Inheritance diagram for ATAS.DataFeedsCore.IDataFeedConnector:

Collaboration diagram for ATAS.DataFeedsCore.IDataFeedConnector:

Public Member Functions
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.

Public Attributes
decimal?	maxAddable
	Calculates possible changes of the isolated margin of a position (only for leveraged trading)

Properties
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.

Events
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

◆ CalcIsolatedMarginChangeRange()

decimal?? decimal maxRemovable ATAS.DataFeedsCore.IDataFeedConnector.CalcIsolatedMarginChangeRange ( Position position )

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ CalcLiquidationPrice()

decimal? ATAS.DataFeedsCore.IDataFeedConnector.CalcLiquidationPrice	(	Position	position,
		decimal	margin
	)

Allows to estimate Liquidation Price change for a margin.

Parameters

position	Position to calculate for
margin	Absolute margin for calculation

Returns: null if calculation is not supported

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ CalcMaxOrderVolume()

decimal? ATAS.DataFeedsCore.IDataFeedConnector.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.

Parameters

orderType
security	The security to calculate the volume for.
portfolio	The portfolio to calculate the volume for.
direction
limitPrice	optional limit price to calculate volume at. If null market price will be used

Returns

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ CalcOrderCost()

decimal? ATAS.DataFeedsCore.IDataFeedConnector.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.

Parameters

orderType
security	The security of the order.
portfolio	The portfolio the order is placed from.
direction
limitPrice	pass null to use market price for calculation
volume	Desired volume of contracts to make order
detailing	An object explaining each item which builds up the final price
giveDetailing	true for request detailing

Returns: Complete order cost including requested volume and all commissions and margins

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ CancelOrder()

void ATAS.DataFeedsCore.IDataFeedConnector.CancelOrder ( Order order )

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ CancelOrderAsync()

Task ATAS.DataFeedsCore.IDataFeedConnector.CancelOrderAsync ( Order order )

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ ChangeIsolatedMarginAsync()

Task ATAS.DataFeedsCore.IDataFeedConnector.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.

Parameters

position
value	Use positive value to add margin and negative to reduce

Returns

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ ChangeMarginParametersAsync()

Task ATAS.DataFeedsCore.IDataFeedConnector.ChangeMarginParametersAsync	(	Position	position,
		bool?	isolated = `null`,
		decimal?	leverage = `null`
	)

Switches position margin mode (isolated/cross) and/or trading leverage for it.

Pass null if parameter should not be changed

This method works only if Position.Risk property is not null

Parameters

position
isolated	True for isolated, False for crossed mode
leverage

Returns

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ ClosePositionAsync()

Task ATAS.DataFeedsCore.IDataFeedConnector.ClosePositionAsync ( Position position )

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ ClosePositionsAsync()

Task ATAS.DataFeedsCore.IDataFeedConnector.ClosePositionsAsync ( Portfolio portfolio )

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ Connect()

void ATAS.DataFeedsCore.IDataFeedConnector.Connect ( )

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ ConnectAsync()

Task ATAS.DataFeedsCore.IDataFeedConnector.ConnectAsync ( )

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ ConvertCurrency()

decimal ATAS.DataFeedsCore.IDataFeedConnector.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.

Parameters

security
currencyFrom
currencyTo
volume
limitPrice	optional value in QuoteCurrency
roundToLotSize	Round result to LotSize/Precision

Returns

Exceptions

ArgumentNullException
ArgumentException

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ Disconnect()

void ATAS.DataFeedsCore.IDataFeedConnector.Disconnect ( )

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ DisconnectAsync()

Task ATAS.DataFeedsCore.IDataFeedConnector.DisconnectAsync ( )

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ GetMyTradesAsync()

Task< IEnumerable< MyTrade > > ATAS.DataFeedsCore.IDataFeedConnector.GetMyTradesAsync	(	Portfolio	portfolio,
		Security	security,
		DateTime	from,
		DateTime	to
	)

Get a list of my trades.

Parameters

portfolio	Portfolio.
security	Security.
from	From date.
to	To date.

