ATAS.DataFeedsCore.BasketConnector Class Reference

Inheritance diagram for ATAS.DataFeedsCore.BasketConnector:

Collaboration diagram for ATAS.DataFeedsCore.BasketConnector:

Public Member Functions
	BasketConnector (IDataFeedConnector dataFeedConnector, IDataFeedConnector tradingConnector, bool marketDataOnly=false)
void	Connect ()
void	Disconnect ()
async Task	ConnectAsync ()
async Task	DisconnectAsync ()
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.
async Task< IEnumerable< Security > >	SearchSecuritiesAsync (SecurityFilter filter)
async Task< IEnumerable< MyTrade > >	RecoverTradesAsync (Security security, DateTime from, DateTime to)
void	SetSupportedExchanges (IEnumerable< string > exchanges)
void	RegisterOrder (Order order)
void	ModifyOrder (Order order, Order neworder)
	Modifies the price of an order.
void	CancelOrder (Order order)
Task	RegisterOrderAsync (Order order)
Task	ModifyOrderAsync (Order order, Order newOrder)
Task	CancelOrderAsync (Order order)
Order	TryGetOrder (long extId)
IEnumerable< string >	GetRoutes (Security security)
IEnumerable< Portfolio >	GetPortfolios (Security security)
Position	GetPosition (Portfolio portfolio, Security security, TPlusLimits? tPlusLimit)
Task	ClosePositionAsync (Position position)
Task	ClosePositionsAsync (Portfolio portfolio)
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.
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)
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)
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.

Public Attributes
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)

Properties
IDataFeedConnector	DataFeedConnector [get]
IDataFeedConnector	TradingConnector [get]
bool	MarketDataOnly [get]
Guid	Id [get]
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 [get, set]
	Gets or sets the provider used to retrieve exchange information for the securities.
string	DataPath [get, set]
bool	MarketDataStreamEnabled [get, set]
	Indicates whether to raise market data through BestBidAskUpdates, MarketDepthsUpdate, and NewTrades events.
bool	AllowUpdatePositionsPnL [get, set]
bool	ServerMode [get, set]
bool	ReconnectOnFirstConnect [get, set]
TimeOnly?	RefreshSecuritiesTime [get, set]
bool	IsFullLicense [get, set]
	License type.
bool	NeedRebatesCheck [get, set]
	Has rebate check feature.
IEnumerable< Security >	Securities [get]
IEnumerable< Portfolio >	Portfolios [get]
IEnumerable< Position >	Positions [get]
IEnumerable< Order >	Orders [get]
IEnumerable< MyTrade >	MyTrades [get]
bool	HasPendingActions [get]
IConnectorLatencyManager	LatencyManager [get]
	Latency manager.
ConnectionStates	ConnectionState [get]
	Current connection state of the connector.
bool	IsConnected [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	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.
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.
bool	IsFullLicense [get, set]
	License type.
bool	NeedRebatesCheck [get, set]
	Has rebate check feature.
IEnumerable< Security >	Securities [get]
IEnumerable< Portfolio >	Portfolios [get]
IEnumerable< MyTrade >	MyTrades [get]
IEnumerable< Order >	Orders [get]
IEnumerable< Position >	Positions [get]
TimeOnly?	RefreshSecuritiesTime [get, set]
bool	HasPendingActions [get]
bool	ServerMode [get, set]
bool	ReconnectOnFirstConnect [get, set]

Events
ConnectorEventHandler< 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< MarketByOrder >?	MarketByOrderChanged
ConnectorEventHandler< IEnumerable< Trade > >?	NewTrades
ConnectorEventHandler< Security >?	SecurityChanged
ConnectorEventHandler< SecuritySummary >?	SecuritySummaryChanged
ConnectorEventHandler< Exception >?	Error
ConnectorEventHandler< SecurityFilter, Exception?, IEnumerable< Security > >?	SearchSecuritiesResult
ConnectorEventHandler< Security, Exception?>?	RegisterSecurityResult
ConnectorEventHandler< News >?	NewNews
ConnectorEventHandler< RebateResult >?	RebateReceived
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< MarketByOrder >	MarketByOrderChanged
ConnectorEventHandler< IEnumerable< Trade > >?	NewTrades
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

BasketConnector()

ATAS.DataFeedsCore.BasketConnector.BasketConnector	(	IDataFeedConnector	dataFeedConnector,
		IDataFeedConnector	tradingConnector,
		bool	marketDataOnly = false
	)

Member Function Documentation

CalcIsolatedMarginChangeRange()

decimal?? decimal maxRemovable ATAS.DataFeedsCore.BasketConnector.CalcIsolatedMarginChangeRange

(

Position

position

)

Implements ATAS.DataFeedsCore.IDataFeedConnector.

