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

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

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	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	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 is called.

void	Enqueue (TMessage message)

void	Enqueue (Action action)

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	ProcessMarketByOrder (MarketByOrder mbo)

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	RaiseRegisterSecurityResult (Security security, SubscriptionType subscriptionType, Exception error)

void	RaiseSubscribeMarketDataResult (IEnumerable< Security > securities, Exception error)

void	RaiseUnsubscribeMarketDataResult (IEnumerable< Security > securities, Exception error)

void	RaiseNews (News news)

void	RaiseSecurityChanged (Security security)

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)

abstract void	OnRegisterOrder (Order order)

virtual void	OnModifyOrder (Order order, Order newOrder)

abstract void	OnCancelOrder (Order order, long extId)

void	RememberPendingOrders ()

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)
	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 ()

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]`

abstract bool	IsSupportedServerOCO `[get]`
	Поддерживает ли коннектор серверные ОСО ордера

abstract bool	IsSupportedStopOrders `[get]`
	Поддерживает ли коннектор стоп ордера

abstract bool	IsSupportedTradingFunctions `[get]`
	Поддерживает ли коннектор торговые функции

abstract bool	IsSupportedRussianMarket `[get]`
	Поддерживает ли коннектор инструменты Российского рынка

abstract bool	IsSupportedAmericanFutures `[get]`
	Поддерживает ли коннектор американские фьючерсы

abstract bool	IsSupportedAmericanStocks `[get]`
	Поддерживает ли коннектор американские стоки

virtual bool	IsSupportedCrypto `[get]`

virtual bool	IsSupportedMaxOrderCalculation `[get]`

virtual bool	IsSupportedServerTime `[get]`

bool	MarketDataStreamEnabled `[get, set]`
	Отправлять ли маркет дату в BestBidAskUpdates,MarketDepthsUpdate,NewTrades.

bool	AllowUpdatePositionsPnL `[get, set]`

MarketDataDelayPeriods	MarketDataDelayPeriod `[get, set]`
	Gets or sets delay period for market data.

IEntityFactory	Factory `[get, set]`
	Фабрика объектов для создания Security, Portfolio и т.д.

ITimeSyncManager?	DefaultTimeSyncManager `[get, set]`
	Default ITimeSyncManager to get time difference with NTP server.

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]`
	True, если все соединения подключены.

ConnectionStates	ConnectionState `[get]`
	Текущее состояние подключения коннектора.

ReconnectionTimer	ReconnectionTimer `[get]`

bool	ReconnectOnFirstConnect `[get, set]`

bool	ServerMode `[get, set]`

TimeSpan	HeartbeatTimeout `[get, set]`

TimeOnly?	RefreshSecuritiesTime `[get, set]`

virtual bool	HasPendingActions `[get]`

IConnectorLatencyManager	LatencyManager `[get]`
	Latency manager.

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]`

Additional Inherited Members
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)
	Найти инструменты по заданному фильтру.

Task< IEnumerable< Security > >	SearchSecuritiesAsync (SecurityFilter filter)

void	SubscribeToMarketData (IEnumerable< Security > securities, SubscriptionType subscriptionTypes)

void	SubscribeToMarketData (Security security, SubscriptionType subscriptionTypes)
	Подписка на маркет дату

void	UnsubscribeFromMarketData (IEnumerable< Security > securities, SubscriptionType subscriptionTypes)

void	UnsubscribeFromMarketData (Security security, SubscriptionType subscriptionTypes)
	Отписка от маркет даты

IEnumerable< string >	GetRoutes (Security security)

IEnumerable< Portfolio >	GetPortfolios (Security security)

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)
	Модификация цены ордера.

void	CancelOrder (Order order)

Position	GetPosition (Portfolio portfolio, Security security, TPlusLimits? tPlusLimit)

async Task	ClosePositionAsync (Position position)

async Task	ClosePositionsAsync (Portfolio portfolio)

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)
	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 inherited from ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey >
virtual ? decimal	maxAddable

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< 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< MarketByOrder >	MarketByOrderChanged

ConnectorEventHandler< IEnumerable< Trade > >?	NewTrades

ConnectorEventHandler< Exception >?	Error

ConnectorEventHandler< SecurityFilter, Exception?, IEnumerable< Security > >?	SearchSecuritiesResult

ConnectorEventHandler< Security, Exception?>?	RegisterSecurityResult

ConnectorEventHandler< News >?	NewNews

ConnectorEventHandler< Security >?	SecurityChanged

ConnectorEventHandler< IEnumerable< Security >, Exception >?	SubscribeMarketDataResult

ConnectorEventHandler< IEnumerable< Security >, Exception >?	UnsubscribeMarketDataResult

Member Function Documentation

◆ 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.

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

ICryptoKeySecretConnector.cs

Protected Member Functions

Properties

Additional Inherited Members

Member Function Documentation

◆ GetKey()

◆ GetSecret()

Property Documentation

◆ ApiKey

◆ MarketDataOnly

◆ Secret