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)
	Searches for securities matching the specified filter.
Task< IEnumerable< Security > >	SearchSecuritiesAsync (SecurityFilter filter)
bool?	IsMarketDataSubscribed (Security security, SubscriptionType subscriptionType)
	Whether the connector currently counts a market data subscription of the type for the security. Counted subscriptions are restored by the connector after a reconnect; a subscription the broker rejected is no longer counted. null for connectors that do not track their subscriptions.
void	SubscribeToMarketData (IEnumerable< Security > securities, SubscriptionType subscriptionTypes)
void	SubscribeToMarketData (Security security, SubscriptionType subscriptionTypes)
	Subscribes to market data for a security.
void	UnsubscribeFromMarketData (IEnumerable< Security > securities, SubscriptionType subscriptionTypes)
void	UnsubscribeFromMarketData (Security security, SubscriptionType subscriptionTypes)
	Unsubscribes from market data for a security.
IEnumerable< string >	GetRoutes (Security security)
IEnumerable< Portfolio >	GetPortfolios (Security security)
Portfolio	GetTradingPortfolio (Portfolio portfolio, Security security)
	Resolves the portfolio that actually holds orders and positions for the specified security. Some connectors (e.g. CQG) route trading data to a currency-specific sub-portfolio of the selected account portfolio; for such connectors this method returns that sub-portfolio. For all other connectors the same portfolio is returned.
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)
	Modifies the price of an order.
void	CancelOrder (Order order)
Position	GetPosition (Portfolio portfolio, Security security, TPlusLimits? tPlusLimit)
async Task	ClosePositionAsync (Position position)
async Task	ClosePositionsAsync (Portfolio portfolio)
async Task	GoFlatAsync (Portfolio portfolio)
	Cancels all active orders and liquidates all open positions for the portfolio in a single atomic operation.
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, bool roundToLotSize=true)
	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)
	Searches for securities matching the specified filter.
Task< IEnumerable< Security > >	SearchSecuritiesAsync (SecurityFilter filter)
bool?	IsMarketDataSubscribed (Security security, SubscriptionType subscriptionType)
void	SubscribeToMarketData (IEnumerable< Security > securities, SubscriptionType subscriptionTypes)
void	SubscribeToMarketData (Security security, SubscriptionType subscriptionTypes)
	Subscribes to market data for a security.
void	UnsubscribeFromMarketData (IEnumerable< Security > securities, SubscriptionType subscriptionTypes)
void	UnsubscribeFromMarketData (Security security, SubscriptionType subscriptionTypes)
	Unsubscribes from market data for a security.
IEnumerable< string >	GetRoutes (Security security)
IEnumerable< Portfolio >	GetPortfolios (Security security)
Portfolio	GetTradingPortfolio (Portfolio portfolio, Security security)
	Resolves the portfolio that actually holds orders and positions for the specified security. Some connectors (e.g. CQG) route trading data to a currency-specific sub-portfolio of the selected account portfolio; for such connectors this method returns that sub-portfolio. For all other connectors the same portfolio is returned.
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)
	Modifies the price of an order.
void	CancelOrder (Order order)
Position	GetPosition (Portfolio portfolio, Security security, TPlusLimits? tPlusLimit)
async Task	ClosePositionAsync (Position position)
async Task	ClosePositionsAsync (Portfolio portfolio)
async Task	GoFlatAsync (Portfolio portfolio)
	Cancels all active orders and liquidates all open positions for the portfolio in a single atomic operation.
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, bool roundToLotSize=true)
	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)
bool?	IsMarketDataSubscribed (Security security, SubscriptionType subscriptionType)
	Whether the connector currently counts a market data subscription of the type for the security. Counted subscriptions are restored by the connector after a reconnect; a subscription the broker rejected is no longer counted. null for connectors that do not track their subscriptions.
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)
	Modifies the price of an order.
Order	TryGetOrder (long extId)
Position	GetPosition (Portfolio portfolio, Security security, TPlusLimits? tPlusLimit)
Task	ClosePositionAsync (Position position)
Task	ClosePositionsAsync (Portfolio portfolio)
Task	GoFlatAsync (Portfolio portfolio)
	Cancels all active orders and liquidates all open positions for the portfolio in a single atomic operation.
void	SubscribeToMarketData (IEnumerable< Security > securities, SubscriptionType subscriptionTypes)
void	SubscribeToMarketData (Security security, SubscriptionType subscriptionTypes)
	Subscribes to market data for a security.
void	UnsubscribeFromMarketData (IEnumerable< Security > securities, SubscriptionType subscriptionTypes)
void	UnsubscribeFromMarketData (Security security, SubscriptionType subscriptionTypes)
	Unsubscribes from market data for a security.
void	SearchSecurities (SecurityFilter filter)
	Searches for securities matching the specified filter.
Task< IEnumerable< Security > >	SearchSecuritiesAsync (SecurityFilter filter)
IEnumerable< string >	GetRoutes (Security security)
IEnumerable< Portfolio >	GetPortfolios (Security security)
Portfolio	GetTradingPortfolio (Portfolio portfolio, Security security)
	Resolves the portfolio that actually holds orders and positions for the specified security. Some connectors (e.g. CQG) route trading data to a currency-specific sub-portfolio of the selected account portfolio; for such connectors this method returns that sub-portfolio. For all other connectors the same portfolio is returned.
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, bool roundToLotSize=true)
	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	OnConnectTimedOut (Exception error)
	Called when a connect attempt exceeds ConnectTimeout. The default implementation faults the pending default connect task. Override to additionally tear down any half-open transport (socket/session) created during the attempt so it is not leaked.
