ATAS.DataFeedsCore.ConnectorLatencyManager Class Reference

Inheritance diagram for ATAS.DataFeedsCore.ConnectorLatencyManager:

Collaboration diagram for ATAS.DataFeedsCore.ConnectorLatencyManager:

Public Member Functions
	ConnectorLatencyManager ()
void	ProcessTrade (Security security, DateTime time)
void	ProcessBestBidAsk (Security security, DateTime time)
void	ProcessMarketDepths (Security security, DateTime time)
TimeSpan	ProcessOrderLatency (DateTime startTime)
void	Reset ()
void	ProcessTickTime (DateTime time)
void	ProcessMarketDepthTime (DateTime time)

Properties
ITimeSyncManager	TimeSyncManager [get, set]
TimeSpan?	OrdersLatency [get]
	Orders processing delay time.
TimeSpan?	MarketDataLatency [get]
	Market data processing delay time.
TimeSpan?	TimeSinceLastMarketDataReceived [get]
	Time elapsed since the last market data update.
Properties inherited from ATAS.DataFeedsCore.IConnectorLatencyManager
TimeSpan?	OrdersLatency [get]
	Orders processing delay time.
TimeSpan?	MarketDataLatency [get]
	Market data processing delay time.
TimeSpan?	TimeSinceLastMarketDataReceived [get]
	Time elapsed since the last market data update.

Constructor & Destructor Documentation

ConnectorLatencyManager()

ATAS.DataFeedsCore.ConnectorLatencyManager.ConnectorLatencyManager

(

)

Member Function Documentation

ProcessBestBidAsk()

void ATAS.DataFeedsCore.ConnectorLatencyManager.ProcessBestBidAsk	(	Security	security,
		DateTime	time
	)

ProcessMarketDepths()

void ATAS.DataFeedsCore.ConnectorLatencyManager.ProcessMarketDepths	(	Security	security,
		DateTime	time
	)

ProcessMarketDepthTime()

void ATAS.DataFeedsCore.ConnectorLatencyManager.ProcessMarketDepthTime

(

DateTime

time

)

ProcessOrderLatency()

TimeSpan ATAS.DataFeedsCore.ConnectorLatencyManager.ProcessOrderLatency

(

DateTime

startTime

)

ProcessTickTime()

void ATAS.DataFeedsCore.ConnectorLatencyManager.ProcessTickTime

(

DateTime

time

)

ProcessTrade()

void ATAS.DataFeedsCore.ConnectorLatencyManager.ProcessTrade	(	Security	security,
		DateTime	time
	)

Reset()

void ATAS.DataFeedsCore.ConnectorLatencyManager.Reset

(

)

Property Documentation

MarketDataLatency

TimeSpan? ATAS.DataFeedsCore.ConnectorLatencyManager.MarketDataLatency

get

Market data processing delay time.

Implements ATAS.DataFeedsCore.IConnectorLatencyManager.

OrdersLatency

TimeSpan? ATAS.DataFeedsCore.ConnectorLatencyManager.OrdersLatency

get

Orders processing delay time.

Implements ATAS.DataFeedsCore.IConnectorLatencyManager.

TimeSinceLastMarketDataReceived

TimeSpan? ATAS.DataFeedsCore.ConnectorLatencyManager.TimeSinceLastMarketDataReceived

get

Time elapsed since the last market data update.

Implements ATAS.DataFeedsCore.IConnectorLatencyManager.

TimeSyncManager

ITimeSyncManager ATAS.DataFeedsCore.ConnectorLatencyManager.TimeSyncManager

getset

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

• ConnectorLatencyManager.cs