ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager > Class Template Reference

Inheritance diagram for ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >:

Collaboration diagram for ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >:

Public Member Functions
void	Connect ()
	Asynchronously starts connection process Connected event will fire indicating successful connection.
async Task	ConnectAsync ()
	Asynchronously starts connection process.
void	Disconnect ()
async Task	DisconnectAsync ()
	Asynchronously starts disconnection process.
void	SearchSecurities (SecurityFilter filter)
	Найти инструменты по заданному фильтру.
Task< IEnumerable< Security > >	SearchSecuritiesAsync (SecurityFilter filter)
void	SubscribeToMarketData (IEnumerable< Security > securities, SubscriptionType subscriptionTypes)
void	SubscribeToMarketData (Security security, SubscriptionType subscriptionTypes)
	Подписка на маркет дату
void	UnsubscribeFromMarketData (IEnumerable< Security > securities, SubscriptionType subscriptionTypes)
void	UnsubscribeFromMarketData (Security security, SubscriptionType subscriptionTypes)
	Отписка от маркет даты
IEnumerable< string >	GetRoutes (Security security)
IEnumerable< Portfolio >	GetPortfolios (Security security)
Order	TryGetOrder (long extId)
bool	TryGetOrder (string marketOrderId, out Order? order)
Task	RegisterOrderAsync (Order order)
Task	ModifyOrderAsync (Order order, Order newOrder)
Task	CancelOrderAsync (Order order)
void	RegisterOrder (Order order)
void	ModifyOrder (Order order, Order newOrder)
	Модификация цены ордера.
void	CancelOrder (Order order)
Position	GetPosition (Portfolio portfolio, Security security, TPlusLimits? tPlusLimit)
async Task	ClosePositionAsync (Position position)
async Task	ClosePositionsAsync (Portfolio portfolio)
async Task	ChangeMarginParametersAsync (Position position, bool? isIsolated, decimal? leverage)
	Switches position margin mode (isolated/cross) and/or trading leverage for it.Pass null if parameter should not be changedThis method works only if Position.Risk property is not null Parameters position isolated True for isolated, False for crossed mode leverage Returns
async Task	ChangeIsolatedMarginAsync (Position position, decimal value)
	Adds or removes to isolated margin of a position. This method does not apply for crossed margin mode This method works only if Position.Risk property is not null. Parameters position value Use positive value to add margin and negative to reduce Returns
virtual ? decimal	CalcLiquidationPrice (Position position, decimal margin)
virtual ? decimal? decimal maxRemovable	CalcIsolatedMarginChangeRange (Position position)
decimal	ConvertCurrency (Security security, string currencyFrom, string currencyTo, decimal volume, decimal? limitPrice=null)
	Converts volume from one currency to another Used for Notional value calculation.
decimal?	CalcMaxOrderVolume (OrderTypes orderType, Security security, Portfolio portfolio, OrderDirections direction, decimal? limitPrice=null)
	Gets max possible volume for the order This function is always return null if IsSupportedMaxOrderCalculation is false.
decimal?	CalcOrderCost (OrderTypes orderType, Security security, Portfolio portfolio, OrderDirections direction, decimal? limitPrice, decimal volume, out object? detailing, bool giveDetailing=false)
	Calculates total order cost including commissions and initial margin and everything else This function is always return null if IsSupportedMaxOrderCalculation is false.
ISecurityTradingOptions?	GetSecurityTradingOptions (Security security)
	Gets possible TimeInForce for order and optional flags that may be passed when order is created If null default behaviour is expected: TimeInForce = DAY, GTC, FOK No order flags
Task< IEnumerable< MyTrade > >	GetMyTradesAsync (Portfolio portfolio, Security security, DateTime from, DateTime to)
	Get a list of my trades.
bool	CanSetPositionAveragePrice (Position position)
void	SetPositionAveragePrice (Position position, decimal avgPrice)
Public Member Functions inherited from ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, ISecurityPositionManager >
void	Connect ()
	Asynchronously starts connection process Connected event will fire indicating successful connection.
async Task	ConnectAsync ()
	Asynchronously starts connection process.
void	Disconnect ()
async Task	DisconnectAsync ()
	Asynchronously starts disconnection process.
void	SearchSecurities (SecurityFilter filter)
	Найти инструменты по заданному фильтру.
Task< IEnumerable< Security > >	SearchSecuritiesAsync (SecurityFilter filter)
void	SubscribeToMarketData (IEnumerable< Security > securities, SubscriptionType subscriptionTypes)
void	SubscribeToMarketData (Security security, SubscriptionType subscriptionTypes)
	Подписка на маркет дату
void	UnsubscribeFromMarketData (IEnumerable< Security > securities, SubscriptionType subscriptionTypes)
void	UnsubscribeFromMarketData (Security security, SubscriptionType subscriptionTypes)
	Отписка от маркет даты
IEnumerable< string >	GetRoutes (Security security)
IEnumerable< Portfolio >	GetPortfolios (Security security)
Order	TryGetOrder (long extId)
bool	TryGetOrder (string marketOrderId, out Order? order)
Task	RegisterOrderAsync (Order order)
Task	ModifyOrderAsync (Order order, Order newOrder)
Task	CancelOrderAsync (Order order)
void	RegisterOrder (Order order)
void	ModifyOrder (Order order, Order newOrder)
	Модификация цены ордера.
void	CancelOrder (Order order)
Position	GetPosition (Portfolio portfolio, Security security, TPlusLimits? tPlusLimit)
async Task	ClosePositionAsync (Position position)
async Task	ClosePositionsAsync (Portfolio portfolio)
async Task	ChangeMarginParametersAsync (Position position, bool? isIsolated, decimal? leverage)
async Task	ChangeIsolatedMarginAsync (Position position, decimal value)
virtual ? decimal	CalcLiquidationPrice (Position position, decimal margin)
virtual ? decimal? decimal maxRemovable	CalcIsolatedMarginChangeRange (Position position)
decimal	ConvertCurrency (Security security, string currencyFrom, string currencyTo, decimal volume, decimal? limitPrice=null)
	Converts volume from one currency to another Used for Notional value calculation.
decimal?	CalcMaxOrderVolume (OrderTypes orderType, Security security, Portfolio portfolio, OrderDirections direction, decimal? limitPrice=null)
	Gets max possible volume for the order This function is always return null if IsSupportedMaxOrderCalculation is false.
decimal?	CalcOrderCost (OrderTypes orderType, Security security, Portfolio portfolio, OrderDirections direction, decimal? limitPrice, decimal volume, out object? detailing, bool giveDetailing=false)
	Calculates total order cost including commissions and initial margin and everything else This function is always return null if IsSupportedMaxOrderCalculation is false.
ISecurityTradingOptions?	GetSecurityTradingOptions (Security security)
	Gets possible TimeInForce for order and optional flags that may be passed when order is created If null default behaviour is expected: TimeInForce = DAY, GTC, FOK No order flags
Task< IEnumerable< MyTrade > >	GetMyTradesAsync (Portfolio portfolio, Security security, DateTime from, DateTime to)
	Get a list of my trades.
bool	CanSetPositionAveragePrice (Position position)
void	SetPositionAveragePrice (Position position, decimal avgPrice)
void	Connect ()
void	Disconnect ()
Task	ConnectAsync ()
Task	DisconnectAsync ()
Task	RegisterOrderAsync (Order order)
Task	ModifyOrderAsync (Order order, Order newOrder)
Task	CancelOrderAsync (Order order)
void	CancelOrder (Order order)
void	RegisterOrder (Order order)
void	ModifyOrder (Order order, Order neworder)
	Модификация цены ордера.
Order	TryGetOrder (long extId)
Position	GetPosition (Portfolio portfolio, Security security, TPlusLimits? tPlusLimit)
Task	ClosePositionAsync (Position position)
Task	ClosePositionsAsync (Portfolio portfolio)
void	SubscribeToMarketData (IEnumerable< Security > securities, SubscriptionType subscriptionTypes)
void	SubscribeToMarketData (Security security, SubscriptionType subscriptionTypes)
	Подписка на маркет дату
void	UnsubscribeFromMarketData (IEnumerable< Security > securities, SubscriptionType subscriptionTypes)
void	UnsubscribeFromMarketData (Security security, SubscriptionType subscriptionTypes)
	Отписка от маркет даты
void	SearchSecurities (SecurityFilter filter)
	Найти инструменты по заданному фильтру.
Task< IEnumerable< Security > >	SearchSecuritiesAsync (SecurityFilter filter)
IEnumerable< string >	GetRoutes (Security security)
IEnumerable< Portfolio >	GetPortfolios (Security security)
Task	ChangeMarginParametersAsync (Position position, bool? isolated=null, decimal? leverage=null)
	Switches position margin mode (isolated/cross) and/or trading leverage for it.
Task	ChangeIsolatedMarginAsync (Position position, decimal value)
	Adds or removes to isolated margin of a position. This method does not apply for crossed margin mode This method works only if Position.Risk property is not null.
decimal?	CalcLiquidationPrice (Position position, decimal margin)
	Allows to estimate Liquidation Price change for a margin.
decimal?? decimal maxRemovable	CalcIsolatedMarginChangeRange (Position position)
decimal	ConvertCurrency (Security security, string currencyFrom, string currencyTo, decimal volume, decimal? limitPrice=null)
	Converts volume from one currency to another Used for Notional value calculation.
decimal?	CalcMaxOrderVolume (OrderTypes orderType, Security security, Portfolio portfolio, OrderDirections direction, decimal? limitPrice=null)
	Gets max possible volume for the order This function is always return null if IsSupportedMaxOrderCalculation is false.
decimal?	CalcOrderCost (OrderTypes orderType, Security security, Portfolio portfolio, OrderDirections direction, decimal? limitPrice, decimal volume, out object? detailing, bool giveDetailing=false)
	Calculates total order cost including commissions and initial margin and everything else This function is always return null if IsSupportedMaxOrderCalculation is false.
ISecurityTradingOptions?	GetSecurityTradingOptions (Security security)
	Gets possible TimeInForce for order and optional flags that may be passed when order is created If null default behaviour is expected: TimeInForce = DAY, GTC, FOK No order flags
Task< IEnumerable< MyTrade > >	GetMyTradesAsync (Portfolio portfolio, Security security, DateTime from, DateTime to)
	Get a list of my trades.
bool	CanSetPositionAveragePrice (Position position)
void	SetPositionAveragePrice (Position position, decimal avgPrice)

