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
NewNews | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
NewOrders | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
NewPortfolios | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
NewPositions | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
NewSecurities | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
NewTrades | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
OnCalcMaxOrderVolume(OrderTypes orderType, Security security, Portfolio portfolio, OrderDirections direction, decimal? limitPrice=null) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protectedvirtual |
OnCalcOrderCost(OrderTypes orderType, Security security, Portfolio portfolio, OrderDirections direction, decimal? limitPrice, decimal volume, out object? detailing, bool giveDetailing=false) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protectedvirtual |
OnCancelOrder(Order order, long extId) | ATAS.DataFeedsCore.AsyncConnector< TPortfolioKey, TSecurityKey > | protectedvirtual |
OnCancelOrderAsync(Order order, long extId) | ATAS.DataFeedsCore.AsyncConnector< TPortfolioKey, TSecurityKey > | protectedpure virtual |
OnChangeIsolatedMarginAsync(Position position, decimal value) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protectedvirtual |
OnChangeMarginParametersAsync(Position position, bool? isIsolated, decimal? leverage) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protectedvirtual |
OnClosePosition(Position position) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protectedvirtual |
OnClosePositions(Portfolio portfolio) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protectedvirtual |
OnConnect() | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protectedvirtual |
OnConnectAsync() | ATAS.DataFeedsCore.AsyncConnector< TPortfolioKey, TSecurityKey > | protectedvirtual |
OnConnected() | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
OnConnectionError(Exception error) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
OnConvertCurrency(Security security, string currencyFrom, string currencyTo, decimal volume, decimal? limitPrice=null) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protectedvirtual |
OnDisconnect() | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protectedvirtual |
OnDisconnectAsync() | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protectedvirtual |
OnDisconnected() | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
OnGetMyTradesAsync(Portfolio portfolio, Security security, DateTime from, DateTime to) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protectedvirtual |
OnGetPortfolios(Security security) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protectedvirtual |
OnGetRoutes(Security security) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protectedvirtual |
OnGetSecurityTradingOptions(Security security) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protectedvirtual |
OnModifyOrder(Order order, Order newOrder) | ATAS.DataFeedsCore.AsyncConnector< TPortfolioKey, TSecurityKey > | protectedvirtual |
OnModifyOrderAsync(Order order, Order newOrder) | ATAS.DataFeedsCore.AsyncConnector< TPortfolioKey, TSecurityKey > | protectedvirtual |
OnProcess(AsyncConnectorMessage? message) | ATAS.DataFeedsCore.AsyncConnector< TPortfolioKey, TSecurityKey > | protected |
BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey >.OnProcess(TMessage message) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protectedpure virtual |
OnRefreshSecuritiesAsync() | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protectedvirtual |
OnRegisterOrder(Order order) | ATAS.DataFeedsCore.AsyncConnector< TPortfolioKey, TSecurityKey > | protectedvirtual |
OnRegisterOrderAsync(Order filter) | ATAS.DataFeedsCore.AsyncConnector< TPortfolioKey, TSecurityKey > | protectedpure virtual |
OnSearchSecurities(SecurityFilter filter) | ATAS.DataFeedsCore.AsyncConnector< TPortfolioKey, TSecurityKey > | protectedvirtual |
BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey >.OnSearchSecurities(TSecurityKey securityId, TMessage message) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protectedvirtual |
BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey >.OnSearchSecurities(TSecurityKey securityId) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protectedpure virtual |
OnSearchSecuritiesAsync(SecurityFilter filter) | ATAS.DataFeedsCore.AsyncConnector< TPortfolioKey, TSecurityKey > | protectedpure virtual |
OnSendHeartbeat() | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protectedvirtual |
OnSubscribeMarketData(Security security, SubscriptionType subscriptionTypes) | ATAS.DataFeedsCore.AsyncConnector< TPortfolioKey, TSecurityKey > | protectedvirtual |
BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey >.OnSubscribeMarketData(IEnumerable< Security > securities, SubscriptionType subscription) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protectedvirtual |
OnSubscribeMarketDataAsync(Security security, SubscriptionType subscriptionTypes) | ATAS.DataFeedsCore.AsyncConnector< TPortfolioKey, TSecurityKey > | protectedpure virtual |
OnUnsubscribeFromMarketData(IEnumerable< Security > securities, SubscriptionType subscription) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protectedvirtual |