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	OnDisconnectTimedOut ()
	Called when a disconnect attempt exceeds DisconnectTimeout. The default implementation force-completes the pending default disconnect task so the connector reaches the Disconnected state. Override to additionally tear down any transport (socket/session) that the peer never closed.
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(Exception) is called.
void	Enqueue (TMessage message)
void	Enqueue (Action action)
void	EnqueueContinuation (Action continuation)
	Queues an await continuation of the connector's thread. Unlike a message or an action queued while the connector is disconnected, a continuation posted after its connection session ended never runs in a later session (see IMessageQueue<TMessage>.EnqueueContinuation).
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	ProcessMarketDepths (Security security, ICollection< MarketDepth > depths)
void	RaiseMarketDepthsReset (Security security)
void	RaiseMarketByOrdersReset (Security security)
void	ProcessMarketByOrder (MarketByOrder mbo)
void	ProcessMboTrade (Trade trade)
void	ProcessSummary (TSecurityKey id, Action< SecuritySummary > action)
void	ProcessSummary< TValue > (TSecurityKey id, TValue value, Action< SecuritySummary, TValue > action)
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	FailPendingSearchSecurities (Exception error)
	Completes all pending SearchSecuritiesAsync operations with the given error so callers do not hang when the connector disconnects or a search pipeline fails.
void	RaiseRegisterSecurityResult (Security security, SubscriptionType subscriptionType, Exception? error)
void	RaiseSubscribeMarketDataResult (IEnumerable< Security > securities, Exception? error=null)
void	RaiseUnsubscribeMarketDataResult (IEnumerable< Security > securities, Exception error)
void	RaiseNews (News news)
void	RaiseSecurityChanged (Security security)
void	RaiseSecuritySummaryChanged (SecuritySummary summary)
void	RaiseOrderCancellationReason (Order order, string reason)
	Publishes broker metadata without completing a pending register/modify/cancel action.
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)
virtual Portfolio	OnGetTradingPortfolio (Portfolio portfolio, Security security)
abstract void	OnRegisterOrder (Order order)
virtual void	OnModifyOrder (Order order, Order newOrder)
abstract void	OnCancelOrder (Order order, long extId)
void	RememberPendingOrders ()
virtual Task	OnGoFlat (Portfolio portfolio)
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, bool roundToLotSize=true)
	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 ()
void	BeginProcessingDelistedSecurities ()
void	CompleteProcessingDelistedSecurities ()
bool	TryAdmitOptionLookup (string request, out Exception? error)
	For IOptionsDataFeed implementations: call first in every option series and chain lookup, before anything is sent and before the first await, and fail the lookup with the returned error when it is refused (see OptionRequestGuard).
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	OnConnectTimedOut (Exception error)
	Called when a connect attempt exceeds ConnectTimeout. The default implementation faults the pending default connect task. Override to additionally tear down any half-open transport (socket/session) created during the attempt so it is not leaked.
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	OnDisconnectTimedOut ()
	Called when a disconnect attempt exceeds DisconnectTimeout. The default implementation force-completes the pending default disconnect task so the connector reaches the Disconnected state. Override to additionally tear down any transport (socket/session) that the peer never closed.
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(Exception) is called.
void	Enqueue (TMessage message)
void	Enqueue (Action action)
void	EnqueueContinuation (Action continuation)
	Queues an await continuation of the connector's thread. Unlike a message or an action queued while the connector is disconnected, a continuation posted after its connection session ended never runs in a later session (see IMessageQueue<TMessage>.EnqueueContinuation).
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	ProcessMarketDepths (Security security, ICollection< MarketDepth > depths)
void	RaiseMarketDepthsReset (Security security)
void	RaiseMarketByOrdersReset (Security security)
void	ProcessMarketByOrder (MarketByOrder mbo)
void	ProcessMboTrade (Trade trade)
void	ProcessSummary (TSecurityKey id, Action< SecuritySummary > action)
void	ProcessSummary< TValue > (TSecurityKey id, TValue value, Action< SecuritySummary, TValue > action)
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	FailPendingSearchSecurities (Exception error)
	Completes all pending SearchSecuritiesAsync operations with the given error so callers do not hang when the connector disconnects or a search pipeline fails.
void	RaiseRegisterSecurityResult (Security security, SubscriptionType subscriptionType, Exception? error)
void	RaiseSubscribeMarketDataResult (IEnumerable< Security > securities, Exception? error=null)
void	RaiseUnsubscribeMarketDataResult (IEnumerable< Security > securities, Exception error)
void	RaiseNews (News news)
void	RaiseSecurityChanged (Security security)
void	RaiseSecuritySummaryChanged (SecuritySummary summary)
void	RaiseOrderCancellationReason (Order order, string reason)
	Publishes broker metadata without completing a pending register/modify/cancel action.
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)
virtual Portfolio	OnGetTradingPortfolio (Portfolio portfolio, Security security)
abstract void	OnRegisterOrder (Order order)
virtual void	OnModifyOrder (Order order, Order newOrder)
abstract void	OnCancelOrder (Order order, long extId)
void	RememberPendingOrders ()
virtual Task	OnGoFlat (Portfolio portfolio)
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, bool roundToLotSize=true)
	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 ()
void	BeginProcessingDelistedSecurities ()
void	CompleteProcessingDelistedSecurities ()