Returns

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ GetPortfolios()

IEnumerable< Portfolio > ATAS.DataFeedsCore.IDataFeedConnector.GetPortfolios ( Security security )

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ GetPosition()

Position ATAS.DataFeedsCore.IDataFeedConnector.GetPosition	(	Portfolio	portfolio,
		Security	security,
		TPlusLimits?	tPlusLimit
	)

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ GetRoutes()

IEnumerable< string > ATAS.DataFeedsCore.IDataFeedConnector.GetRoutes ( Security security )

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ GetSecurityTradingOptions()

ISecurityTradingOptions? ATAS.DataFeedsCore.IDataFeedConnector.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

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ GetTradingPortfolio()

Portfolio ATAS.DataFeedsCore.IDataFeedConnector.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.

Parameters

portfolio	The portfolio selected by the user.
security	The security to be traded.

Returns: The portfolio that receives order and position updates for the security.

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ GoFlatAsync()

Task ATAS.DataFeedsCore.IDataFeedConnector.GoFlatAsync ( Portfolio portfolio )

Cancels all active orders and liquidates all open positions for the portfolio in a single atomic operation.

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ IsMarketDataSubscribed()

bool? ATAS.DataFeedsCore.IDataFeedConnector.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.

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ ModifyOrder()

void ATAS.DataFeedsCore.IDataFeedConnector.ModifyOrder	(	Order	order,
		Order	neworder
	)

Modifies the price of an order.

Parameters

order	The order to modify.
neworder	The new order with the updated parameters.

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ ModifyOrderAsync()

Task ATAS.DataFeedsCore.IDataFeedConnector.ModifyOrderAsync	(	Order	order,
		Order	newOrder
	)

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ RegisterOrder()

void ATAS.DataFeedsCore.IDataFeedConnector.RegisterOrder ( Order order )

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ RegisterOrderAsync()

Task ATAS.DataFeedsCore.IDataFeedConnector.RegisterOrderAsync ( Order order )

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ SearchSecurities()

void ATAS.DataFeedsCore.IDataFeedConnector.SearchSecurities ( SecurityFilter filter )

Searches for securities matching the specified filter.

Parameters

filter

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ SearchSecuritiesAsync()

Task< IEnumerable< Security > > ATAS.DataFeedsCore.IDataFeedConnector.SearchSecuritiesAsync ( SecurityFilter filter )

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ SubscribeToMarketData() [1/2]

void ATAS.DataFeedsCore.IDataFeedConnector.SubscribeToMarketData	(	IEnumerable< Security >	securities,
		SubscriptionType	subscriptionTypes
	)

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ SubscribeToMarketData() [2/2]

void ATAS.DataFeedsCore.IDataFeedConnector.SubscribeToMarketData	(	Security	security,
		SubscriptionType	subscriptionTypes
	)

Subscribes to market data for a security.

Parameters

security	The security to subscribe to.
subscriptionTypes	The subscription type flags.

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ TryGetOrder()

Order ATAS.DataFeedsCore.IDataFeedConnector.TryGetOrder ( long extId )

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ UnsubscribeFromMarketData() [1/2]

void ATAS.DataFeedsCore.IDataFeedConnector.UnsubscribeFromMarketData	(	IEnumerable< Security >	securities,
		SubscriptionType	subscriptionTypes
	)

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ UnsubscribeFromMarketData() [2/2]

void ATAS.DataFeedsCore.IDataFeedConnector.UnsubscribeFromMarketData	(	Security	security,
		SubscriptionType	subscriptionTypes
	)

Unsubscribes from market data for a security.

Parameters

security	The security to unsubscribe from.
subscriptionTypes	The subscription type flags.

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

Member Data Documentation

◆ maxAddable

decimal? ATAS.DataFeedsCore.IDataFeedConnector.maxAddable

Calculates possible changes of the isolated margin of a position (only for leveraged trading)

Parameters

position

Returns

Property Documentation

◆ AllowUpdatePositionsPnL

bool ATAS.DataFeedsCore.IDataFeedConnector.AllowUpdatePositionsPnL

getset

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ ConnectionState

ConnectionStates ATAS.DataFeedsCore.IDataFeedConnector.ConnectionState

get

Current connection state of the connector.