Public Attributes
virtual ? decimal	maxAddable
Public Attributes inherited from ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, ISecurityPositionManager >
virtual ? decimal	maxAddable
Public Attributes inherited from ATAS.DataFeedsCore.IDataFeedConnector
decimal?	maxAddable
	Calculates possible changes of the isolated margin of a position (only for leveraged trading)

Protected Member Functions
	BaseConnector ()
	BaseConnector (long initialId)
	BaseConnector ()
	BaseConnector (long initialId)
virtual Task	OnConnectAsync ()
virtual void	OnConnect ()
	A place for connection routines Executed on thread-pool thread.
void	OnConnected ()
	Raises Connected event The event must be called when the connector have all necessary connections established and authenticated All security objects must be processed before this call if possible If there were any subscriptions, search for that securities will be performed.
virtual Task	OnDisconnectAsync ()
virtual void	OnDisconnect ()
	Called on thread-pool thread when Disconnect() method is invoked.
void	OnDisconnected ()
	Cleans up base resources and raises Disconnected event.
void	OnConnectionError (Exception error)
	Remember the error that will be handled when the OnDisconnected is called.
void	Enqueue (TMessage message)
void	Enqueue (Action action)
abstract void	OnProcess (TMessage message)
	Handles queued messages by the MessageQueue In case of SimpleMessageQueue it allows to process all messages in the special connector's queue thread.
virtual void	OnSendHeartbeat ()
Security?	GetSecurity (TSecurityKey securityId)
Portfolio?	GetPortfolio (TPortfolioKey portfolioKey)
Portfolio	ProcessPortfolio< T > (TPortfolioKey id, string accountId, T message, Action< T, Portfolio > update)
void	ProcessPortfolio< T > (TPortfolioKey id, T message, Action< T, Portfolio > update, bool throwIfNotFound=false)
void	ProcessPosition< T > (TPortfolioKey accountId, TSecurityKey securityId, TPlusLimits? tPlusLimit, T message, Func< T, bool, TSecurityPositionManager, bool > update)
void	ProcessPosition< T > (TPortfolioKey accountId, TSecurityKey securityId, T? message, Func< T, bool, TSecurityPositionManager, bool > update)
void	ProcessSecurity< T > (TSecurityKey id, string securityId, T message, Action< T, bool, Security > update)
	Converts internal security object of the connector into the ATAS-security visible to the system.
void	ProcessSecurity (TSecurityKey id, Action< Security > action)
void	ProcessBestBidAsk (TSecurityKey securityId, DateTime time, MarketDataType type, decimal price, decimal volume, string ecn="")
void	ProcessBestBidAsk (Security security, DateTime time, MarketDataType type, decimal price, decimal volume, string ecn="")
void	ProcessBestBidAsk (TSecurityKey securityId, MarketDepth marketDepth)
void	ProcessBestBidAsk (MarketDepth marketDepth)
void	ProcessTick (TSecurityKey securityId, long id, DateTime time, TradeDirection direction, decimal price, decimal volume, string ecn="", decimal? openInterest=null)
void	ProcessTick (Security security, long id, DateTime time, TradeDirection direction, decimal price, decimal volume, string ecn="", decimal? openInterest=null)
void	ProcessTick (TSecurityKey securityId, Trade trade)
void	ProcessTick (Security security, Trade trade)
void	ProcessTick (Trade trade)
void	ProcessMarketDepthsReset (TSecurityKey securityId, ICollection< MarketDepth > depth)
void	ProcessMarketDepths (TSecurityKey securityId, Func< Security, ICollection< MarketDepth > > action)
void	ProcessMarketDepths (Security security, Func< Security, ICollection< MarketDepth > > action)
void	ProcessMarketByOrder (MarketByOrder mbo)
void	ProcessOrder< T > (TPortfolioKey accountId, TSecurityKey securityId, long extId, T message, Action< T, bool, Order > update)
void	ProcessOrder< T > (TPortfolioKey accountId, TSecurityKey securityId, long extId, T message, Func< T, bool, Order, bool?> update)
void	ProcessOrder< T > (long extId, T message, Action< T, Order > update)
void	ProcessOrderError (Order order, string error)
void	ProcessOrderError (long extId, string error)
void	ProcessOrder (long extId, Action< Order > process)
void	ProcessMyTrade< T > (TPortfolioKey accountId, TSecurityKey securityId, long extId, string orderId, string tradeId, T message, Action< T, MyTrade > update)
void	ProcessMyTrade< T > (long extId, string orderId, string tradeId, T message, Action< T, MyTrade > update)
void	ProcessMyTrade< T > (long extId, string tradeId, T message, Action< T, MyTrade > update)
void	ClearDataForPortfolio (Portfolio portfolio)
virtual TSecurityPositionManager	CreatePositionManager (Position position)
virtual void	PositionPnLChanged (Position position)
void	RaiseRebateResult (RebateResult result)
void	RaiseConnected ()
void	RaiseDisconnected ()
void	RaisePosition (TSecurityPositionManager posManager, bool isNew)
void	RaiseOrder (Order order, bool isNew)
void	RaiseOrderFailed (Order order, string error)
void	RaiseSearchSecuritiesResult (SecurityFilter filter, Exception? error, IEnumerable< Security > securities)
void	RaiseRegisterSecurityResult (Security security, SubscriptionType subscriptionType, Exception error)
void	RaiseSubscribeMarketDataResult (IEnumerable< Security > securities, Exception error)
void	RaiseUnsubscribeMarketDataResult (IEnumerable< Security > securities, Exception error)
void	RaiseNews (News news)
void	RaiseSecurityChanged (Security security)
SubscriptionType	GetCurrentSubscription (Security security)
virtual void	OnSearchSecurities (TSecurityKey securityId, TMessage message)
abstract void	OnSearchSecurities (SecurityFilter filter)
abstract void	OnSearchSecurities (TSecurityKey securityId)
virtual void	OnSubscribeMarketData (IEnumerable< Security > securities, SubscriptionType subscription)
abstract void	OnSubscribeMarketData (Security security, SubscriptionType subscriptionTypes)
virtual void	OnUnsubscribeFromMarketData (IEnumerable< Security > securities, SubscriptionType subscription)
abstract void	OnUnsubscribeMarketData (Security security, SubscriptionType subscriptionTypes)
virtual IEnumerable< string >	OnGetRoutes (Security security)
virtual IEnumerable< Portfolio >	OnGetPortfolios (Security security)
abstract void	OnRegisterOrder (Order order)
virtual void	OnModifyOrder (Order order, Order newOrder)
abstract void	OnCancelOrder (Order order, long extId)
void	RememberPendingOrders ()
virtual async Task	OnClosePosition (Position position)
virtual async Task	OnClosePositions (Portfolio portfolio)
virtual Order	CreateOrderToClosePosition (Position pos)
virtual Task	OnChangeMarginParametersAsync (Position position, bool? isIsolated, decimal? leverage)
virtual Task	OnChangeIsolatedMarginAsync (Position position, decimal value)
virtual decimal	OnConvertCurrency (Security security, string currencyFrom, string currencyTo, decimal volume, decimal? limitPrice=null)
	Converts volume from one currency to another Used for Notional value calculation.
virtual ? decimal	OnCalcMaxOrderVolume (OrderTypes orderType, Security security, Portfolio portfolio, OrderDirections direction, decimal? limitPrice=null)
virtual ? decimal	OnCalcOrderCost (OrderTypes orderType, Security security, Portfolio portfolio, OrderDirections direction, decimal? limitPrice, decimal volume, out object? detailing, bool giveDetailing=false)
virtual ? ISecurityTradingOptions	OnGetSecurityTradingOptions (Security security)
virtual Task< IEnumerable< MyTrade > >	OnGetMyTradesAsync (Portfolio portfolio, Security security, DateTime from, DateTime to)
void	ValidateTradesHistoryRequestDates (ref DateTime from, DateTime to, int depthLimitMonths)
virtual Task<(DateTime serverTime, DateTime localTime, TimeSpan latency)>	GetApiServerTime (CancellationToken cancellationToken)
async Task	ProcessAutoRefreshSecurities ()
virtual async Task	OnRefreshSecuritiesAsync ()
bool	TryGetPosition (Order order, out Position position)
bool	TryGetPosition (Portfolio portfolio, Security security, out Position position)
