ATAS.Indicators.Heatmap.HeatmapMboDataSnapshot Class Reference

Immutable raw MBO store snapshot shared by all indicator instances. Records are detached from the provider before publication. More...

Public Member Functions
	HeatmapMboDataSnapshot (long epoch, IReadOnlyList< MboAnnotatedTrade > annotatedTrades, IReadOnlyList< MboIcebergRecord > icebergs, HeatmapMboStatus status, long liveEdgeNanos, TimeSpan displayTimeOffset, Func< long, long > timestampToTimelineNanos)
	HeatmapMboDataSnapshot (long epoch, long annotatedTradesVersion, int annotatedTradesChangeStartIndex, IReadOnlyList< MboAnnotatedTrade > annotatedTrades, long icebergsVersion, IReadOnlyList< MboIcebergRecord > icebergs, HeatmapMboStatus status, long liveEdgeNanos, TimeSpan displayTimeOffset, Func< long, long > timestampToTimelineNanos)
long	ToTimelineNanos (long unixMilliseconds)

Properties
static HeatmapMboDataSnapshot	Empty [get]
long	Epoch [get]
long	AnnotatedTradesVersion [get]
int	AnnotatedTradesChangeStartIndex [get]
IReadOnlyList< MboAnnotatedTrade >	AnnotatedTrades [get]
long	IcebergsVersion [get]
IReadOnlyList< MboIcebergRecord >	Icebergs [get]
HeatmapMboStatus	Status [get]
long	LiveEdgeNanos [get]
TimeSpan	DisplayTimeOffset [get]

Detailed Description

Immutable raw MBO store snapshot shared by all indicator instances. Records are detached from the provider before publication.

Constructor & Destructor Documentation

HeatmapMboDataSnapshot() [1/2]

ATAS.Indicators.Heatmap.HeatmapMboDataSnapshot.HeatmapMboDataSnapshot	(	long	epoch,
		IReadOnlyList< MboAnnotatedTrade >	annotatedTrades,
		IReadOnlyList< MboIcebergRecord >	icebergs,
		HeatmapMboStatus	status,
		long	liveEdgeNanos,
		TimeSpan	displayTimeOffset,
		Func< long, long >	timestampToTimelineNanos
	)

HeatmapMboDataSnapshot() [2/2]

ATAS.Indicators.Heatmap.HeatmapMboDataSnapshot.HeatmapMboDataSnapshot	(	long	epoch,
		long	annotatedTradesVersion,
		int	annotatedTradesChangeStartIndex,
		IReadOnlyList< MboAnnotatedTrade >	annotatedTrades,
		long	icebergsVersion,
		IReadOnlyList< MboIcebergRecord >	icebergs,
		HeatmapMboStatus	status,
		long	liveEdgeNanos,
		TimeSpan	displayTimeOffset,
		Func< long, long >	timestampToTimelineNanos
	)

Member Function Documentation

ToTimelineNanos()

long ATAS.Indicators.Heatmap.HeatmapMboDataSnapshot.ToTimelineNanos

(

long

unixMilliseconds

)

Property Documentation

AnnotatedTrades

IReadOnlyList<MboAnnotatedTrade> ATAS.Indicators.Heatmap.HeatmapMboDataSnapshot.AnnotatedTrades

get

AnnotatedTradesChangeStartIndex

int ATAS.Indicators.Heatmap.HeatmapMboDataSnapshot.AnnotatedTradesChangeStartIndex

get

AnnotatedTradesVersion

long ATAS.Indicators.Heatmap.HeatmapMboDataSnapshot.AnnotatedTradesVersion

get

DisplayTimeOffset

TimeSpan ATAS.Indicators.Heatmap.HeatmapMboDataSnapshot.DisplayTimeOffset

get

Empty

HeatmapMboDataSnapshot ATAS.Indicators.Heatmap.HeatmapMboDataSnapshot.Empty

staticget

Initial value:

= new(
        0,
        [],
        [],
        new HeatmapMboStatus(HeatmapMboStatusKind.Unavailable),
        0,
        TimeSpan.Zero,
        static milliseconds => milliseconds * 1_000_000L)

Epoch

long ATAS.Indicators.Heatmap.HeatmapMboDataSnapshot.Epoch

get

Icebergs

IReadOnlyList<MboIcebergRecord> ATAS.Indicators.Heatmap.HeatmapMboDataSnapshot.Icebergs

get

IcebergsVersion

long ATAS.Indicators.Heatmap.HeatmapMboDataSnapshot.IcebergsVersion

get

LiveEdgeNanos

long ATAS.Indicators.Heatmap.HeatmapMboDataSnapshot.LiveEdgeNanos

get

Status

HeatmapMboStatus ATAS.Indicators.Heatmap.HeatmapMboDataSnapshot.Status

get

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

• IHeatmapMboConsumer.cs