ATAS.DataFeedsCore.TradeStatistics.Matching.TradesMatchingProcessor Class Reference

Inheritance diagram for ATAS.DataFeedsCore.TradeStatistics.Matching.TradesMatchingProcessor:

Collaboration diagram for ATAS.DataFeedsCore.TradeStatistics.Matching.TradesMatchingProcessor:

Public Member Functions
	TradesMatchingProcessor (HistoryProvider getHistory, PortfolioSecurity portfolioSecurity, IDataFeedConnector? connector=null, IReadOnlyCollection< MyTrade >? unprocessedTrades=null, decimal lastKnownPos=default, bool forceRecovery=false, IProgress< double >? progressCounter=null)
override int	GetHashCode ()
override bool	Equals (object? obj)
void	Start ()
void	Process (MyTrade trade)
void	Process (Position position)
override void	Update (Portfolio portfolio)
override void	Update (Security security)
Public Member Functions inherited from ATAS.DataFeedsCore.TradeStatistics.Matching.TradesProcessingUnit
	TradesProcessingUnit (PortfolioSecurity portfolioSecurity)
virtual void	Update (Portfolio portfolio)
virtual void	Update (Security security)
void	Dispose ()

Protected Member Functions
override void	OnDispose ()
virtual void	OnDispose ()
Protected Member Functions inherited from ATAS.DataFeedsCore.TradeStatistics.Matching.TradesProcessingLoggerSource
void	LogDebug (string message, params object[] args)
void	LogInfo (string message, params object[] args)
void	LogWarn (string message, params object[] args)
void	LogError (string message, Exception e)

Properties
IDataFeedConnector?	Connector [get, set]
TimeSpan?	HistoryReceptionCompletionPeriod [get, set]
TimeSpan	TradesPositionsSyncTimeout [get, set]
Properties inherited from ATAS.DataFeedsCore.TradeStatistics.Matching.TradesProcessingUnit
bool	Disposed [get]
PortfolioSecurity	PortfolioSecurity [get]
PortfolioSecurityKey	PortfolioSecurityKey [get]

Events
Action< HistoryMyTrade >?	NewTrade
Action?	HistoryCalculationCompleted
Action< Task >?	PendingData

Additional Inherited Members
Protected Attributes inherited from ATAS.DataFeedsCore.TradeStatistics.Matching.TradesProcessingUnit
readonly object	_sync = new()
Protected Attributes inherited from ATAS.DataFeedsCore.TradeStatistics.Matching.TradesProcessingLoggerSource
string?	_prefix

Constructor & Destructor Documentation

TradesMatchingProcessor()

ATAS.DataFeedsCore.TradeStatistics.Matching.TradesMatchingProcessor.TradesMatchingProcessor	(	HistoryProvider	getHistory,
		PortfolioSecurity	portfolioSecurity,
		IDataFeedConnector?	connector = null,
		IReadOnlyCollection< MyTrade >?	unprocessedTrades = null,
		decimal	lastKnownPos = default,
		bool	forceRecovery = false,
		IProgress< double >?	progressCounter = null
	)

Member Function Documentation

Equals()

override bool ATAS.DataFeedsCore.TradeStatistics.Matching.TradesMatchingProcessor.Equals

(

object?

obj

)

GetHashCode()

override int ATAS.DataFeedsCore.TradeStatistics.Matching.TradesMatchingProcessor.GetHashCode

(

)

OnDispose()

override void ATAS.DataFeedsCore.TradeStatistics.Matching.TradesMatchingProcessor.OnDispose ( )

protectedvirtual

Reimplemented from ATAS.DataFeedsCore.TradeStatistics.Matching.TradesProcessingUnit.

Process() [1/2]

void ATAS.DataFeedsCore.TradeStatistics.Matching.TradesMatchingProcessor.Process

(

MyTrade

trade

)

Process() [2/2]

void ATAS.DataFeedsCore.TradeStatistics.Matching.TradesMatchingProcessor.Process

(

Position

position

)

Start()

void ATAS.DataFeedsCore.TradeStatistics.Matching.TradesMatchingProcessor.Start

(

)

Update() [1/2]

override void ATAS.DataFeedsCore.TradeStatistics.Matching.TradesMatchingProcessor.Update ( Portfolio  portfolio )

virtual

Reimplemented from ATAS.DataFeedsCore.TradeStatistics.Matching.TradesProcessingUnit.

Update() [2/2]

override void ATAS.DataFeedsCore.TradeStatistics.Matching.TradesMatchingProcessor.Update ( Security  security )

virtual

Reimplemented from ATAS.DataFeedsCore.TradeStatistics.Matching.TradesProcessingUnit.

Property Documentation

Connector

IDataFeedConnector? ATAS.DataFeedsCore.TradeStatistics.Matching.TradesMatchingProcessor.Connector

getset

HistoryReceptionCompletionPeriod

TimeSpan? ATAS.DataFeedsCore.TradeStatistics.Matching.TradesMatchingProcessor.HistoryReceptionCompletionPeriod

getset

TradesPositionsSyncTimeout

TimeSpan ATAS.DataFeedsCore.TradeStatistics.Matching.TradesMatchingProcessor.TradesPositionsSyncTimeout

getset

Event Documentation

HistoryCalculationCompleted

Action? ATAS.DataFeedsCore.TradeStatistics.Matching.TradesMatchingProcessor.HistoryCalculationCompleted

NewTrade

Action<HistoryMyTrade>? ATAS.DataFeedsCore.TradeStatistics.Matching.TradesMatchingProcessor.NewTrade

PendingData

Action<Task>? ATAS.DataFeedsCore.TradeStatistics.Matching.TradesMatchingProcessor.PendingData

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

• TradesMatchingProcessor.cs