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
TimeSpan	FeedDelay [get, set]
ITimeSyncManager	TimeSyncManager [get, set]
TimeSpan?	OrdersLatency [get]
	Orders processing delay time.
TimeSpan?	MarketDataLatency [get]
	Market data processing delay time.
DateTime?	LastMarketDataReceptionTimeUtc [get]
	Last market data update time in UTC.
TimeSpan?	TimeSinceLastMarketDataReceived [get]
	Time elapsed since the last market data update.
Action< TimeSpan?>?	OrdersLatencyChanged
	Event raised when OrdersLatency value changes.
Action< TimeSpan?>?	MarketDataLatencyChanged
	Event raised when MarketDataLatency value changes.
Properties inherited from ATAS.DataFeedsCore.IConnectorLatencyManager
TimeSpan?	OrdersLatency [get]
	Orders processing delay time.
TimeSpan?	MarketDataLatency [get]
	Market data processing delay time.
DateTime?	LastMarketDataReceptionTimeUtc [get]
	Last market data update time in UTC.
TimeSpan?	TimeSinceLastMarketDataReceived [get]
	Time elapsed since the last market data update.

Events
Action< DateTime?>?	LastMarketDataReceptionTimeChanged
	Event raised when TimeSinceLastMarketDataReceived value changes.
Events inherited from ATAS.DataFeedsCore.IConnectorLatencyManager
Action< TimeSpan?>?	OrdersLatencyChanged
	Event raised when OrdersLatency value changes.
Action< TimeSpan?>?	MarketDataLatencyChanged
	Event raised when MarketDataLatency value changes.
Action< DateTime?>?	LastMarketDataReceptionTimeChanged
	Event raised when TimeSinceLastMarketDataReceived value changes.

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

FeedDelay

TimeSpan ATAS.DataFeedsCore.ConnectorLatencyManager.FeedDelay

getset

LastMarketDataReceptionTimeUtc

DateTime? ATAS.DataFeedsCore.ConnectorLatencyManager.LastMarketDataReceptionTimeUtc

get

Last market data update time in UTC.

Implements ATAS.DataFeedsCore.IConnectorLatencyManager.

MarketDataLatency

TimeSpan? ATAS.DataFeedsCore.ConnectorLatencyManager.MarketDataLatency

get

Market data processing delay time.

Implements ATAS.DataFeedsCore.IConnectorLatencyManager.

MarketDataLatencyChanged

Action<TimeSpan?>? ATAS.DataFeedsCore.ConnectorLatencyManager.MarketDataLatencyChanged

addremove

Event raised when MarketDataLatency value changes.

Implements ATAS.DataFeedsCore.IConnectorLatencyManager.

OrdersLatency

TimeSpan? ATAS.DataFeedsCore.ConnectorLatencyManager.OrdersLatency

get

Orders processing delay time.

Implements ATAS.DataFeedsCore.IConnectorLatencyManager.

OrdersLatencyChanged

Action<TimeSpan?>? ATAS.DataFeedsCore.ConnectorLatencyManager.OrdersLatencyChanged

addremove

Event raised when OrdersLatency value changes.

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

Event Documentation

LastMarketDataReceptionTimeChanged

Action<DateTime?>? ATAS.DataFeedsCore.ConnectorLatencyManager.LastMarketDataReceptionTimeChanged

Event raised when TimeSinceLastMarketDataReceived value changes.

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

• ConnectorLatencyManager.cs