bool	TryAdmitOptionLookup (string request, out Exception? error)
	For IOptionsDataFeed implementations: call first in every option series and chain lookup, before anything is sent and before the first await, and fail the lookup with the returned error when it is refused (see OptionRequestGuard).
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 = null! [get]
DateTime	ServerUtcNow [get]
	The current UTC time on the server's clock: the computer's clock corrected by the time sync manager (zero correction until it has measured). Data the server sends without a time of its own (a REST snapshot) is stamped with it, so it compares with the server's event times - the latency manager subtracts a stamp from this same corrected time, and a stamp of the computer's clock gives a negative or a false delay when the clock is off.
TimeSpan	PendingOrdersCheckPeriod [get, set]
	Delay after a (re)connect before the orders left pending by a connection loss are checked: the ones the broker has not reported by then are failed.
abstract bool	IsSupportedServerOCO [get]
	Indicates whether the connector supports server-side OCO orders.
abstract bool	IsSupportedStopOrders [get]
	Indicates whether the connector supports stop orders.
abstract bool	IsSupportedTradingFunctions [get]
	Indicates whether the connector supports trading functions.
abstract bool	IsSupportedRussianMarket [get]
	Indicates whether the connector supports Russian market instruments.
abstract bool	IsSupportedAmericanFutures [get]
	Indicates whether the connector supports American futures.
abstract bool	IsSupportedAmericanStocks [get]
	Indicates whether the connector supports American stocks.
virtual bool	IsSupportedCrypto [get]
	Indicates whether the connector supports crypto instruments.
virtual bool	IsSupportedCfd [get]
	Indicates whether the connector supports CFD instruments.
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.
virtual bool	IsSupportedGoFlat [get]
	Indicates whether the connector supports atomic go-flat (cancel all orders and liquidate all positions).
bool	MarketDataStreamEnabled [get, set]
	Indicates whether to raise market data through BestBidAskUpdates, MarketDepthsUpdate, and NewTrades events.
bool	AllowUpdatePositionsPnL = true [get, set]
MarketDataDelayPeriods	MarketDataDelayPeriod [get, set]
	Gets or sets delay period for market data.
IEntityFactory	Factory [get, set]
	Factory used to create Security, Portfolio, and other entity objects.
ITimeSyncManager?	DefaultTimeSyncManager [get, set]
	Default ITimeSyncManager to get time difference with NTP server.
IConnectorExchangeInfoProvider	ExchangeInfoProvider = null! [get, set]
	Gets or sets the provider used to retrieve exchange information for the securities.
string	DataPath = null! [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]
	Returns true when all connections are established.
ConnectionStates	ConnectionState [get]
	Current connection state of the connector.
ReconnectionTimer	ReconnectionTimer [get]
bool	ReconnectOnFirstConnect [get, set]
	Reconnect after a failed first connect instead of failing ConnectAsync. Set only by the unattended server hosts (DataSender, DataRepeater), and it means more than the name says: the host has nobody to fix the settings, so a connection refusal (see ConnectionRefusalReason) keeps reconnecting too instead of stopping and reporting to the user as it does on the platform.
bool	ServerMode [get, set]
TimeSpan	HeartbeatTimeout [get, set]
TimeSpan	ConnectTimeout [get, set]
	Maximum time a single connect attempt may take before it is aborted. Guards against a remote that accepts the socket but never completes the login/handshake (a half-open connection): without this the connect Task would hang forever and, because ReconnectionTimer only re-arms on a failed attempt, auto-reconnect would wedge permanently. Set to TimeSpan.Zero to disable (not recommended). Connectors that legitimately need a longer handshake may raise this value.
TimeSpan	DisconnectTimeout [get, set]
	Maximum time a single disconnect attempt may take before it is forced to completion. The disconnect handshake (e.g. waiting for the peer to acknowledge a logout and close the socket) can hang forever against a silent/half-open peer, wedging the connector in the Disconnecting state. On timeout the disconnect is forced so the connector reaches Disconnected. Set to TimeSpan.Zero to disable (not recommended).
TimeOnly?	RefreshSecuritiesTime [get, set]
double	MaxDelistedSecuritiesRatio [get, set]
	Upper bound on the share of the known securities a single refresh may delist. A refresh that would drop more than this is treated as an incomplete snapshot (a failed request, one market of several not answered, a response still being processed) and is skipped with a warning instead of removing the securities. The exchanges with a nightly refresh delist a handful of symbols a day out of hundreds, so the default of 5% leaves room for a batch clean-up and still catches a half-registered snapshot. Set to 1 to disable the check.
virtual bool	HasPendingActions [get]
IConnectorLatencyManager	LatencyManager [get]
	Latency manager.
SubscriptionStatistics?	SubscriptionStatistics [get]
	Market data subscription load of the connector: subscribed instruments by security type and the number of subscribe/unsubscribe requests sent to the broker. null for connector wrappers that do not own the subscriptions themselves.
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]
DateTime	ServerUtcNow [get]
	The current UTC time on the server's clock: the computer's clock corrected by the time sync manager (zero correction until it has measured). Data the server sends without a time of its own (a REST snapshot) is stamped with it, so it compares with the server's event times - the latency manager subtracts a stamp from this same corrected time, and a stamp of the computer's clock gives a negative or a false delay when the clock is off.
TimeSpan	PendingOrdersCheckPeriod [get, set]
	Delay after a (re)connect before the orders left pending by a connection loss are checked: the ones the broker has not reported by then are failed.
abstract bool	IsSupportedServerOCO [get]
