Provides liquidation orders stream for securities. More...
Public Member Functions | |
| void | SubscribeToLiquidationData (IEnumerable< Security >? securities=null) |
| Subscribes to liquidation order stream. | |
| void | UnsubscribeFromLiquidationData (IEnumerable< Security >? securities=null) |
| Removes subscription for liquidation orders. | |
 Public Member Functions inherited from ATAS.DataFeedsCore.IDataFeedConnector | |
| 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) |
| Модификация цены ордера. | |
| Order | TryGetOrder (long extId) |
| Position | GetPosition (Portfolio portfolio, Security security, TPlusLimits? tPlusLimit) |
| Task | ClosePositionAsync (Position position) |
| Task | ClosePositionsAsync (Portfolio portfolio) |
| 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 | |
| void | SearchSecurities (SecurityFilter filter) |
| Найти инструменты по заданному фильтру. | |
| Task< IEnumerable< Security > > | SearchSecuritiesAsync (SecurityFilter filter) |
| IEnumerable< string > | GetRoutes (Security security) |
| IEnumerable< Portfolio > | GetPortfolios (Security security) |
| 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. | |
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) | |
| Properties inherited from ATAS.DataFeedsCore.IDataFeedConnector | |
| Guid | Id [get] |
| bool | IsSupportedServerOCO [get] |
| Поддерживает ли коннектор серверные ОСО ордера | |
| bool | IsSupportedStopOrders [get] |
| Поддерживает ли коннектор стоп ордера | |
| bool | IsSupportedTradingFunctions [get] |
| Поддерживает ли коннектор торговые функции | |
| bool | IsConnected [get] |
| ConnectionStates | ConnectionState [get] |
| Текущее состояние подключения коннектора. | |
| MarketDataDelayPeriods | MarketDataDelayPeriod [get, set] |
| Gets or sets delay period for market data. | |
| bool | IsSupportedRussianMarket [get] |
| Поддерживает ли коннектор инструменты Российского рынка | |
| bool | IsSupportedAmericanFutures [get] |
| Поддерживает ли коннектор американские фьючерсы | |
| bool | IsSupportedAmericanStocks [get] |
| Поддерживает ли коннектор американские фьючерсы | |
| bool | IsSupportedCrypto [get] |
| Поддерживает ли коннектор крипто инструменты | |
| 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] |
| Отправлять ли маркет дату в BestBidAskUpdates,MarketDepthsUpdate,NewTrades. | |
| bool | AllowUpdatePositionsPnL [get, set] |
| 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] |
| IConnectorLatencyManager | LatencyManager [get] |
| Latency manager. | |
| bool | IsFullLicense [get, set] |
| License type. | |
| bool | NeedRebatesCheck [get, set] |
| Has rebate check feature. | |
| 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] |
Provides liquidation orders stream for securities.
| void ATAS.DataFeedsCore.ILiquidationFeed.SubscribeToLiquidationData | ( | IEnumerable< Security >? | securities = null | ) |
Subscribes to liquidation order stream.
| securities | An optional list of securities to subscribe, null will subscribe to all available securities |
| void ATAS.DataFeedsCore.ILiquidationFeed.UnsubscribeFromLiquidationData | ( | IEnumerable< Security >? | securities = null | ) |
Removes subscription for liquidation orders.
| securities |
| Action<IEnumerable<Order> > ATAS.DataFeedsCore.ILiquidationFeed.NewLiquidations |
Fires when new liquidation comes from exchange.
1.9.7 
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