bool	TryGetPosition (Portfolio portfolio, Security security, TPlusLimits limits, out Position position)
void	UpdatePositionsPnL (Security security, MarketDataType type, decimal price)
Protected Member Functions inherited from ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, ISecurityPositionManager >
	BaseConnector ()
	BaseConnector (long initialId)
	BaseConnector ()
	BaseConnector (long initialId)
virtual Task	OnConnectAsync ()
virtual void	OnConnect ()
	A place for connection routines Executed on thread-pool thread.
void	OnConnected ()
	Raises Connected event The event must be called when the connector have all necessary connections established and authenticated All security objects must be processed before this call if possible If there were any subscriptions, search for that securities will be performed.
virtual Task	OnDisconnectAsync ()
virtual void	OnDisconnect ()
	Called on thread-pool thread when Disconnect() method is invoked.
void	OnDisconnected ()
	Cleans up base resources and raises Disconnected event.
void	OnConnectionError (Exception error)
	Remember the error that will be handled when the OnDisconnected is called.
void	Enqueue (TMessage message)
void	Enqueue (Action action)
abstract void	OnProcess (TMessage message)
	Handles queued messages by the MessageQueue In case of SimpleMessageQueue it allows to process all messages in the special connector's queue thread.
virtual void	OnSendHeartbeat ()
void	ProcessSecurity (TSecurityKey id, Action< Security > action)
Security?	GetSecurity (TSecurityKey securityId)
Portfolio?	GetPortfolio (TPortfolioKey portfolioKey)
Portfolio	ProcessPortfolio< T > (TPortfolioKey id, string accountId, T message, Action< T, Portfolio > update)
void	ProcessPortfolio< T > (TPortfolioKey id, T message, Action< T, Portfolio > update, bool throwIfNotFound=false)
void	ProcessPosition< T > (TPortfolioKey accountId, TSecurityKey securityId, TPlusLimits? tPlusLimit, T message, Func< T, bool, TSecurityPositionManager, bool > update)
void	ProcessPosition< T > (TPortfolioKey accountId, TSecurityKey securityId, T? message, Func< T, bool, TSecurityPositionManager, bool > update)
void	ProcessSecurity< T > (TSecurityKey id, string securityId, T message, Action< T, bool, Security > update)
	Converts internal security object of the connector into the ATAS-security visible to the system.
void	ProcessBestBidAsk (TSecurityKey securityId, DateTime time, MarketDataType type, decimal price, decimal volume, string ecn="")
void	ProcessBestBidAsk (Security security, DateTime time, MarketDataType type, decimal price, decimal volume, string ecn="")
void	ProcessBestBidAsk (TSecurityKey securityId, MarketDepth marketDepth)
void	ProcessBestBidAsk (MarketDepth marketDepth)
void	ProcessTick (TSecurityKey securityId, long id, DateTime time, TradeDirection direction, decimal price, decimal volume, string ecn="", decimal? openInterest=null)
void	ProcessTick (Security security, long id, DateTime time, TradeDirection direction, decimal price, decimal volume, string ecn="", decimal? openInterest=null)
void	ProcessTick (TSecurityKey securityId, Trade trade)
void	ProcessTick (Security security, Trade trade)
void	ProcessTick (Trade trade)
void	ProcessMarketDepthsReset (TSecurityKey securityId, ICollection< MarketDepth > depth)
void	ProcessMarketDepths (TSecurityKey securityId, Func< Security, ICollection< MarketDepth > > action)
void	ProcessMarketDepths (Security security, Func< Security, ICollection< MarketDepth > > action)
void	ProcessMarketByOrder (MarketByOrder mbo)
void	ProcessOrder< T > (TPortfolioKey accountId, TSecurityKey securityId, long extId, T message, Action< T, bool, Order > update)
void	ProcessOrder< T > (TPortfolioKey accountId, TSecurityKey securityId, long extId, T message, Func< T, bool, Order, bool?> update)
void	ProcessOrder< T > (long extId, T message, Action< T, Order > update)
void	ProcessOrderError (Order order, string error)
void	ProcessOrderError (long extId, string error)
void	ProcessOrder (long extId, Action< Order > process)
void	ProcessMyTrade< T > (TPortfolioKey accountId, TSecurityKey securityId, long extId, string orderId, string tradeId, T message, Action< T, MyTrade > update)
void	ProcessMyTrade< T > (long extId, string orderId, string tradeId, T message, Action< T, MyTrade > update)
void	ProcessMyTrade< T > (long extId, string tradeId, T message, Action< T, MyTrade > update)
void	ClearDataForPortfolio (Portfolio portfolio)
virtual TSecurityPositionManager	CreatePositionManager (Position position)
virtual void	PositionPnLChanged (Position position)
void	RaiseRebateResult (RebateResult result)
void	RaiseConnected ()
void	RaiseDisconnected ()
void	RaisePosition (TSecurityPositionManager posManager, bool isNew)
void	RaiseOrder (Order order, bool isNew)
void	RaiseOrderFailed (Order order, string error)
void	RaiseSearchSecuritiesResult (SecurityFilter filter, Exception? error, IEnumerable< Security > securities)
void	RaiseRegisterSecurityResult (Security security, SubscriptionType subscriptionType, Exception error)
void	RaiseSubscribeMarketDataResult (IEnumerable< Security > securities, Exception error)
void	RaiseUnsubscribeMarketDataResult (IEnumerable< Security > securities, Exception error)
void	RaiseNews (News news)
void	RaiseSecurityChanged (Security security)
SubscriptionType	GetCurrentSubscription (Security security)
virtual void	OnSearchSecurities (TSecurityKey securityId, TMessage message)
abstract void	OnSearchSecurities (SecurityFilter filter)
abstract void	OnSearchSecurities (TSecurityKey securityId)
virtual void	OnSubscribeMarketData (IEnumerable< Security > securities, SubscriptionType subscription)
abstract void	OnSubscribeMarketData (Security security, SubscriptionType subscriptionTypes)
virtual void	OnUnsubscribeFromMarketData (IEnumerable< Security > securities, SubscriptionType subscription)
abstract void	OnUnsubscribeMarketData (Security security, SubscriptionType subscriptionTypes)
virtual IEnumerable< string >	OnGetRoutes (Security security)
virtual IEnumerable< Portfolio >	OnGetPortfolios (Security security)
abstract void	OnRegisterOrder (Order order)
virtual void	OnModifyOrder (Order order, Order newOrder)
abstract void	OnCancelOrder (Order order, long extId)
void	RememberPendingOrders ()
virtual async Task	OnClosePosition (Position position)
virtual async Task	OnClosePositions (Portfolio portfolio)
virtual Order	CreateOrderToClosePosition (Position pos)
virtual Task	OnChangeMarginParametersAsync (Position position, bool? isIsolated, decimal? leverage)
virtual Task	OnChangeIsolatedMarginAsync (Position position, decimal value)
virtual decimal	OnConvertCurrency (Security security, string currencyFrom, string currencyTo, decimal volume, decimal? limitPrice=null)
	Converts volume from one currency to another Used for Notional value calculation.
virtual ? decimal	OnCalcMaxOrderVolume (OrderTypes orderType, Security security, Portfolio portfolio, OrderDirections direction, decimal? limitPrice=null)
virtual ? decimal	OnCalcOrderCost (OrderTypes orderType, Security security, Portfolio portfolio, OrderDirections direction, decimal? limitPrice, decimal volume, out object? detailing, bool giveDetailing=false)
virtual ? ISecurityTradingOptions	OnGetSecurityTradingOptions (Security security)
virtual Task< IEnumerable< MyTrade > >	OnGetMyTradesAsync (Portfolio portfolio, Security security, DateTime from, DateTime to)
void	ValidateTradesHistoryRequestDates (ref DateTime from, DateTime to, int depthLimitMonths)
virtual Task<(DateTime serverTime, DateTime localTime, TimeSpan latency)>	GetApiServerTime (CancellationToken cancellationToken)
async Task	ProcessAutoRefreshSecurities ()
virtual async Task	OnRefreshSecuritiesAsync ()
bool	TryGetPosition (Order order, out Position position)
bool	TryGetPosition (Portfolio portfolio, Security security, out Position position)
bool	TryGetPosition (Portfolio portfolio, Security security, TPlusLimits limits, out Position position)
void	UpdatePositionsPnL (Security security, MarketDataType type, decimal price)