	Indicates whether the connector supports server-side OCO orders.
abstract bool	IsSupportedStopOrders [get]
	Indicates whether the connector supports stop orders.
abstract bool	IsSupportedTradingFunctions [get]
	Indicates whether the connector supports trading functions.
abstract bool	IsSupportedRussianMarket [get]
	Indicates whether the connector supports Russian market instruments.
abstract bool	IsSupportedAmericanFutures [get]
	Indicates whether the connector supports American futures.
abstract bool	IsSupportedAmericanStocks [get]
	Indicates whether the connector supports American stocks.
virtual bool	IsSupportedCrypto [get]
virtual bool	IsSupportedCfd [get]
virtual bool	IsSupportedMaxOrderCalculation [get]
virtual bool	IsSupportedServerTime [get]
virtual bool	IsSupportedGoFlat [get]
bool	MarketDataStreamEnabled [get, set]
	Indicates whether to raise market data through BestBidAskUpdates, MarketDepthsUpdate, and NewTrades events.
bool	AllowUpdatePositionsPnL [get, set]
MarketDataDelayPeriods	MarketDataDelayPeriod [get, set]
	Gets or sets delay period for market data.
IEntityFactory	Factory [get, set]
	Factory used to create Security, Portfolio, and other entity objects.
ITimeSyncManager?	DefaultTimeSyncManager [get, set]
IConnectorExchangeInfoProvider	ExchangeInfoProvider [get, set]
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]
	Returns true when all connections are established.
ConnectionStates	ConnectionState [get]
	Current connection state of the connector.
ReconnectionTimer	ReconnectionTimer [get]
bool	ReconnectOnFirstConnect [get, set]
bool	ServerMode [get, set]
TimeSpan	HeartbeatTimeout [get, set]
TimeSpan	ConnectTimeout [get, set]
	Maximum time a single connect attempt may take before it is aborted. Guards against a remote that accepts the socket but never completes the login/handshake (a half-open connection): without this the connect Task would hang forever and, because ReconnectionTimer only re-arms on a failed attempt, auto-reconnect would wedge permanently. Set to TimeSpan.Zero to disable (not recommended). Connectors that legitimately need a longer handshake may raise this value.
TimeSpan	DisconnectTimeout [get, set]
	Maximum time a single disconnect attempt may take before it is forced to completion. The disconnect handshake (e.g. waiting for the peer to acknowledge a logout and close the socket) can hang forever against a silent/half-open peer, wedging the connector in the Disconnecting state. On timeout the disconnect is forced so the connector reaches Disconnected. Set to TimeSpan.Zero to disable (not recommended).
TimeOnly?	RefreshSecuritiesTime [get, set]
double	MaxDelistedSecuritiesRatio [get, set]
	Upper bound on the share of the known securities a single refresh may delist. A refresh that would drop more than this is treated as an incomplete snapshot (a failed request, one market of several not answered, a response still being processed) and is skipped with a warning instead of removing the securities. The exchanges with a nightly refresh delist a handful of symbols a day out of hundreds, so the default of 5% leaves room for a batch clean-up and still catches a half-registered snapshot. Set to 1 to disable the check.
virtual bool	HasPendingActions [get]
IConnectorLatencyManager	LatencyManager [get]
	Latency manager.
SubscriptionStatistics?	SubscriptionStatistics [get]
	Market data subscription load of the connector: subscribed instruments by security type and the number of subscribe/unsubscribe requests sent to the broker. null for connector wrappers that do not own the subscriptions themselves.
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]
	Indicates whether the connector supports server-side OCO orders.
bool	IsSupportedStopOrders [get]
	Indicates whether the connector supports stop orders.
bool	IsSupportedTradingFunctions [get]
	Indicates whether the connector supports trading functions.
bool	IsConnected [get]
ConnectionStates	ConnectionState [get]
	Current connection state of the connector.
MarketDataDelayPeriods	MarketDataDelayPeriod [get, set]
	Gets or sets delay period for market data.
bool	IsSupportedRussianMarket [get]
	Indicates whether the connector supports Russian market instruments.
bool	IsSupportedAmericanFutures [get]
	Indicates whether the connector supports American futures.
bool	IsSupportedAmericanStocks [get]
	Indicates whether the connector supports American stocks.
bool	IsSupportedCrypto [get]
	Indicates whether the connector supports crypto instruments.
bool	IsSupportedCfd [get]
	Indicates whether the connector supports CFD instruments.
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]
	Indicates whether to raise market data through BestBidAskUpdates, MarketDepthsUpdate, and NewTrades events.
bool	AllowUpdatePositionsPnL [get, set]
IEntityFactory	Factory [get, set]
	Factory used to create Security, Portfolio, and other entity objects.
ITimeSyncManager?	DefaultTimeSyncManager [get, set]
	Default ITimeSyncManager to get time difference with NTP server.
IConnectorExchangeInfoProvider	ExchangeInfoProvider [get, set]
	Gets or sets the provider used to retrieve exchange information for the securities.
string	DataPath [get, set]
IConnectorLatencyManager	LatencyManager [get]
	Latency manager.
SubscriptionStatistics?	SubscriptionStatistics [get]
	Market data subscription load of the connector: subscribed instruments by security type and the number of subscribe/unsubscribe requests sent to the broker. null for connector wrappers that do not own the subscriptions themselves.
bool	IsFullLicense [get, set]
	License type.
bool	NeedRebatesCheck [get, set]
	Has rebate check feature.
bool	IsSupportedGoFlat [get]
	Indicates whether the connector supports atomic go-flat (cancel all orders and liquidate all positions).
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]
	Reconnect after a failed first connect instead of failing ConnectAsync. Set only by the unattended server hosts (DataSender, DataRepeater), and it means more than the name says: the host has nobody to fix the settings, so a connection refusal (see ConnectionRefusalReason) keeps reconnecting too instead of stopping and reporting to the user as it does on the platform.