CalcLiquidationPrice()

decimal? ATAS.DataFeedsCore.BasketConnector.CalcLiquidationPrice	(	Position	position,
		decimal	margin
	)

Allows to estimate Liquidation Price change for a margin.

Parameters

position	Position to calculate for
margin	Absolute margin for calculation

Returns

null if calculation is not supported

Implements ATAS.DataFeedsCore.IDataFeedConnector.

CalcMaxOrderVolume()

decimal? ATAS.DataFeedsCore.BasketConnector.CalcMaxOrderVolume	(	OrderTypes	orderType,
		Security	security,
		Portfolio	portfolio,
		OrderDirections	direction,
		decimal?	limitPrice = null
	)

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

Parameters

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

Returns

Implements ATAS.DataFeedsCore.IDataFeedConnector.

CalcOrderCost()

decimal? ATAS.DataFeedsCore.BasketConnector.CalcOrderCost	(	OrderTypes	orderType,
		Security	security,
		Portfolio	portfolio,
		OrderDirections	direction,
		decimal?	limitPrice,
		decimal	volume,
		out object?	detailing,
		bool	giveDetailing = false
	)

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

Parameters

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

Returns

Complete order cost including requested volume and all commissions and margins

Implements ATAS.DataFeedsCore.IDataFeedConnector.

CancelOrder()

void ATAS.DataFeedsCore.BasketConnector.CancelOrder

(

Order

order

)

Implements ATAS.DataFeedsCore.IDataFeedConnector.

CancelOrderAsync()

Task ATAS.DataFeedsCore.BasketConnector.CancelOrderAsync

(

Order

order

)

Implements ATAS.DataFeedsCore.IDataFeedConnector.

ChangeIsolatedMarginAsync()

Task ATAS.DataFeedsCore.BasketConnector.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()

Task ATAS.DataFeedsCore.BasketConnector.ChangeMarginParametersAsync	(	Position	position,
		bool?	isolated = null,
		decimal?	leverage = null
	)

Switches position margin mode (isolated/cross) and/or trading leverage for it.

Pass null if parameter should not be changed

This 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.

ClosePositionAsync()

Task ATAS.DataFeedsCore.BasketConnector.ClosePositionAsync

(

Position

position

)

Implements ATAS.DataFeedsCore.IDataFeedConnector.

ClosePositionsAsync()

Task ATAS.DataFeedsCore.BasketConnector.ClosePositionsAsync

(

Portfolio

portfolio

)

Implements ATAS.DataFeedsCore.IDataFeedConnector.

Connect()

void ATAS.DataFeedsCore.BasketConnector.Connect

(

)

Implements ATAS.DataFeedsCore.IDataFeedConnector.

ConnectAsync()

async Task ATAS.DataFeedsCore.BasketConnector.ConnectAsync

(

)

Implements ATAS.DataFeedsCore.IDataFeedConnector.

ConvertCurrency()

decimal ATAS.DataFeedsCore.BasketConnector.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.

Disconnect()

void ATAS.DataFeedsCore.BasketConnector.Disconnect

(

)

Implements ATAS.DataFeedsCore.IDataFeedConnector.

DisconnectAsync()

async Task ATAS.DataFeedsCore.BasketConnector.DisconnectAsync

(

)

Implements ATAS.DataFeedsCore.IDataFeedConnector.

GetMyTradesAsync()

Task< IEnumerable< MyTrade > > ATAS.DataFeedsCore.BasketConnector.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.

GetPortfolios()

IEnumerable< Portfolio > ATAS.DataFeedsCore.BasketConnector.GetPortfolios

(

Security

security

)

Implements ATAS.DataFeedsCore.IDataFeedConnector.

GetPosition()

Position ATAS.DataFeedsCore.BasketConnector.GetPosition	(	Portfolio	portfolio,
		Security	security,
		TPlusLimits?	tPlusLimit
	)

Implements ATAS.DataFeedsCore.IDataFeedConnector.

GetRoutes()

IEnumerable< string > ATAS.DataFeedsCore.BasketConnector.GetRoutes

(

Security

security

)

Implements ATAS.DataFeedsCore.IDataFeedConnector.

GetSecurityTradingOptions()

ISecurityTradingOptions? ATAS.DataFeedsCore.BasketConnector.GetSecurityTradingOptions

(

Security

security

)

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

Implements ATAS.DataFeedsCore.IDataFeedConnector.

