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

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

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

Public Member Functions
void	CheckClientMode ()
abstract void	DropMarketDataConnection ()
abstract void	DropTradingConnection ()
abstract void	DropMarketDataConnectionDuringConnecting ()
abstract void	DropTradingConnectionDuringConnecting ()
Task	DropMarketDataConnectionCoupleTimes (int reboots)
Public Member Functions inherited from ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey >
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)
void	DropMarketDataConnection ()
void	DropTradingConnection ()
void	DropMarketDataConnectionDuringConnecting ()
void	DropTradingConnectionDuringConnecting ()
Task	DropMarketDataConnectionCoupleTimes (int reboots=5)
Public Member Functions inherited from ATAS.DataFeedsCore.IDataFeedConnector
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.

Protected Member Functions
string	GetKey ()
string	GetSecret ()
Protected Member Functions inherited from ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey >
	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
SecureString?	ApiKey [get, set]
SecureString?	Secret [get, set]
bool	MarketDataOnly [get, set]
Properties inherited from ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey >
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.ICryptoKeySecretConnector
SecureString?	ApiKey [get, set]
SecureString?	Secret [get, set]
bool	MarketDataOnly [get, set]
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.

Additional Inherited Members
Public Attributes inherited from ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey >
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)
Events inherited from ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey >
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

Member Function Documentation

CheckClientMode()

void ATAS.DataFeedsCore.CryptoBaseConnector< TMessage, TPortfolioKey, TSecurityKey >.CheckClientMode

(

)

DropMarketDataConnection()

abstract void ATAS.DataFeedsCore.CryptoBaseConnector< TMessage, TPortfolioKey, TSecurityKey >.DropMarketDataConnection ( )

pure virtual

Implements ATAS.DataFeedsCore.ICryptoKeySecretConnector.

DropMarketDataConnectionCoupleTimes()

Task ATAS.DataFeedsCore.CryptoBaseConnector< TMessage, TPortfolioKey, TSecurityKey >.DropMarketDataConnectionCoupleTimes

(

int

reboots

)

Implements ATAS.DataFeedsCore.ICryptoKeySecretConnector.

DropMarketDataConnectionDuringConnecting()

abstract void ATAS.DataFeedsCore.CryptoBaseConnector< TMessage, TPortfolioKey, TSecurityKey >.DropMarketDataConnectionDuringConnecting ( )

pure virtual

Implements ATAS.DataFeedsCore.ICryptoKeySecretConnector.

DropTradingConnection()

abstract void ATAS.DataFeedsCore.CryptoBaseConnector< TMessage, TPortfolioKey, TSecurityKey >.DropTradingConnection ( )

pure virtual

Implements ATAS.DataFeedsCore.ICryptoKeySecretConnector.

DropTradingConnectionDuringConnecting()

abstract void ATAS.DataFeedsCore.CryptoBaseConnector< TMessage, TPortfolioKey, TSecurityKey >.DropTradingConnectionDuringConnecting ( )

pure virtual

Implements ATAS.DataFeedsCore.ICryptoKeySecretConnector.

GetKey()

string ATAS.DataFeedsCore.CryptoBaseConnector< TMessage, TPortfolioKey, TSecurityKey >.GetKey ( )

protected

GetSecret()

string ATAS.DataFeedsCore.CryptoBaseConnector< TMessage, TPortfolioKey, TSecurityKey >.GetSecret ( )

protected

Property Documentation

ApiKey

SecureString? ATAS.DataFeedsCore.CryptoBaseConnector< TMessage, TPortfolioKey, TSecurityKey >.ApiKey

getset

Implements ATAS.DataFeedsCore.ICryptoKeySecretConnector.

MarketDataOnly

bool ATAS.DataFeedsCore.CryptoBaseConnector< TMessage, TPortfolioKey, TSecurityKey >.MarketDataOnly

getset

Implements ATAS.DataFeedsCore.ICryptoKeySecretConnector.

Secret

SecureString? ATAS.DataFeedsCore.CryptoBaseConnector< TMessage, TPortfolioKey, TSecurityKey >.Secret

getset

Implements ATAS.DataFeedsCore.ICryptoKeySecretConnector.

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

• ICryptoKeySecretConnector.cs