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ DataPath

string ATAS.DataFeedsCore.IDataFeedConnector.DataPath

getset

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ DefaultTimeSyncManager

ITimeSyncManager? ATAS.DataFeedsCore.IDataFeedConnector.DefaultTimeSyncManager

getset

Default ITimeSyncManager to get time difference with NTP server.

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ ExchangeInfoProvider

IConnectorExchangeInfoProvider ATAS.DataFeedsCore.IDataFeedConnector.ExchangeInfoProvider

getset

Gets or sets the provider used to retrieve exchange information for the securities.

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ Factory

IEntityFactory ATAS.DataFeedsCore.IDataFeedConnector.Factory

getset

Factory used to create Security, Portfolio, and other entity objects.

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ HasPendingActions

bool ATAS.DataFeedsCore.IDataFeedConnector.HasPendingActions

get

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ Id

Guid ATAS.DataFeedsCore.IDataFeedConnector.Id

get

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ IsConnected

bool ATAS.DataFeedsCore.IDataFeedConnector.IsConnected

get

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ IsFullLicense

bool ATAS.DataFeedsCore.IDataFeedConnector.IsFullLicense

getset

License type.

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ IsSupportedAmericanFutures

bool ATAS.DataFeedsCore.IDataFeedConnector.IsSupportedAmericanFutures

get

Indicates whether the connector supports American futures.

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ IsSupportedAmericanStocks

bool ATAS.DataFeedsCore.IDataFeedConnector.IsSupportedAmericanStocks

get

Indicates whether the connector supports American stocks.

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ IsSupportedCfd

bool ATAS.DataFeedsCore.IDataFeedConnector.IsSupportedCfd

get

Indicates whether the connector supports CFD instruments.

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ IsSupportedCrypto

bool ATAS.DataFeedsCore.IDataFeedConnector.IsSupportedCrypto

get

Indicates whether the connector supports crypto instruments.

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ IsSupportedGoFlat

bool ATAS.DataFeedsCore.IDataFeedConnector.IsSupportedGoFlat

get

Indicates whether the connector supports atomic go-flat (cancel all orders and liquidate all positions).

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ IsSupportedMaxOrderCalculation

bool ATAS.DataFeedsCore.IDataFeedConnector.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.

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ IsSupportedRussianMarket

bool ATAS.DataFeedsCore.IDataFeedConnector.IsSupportedRussianMarket

get

Indicates whether the connector supports Russian market instruments.

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ IsSupportedServerOCO

bool ATAS.DataFeedsCore.IDataFeedConnector.IsSupportedServerOCO

get

Indicates whether the connector supports server-side OCO orders.

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ IsSupportedServerTime

bool ATAS.DataFeedsCore.IDataFeedConnector.IsSupportedServerTime

get

Does connector supports getting exchange server time.

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ IsSupportedStopOrders

bool ATAS.DataFeedsCore.IDataFeedConnector.IsSupportedStopOrders

get

Indicates whether the connector supports stop orders.

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ IsSupportedTradingFunctions

bool ATAS.DataFeedsCore.IDataFeedConnector.IsSupportedTradingFunctions

get

Indicates whether the connector supports trading functions.

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ LatencyManager

IConnectorLatencyManager ATAS.DataFeedsCore.IDataFeedConnector.LatencyManager

get

Latency manager.

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ MarketDataDelayPeriod

MarketDataDelayPeriods ATAS.DataFeedsCore.IDataFeedConnector.MarketDataDelayPeriod

getset

Gets or sets delay period for market data.

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ MarketDataStreamEnabled

bool ATAS.DataFeedsCore.IDataFeedConnector.MarketDataStreamEnabled

getset

Indicates whether to raise market data through BestBidAskUpdates, MarketDepthsUpdate, and NewTrades events.

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ MyTrades

IEnumerable<MyTrade> ATAS.DataFeedsCore.IDataFeedConnector.MyTrades

get

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ NeedRebatesCheck

bool ATAS.DataFeedsCore.IDataFeedConnector.NeedRebatesCheck

getset

Has rebate check feature.