ModifyOrder()

void ATAS.DataFeedsCore.BasketConnector.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.BasketConnector.ModifyOrderAsync	(	Order	order,
		Order	newOrder
	)

Implements ATAS.DataFeedsCore.IDataFeedConnector.

RecoverTradesAsync()

async Task< IEnumerable< MyTrade > > ATAS.DataFeedsCore.BasketConnector.RecoverTradesAsync	(	Security	security,
		DateTime	from,
		DateTime	to
	)

RegisterOrder()

void ATAS.DataFeedsCore.BasketConnector.RegisterOrder

(

Order

order

)

Implements ATAS.DataFeedsCore.IDataFeedConnector.

RegisterOrderAsync()

Task ATAS.DataFeedsCore.BasketConnector.RegisterOrderAsync

(

Order

order

)

Implements ATAS.DataFeedsCore.IDataFeedConnector.

SearchSecurities()

void ATAS.DataFeedsCore.BasketConnector.SearchSecurities

(

SecurityFilter

filter

)

Searches for securities matching the specified filter.

Parameters

filter

Implements ATAS.DataFeedsCore.IDataFeedConnector.

SearchSecuritiesAsync()

async Task< IEnumerable< Security > > ATAS.DataFeedsCore.BasketConnector.SearchSecuritiesAsync

(

SecurityFilter

filter

)

Implements ATAS.DataFeedsCore.IDataFeedConnector.

SetSupportedExchanges()

void ATAS.DataFeedsCore.BasketConnector.SetSupportedExchanges

(

IEnumerable< string >

exchanges

)

SubscribeToMarketData() [1/2]

void ATAS.DataFeedsCore.BasketConnector.SubscribeToMarketData	(	IEnumerable< Security >	securities,
		SubscriptionType	subscriptionTypes
	)

Implements ATAS.DataFeedsCore.IDataFeedConnector.

SubscribeToMarketData() [2/2]

void ATAS.DataFeedsCore.BasketConnector.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.

TryGetOrder()

Order ATAS.DataFeedsCore.BasketConnector.TryGetOrder

(

long

extId

)

Implements ATAS.DataFeedsCore.IDataFeedConnector.

UnsubscribeFromMarketData() [1/2]

void ATAS.DataFeedsCore.BasketConnector.UnsubscribeFromMarketData	(	IEnumerable< Security >	securities,
		SubscriptionType	subscriptionTypes
	)

Implements ATAS.DataFeedsCore.IDataFeedConnector.

UnsubscribeFromMarketData() [2/2]

void ATAS.DataFeedsCore.BasketConnector.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.

Member Data Documentation

maxAddable

decimal? ATAS.DataFeedsCore.BasketConnector.maxAddable

Property Documentation

AllowUpdatePositionsPnL

bool ATAS.DataFeedsCore.BasketConnector.AllowUpdatePositionsPnL

getset

Implements ATAS.DataFeedsCore.IDataFeedConnector.

ConnectionState

ConnectionStates ATAS.DataFeedsCore.BasketConnector.ConnectionState

get

Current connection state of the connector.

Implements ATAS.DataFeedsCore.IDataFeedConnector.

DataFeedConnector

IDataFeedConnector ATAS.DataFeedsCore.BasketConnector.DataFeedConnector

get

DataPath

string ATAS.DataFeedsCore.BasketConnector.DataPath

getset

Implements ATAS.DataFeedsCore.IDataFeedConnector.

DefaultTimeSyncManager

ITimeSyncManager? ATAS.DataFeedsCore.BasketConnector.DefaultTimeSyncManager

getset

Default ITimeSyncManager to get time difference with NTP server.

Implements ATAS.DataFeedsCore.IDataFeedConnector.

ExchangeInfoProvider

IConnectorExchangeInfoProvider ATAS.DataFeedsCore.BasketConnector.ExchangeInfoProvider

getset

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

Implements ATAS.DataFeedsCore.IDataFeedConnector.

Factory

IEntityFactory ATAS.DataFeedsCore.BasketConnector.Factory

getset

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

Implements ATAS.DataFeedsCore.IDataFeedConnector.

HasPendingActions

bool ATAS.DataFeedsCore.BasketConnector.HasPendingActions

get

Implements ATAS.DataFeedsCore.IDataFeedConnector.

Id

Guid ATAS.DataFeedsCore.BasketConnector.Id

get

Implements ATAS.DataFeedsCore.IDataFeedConnector.

IsConnected

bool ATAS.DataFeedsCore.BasketConnector.IsConnected

get

Implements ATAS.DataFeedsCore.IDataFeedConnector.

IsFullLicense

bool ATAS.DataFeedsCore.BasketConnector.IsFullLicense

getset

License type.