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< IEnumerable< Security > >?	RemoveSecurities
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< Security >?	MarketDepthsReset
ConnectorEventHandler< Security >?	MarketByOrdersReset
ConnectorEventHandler< MarketByOrder >?	MarketByOrderChanged
ConnectorEventHandler< IEnumerable< Trade > >?	NewTrades
ConnectorEventHandler< Trade >?	NewMboTrade
ConnectorEventHandler< Exception >?	Error
ConnectorEventHandler< SecurityFilter, Exception?, IEnumerable< Security > >?	SearchSecuritiesResult
ConnectorEventHandler< Security, Exception?>?	RegisterSecurityResult
ConnectorEventHandler< News >?	NewNews
ConnectorEventHandler< Security >?	SecurityChanged
ConnectorEventHandler< SecuritySummary >?	SecuritySummaryChanged
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< IEnumerable< Security > >?	RemoveSecurities
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< Security >?	MarketDepthsReset
ConnectorEventHandler< Security >?	MarketByOrdersReset
ConnectorEventHandler< MarketByOrder >?	MarketByOrderChanged
ConnectorEventHandler< IEnumerable< Trade > >?	NewTrades
ConnectorEventHandler< Trade >?	NewMboTrade
ConnectorEventHandler< Exception >?	Error
ConnectorEventHandler< SecurityFilter, Exception?, IEnumerable< Security > >?	SearchSecuritiesResult
ConnectorEventHandler< Security, Exception?>?	RegisterSecurityResult
ConnectorEventHandler< News >?	NewNews
ConnectorEventHandler< Security >?	SecurityChanged
ConnectorEventHandler< SecuritySummary >?	SecuritySummaryChanged
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< IEnumerable< Security > >?	RemoveSecurities
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< Security >?	MarketDepthsReset
	Raised when the connector's order book for the security is rebuilt from scratch (e.g. a fresh snapshot after a reconnect). Consumers must drop all accumulated depth state for the security before applying the updates that follow, because removals for levels of the previous book generation are never sent.
ConnectorEventHandler< Security >?	MarketByOrdersReset
	Raised when the connector's by-order book for the security is rebuilt from scratch (a fresh image after a reconnect or on subscription). Consumers must drop every order they hold for the security before applying the updates that follow: deletes for orders of the previous book generation are never sent. Independent of MarketDepthsReset, so a market-by-order-only subscription gets it too.
ConnectorEventHandler< MarketByOrder >	MarketByOrderChanged
ConnectorEventHandler< IEnumerable< Trade > >?	NewTrades
ConnectorEventHandler< Trade >?	NewMboTrade
	Raised for every trade of a security with an active market-by-order subscription, carrying the passive/aggressor exchange order ids and the match event id when the connector could attribute the trade to its book fill. Unlike NewTrades, delivery may lag the tape by the connector's attribution hold.
ConnectorEventHandler< Security >?	SecurityChanged
ConnectorEventHandler< SecuritySummary >?	SecuritySummaryChanged
ConnectorEventHandler< Exception >?	Error
	Raised when an error occurs.
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

