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ATAS.DataFeedsCore.ICryptoKeySecretConnector Interface Reference
Inheritance diagram for ATAS.DataFeedsCore.ICryptoKeySecretConnector:
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Collaboration diagram for ATAS.DataFeedsCore.ICryptoKeySecretConnector:
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Public Member Functions

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.
 

Properties

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.IDataFeedConnector
decimal? maxAddable
 Calculates possible changes of the isolated margin of a position (only for leveraged trading)
 
- 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

◆ DropMarketDataConnection()

void ATAS.DataFeedsCore.ICryptoKeySecretConnector.DropMarketDataConnection ( )

◆ DropMarketDataConnectionCoupleTimes()

Task ATAS.DataFeedsCore.ICryptoKeySecretConnector.DropMarketDataConnectionCoupleTimes ( int  reboots = 5)

◆ DropMarketDataConnectionDuringConnecting()

void ATAS.DataFeedsCore.ICryptoKeySecretConnector.DropMarketDataConnectionDuringConnecting ( )

◆ DropTradingConnection()

void ATAS.DataFeedsCore.ICryptoKeySecretConnector.DropTradingConnection ( )

◆ DropTradingConnectionDuringConnecting()

void ATAS.DataFeedsCore.ICryptoKeySecretConnector.DropTradingConnectionDuringConnecting ( )

Property Documentation

◆ ApiKey

◆ MarketDataOnly

◆ Secret


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