Properties
IIdGenerator	IdGenerator [get]
IEnumerable< TSecurityPositionManager >	PositionManagers [get]
ITimeSyncManager	TimeSyncManager [get]
abstract bool	IsSupportedServerOCO [get]
	Поддерживает ли коннектор серверные ОСО ордера
abstract bool	IsSupportedStopOrders [get]
	Поддерживает ли коннектор стоп ордера
abstract bool	IsSupportedTradingFunctions [get]
	Поддерживает ли коннектор торговые функции
abstract bool	IsSupportedRussianMarket [get]
	Поддерживает ли коннектор инструменты Российского рынка
abstract bool	IsSupportedAmericanFutures [get]
	Поддерживает ли коннектор американские фьючерсы
abstract bool	IsSupportedAmericanStocks [get]
	Поддерживает ли коннектор американские стоки
virtual bool	IsSupportedCrypto [get]
	Поддерживает ли коннектор крипто инструменты
virtual bool	IsSupportedMaxOrderCalculation [get]
	Does connector support max order calculation for the instrument This feature enables percentage slider under the volume input box Affects CalcMaxOrderVolume and CalcOrderCost methods.
virtual bool	IsSupportedServerTime [get]
	Does connector supports getting exchange server time.
bool	MarketDataStreamEnabled [get, set]
	Отправлять ли маркет дату в BestBidAskUpdates,MarketDepthsUpdate,NewTrades.
bool	AllowUpdatePositionsPnL = true [get, set]
MarketDataDelayPeriods	MarketDataDelayPeriod [get, set]
	Gets or sets delay period for market data.
IEntityFactory	Factory [get, set]
	Фабрика объектов для создания Security, Portfolio и т.д.
ITimeSyncManager?	DefaultTimeSyncManager [get, set]
	Default ITimeSyncManager to get time difference with NTP server.
string	DataPath [get, set]
IMessageQueue< TMessage >	MessageQueue [get, set]
IEnumerable< Security >	Securities [get]
IEnumerable< Portfolio >	Portfolios [get]
IEnumerable< MyTrade >	MyTrades [get]
IEnumerable< Order >	Orders [get]
IEnumerable< Position >	Positions [get]
bool	IsConnected [get, protected set]
	True, если все соединения подключены.
ConnectionStates	ConnectionState [get]
	Текущее состояние подключения коннектора.
ReconnectionTimer	ReconnectionTimer [get]
bool	ReconnectOnFirstConnect [get, set]
bool	ServerMode [get, set]
TimeSpan	HeartbeatTimeout [get, set]
TimeOnly?	RefreshSecuritiesTime [get, set]
virtual bool	HasPendingActions [get]
IConnectorLatencyManager	LatencyManager [get]
	Latency manager.
bool	IsFullLicense [get, set]
	License type.
bool	NeedRebatesCheck [get, set]
	Has rebate check feature.
Guid	Id = Guid.NewGuid() [get]
Properties inherited from ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, ISecurityPositionManager >
IIdGenerator	IdGenerator [get]
IEnumerable< TSecurityPositionManager >	PositionManagers [get]
ITimeSyncManager	TimeSyncManager [get]
abstract bool	IsSupportedServerOCO [get]
	Поддерживает ли коннектор серверные ОСО ордера
abstract bool	IsSupportedStopOrders [get]
	Поддерживает ли коннектор стоп ордера
abstract bool	IsSupportedTradingFunctions [get]
	Поддерживает ли коннектор торговые функции
abstract bool	IsSupportedRussianMarket [get]
	Поддерживает ли коннектор инструменты Российского рынка
abstract bool	IsSupportedAmericanFutures [get]
	Поддерживает ли коннектор американские фьючерсы
abstract bool	IsSupportedAmericanStocks [get]
	Поддерживает ли коннектор американские стоки
virtual bool	IsSupportedCrypto [get]
virtual bool	IsSupportedMaxOrderCalculation [get]
virtual bool	IsSupportedServerTime [get]
bool	MarketDataStreamEnabled [get, set]
	Отправлять ли маркет дату в BestBidAskUpdates,MarketDepthsUpdate,NewTrades.
bool	AllowUpdatePositionsPnL [get, set]
MarketDataDelayPeriods	MarketDataDelayPeriod [get, set]
	Gets or sets delay period for market data.
IEntityFactory	Factory [get, set]
	Фабрика объектов для создания Security, Portfolio и т.д.
ITimeSyncManager?	DefaultTimeSyncManager [get, set]
	Default ITimeSyncManager to get time difference with NTP server.
string	DataPath [get, set]
IMessageQueue< TMessage >	MessageQueue [get, set]
IEnumerable< Security >	Securities [get]
IEnumerable< Portfolio >	Portfolios [get]
IEnumerable< MyTrade >	MyTrades [get]
IEnumerable< Order >	Orders [get]
IEnumerable< Position >	Positions [get]
bool	IsConnected [get, protected set]
	True, если все соединения подключены.
ConnectionStates	ConnectionState [get]
	Текущее состояние подключения коннектора.
ReconnectionTimer	ReconnectionTimer [get]
bool	ReconnectOnFirstConnect [get, set]
bool	ServerMode [get, set]
TimeSpan	HeartbeatTimeout [get, set]
TimeOnly?	RefreshSecuritiesTime [get, set]
virtual bool	HasPendingActions [get]
IConnectorLatencyManager	LatencyManager [get]
	Latency manager.
bool	IsFullLicense [get, set]
	License type.
bool	NeedRebatesCheck [get, set]
	Has rebate check feature.
Guid	Id [get]
Properties inherited from ATAS.DataFeedsCore.IDataFeedConnector
Guid	Id [get]
bool	IsSupportedServerOCO [get]
	Поддерживает ли коннектор серверные ОСО ордера
bool	IsSupportedStopOrders [get]
	Поддерживает ли коннектор стоп ордера
bool	IsSupportedTradingFunctions [get]
	Поддерживает ли коннектор торговые функции
bool	IsConnected [get]
ConnectionStates	ConnectionState [get]
	Текущее состояние подключения коннектора.
MarketDataDelayPeriods	MarketDataDelayPeriod [get, set]
	Gets or sets delay period for market data.
bool	IsSupportedRussianMarket [get]
	Поддерживает ли коннектор инструменты Российского рынка
bool	IsSupportedAmericanFutures [get]
	Поддерживает ли коннектор американские фьючерсы
bool	IsSupportedAmericanStocks [get]
	Поддерживает ли коннектор американские фьючерсы
bool	IsSupportedCrypto [get]
	Поддерживает ли коннектор крипто инструменты
bool	IsSupportedMaxOrderCalculation [get]
	Does connector support max order calculation for the instrument This feature enables percentage slider under the volume input box Affects CalcMaxOrderVolume and CalcOrderCost methods.
bool	IsSupportedServerTime [get]
	Does connector supports getting exchange server time.
bool	MarketDataStreamEnabled [get, set]
	Отправлять ли маркет дату в BestBidAskUpdates,MarketDepthsUpdate,NewTrades.
bool	AllowUpdatePositionsPnL [get, set]
IEntityFactory	Factory [get, set]
	Фабрика объектов для создания Security, Portfolio и т.д.
ITimeSyncManager?	DefaultTimeSyncManager [get, set]
	Default ITimeSyncManager to get time difference with NTP server.
string	DataPath [get, set]
IConnectorLatencyManager	LatencyManager [get]
	Latency manager.
bool	IsFullLicense [get, set]
	License type.
bool	NeedRebatesCheck [get, set]
	Has rebate check feature.
IEnumerable< Security >	Securities [get]
IEnumerable< Portfolio >	Portfolios [get]
IEnumerable< MyTrade >	MyTrades [get]
IEnumerable< Order >	Orders [get]
IEnumerable< Position >	Positions [get]
TimeOnly?	RefreshSecuritiesTime [get, set]
bool	HasPendingActions [get]
bool	ServerMode [get, set]
bool	ReconnectOnFirstConnect [get, set]