Implements ATAS.DataFeedsCore.IDataFeedConnector.

IsSupportedAmericanFutures

bool ATAS.DataFeedsCore.BasketConnector.IsSupportedAmericanFutures

get

Indicates whether the connector supports American futures.

Implements ATAS.DataFeedsCore.IDataFeedConnector.

IsSupportedAmericanStocks

bool ATAS.DataFeedsCore.BasketConnector.IsSupportedAmericanStocks

get

Indicates whether the connector supports American stocks.

Implements ATAS.DataFeedsCore.IDataFeedConnector.

IsSupportedCfd

bool ATAS.DataFeedsCore.BasketConnector.IsSupportedCfd

get

Indicates whether the connector supports CFD instruments.

Implements ATAS.DataFeedsCore.IDataFeedConnector.

IsSupportedCrypto

bool ATAS.DataFeedsCore.BasketConnector.IsSupportedCrypto

get

Indicates whether the connector supports crypto instruments.

Implements ATAS.DataFeedsCore.IDataFeedConnector.

IsSupportedMaxOrderCalculation

bool ATAS.DataFeedsCore.BasketConnector.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

bool ATAS.DataFeedsCore.BasketConnector.IsSupportedRussianMarket

get

Indicates whether the connector supports Russian market instruments.

Implements ATAS.DataFeedsCore.IDataFeedConnector.

IsSupportedServerOCO

bool ATAS.DataFeedsCore.BasketConnector.IsSupportedServerOCO

get

Indicates whether the connector supports server-side OCO orders.

Implements ATAS.DataFeedsCore.IDataFeedConnector.

IsSupportedServerTime

bool ATAS.DataFeedsCore.BasketConnector.IsSupportedServerTime

get

Does connector supports getting exchange server time.

Implements ATAS.DataFeedsCore.IDataFeedConnector.

IsSupportedStopOrders

bool ATAS.DataFeedsCore.BasketConnector.IsSupportedStopOrders

get

Indicates whether the connector supports stop orders.

Implements ATAS.DataFeedsCore.IDataFeedConnector.

IsSupportedTradingFunctions

bool ATAS.DataFeedsCore.BasketConnector.IsSupportedTradingFunctions

get

Indicates whether the connector supports trading functions.

Implements ATAS.DataFeedsCore.IDataFeedConnector.

LatencyManager

IConnectorLatencyManager ATAS.DataFeedsCore.BasketConnector.LatencyManager

get

Latency manager.

Implements ATAS.DataFeedsCore.IDataFeedConnector.

MarketDataDelayPeriod

MarketDataDelayPeriods ATAS.DataFeedsCore.BasketConnector.MarketDataDelayPeriod

getset

Gets or sets delay period for market data.

Implements ATAS.DataFeedsCore.IDataFeedConnector.

MarketDataOnly

bool ATAS.DataFeedsCore.BasketConnector.MarketDataOnly

get

MarketDataStreamEnabled

bool ATAS.DataFeedsCore.BasketConnector.MarketDataStreamEnabled

getset

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

Implements ATAS.DataFeedsCore.IDataFeedConnector.

MyTrades

IEnumerable<MyTrade> ATAS.DataFeedsCore.BasketConnector.MyTrades

get

Implements ATAS.DataFeedsCore.IDataFeedConnector.

NeedRebatesCheck

bool ATAS.DataFeedsCore.BasketConnector.NeedRebatesCheck

getset

Has rebate check feature.

Implements ATAS.DataFeedsCore.IDataFeedConnector.

Orders

IEnumerable<Order> ATAS.DataFeedsCore.BasketConnector.Orders

get

Implements ATAS.DataFeedsCore.IDataFeedConnector.

Portfolios

IEnumerable<Portfolio> ATAS.DataFeedsCore.BasketConnector.Portfolios

get

Implements ATAS.DataFeedsCore.IDataFeedConnector.

Positions

IEnumerable<Position> ATAS.DataFeedsCore.BasketConnector.Positions

get

Implements ATAS.DataFeedsCore.IDataFeedConnector.

ReconnectOnFirstConnect

bool ATAS.DataFeedsCore.BasketConnector.ReconnectOnFirstConnect

getset

Implements ATAS.DataFeedsCore.IDataFeedConnector.

RefreshSecuritiesTime

TimeOnly? ATAS.DataFeedsCore.BasketConnector.RefreshSecuritiesTime

getset

Implements ATAS.DataFeedsCore.IDataFeedConnector.

Securities

IEnumerable<Security> ATAS.DataFeedsCore.BasketConnector.Securities

get

Implements ATAS.DataFeedsCore.IDataFeedConnector.