OnUnsubscribeMarketData(Security security, SubscriptionType subscriptionTypes) | ATAS.DataFeedsCore.AsyncConnector< TPortfolioKey, TSecurityKey > | protectedvirtual |
OnUnsubscribeMarketDataAsync(Security security, SubscriptionType subscriptionTypes) | ATAS.DataFeedsCore.AsyncConnector< TPortfolioKey, TSecurityKey > | protectedpure virtual |
OrderChanged | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
OrderModifyFailed | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
Orders | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
OrdersCancelFailed | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
OrdersRegisterFailed | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
Portfolios | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
PortfoliosChanged | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
PositionManagers | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
PositionPnLChanged(Position position) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protectedvirtual |
Positions | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
PositionsChanged | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
ProcessAutoRefreshSecurities() | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
ProcessBestBidAsk(TSecurityKey securityId, DateTime time, MarketDataType type, decimal price, decimal volume, string ecn="") | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
ProcessBestBidAsk(Security security, DateTime time, MarketDataType type, decimal price, decimal volume, string ecn="") | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
ProcessBestBidAsk(TSecurityKey securityId, MarketDepth marketDepth) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
ProcessBestBidAsk(MarketDepth marketDepth) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
ProcessMarketByOrder(MarketByOrder mbo) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
ProcessMarketDepths(TSecurityKey securityId, Func< Security, ICollection< MarketDepth > > action) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
ProcessMarketDepths(Security security, Func< Security, ICollection< MarketDepth > > action) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
ProcessMarketDepthsReset(TSecurityKey securityId, ICollection< MarketDepth > depth) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
ProcessMyTrade(long extId, string tradeId, Action< MyTrade > update) | ATAS.DataFeedsCore.AsyncConnector< TPortfolioKey, TSecurityKey > | protected |
ProcessMyTrade(string orderId, string tradeId, Action< MyTrade > update) | ATAS.DataFeedsCore.AsyncConnector< TPortfolioKey, TSecurityKey > | protected |
ProcessMyTrade< T >(TPortfolioKey accountId, TSecurityKey securityId, long extId, string orderId, string tradeId, T message, Action< T, MyTrade > update) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
ProcessMyTrade< T >(long extId, string orderId, string tradeId, T message, Action< T, MyTrade > update) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
ProcessMyTrade< T >(long extId, string tradeId, T message, Action< T, MyTrade > update) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
ProcessOrder(TPortfolioKey accountId, TSecurityKey securityId, long extId, Action< bool, Order > update) | ATAS.DataFeedsCore.AsyncConnector< TPortfolioKey, TSecurityKey > | protected |
BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey >.ProcessOrder(long extId, Action< Order > process) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
ProcessOrder< T >(TPortfolioKey accountId, TSecurityKey securityId, long extId, T message, Action< T, bool, Order > update) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
ProcessOrder< T >(TPortfolioKey accountId, TSecurityKey securityId, long extId, T message, Func< T, bool, Order, bool?> update) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
ProcessOrder< T >(long extId, T message, Action< T, Order > update) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
ProcessOrderError(Order order, string error) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
ProcessOrderError(long extId, string error) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
ProcessPortfolio(TPortfolioKey portfolioKey, string accountId, Action< Portfolio > update) | ATAS.DataFeedsCore.AsyncConnector< TPortfolioKey, TSecurityKey > | protected |
ProcessPortfolio< T >(TPortfolioKey id, string accountId, T message, Action< T, Portfolio > update) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
ProcessPortfolio< T >(TPortfolioKey id, T message, Action< T, Portfolio > update, bool throwIfNotFound=false) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
ProcessPosition(TPortfolioKey portfolioKey, TSecurityKey securityId, Func< bool, ISecurityPositionManager, bool > update) | ATAS.DataFeedsCore.AsyncConnector< TPortfolioKey, TSecurityKey > | protected |
ProcessPosition< T >(TPortfolioKey accountId, TSecurityKey securityId, TPlusLimits? tPlusLimit, T message, Func< T, bool, TSecurityPositionManager, bool > update) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
ProcessPosition< T >(TPortfolioKey accountId, TSecurityKey securityId, T? message, Func< T, bool, TSecurityPositionManager, bool > update) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