Events
ConnectorEventHandler?	Connected
ConnectorEventHandler?	Disconnected
ConnectorEventHandler< ConnectionStateEventArgs >?	ConnectionStateChanged
ConnectorEventHandler< IEnumerable< MyTrade > >?	NewMyTrades
ConnectorEventHandler< IEnumerable< Order > >?	NewOrders
ConnectorEventHandler< IEnumerable< Position > >?	NewPositions
ConnectorEventHandler< IEnumerable< Portfolio > >?	NewPortfolios
ConnectorEventHandler< IEnumerable< Security > >?	NewSecurities
ConnectorEventHandler< Order >?	OrderChanged
ConnectorEventHandler< RebateResult >?	RebateReceived
ConnectorEventHandler< string, Order >?	OrdersRegisterFailed
ConnectorEventHandler< string, Order >?	OrdersCancelFailed
ConnectorEventHandler< Order, Order, string >?	OrderModifyFailed
ConnectorEventHandler< IEnumerable< Portfolio > >?	PortfoliosChanged
ConnectorEventHandler< IEnumerable< Position > >?	PositionsChanged
ConnectorEventHandler< MarketDepth >?	BestBidAskUpdates
ConnectorEventHandler< IEnumerable< MarketDepth > >?	MarketDepthsUpdate
ConnectorEventHandler< MarketByOrder >	MarketByOrderChanged
ConnectorEventHandler< IEnumerable< Trade > >?	NewTrades
ConnectorEventHandler< Exception >?	Error
ConnectorEventHandler< SecurityFilter, Exception?, IEnumerable< Security > >?	SearchSecuritiesResult
ConnectorEventHandler< Security, Exception?>?	RegisterSecurityResult
ConnectorEventHandler< News >?	NewNews
ConnectorEventHandler< Security >?	SecurityChanged
ConnectorEventHandler< IEnumerable< Security >, Exception >?	SubscribeMarketDataResult
ConnectorEventHandler< IEnumerable< Security >, Exception >?	UnsubscribeMarketDataResult
Events inherited from ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, ISecurityPositionManager >
ConnectorEventHandler?	Connected
ConnectorEventHandler?	Disconnected
ConnectorEventHandler< ConnectionStateEventArgs >?	ConnectionStateChanged
ConnectorEventHandler< IEnumerable< MyTrade > >?	NewMyTrades
ConnectorEventHandler< IEnumerable< Order > >?	NewOrders
ConnectorEventHandler< IEnumerable< Position > >?	NewPositions
ConnectorEventHandler< IEnumerable< Portfolio > >?	NewPortfolios
ConnectorEventHandler< IEnumerable< Security > >?	NewSecurities
ConnectorEventHandler< Order >?	OrderChanged
ConnectorEventHandler< RebateResult >?	RebateReceived
ConnectorEventHandler< string, Order >?	OrdersRegisterFailed
ConnectorEventHandler< string, Order >?	OrdersCancelFailed
ConnectorEventHandler< Order, Order, string >?	OrderModifyFailed
ConnectorEventHandler< IEnumerable< Portfolio > >?	PortfoliosChanged
ConnectorEventHandler< IEnumerable< Position > >?	PositionsChanged
ConnectorEventHandler< MarketDepth >?	BestBidAskUpdates
ConnectorEventHandler< IEnumerable< MarketDepth > >?	MarketDepthsUpdate
ConnectorEventHandler< MarketByOrder >	MarketByOrderChanged
ConnectorEventHandler< IEnumerable< Trade > >?	NewTrades
ConnectorEventHandler< Exception >?	Error
ConnectorEventHandler< SecurityFilter, Exception?, IEnumerable< Security > >?	SearchSecuritiesResult
ConnectorEventHandler< Security, Exception?>?	RegisterSecurityResult
ConnectorEventHandler< News >?	NewNews
ConnectorEventHandler< Security >?	SecurityChanged
ConnectorEventHandler< IEnumerable< Security >, Exception >?	SubscribeMarketDataResult
ConnectorEventHandler< IEnumerable< Security >, Exception >?	UnsubscribeMarketDataResult
Events inherited from ATAS.DataFeedsCore.IDataFeedConnector
ConnectorEventHandler< ConnectionStateEventArgs >?	ConnectionStateChanged
ConnectorEventHandler?	Connected
ConnectorEventHandler?	Disconnected
ConnectorEventHandler< IEnumerable< MyTrade > >?	NewMyTrades
ConnectorEventHandler< IEnumerable< Order > >?	NewOrders
ConnectorEventHandler< IEnumerable< Position > >?	NewPositions
ConnectorEventHandler< IEnumerable< Portfolio > >?	NewPortfolios
ConnectorEventHandler< IEnumerable< Security > >?	NewSecurities
ConnectorEventHandler< Order >?	OrderChanged
ConnectorEventHandler< string, Order >?	OrdersRegisterFailed
ConnectorEventHandler< string, Order >?	OrdersCancelFailed
ConnectorEventHandler< Order, Order, string >?	OrderModifyFailed
ConnectorEventHandler< IEnumerable< Portfolio > >?	PortfoliosChanged
ConnectorEventHandler< IEnumerable< Position > >?	PositionsChanged
ConnectorEventHandler< MarketDepth >?	BestBidAskUpdates
ConnectorEventHandler< IEnumerable< MarketDepth > >?	MarketDepthsUpdate
ConnectorEventHandler< MarketByOrder >	MarketByOrderChanged
ConnectorEventHandler< IEnumerable< Trade > >?	NewTrades
ConnectorEventHandler< Security >?	SecurityChanged
ConnectorEventHandler< Exception >?	Error
	Сообщения об ошибках
ConnectorEventHandler< SecurityFilter, Exception?, IEnumerable< Security > >?	SearchSecuritiesResult
ConnectorEventHandler< Security, Exception?>?	RegisterSecurityResult
ConnectorEventHandler< News >?	NewNews
ConnectorEventHandler< RebateResult >?	RebateReceived
Events inherited from ATAS.DataFeedsCore.IMarketDataPublisher
ConnectorEventHandler< IEnumerable< Security >, Exception >?	SubscribeMarketDataResult
ConnectorEventHandler< IEnumerable< Security >, Exception >?	UnsubscribeMarketDataResult

Constructor & Destructor Documentation

BaseConnector() [1/4]

ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.BaseConnector ( )

protected

BaseConnector() [2/4]

ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.BaseConnector ( long  initialId )

protected

BaseConnector() [3/4]

ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.BaseConnector ( )

protected

BaseConnector() [4/4]

ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.BaseConnector ( long  initialId )

protected

Member Function Documentation

CalcIsolatedMarginChangeRange()

virtual ? decimal? decimal maxRemovable ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.CalcIsolatedMarginChangeRange

(

Position

position

)

Implements ATAS.DataFeedsCore.IDataFeedConnector.

CalcLiquidationPrice()

virtual ? decimal ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.CalcLiquidationPrice ( Position  position, decimal  margin  )

virtual

Reimplemented from ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, ISecurityPositionManager >.

Reimplemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.

CalcMaxOrderVolume()

decimal? ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.CalcMaxOrderVolume	(	OrderTypes	orderType,
		Security	security,
		Portfolio	portfolio,
		OrderDirections	direction,
		decimal?	limitPrice = null
	)

Gets max possible volume for the order
This function is always return null if IsSupportedMaxOrderCalculation is false.

Parameters

orderType
position	Position for calculation
direction
limitPrice	optional limit price to calculate volume at. If null market price will be used

Returns

Implements ATAS.DataFeedsCore.IDataFeedConnector.

CalcOrderCost()

decimal? ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.CalcOrderCost	(	OrderTypes	orderType,
		Security	security,
		Portfolio	portfolio,
		OrderDirections	direction,
		decimal?	limitPrice,
		decimal	volume,
		out object?	detailing,
		bool	giveDetailing = false
	)

Calculates total order cost including commissions and initial margin and everything else
This function is always return null if IsSupportedMaxOrderCalculation is false.

Parameters

orderType
position
direction
limitPrice	pass null to use market price for calculation
volume	Desired volume of contracts to make order
detailing	An object explaining each item which builds up the final price
giveDetailing	true for request detailing

Returns

Complete order cost including requested volume and all commissions and margins

Implements ATAS.DataFeedsCore.IDataFeedConnector.

CancelOrder()

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.CancelOrder

(

Order

order

)

Implements ATAS.DataFeedsCore.IDataFeedConnector.

CancelOrderAsync()

Task ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.CancelOrderAsync

(

Order

order

)

Implements ATAS.DataFeedsCore.IDataFeedConnector.

CanSetPositionAveragePrice()

bool ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.CanSetPositionAveragePrice

(

Position

position

)

Implements ATAS.DataFeedsCore.ISupportChangePosition.

ChangeIsolatedMarginAsync()

async Task ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ChangeIsolatedMarginAsync	(	Position	position,
		decimal	value
	)

Adds or removes to isolated margin of a position. This method does not apply for crossed margin mode
This method works only if Position.Risk property is not null.

Parameters

position
value	Use positive value to add margin and negative to reduce

Returns

Implements ATAS.DataFeedsCore.IDataFeedConnector.

ChangeMarginParametersAsync()

async Task ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ChangeMarginParametersAsync	(	Position	position,
		bool?	isIsolated,
		decimal?	leverage
	)

Switches position margin mode (isolated/cross) and/or trading leverage for it.Pass null if parameter should not be changedThis method works only if Position.Risk property is not null

Parameters

position
isolated	True for isolated, False for crossed mode
leverage

Returns

Implements ATAS.DataFeedsCore.IDataFeedConnector.

ClearDataForPortfolio()

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ClearDataForPortfolio ( Portfolio  portfolio )

protected

ClosePositionAsync()

async Task ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ClosePositionAsync

(

Position

position

)

Implements ATAS.DataFeedsCore.IDataFeedConnector.

ClosePositionsAsync()

async Task ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ClosePositionsAsync

(

Portfolio

portfolio

)

Implements ATAS.DataFeedsCore.IDataFeedConnector.

Connect()

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.Connect

(

)

Asynchronously starts connection process
Connected event will fire indicating successful connection.

Implements ATAS.DataFeedsCore.IDataFeedConnector.

ConnectAsync()

async Task ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ConnectAsync

(

)

Asynchronously starts connection process.

Returns

Implements ATAS.DataFeedsCore.IDataFeedConnector.

ConvertCurrency()

decimal ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ConvertCurrency	(	Security	security,
		string	currencyFrom,
		string	currencyTo,
		decimal	volume,
		decimal?	limitPrice = null
	)

Converts volume from one currency to another Used for Notional value calculation.

Parameters

security
currencyFrom
currencyTo
volume
limitPrice	optional value in QuoteCurrency

Returns

Exceptions

ArgumentNullException
ArgumentException

Implements ATAS.DataFeedsCore.IDataFeedConnector.

CreateOrderToClosePosition()

virtual Order ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.CreateOrderToClosePosition ( Position  pos )

protectedvirtual

Reimplemented from ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, ISecurityPositionManager >.

Reimplemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.

CreatePositionManager()

virtual TSecurityPositionManager ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.CreatePositionManager ( Position  position )

protectedvirtual

Reimplemented from ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, ISecurityPositionManager >.

Reimplemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.

Disconnect()

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.Disconnect

(

)

Implements ATAS.DataFeedsCore.IDataFeedConnector.

DisconnectAsync()

async Task ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.DisconnectAsync

(

)

Asynchronously starts disconnection process.

Implements ATAS.DataFeedsCore.IDataFeedConnector.

Enqueue() [1/2]

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.Enqueue ( Action  action )

protected

Enqueue() [2/2]

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.Enqueue ( TMessage  message )

protected

GetApiServerTime()

virtual Task<(DateTime serverTime, DateTime localTime, TimeSpan latency)> ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.GetApiServerTime ( CancellationToken  cancellationToken )

protectedvirtual

Reimplemented from ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, ISecurityPositionManager >.

Reimplemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.

GetCurrentSubscription()

SubscriptionType ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.GetCurrentSubscription ( Security  security )

protected

GetMyTradesAsync()

Task< IEnumerable< MyTrade > > ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.GetMyTradesAsync	(	Portfolio	portfolio,
		Security	security,
		DateTime	from,
		DateTime	to
	)

Get a list of my trades.