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ Orders

IEnumerable<Order> ATAS.DataFeedsCore.IDataFeedConnector.Orders

get

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ Portfolios

IEnumerable<Portfolio> ATAS.DataFeedsCore.IDataFeedConnector.Portfolios

get

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ Positions

IEnumerable<Position> ATAS.DataFeedsCore.IDataFeedConnector.Positions

get

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ ReconnectOnFirstConnect

bool ATAS.DataFeedsCore.IDataFeedConnector.ReconnectOnFirstConnect

getset

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.

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ RefreshSecuritiesTime

TimeOnly? ATAS.DataFeedsCore.IDataFeedConnector.RefreshSecuritiesTime

getset

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ Securities

IEnumerable<Security> ATAS.DataFeedsCore.IDataFeedConnector.Securities

get

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ ServerMode

bool ATAS.DataFeedsCore.IDataFeedConnector.ServerMode

getset

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >, and ATAS.DataFeedsCore.BasketConnector.

◆ SubscriptionStatistics

SubscriptionStatistics? ATAS.DataFeedsCore.IDataFeedConnector.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.

Implemented in ATAS.DataFeedsCore.BaseConnector< TMessage, TPortfolioKey, TSecurityKey, TSecurityPositionManager >.

Event Documentation

◆ BestBidAskUpdates

ConnectorEventHandler<MarketDepth>? ATAS.DataFeedsCore.IDataFeedConnector.BestBidAskUpdates

◆ Connected

ConnectorEventHandler? ATAS.DataFeedsCore.IDataFeedConnector.Connected

◆ ConnectionStateChanged

ConnectorEventHandler<ConnectionStateEventArgs>? ATAS.DataFeedsCore.IDataFeedConnector.ConnectionStateChanged

◆ Disconnected

ConnectorEventHandler? ATAS.DataFeedsCore.IDataFeedConnector.Disconnected

◆ Error

ConnectorEventHandler<Exception>? ATAS.DataFeedsCore.IDataFeedConnector.Error

Raised when an error occurs.

◆ MarketByOrderChanged

ConnectorEventHandler<MarketByOrder> ATAS.DataFeedsCore.IDataFeedConnector.MarketByOrderChanged

◆ MarketByOrdersReset

ConnectorEventHandler<Security>? ATAS.DataFeedsCore.IDataFeedConnector.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.

◆ MarketDepthsReset

ConnectorEventHandler<Security>? ATAS.DataFeedsCore.IDataFeedConnector.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.

◆ MarketDepthsUpdate

ConnectorEventHandler<IEnumerable<MarketDepth> >? ATAS.DataFeedsCore.IDataFeedConnector.MarketDepthsUpdate

◆ NewMboTrade

ConnectorEventHandler<Trade>? ATAS.DataFeedsCore.IDataFeedConnector.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.

◆ NewMyTrades

ConnectorEventHandler<IEnumerable<MyTrade> >? ATAS.DataFeedsCore.IDataFeedConnector.NewMyTrades

◆ NewNews

ConnectorEventHandler<News>? ATAS.DataFeedsCore.IDataFeedConnector.NewNews

◆ NewOrders

ConnectorEventHandler<IEnumerable<Order> >? ATAS.DataFeedsCore.IDataFeedConnector.NewOrders

◆ NewPortfolios

ConnectorEventHandler<IEnumerable<Portfolio> >? ATAS.DataFeedsCore.IDataFeedConnector.NewPortfolios

◆ NewPositions

ConnectorEventHandler<IEnumerable<Position> >? ATAS.DataFeedsCore.IDataFeedConnector.NewPositions

◆ NewSecurities

ConnectorEventHandler<IEnumerable<Security> >? ATAS.DataFeedsCore.IDataFeedConnector.NewSecurities

◆ NewTrades

ConnectorEventHandler<IEnumerable<Trade> >? ATAS.DataFeedsCore.IDataFeedConnector.NewTrades

◆ OrderChanged

ConnectorEventHandler<Order>? ATAS.DataFeedsCore.IDataFeedConnector.OrderChanged

◆ OrderModifyFailed

ConnectorEventHandler<Order, Order, string>? ATAS.DataFeedsCore.IDataFeedConnector.OrderModifyFailed

◆ OrdersCancelFailed

ConnectorEventHandler<string, Order>? ATAS.DataFeedsCore.IDataFeedConnector.OrdersCancelFailed