BeginProcessingDelistedSecurities()

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

protected

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
security	The security to calculate the volume for.
portfolio	The portfolio to calculate the volume for.
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
security	The security of the order.
portfolio	The portfolio the order is placed from.
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.

CompleteProcessingDelistedSecurities()

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

protected

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,
		bool	roundToLotSize = true
	)

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

Parameters

security
currencyFrom
currencyTo
volume
limitPrice	optional value in QuoteCurrency
roundToLotSize	Round result to LotSize/Precision

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

EnqueueContinuation()

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.EnqueueContinuation ( Action  continuation )

protected

Queues an await continuation of the connector's thread. Unlike a message or an action queued while the connector is disconnected, a continuation posted after its connection session ended never runs in a later session (see IMessageQueue<TMessage>.EnqueueContinuation).

FailPendingSearchSecurities()

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

protected

Completes all pending SearchSecuritiesAsync operations with the given error so callers do not hang when the connector disconnects or a search pipeline fails.

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.

GetTradingPortfolio()

Portfolio ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.GetTradingPortfolio	(	Portfolio	portfolio,
		Security	security
	)

Resolves the portfolio that actually holds orders and positions for the specified security. Some connectors (e.g. CQG) route trading data to a currency-specific sub-portfolio of the selected account portfolio; for such connectors this method returns that sub-portfolio. For all other connectors the same portfolio is returned.