Parameters

portfolio	Portfolio.
security	Security.
from	From date.
to	To date.

Returns

Implements ATAS.DataFeedsCore.IDataFeedConnector.

GetPortfolio()

Portfolio? ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.GetPortfolio ( TPortfolioKey  portfolioKey )

protected

GetPortfolios()

IEnumerable< Portfolio > ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.GetPortfolios

(

Security

security

)

Implements ATAS.DataFeedsCore.IDataFeedConnector.

GetPosition()

Position ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.GetPosition	(	Portfolio	portfolio,
		Security	security,
		TPlusLimits?	tPlusLimit
	)

Implements ATAS.DataFeedsCore.IDataFeedConnector.

GetRoutes()

IEnumerable< string > ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.GetRoutes

(

Security

security

)

Implements ATAS.DataFeedsCore.IDataFeedConnector.

GetSecurity()

Security? ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.GetSecurity ( TSecurityKey  securityId )

protected

GetSecurityTradingOptions()

ISecurityTradingOptions? ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.GetSecurityTradingOptions

(

Security

security

)

Gets possible TimeInForce for order and optional flags that may be passed when order is created
If null default behaviour is expected:
TimeInForce = DAY, GTC, FOK
No order flags

Implements ATAS.DataFeedsCore.IDataFeedConnector.

ModifyOrder()

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ModifyOrder	(	Order	order,
		Order	neworder
	)

Модификация цены ордера.

Parameters

order	Ордер
neworder	Новый ордер с новыми параметрами

Implements ATAS.DataFeedsCore.IDataFeedConnector.

ModifyOrderAsync()

Task ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ModifyOrderAsync	(	Order	order,
		Order	newOrder
	)

Implements ATAS.DataFeedsCore.IDataFeedConnector.

OnCalcMaxOrderVolume()

virtual ? decimal ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.OnCalcMaxOrderVolume ( OrderTypes  orderType, Security  security, Portfolio  portfolio, OrderDirections  direction, decimal?  limitPrice = null  )

protectedvirtual

Reimplemented from ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, ISecurityPositionManager >.

Reimplemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.

OnCalcOrderCost()

virtual ? decimal ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.OnCalcOrderCost ( OrderTypes  orderType, Security  security, Portfolio  portfolio, OrderDirections  direction, decimal?  limitPrice, decimal  volume, out object?  detailing, bool  giveDetailing = false  )

protectedvirtual

Reimplemented from ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, ISecurityPositionManager >.

Reimplemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.

OnCancelOrder()

abstract void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.OnCancelOrder ( Order  order, long  extId  )

protectedpure virtual

Implements ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, ISecurityPositionManager >.

Implemented in ATAS.DataFeedsCore.AsyncConnector< TPortfolioKey, TSecurityKey >, and ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.

OnChangeIsolatedMarginAsync()

virtual Task ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.OnChangeIsolatedMarginAsync ( Position  position, decimal  value  )

protectedvirtual

Reimplemented from ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, ISecurityPositionManager >.

Reimplemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.

OnChangeMarginParametersAsync()

virtual Task ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.OnChangeMarginParametersAsync ( Position  position, bool?  isIsolated, decimal?  leverage  )

protectedvirtual

Reimplemented from ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, ISecurityPositionManager >.

Reimplemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.

OnClosePosition()

virtual async Task ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.OnClosePosition ( Position  position )

protectedvirtual

Reimplemented from ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, ISecurityPositionManager >.

Reimplemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.

OnClosePositions()

virtual async Task ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.OnClosePositions ( Portfolio  portfolio )

protectedvirtual

Reimplemented from ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, ISecurityPositionManager >.

Reimplemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.

OnConnect()

virtual void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.OnConnect ( )

protectedvirtual

A place for connection routines
Executed on thread-pool thread.

Following automatic reconnection MUST only happen if connection was successfully established.

Reimplemented from ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, ISecurityPositionManager >.

Reimplemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.

OnConnectAsync()

virtual Task ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.OnConnectAsync ( )

protectedvirtual

Reimplemented from ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, ISecurityPositionManager >.

Reimplemented in ATAS.DataFeedsCore.AsyncConnector< TPortfolioKey, TSecurityKey >, and ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.

OnConnected()

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.OnConnected ( )

protected

Raises Connected event
The event must be called when the connector have all necessary connections established and authenticated
All security objects must be processed before this call if possible
If there were any subscriptions, search for that securities will be performed.

OnConnectionError()

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.OnConnectionError ( Exception  error )

protected

Remember the error that will be handled when the OnDisconnected is called.

Parameters

error

OnConvertCurrency()

virtual decimal ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.OnConvertCurrency ( Security  security, string  currencyFrom, string  currencyTo, decimal  volume, decimal?  limitPrice = null  )

protectedvirtual

Converts volume from one currency to another Used for Notional value calculation.

Parameters

security
currencyFrom
currencyTo
volume
limitPrice	optional value in QuoteCurrency

Returns

Reimplemented from ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, ISecurityPositionManager >.

Reimplemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.

OnDisconnect()

virtual void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.OnDisconnect ( )

protectedvirtual

Called on thread-pool thread when Disconnect() method is invoked.

Reimplemented from ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, ISecurityPositionManager >.

Reimplemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.

OnDisconnectAsync()

virtual Task ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.OnDisconnectAsync ( )

protectedvirtual

Reimplemented from ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, ISecurityPositionManager >.

Reimplemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.

OnDisconnected()

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.OnDisconnected ( )

protected

Cleans up base resources and raises Disconnected event.

OnGetMyTradesAsync()

virtual Task< IEnumerable< MyTrade > > ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.OnGetMyTradesAsync ( Portfolio  portfolio, Security  security, DateTime  from, DateTime  to  )

protectedvirtual

Reimplemented from ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, ISecurityPositionManager >.

Reimplemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.

OnGetPortfolios()

virtual IEnumerable< Portfolio > ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.OnGetPortfolios ( Security  security )

protectedvirtual

Reimplemented from ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, ISecurityPositionManager >.

Reimplemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.

OnGetRoutes()

virtual IEnumerable< string > ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.OnGetRoutes ( Security  security )

protectedvirtual

Reimplemented from ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, ISecurityPositionManager >.

Reimplemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.

OnGetSecurityTradingOptions()

virtual ? ISecurityTradingOptions ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.OnGetSecurityTradingOptions ( Security  security )

protectedvirtual

Reimplemented from ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, ISecurityPositionManager >.

Reimplemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.

OnModifyOrder()

virtual void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.OnModifyOrder ( Order  order, Order  newOrder  )

protectedvirtual

Reimplemented from ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, ISecurityPositionManager >.

Reimplemented in ATAS.DataFeedsCore.AsyncConnector< TPortfolioKey, TSecurityKey >, and ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.

OnProcess()

abstract void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.OnProcess ( TMessage  message )

protectedpure virtual

Handles queued messages by the MessageQueue
In case of SimpleMessageQueue it allows to process all messages in the special connector's queue thread.

Parameters

message

Implements ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, ISecurityPositionManager >.

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.

OnRefreshSecuritiesAsync()

virtual async Task ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.OnRefreshSecuritiesAsync ( )

protectedvirtual

Reimplemented from ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, ISecurityPositionManager >.

Reimplemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.

OnRegisterOrder()

abstract void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.OnRegisterOrder ( Order  order )

protectedpure virtual

Implements ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, ISecurityPositionManager >.

Implemented in ATAS.DataFeedsCore.AsyncConnector< TPortfolioKey, TSecurityKey >, and ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.

OnSearchSecurities() [1/3]

abstract void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.OnSearchSecurities ( SecurityFilter  filter )

protectedpure virtual

Implements ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, ISecurityPositionManager >.

Implemented in ATAS.DataFeedsCore.AsyncConnector< TPortfolioKey, TSecurityKey >, and ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.

OnSearchSecurities() [2/3]

abstract void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.OnSearchSecurities ( TSecurityKey  securityId )

protectedpure virtual

Implements ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, ISecurityPositionManager >.

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.

OnSearchSecurities() [3/3]

virtual void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.OnSearchSecurities ( TSecurityKey  securityId, TMessage  message  )

protectedvirtual

Reimplemented from ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, ISecurityPositionManager >.

Reimplemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.

OnSendHeartbeat()

virtual void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.OnSendHeartbeat ( )

protectedvirtual

Reimplemented from ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, ISecurityPositionManager >.

Reimplemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.

OnSubscribeMarketData() [1/2]

virtual void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.OnSubscribeMarketData ( IEnumerable< Security >  securities, SubscriptionType  subscription  )

protectedvirtual

Reimplemented from ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, ISecurityPositionManager >.

Reimplemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.

OnSubscribeMarketData() [2/2]

abstract void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.OnSubscribeMarketData ( Security  security, SubscriptionType  subscriptionTypes  )

protectedpure virtual

Implements ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, ISecurityPositionManager >.

Implemented in ATAS.DataFeedsCore.AsyncConnector< TPortfolioKey, TSecurityKey >, and ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.

OnUnsubscribeFromMarketData()

virtual void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.OnUnsubscribeFromMarketData ( IEnumerable< Security >  securities, SubscriptionType  subscription  )

protectedvirtual

Reimplemented from ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, ISecurityPositionManager >.

Reimplemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.