ProcessSecurity(TSecurityKey id, Action< Security > action) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
ProcessSecurity< T >(TSecurityKey id, string securityId, T message, Action< T, bool, Security > update) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
ProcessTick(TSecurityKey securityId, long id, DateTime time, TradeDirection direction, decimal price, decimal volume, string ecn="", decimal? openInterest=null) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
ProcessTick(Security security, long id, DateTime time, TradeDirection direction, decimal price, decimal volume, string ecn="", decimal? openInterest=null) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
ProcessTick(TSecurityKey securityId, Trade trade) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
ProcessTick(Security security, Trade trade) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
ProcessTick(Trade trade) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
RaiseConnected() | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
RaiseDisconnected() | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
RaiseNews(News news) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
RaiseOrder(Order order, bool isNew) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
RaiseOrderFailed(Order order, string error) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
RaisePosition(TSecurityPositionManager posManager, bool isNew) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
RaiseRebateResult(RebateResult result) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
RaiseRegisterSecurityResult(Security security, SubscriptionType subscriptionType, Exception error) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
RaiseSearchSecuritiesResult(SecurityFilter filter, Exception? error, IEnumerable< Security > securities) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
RaiseSecurityChanged(Security security) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
RaiseSubscribeMarketDataResult(IEnumerable< Security > securities, Exception error) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
RaiseUnsubscribeMarketDataResult(IEnumerable< Security > securities, Exception error) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
RebateReceived | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
ReconnectionTimer | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
ReconnectOnFirstConnect | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
RefreshSecuritiesTime | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
RegisterOrder(Order order) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
RegisterOrderAsync(Order order) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
RegisterSecurityResult | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
RememberPendingOrders() | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
SearchSecurities(SecurityFilter filter) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
SearchSecuritiesAsync(SecurityFilter filter) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
SearchSecuritiesResult | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
Securities | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
SecurityChanged | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
ServerMode | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
SetPositionAveragePrice(Position position, decimal avgPrice) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
SubscribeMarketDataResult | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
SubscribeToMarketData(IEnumerable< Security > securities, SubscriptionType subscriptionTypes) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
SubscribeToMarketData(Security security, SubscriptionType subscriptionTypes) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
SwitchToConnectorThreadAsync() | ATAS.DataFeedsCore.AsyncConnector< TPortfolioKey, TSecurityKey > | |
TimeSyncManager | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
TryGetOrder(long extId) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
TryGetOrder(string marketOrderId, out Order? order) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
TryGetPosition(Order order, out Position position) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
TryGetPosition(Portfolio portfolio, Security security, out Position position) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
TryGetPosition(Portfolio portfolio, Security security, TPlusLimits limits, out Position position) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
UnsubscribeFromMarketData(IEnumerable< Security > securities, SubscriptionType subscriptionTypes) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
UnsubscribeFromMarketData(Security security, SubscriptionType subscriptionTypes) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
UnsubscribeMarketDataResult | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | |
UpdatePositionsPnL(Security security, MarketDataType type, decimal price) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
ValidateTradesHistoryRequestDates(ref DateTime from, DateTime to, int depthLimitMonths) | ATAS.DataFeedsCore.BaseConnector< AsyncConnectorMessage, TPortfolioKey, TSecurityKey > | protected |
WaitConnectorQueueAsync() | ATAS.DataFeedsCore.AsyncConnector< TPortfolioKey, TSecurityKey > | |