◆ OrdersRegisterFailed

ConnectorEventHandler<string, Order>? ATAS.DataFeedsCore.IDataFeedConnector.OrdersRegisterFailed

◆ PortfoliosChanged

ConnectorEventHandler<IEnumerable<Portfolio> >? ATAS.DataFeedsCore.IDataFeedConnector.PortfoliosChanged

◆ PositionsChanged

ConnectorEventHandler<IEnumerable<Position> >? ATAS.DataFeedsCore.IDataFeedConnector.PositionsChanged

◆ RebateReceived

ConnectorEventHandler<RebateResult>? ATAS.DataFeedsCore.IDataFeedConnector.RebateReceived

◆ RegisterSecurityResult

ConnectorEventHandler<Security, Exception?>? ATAS.DataFeedsCore.IDataFeedConnector.RegisterSecurityResult

◆ RemoveSecurities

ConnectorEventHandler<IEnumerable<Security> >? ATAS.DataFeedsCore.IDataFeedConnector.RemoveSecurities

◆ SearchSecuritiesResult

ConnectorEventHandler<SecurityFilter, Exception?, IEnumerable<Security> >? ATAS.DataFeedsCore.IDataFeedConnector.SearchSecuritiesResult

◆ SecurityChanged

ConnectorEventHandler<Security>? ATAS.DataFeedsCore.IDataFeedConnector.SecurityChanged

◆ SecuritySummaryChanged

ConnectorEventHandler<SecuritySummary>? ATAS.DataFeedsCore.IDataFeedConnector.SecuritySummaryChanged

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

IDataFeedConnector.cs

Public Member Functions

Public Attributes

Properties

Events

Member Function Documentation

◆ CalcIsolatedMarginChangeRange()

◆ CalcLiquidationPrice()

◆ CalcMaxOrderVolume()

◆ CalcOrderCost()

◆ CancelOrder()

◆ CancelOrderAsync()

◆ ChangeIsolatedMarginAsync()

◆ ChangeMarginParametersAsync()

◆ ClosePositionAsync()

◆ ClosePositionsAsync()

◆ Connect()

◆ ConnectAsync()

◆ ConvertCurrency()

◆ Disconnect()

◆ DisconnectAsync()

◆ GetMyTradesAsync()

◆ GetPortfolios()

◆ GetPosition()

◆ GetRoutes()

◆ GetSecurityTradingOptions()

◆ GetTradingPortfolio()

◆ GoFlatAsync()

◆ IsMarketDataSubscribed()

◆ ModifyOrder()

◆ ModifyOrderAsync()

◆ RegisterOrder()

◆ RegisterOrderAsync()

◆ SearchSecurities()

◆ SearchSecuritiesAsync()

◆ SubscribeToMarketData() [1/2]

◆ SubscribeToMarketData() [2/2]

◆ TryGetOrder()

◆ UnsubscribeFromMarketData() [1/2]

◆ UnsubscribeFromMarketData() [2/2]

Member Data Documentation

◆ maxAddable

Property Documentation

◆ AllowUpdatePositionsPnL

◆ ConnectionState

◆ DataPath

◆ DefaultTimeSyncManager

◆ ExchangeInfoProvider

◆ Factory

◆ HasPendingActions

◆ Id

◆ IsConnected

◆ IsFullLicense

◆ IsSupportedAmericanFutures

◆ IsSupportedAmericanStocks

◆ IsSupportedCfd

◆ IsSupportedCrypto

◆ IsSupportedGoFlat

◆ IsSupportedMaxOrderCalculation

◆ IsSupportedRussianMarket

◆ IsSupportedServerOCO

◆ IsSupportedServerTime

◆ IsSupportedStopOrders

◆ IsSupportedTradingFunctions

◆ LatencyManager

◆ MarketDataDelayPeriod

◆ MarketDataStreamEnabled

◆ MyTrades

◆ NeedRebatesCheck

◆ Orders

◆ Portfolios

◆ Positions

◆ ReconnectOnFirstConnect

◆ RefreshSecuritiesTime

◆ Securities

◆ ServerMode

◆ SubscriptionStatistics

Event Documentation

◆ BestBidAskUpdates

◆ Connected

◆ ConnectionStateChanged