OnUnsubscribeMarketData()

abstract void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.OnUnsubscribeMarketData ( Security  security, SubscriptionType  subscriptionTypes  )

protectedpure virtual

Implements ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, ISecurityPositionManager >.

Implemented in ATAS.DataFeedsCore.AsyncConnector< TPortfolioKey, TSecurityKey >, and ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.

PositionPnLChanged()

virtual void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.PositionPnLChanged ( Position  position )

protectedvirtual

Reimplemented from ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, ISecurityPositionManager >.

Reimplemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.

ProcessAutoRefreshSecurities()

async Task ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ProcessAutoRefreshSecurities ( )

protected

ProcessBestBidAsk() [1/4]

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ProcessBestBidAsk ( MarketDepth  marketDepth )

protected

ProcessBestBidAsk() [2/4]

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ProcessBestBidAsk ( Security  security, DateTime  time, MarketDataType  type, decimal  price, decimal  volume, string  ecn = ""  )

protected

ProcessBestBidAsk() [3/4]

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ProcessBestBidAsk ( TSecurityKey  securityId, DateTime  time, MarketDataType  type, decimal  price, decimal  volume, string  ecn = ""  )

protected

ProcessBestBidAsk() [4/4]

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ProcessBestBidAsk ( TSecurityKey  securityId, MarketDepth  marketDepth  )

protected

ProcessMarketByOrder()

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ProcessMarketByOrder ( MarketByOrder  mbo )

protected

ProcessMarketDepths() [1/2]

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ProcessMarketDepths ( Security  security, Func< Security, ICollection< MarketDepth > >  action  )

protected

ProcessMarketDepths() [2/2]

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ProcessMarketDepths ( TSecurityKey  securityId, Func< Security, ICollection< MarketDepth > >  action  )

protected

ProcessMarketDepthsReset()

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ProcessMarketDepthsReset ( TSecurityKey  securityId, ICollection< MarketDepth >  depth  )

protected

ProcessMyTrade< T >() [1/3]

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ProcessMyTrade< T > ( long  extId, string  orderId, string  tradeId, T  message, Action< T, MyTrade >  update  )

protected

Type Constraints

T

:

TMessage

ProcessMyTrade< T >() [2/3]

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ProcessMyTrade< T > ( long  extId, string  tradeId, T  message, Action< T, MyTrade >  update  )

protected

Type Constraints

T

:

TMessage

ProcessMyTrade< T >() [3/3]

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ProcessMyTrade< T > ( TPortfolioKey  accountId, TSecurityKey  securityId, long  extId, string  orderId, string  tradeId, T  message, Action< T, MyTrade >  update  )

protected

Type Constraints

T

:

TMessage

ProcessOrder()

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ProcessOrder ( long  extId, Action< Order >  process  )

protected

ProcessOrder< T >() [1/3]

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ProcessOrder< T > ( long  extId, T  message, Action< T, Order >  update  )

protected

Type Constraints

T

:

TMessage

ProcessOrder< T >() [2/3]

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ProcessOrder< T > ( TPortfolioKey  accountId, TSecurityKey  securityId, long  extId, T  message, Action< T, bool, Order >  update  )

protected

Type Constraints

T

:

TMessage

ProcessOrder< T >() [3/3]

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ProcessOrder< T > ( TPortfolioKey  accountId, TSecurityKey  securityId, long  extId, T  message, Func< T, bool, Order, bool?>  update  )

protected

Type Constraints

T

:

TMessage

ProcessOrderError() [1/2]

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ProcessOrderError ( long  extId, string  error  )

protected

ProcessOrderError() [2/2]

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ProcessOrderError ( Order  order, string  error  )

protected

ProcessPortfolio< T >() [1/2]

Portfolio ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ProcessPortfolio< T > ( TPortfolioKey  id, string  accountId, T  message, Action< T, Portfolio >  update  )

protected

ProcessPortfolio< T >() [2/2]

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ProcessPortfolio< T > ( TPortfolioKey  id, T  message, Action< T, Portfolio >  update, bool  throwIfNotFound = false  )

protected

ProcessPosition< T >() [1/2]

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ProcessPosition< T > ( TPortfolioKey  accountId, TSecurityKey  securityId, T?  message, Func< T, bool, TSecurityPositionManager, bool >  update  )

protected

Type Constraints

T

:

TMessage

ProcessPosition< T >() [2/2]

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ProcessPosition< T > ( TPortfolioKey  accountId, TSecurityKey  securityId, TPlusLimits?  tPlusLimit, T  message, Func< T, bool, TSecurityPositionManager, bool >  update  )

protected

Type Constraints

T

:

TMessage

ProcessSecurity()

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ProcessSecurity ( TSecurityKey  id, Action< Security >  action  )

protected

ProcessSecurity< T >()

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ProcessSecurity< T > ( TSecurityKey  id, string  securityId, T  message, Action< T, bool, Security >  update  )

protected

Converts internal security object of the connector into the ATAS-security visible to the system.

Template Parameters

T	Type of the connector's security object

Parameters

id	Connector's internal id of the security
securityId	ATAS public id of the security in form of internal-id@exchange-id like BTCUSD@ByBit
message	Connector's specific message with security data
update	Callback where Security object must be populated

ProcessTick() [1/5]

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ProcessTick ( Security  security, long  id, DateTime  time, TradeDirection  direction, decimal  price, decimal  volume, string  ecn = "", decimal?  openInterest = null  )

protected

ProcessTick() [2/5]

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ProcessTick ( Security  security, Trade  trade  )

protected

ProcessTick() [3/5]

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ProcessTick ( Trade  trade )

protected

ProcessTick() [4/5]

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ProcessTick ( TSecurityKey  securityId, long  id, DateTime  time, TradeDirection  direction, decimal  price, decimal  volume, string  ecn = "", decimal?  openInterest = null  )

protected

ProcessTick() [5/5]

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ProcessTick ( TSecurityKey  securityId, Trade  trade  )

protected

RaiseConnected()

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.RaiseConnected ( )

protected

RaiseDisconnected()

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.RaiseDisconnected ( )

protected

RaiseNews()

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.RaiseNews ( News  news )

protected

RaiseOrder()

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.RaiseOrder ( Order  order, bool  isNew  )

protected

RaiseOrderFailed()

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.RaiseOrderFailed ( Order  order, string  error  )

protected

RaisePosition()

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.RaisePosition ( TSecurityPositionManager  posManager, bool  isNew  )

protected

RaiseRebateResult()

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.RaiseRebateResult ( RebateResult  result )

protected

RaiseRegisterSecurityResult()

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.RaiseRegisterSecurityResult ( Security  security, SubscriptionType  subscriptionType, Exception  error  )

protected

RaiseSearchSecuritiesResult()

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.RaiseSearchSecuritiesResult ( SecurityFilter  filter, Exception?  error, IEnumerable< Security >  securities  )

protected

RaiseSecurityChanged()

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.RaiseSecurityChanged ( Security  security )

protected

RaiseSubscribeMarketDataResult()

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.RaiseSubscribeMarketDataResult ( IEnumerable< Security >  securities, Exception  error  )

protected

RaiseUnsubscribeMarketDataResult()

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.RaiseUnsubscribeMarketDataResult ( IEnumerable< Security >  securities, Exception  error  )

protected

RegisterOrder()

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.RegisterOrder

(

Order

order

)

Implements ATAS.DataFeedsCore.IDataFeedConnector.

RegisterOrderAsync()

Task ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.RegisterOrderAsync

(

Order

order

)

Implements ATAS.DataFeedsCore.IDataFeedConnector.

RememberPendingOrders()

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.RememberPendingOrders ( )

protected

SearchSecurities()

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.SearchSecurities

(

SecurityFilter

filter

)

Найти инструменты по заданному фильтру.

Parameters

filter

Implements ATAS.DataFeedsCore.IDataFeedConnector.

SearchSecuritiesAsync()

Task< IEnumerable< Security > > ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.SearchSecuritiesAsync

(

SecurityFilter

filter

)

Implements ATAS.DataFeedsCore.IDataFeedConnector.

SetPositionAveragePrice()

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.SetPositionAveragePrice	(	Position	position,
		decimal	avgPrice
	)

Implements ATAS.DataFeedsCore.ISupportChangePosition.

SubscribeToMarketData() [1/2]

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.SubscribeToMarketData	(	IEnumerable< Security >	securities,
		SubscriptionType	subscriptionTypes
	)

Implements ATAS.DataFeedsCore.IDataFeedConnector.

SubscribeToMarketData() [2/2]

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.SubscribeToMarketData	(	Security	security,
		SubscriptionType	subscriptionTypes
	)

Подписка на маркет дату

Parameters

security	Инструмент
subscriptionTypes	Флаги

Implements ATAS.DataFeedsCore.IDataFeedConnector.

TryGetOrder() [1/2]

Order ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.TryGetOrder

(

long

extId

)

Implements ATAS.DataFeedsCore.IDataFeedConnector.

TryGetOrder() [2/2]

bool ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.TryGetOrder	(	string	marketOrderId,
		out Order?	order
	)

TryGetPosition() [1/3]

bool ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.TryGetPosition ( Order  order, out Position  position  )

protected

TryGetPosition() [2/3]

bool ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.TryGetPosition ( Portfolio  portfolio, Security  security, out Position  position  )

protected

TryGetPosition() [3/3]

bool ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.TryGetPosition ( Portfolio  portfolio, Security  security, TPlusLimits  limits, out Position  position  )

protected

UnsubscribeFromMarketData() [1/2]

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.UnsubscribeFromMarketData	(	IEnumerable< Security >	securities,
		SubscriptionType	subscriptionTypes
	)

Implements ATAS.DataFeedsCore.IDataFeedConnector.