Parameters

portfolio	The portfolio selected by the user.
security	The security to be traded.

Returns

The portfolio that receives order and position updates for the security.

Implements ATAS.DataFeedsCore.IDataFeedConnector.

GoFlatAsync()

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

(

Portfolio

portfolio

)

Cancels all active orders and liquidates all open positions for the portfolio in a single atomic operation.

Implements ATAS.DataFeedsCore.IDataFeedConnector.

IsMarketDataSubscribed()

bool? ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.IsMarketDataSubscribed	(	Security	security,
		SubscriptionType	subscriptionType
	)

Whether the connector currently counts a market data subscription of the type for the security. Counted subscriptions are restored by the connector after a reconnect; a subscription the broker rejected is no longer counted. null for connectors that do not track their subscriptions.

Implements ATAS.DataFeedsCore.IDataFeedConnector.

ModifyOrder()

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

Modifies the price of an order.

Parameters

order	The order to modify.
neworder	The new order with the updated parameters.

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(Exception) is called.

A later error replaces the remembered one, except that a refusal (ConnectionRefusedException: the credentials rejected, the session taken over) is not replaced by an error that is not a refusal. A server that refuses the session closes the connection right after saying so, and the transport reports the close as an error of its own (AtasWebSocket: "Websocket connection was closed"); that error is the consequence of the refusal, and replacing the refusal with it turned the stop of the reconnection into one more reconnection (PLAT-5183). The remembered error is dropped, as before, when the end of the connection is handled and when a new connect attempt begins (PLAT-5177).

Parameters

error

OnConnectTimedOut()

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

protectedvirtual

Called when a connect attempt exceeds ConnectTimeout. The default implementation faults the pending default connect task. Override to additionally tear down any half-open transport (socket/session) created during the attempt so it is not leaked.

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

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

OnConvertCurrency()

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

protectedvirtual

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

Parameters

security
currencyFrom
currencyTo
volume
limitPrice	optional value in QuoteCurrency
roundToLotSize	Round volume to LotSize/Precision

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.

A transport may report the end of one attempt more than once at the same time: the socket close and the rejected logon on two threads, a report from code that the first completion runs inline (task continuations, state handlers), a drop racing the logon confirmation. The pending attempt and the error are taken together under a lock, so exactly one report ends an attempt; until the attempt's flow has handled that end (torn down after a failure, or reached Connected), further reports are the same end reported again and are not torn down a second time, except a loss after the confirmation, which is handled once the flow has reached Connected. Before, a second report completed the attempt task again and the exception escaped into the transport's (often async void) callback (PLAT-5170).

OnDisconnectTimedOut()

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

protectedvirtual

Called when a disconnect attempt exceeds DisconnectTimeout. The default implementation force-completes the pending default disconnect task so the connector reaches the Disconnected state. Override to additionally tear down any transport (socket/session) that the peer never closed.

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

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

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 >.

OnGetTradingPortfolio()

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

protectedvirtual

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

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

OnGoFlat()

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

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() [1/3]

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

protected

ProcessMarketDepths() [2/3]

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

protected

ProcessMarketDepths() [3/3]

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

ProcessMboTrade()

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

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

ProcessSummary()

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

protected

ProcessSummary< TValue >()

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ProcessSummary< TValue > ( TSecurityKey  id, TValue  value, Action< SecuritySummary, TValue >  action  )

protected

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

RaiseMarketByOrdersReset()

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

protected

RaiseMarketDepthsReset()

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

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

RaiseOrderCancellationReason()

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

protected

Publishes broker metadata without completing a pending register/modify/cancel action.

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

RaiseSecuritySummaryChanged()

void ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.RaiseSecuritySummaryChanged ( SecuritySummary  summary )

protected

RaiseSubscribeMarketDataResult()

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

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

)

Searches for securities matching the specified filter.

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
	)

Subscribes to market data for a security.

Parameters

security	The security to subscribe to.
subscriptionTypes	The subscription type flags.

Implements ATAS.DataFeedsCore.IDataFeedConnector.

TryAdmitOptionLookup()

bool ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.TryAdmitOptionLookup ( string  request, out Exception?  error  )

protected

For IOptionsDataFeed implementations: call first in every option series and chain lookup, before anything is sent and before the first await, and fail the lookup with the returned error when it is refused (see OptionRequestGuard).

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
	)

Unsubscribes from market data for a security.

Parameters

security	The security to unsubscribe from.
subscriptionTypes	The subscription type flags.

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

Current connection state of the connector.