ServerMode

bool ATAS.DataFeedsCore.BasketConnector.ServerMode

getset

Implements ATAS.DataFeedsCore.IDataFeedConnector.

TradingConnector

IDataFeedConnector ATAS.DataFeedsCore.BasketConnector.TradingConnector

get

Event Documentation

BestBidAskUpdates

ConnectorEventHandler<MarketDepth>? ATAS.DataFeedsCore.BasketConnector.BestBidAskUpdates

Connected

ConnectorEventHandler? ATAS.DataFeedsCore.BasketConnector.Connected

ConnectionStateChanged

ConnectorEventHandler<ConnectionStateEventArgs>? ATAS.DataFeedsCore.BasketConnector.ConnectionStateChanged

Disconnected

ConnectorEventHandler? ATAS.DataFeedsCore.BasketConnector.Disconnected

Error

ConnectorEventHandler<Exception>? ATAS.DataFeedsCore.BasketConnector.Error

MarketByOrderChanged

ConnectorEventHandler<MarketByOrder>? ATAS.DataFeedsCore.BasketConnector.MarketByOrderChanged

MarketDepthsUpdate

ConnectorEventHandler<IEnumerable<MarketDepth> >? ATAS.DataFeedsCore.BasketConnector.MarketDepthsUpdate

NewMyTrades

ConnectorEventHandler<IEnumerable<MyTrade> >? ATAS.DataFeedsCore.BasketConnector.NewMyTrades

NewNews

ConnectorEventHandler<News>? ATAS.DataFeedsCore.BasketConnector.NewNews

NewOrders

ConnectorEventHandler<IEnumerable<Order> >? ATAS.DataFeedsCore.BasketConnector.NewOrders

NewPortfolios

ConnectorEventHandler<IEnumerable<Portfolio> >? ATAS.DataFeedsCore.BasketConnector.NewPortfolios

NewPositions

ConnectorEventHandler<IEnumerable<Position> >? ATAS.DataFeedsCore.BasketConnector.NewPositions

NewSecurities

ConnectorEventHandler<IEnumerable<Security> >? ATAS.DataFeedsCore.BasketConnector.NewSecurities

NewTrades

ConnectorEventHandler<IEnumerable<Trade> >? ATAS.DataFeedsCore.BasketConnector.NewTrades

OrderChanged

ConnectorEventHandler<Order>? ATAS.DataFeedsCore.BasketConnector.OrderChanged

OrderModifyFailed

ConnectorEventHandler<Order, Order, string>? ATAS.DataFeedsCore.BasketConnector.OrderModifyFailed

OrdersCancelFailed

ConnectorEventHandler<string, Order>? ATAS.DataFeedsCore.BasketConnector.OrdersCancelFailed

OrdersRegisterFailed

ConnectorEventHandler<string, Order>? ATAS.DataFeedsCore.BasketConnector.OrdersRegisterFailed

PortfoliosChanged

ConnectorEventHandler<IEnumerable<Portfolio> >? ATAS.DataFeedsCore.BasketConnector.PortfoliosChanged

PositionsChanged

ConnectorEventHandler<IEnumerable<Position> >? ATAS.DataFeedsCore.BasketConnector.PositionsChanged

RebateReceived

ConnectorEventHandler<RebateResult>? ATAS.DataFeedsCore.BasketConnector.RebateReceived

RegisterSecurityResult

ConnectorEventHandler<Security, Exception?>? ATAS.DataFeedsCore.BasketConnector.RegisterSecurityResult

RemoveSecurities

ConnectorEventHandler<IEnumerable<Security> >? ATAS.DataFeedsCore.BasketConnector.RemoveSecurities

SearchSecuritiesResult

ConnectorEventHandler<SecurityFilter, Exception?, IEnumerable<Security> >? ATAS.DataFeedsCore.BasketConnector.SearchSecuritiesResult

SecurityChanged

ConnectorEventHandler<Security>? ATAS.DataFeedsCore.BasketConnector.SecurityChanged

SecuritySummaryChanged

ConnectorEventHandler<SecuritySummary>? ATAS.DataFeedsCore.BasketConnector.SecuritySummaryChanged

SubscribeMarketDataResult

ConnectorEventHandler<IEnumerable<Security>, Exception?>? ATAS.DataFeedsCore.BasketConnector.SubscribeMarketDataResult

UnsubscribeMarketDataResult

ConnectorEventHandler<IEnumerable<Security>, Exception?>? ATAS.DataFeedsCore.BasketConnector.UnsubscribeMarketDataResult

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

• BasketConnector.cs