UnsubscribeFromMarketData() [2/2]

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.UnsubscribeFromMarketData	(	Security	security,
		SubscriptionType	subscriptionTypes
	)

Отписка от маркет даты

Parameters

security	Инструмент
subscriptionTypes	Флаги

Implements ATAS.DataFeedsCore.IDataFeedConnector.

UpdatePositionsPnL()

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.UpdatePositionsPnL ( Security  security, MarketDataType  type, decimal  price  )

protected

ValidateTradesHistoryRequestDates()

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ValidateTradesHistoryRequestDates ( ref DateTime  from, DateTime  to, int  depthLimitMonths  )

protected

Member Data Documentation

maxAddable

virtual ? decimal ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.maxAddable

Property Documentation

AllowUpdatePositionsPnL

bool ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.AllowUpdatePositionsPnL = true

getset

Implements ATAS.DataFeedsCore.IDataFeedConnector.

ConnectionState

ConnectionStates ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ConnectionState

get

Текущее состояние подключения коннектора.

Implements ATAS.DataFeedsCore.IDataFeedConnector.

DataPath

string ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.DataPath

getset

Implements ATAS.DataFeedsCore.IDataFeedConnector.

DefaultTimeSyncManager

ITimeSyncManager? ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.DefaultTimeSyncManager

getset

Default ITimeSyncManager to get time difference with NTP server.

Implements ATAS.DataFeedsCore.IDataFeedConnector.

Factory

IEntityFactory ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.Factory

getset

Фабрика объектов для создания Security, Portfolio и т.д.

Implements ATAS.DataFeedsCore.IDataFeedConnector.

HasPendingActions

virtual bool ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.HasPendingActions

get

Implements ATAS.DataFeedsCore.IDataFeedConnector.

HeartbeatTimeout

TimeSpan ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.HeartbeatTimeout

getset

Id

Guid ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.Id = Guid.NewGuid()

get

Implements ATAS.DataFeedsCore.IDataFeedConnector.

IdGenerator

IIdGenerator ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.IdGenerator

getprotected

IsConnected

bool ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.IsConnected

getprotected set

True, если все соединения подключены.

Implements ATAS.DataFeedsCore.IDataFeedConnector.

IsFullLicense

bool ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.IsFullLicense

getset

License type.

Implements ATAS.DataFeedsCore.IDataFeedConnector.

IsSupportedAmericanFutures

abstract bool ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.IsSupportedAmericanFutures

get

Поддерживает ли коннектор американские фьючерсы

Implements ATAS.DataFeedsCore.IDataFeedConnector.

IsSupportedAmericanStocks

abstract bool ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.IsSupportedAmericanStocks

get

Поддерживает ли коннектор американские стоки

Implements ATAS.DataFeedsCore.IDataFeedConnector.

IsSupportedCrypto

virtual bool ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.IsSupportedCrypto

get

Поддерживает ли коннектор крипто инструменты

Implements ATAS.DataFeedsCore.IDataFeedConnector.

IsSupportedMaxOrderCalculation

virtual bool ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.IsSupportedMaxOrderCalculation

get

Does connector support max order calculation for the instrument
This feature enables percentage slider under the volume input box
Affects CalcMaxOrderVolume and CalcOrderCost methods.

Implements ATAS.DataFeedsCore.IDataFeedConnector.

IsSupportedRussianMarket

abstract bool ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.IsSupportedRussianMarket

get

Поддерживает ли коннектор инструменты Российского рынка

Implements ATAS.DataFeedsCore.IDataFeedConnector.

IsSupportedServerOCO

abstract bool ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.IsSupportedServerOCO

get

Поддерживает ли коннектор серверные ОСО ордера

Implements ATAS.DataFeedsCore.IDataFeedConnector.

IsSupportedServerTime

virtual bool ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.IsSupportedServerTime

get

Does connector supports getting exchange server time.

Implements ATAS.DataFeedsCore.IDataFeedConnector.

IsSupportedStopOrders

abstract bool ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.IsSupportedStopOrders

get

Поддерживает ли коннектор стоп ордера

Implements ATAS.DataFeedsCore.IDataFeedConnector.

IsSupportedTradingFunctions

abstract bool ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.IsSupportedTradingFunctions

get

Поддерживает ли коннектор торговые функции

Implements ATAS.DataFeedsCore.IDataFeedConnector.

LatencyManager

IConnectorLatencyManager ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.LatencyManager

get

Latency manager.

Implements ATAS.DataFeedsCore.IDataFeedConnector.

MarketDataDelayPeriod

MarketDataDelayPeriods ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.MarketDataDelayPeriod

getset

Gets or sets delay period for market data.

Implements ATAS.DataFeedsCore.IDataFeedConnector.

MarketDataStreamEnabled

bool ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.MarketDataStreamEnabled

getset

Отправлять ли маркет дату в BestBidAskUpdates,MarketDepthsUpdate,NewTrades.

Implements ATAS.DataFeedsCore.IDataFeedConnector.

MessageQueue

IMessageQueue<TMessage> ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.MessageQueue

getset

MyTrades

IEnumerable<MyTrade> ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.MyTrades

get

Implements ATAS.DataFeedsCore.IDataFeedConnector.

NeedRebatesCheck

bool ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.NeedRebatesCheck

getset

Has rebate check feature.

Implements ATAS.DataFeedsCore.IDataFeedConnector.

Orders

IEnumerable<Order> ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.Orders

get

Implements ATAS.DataFeedsCore.IDataFeedConnector.

Portfolios

IEnumerable<Portfolio> ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.Portfolios

get

Implements ATAS.DataFeedsCore.IDataFeedConnector.

PositionManagers

IEnumerable<TSecurityPositionManager> ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.PositionManagers

getprotected

Positions

IEnumerable<Position> ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.Positions

get

Implements ATAS.DataFeedsCore.IDataFeedConnector.

ReconnectionTimer

ReconnectionTimer ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ReconnectionTimer

get

ReconnectOnFirstConnect

bool ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ReconnectOnFirstConnect

getset

Implements ATAS.DataFeedsCore.IDataFeedConnector.

RefreshSecuritiesTime

TimeOnly? ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.RefreshSecuritiesTime

getset

Implements ATAS.DataFeedsCore.IDataFeedConnector.

Securities

IEnumerable<Security> ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.Securities

get

Implements ATAS.DataFeedsCore.IDataFeedConnector.

ServerMode

bool ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ServerMode

getset

Implements ATAS.DataFeedsCore.IDataFeedConnector.

TimeSyncManager

ITimeSyncManager ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.TimeSyncManager

getprotected

Event Documentation

BestBidAskUpdates

ConnectorEventHandler<MarketDepth>? ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.BestBidAskUpdates

Connected

ConnectorEventHandler? ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.Connected

ConnectionStateChanged

ConnectorEventHandler<ConnectionStateEventArgs>? ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ConnectionStateChanged

Disconnected

ConnectorEventHandler? ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.Disconnected

Error

ConnectorEventHandler<Exception>? ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.Error

MarketByOrderChanged

ConnectorEventHandler<MarketByOrder> ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.MarketByOrderChanged

MarketDepthsUpdate

ConnectorEventHandler<IEnumerable<MarketDepth> >? ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.MarketDepthsUpdate

NewMyTrades

ConnectorEventHandler<IEnumerable<MyTrade> >? ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.NewMyTrades

NewNews

ConnectorEventHandler<News>? ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.NewNews

NewOrders

ConnectorEventHandler<IEnumerable<Order> >? ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.NewOrders

NewPortfolios

ConnectorEventHandler<IEnumerable<Portfolio> >? ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.NewPortfolios

NewPositions

ConnectorEventHandler<IEnumerable<Position> >? ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.NewPositions

NewSecurities

ConnectorEventHandler<IEnumerable<Security> >? ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.NewSecurities

NewTrades

ConnectorEventHandler<IEnumerable<Trade> >? ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.NewTrades

OrderChanged

ConnectorEventHandler<Order>? ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.OrderChanged

OrderModifyFailed

ConnectorEventHandler<Order, Order, string>? ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.OrderModifyFailed

OrdersCancelFailed

ConnectorEventHandler<string, Order>? ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.OrdersCancelFailed

OrdersRegisterFailed

ConnectorEventHandler<string, Order>? ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.OrdersRegisterFailed

PortfoliosChanged

ConnectorEventHandler<IEnumerable<Portfolio> >? ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.PortfoliosChanged

PositionsChanged

ConnectorEventHandler<IEnumerable<Position> >? ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.PositionsChanged

RebateReceived

ConnectorEventHandler<RebateResult>? ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.RebateReceived

RegisterSecurityResult

ConnectorEventHandler<Security, Exception?>? ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.RegisterSecurityResult

SearchSecuritiesResult

ConnectorEventHandler<SecurityFilter, Exception?, IEnumerable<Security> >? ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.SearchSecuritiesResult

SecurityChanged

ConnectorEventHandler<Security>? ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.SecurityChanged

SubscribeMarketDataResult

ConnectorEventHandler<IEnumerable<Security>, Exception>? ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.SubscribeMarketDataResult

UnsubscribeMarketDataResult

ConnectorEventHandler<IEnumerable<Security>, Exception>? ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.UnsubscribeMarketDataResult

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The documentation for this class was generated from the following file:

• BaseConnector.cs