Implements ATAS.DataFeedsCore.IDataFeedConnector.

ConnectTimeout

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

getset

Maximum time a single connect attempt may take before it is aborted. Guards against a remote that accepts the socket but never completes the login/handshake (a half-open connection): without this the connect Task would hang forever and, because ReconnectionTimer only re-arms on a failed attempt, auto-reconnect would wedge permanently. Set to TimeSpan.Zero to disable (not recommended). Connectors that legitimately need a longer handshake may raise this value.

DataPath

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

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.

DisconnectTimeout

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

getset

Maximum time a single disconnect attempt may take before it is forced to completion. The disconnect handshake (e.g. waiting for the peer to acknowledge a logout and close the socket) can hang forever against a silent/half-open peer, wedging the connector in the Disconnecting state. On timeout the disconnect is forced so the connector reaches Disconnected. Set to TimeSpan.Zero to disable (not recommended).

ExchangeInfoProvider

IConnectorExchangeInfoProvider ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ExchangeInfoProvider = null!

getset

Gets or sets the provider used to retrieve exchange information for the securities.

Implements ATAS.DataFeedsCore.IDataFeedConnector.

Factory

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

getset

Factory used to create Security, Portfolio, and other entity objects.

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

Returns true when all connections are established.

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

Indicates whether the connector supports American futures.

Implements ATAS.DataFeedsCore.IDataFeedConnector.

IsSupportedAmericanStocks

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

get

Indicates whether the connector supports American stocks.

Implements ATAS.DataFeedsCore.IDataFeedConnector.

IsSupportedCfd

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

get

Indicates whether the connector supports CFD instruments.

Implements ATAS.DataFeedsCore.IDataFeedConnector.

IsSupportedCrypto

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

get

Indicates whether the connector supports crypto instruments.

Implements ATAS.DataFeedsCore.IDataFeedConnector.

IsSupportedGoFlat

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

get

Indicates whether the connector supports atomic go-flat (cancel all orders and liquidate all positions).

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

Indicates whether the connector supports Russian market instruments.

Implements ATAS.DataFeedsCore.IDataFeedConnector.

IsSupportedServerOCO

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

get

Indicates whether the connector supports server-side OCO orders.

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

Indicates whether the connector supports stop orders.

Implements ATAS.DataFeedsCore.IDataFeedConnector.

IsSupportedTradingFunctions

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

get

Indicates whether the connector supports trading functions.

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

Indicates whether to raise market data through BestBidAskUpdates, MarketDepthsUpdate, and NewTrades events.

Implements ATAS.DataFeedsCore.IDataFeedConnector.

MaxDelistedSecuritiesRatio

double ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.MaxDelistedSecuritiesRatio

getset

Upper bound on the share of the known securities a single refresh may delist. A refresh that would drop more than this is treated as an incomplete snapshot (a failed request, one market of several not answered, a response still being processed) and is skipped with a warning instead of removing the securities. The exchanges with a nightly refresh delist a handful of symbols a day out of hundreds, so the default of 5% leaves room for a batch clean-up and still catches a half-registered snapshot. Set to 1 to disable the check.

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.

PendingOrdersCheckPeriod

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

getsetprotected

Delay after a (re)connect before the orders left pending by a connection loss are checked: the ones the broker has not reported by then are failed.

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

Reconnect after a failed first connect instead of failing ConnectAsync. Set only by the unattended server hosts (DataSender, DataRepeater), and it means more than the name says: the host has nobody to fix the settings, so a connection refusal (see ConnectionRefusalReason) keeps reconnecting too instead of stopping and reporting to the user as it does on the platform.

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.

ServerUtcNow

DateTime ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.ServerUtcNow

getprotected

The current UTC time on the server's clock: the computer's clock corrected by the time sync manager (zero correction until it has measured). Data the server sends without a time of its own (a REST snapshot) is stamped with it, so it compares with the server's event times - the latency manager subtracts a stamp from this same corrected time, and a stamp of the computer's clock gives a negative or a false delay when the clock is off.

SubscriptionStatistics

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

get

Market data subscription load of the connector: subscribed instruments by security type and the number of subscribe/unsubscribe requests sent to the broker. null for connector wrappers that do not own the subscriptions themselves.

Implements ATAS.DataFeedsCore.IDataFeedConnector.

TimeSyncManager

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

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

MarketByOrdersReset

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

MarketDepthsReset

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

MarketDepthsUpdate

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

NewMboTrade

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

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

RemoveSecurities

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

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

SecuritySummaryChanged

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

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