Provides liquidation orders stream for securities. More...

Inheritance diagram for ATAS.DataFeedsCore.ILiquidationFeed:

Collaboration diagram for ATAS.DataFeedsCore.ILiquidationFeed:

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)
	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.

Events
Action< IEnumerable< Order > >	NewLiquidations
	Fires when new liquidation comes from exchange.

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< 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< MarketByOrder >	MarketByOrderChanged

ConnectorEventHandler< IEnumerable< Trade > >?	NewTrades

ConnectorEventHandler< Security >?	SecurityChanged

ConnectorEventHandler< Exception >?	Error
	Сообщения об ошибках

ConnectorEventHandler< SecurityFilter, Exception?, IEnumerable< Security > >?	SearchSecuritiesResult

ConnectorEventHandler< Security, Exception?>?	RegisterSecurityResult

ConnectorEventHandler< News >?	NewNews

ConnectorEventHandler< RebateResult >?	RebateReceived

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]`

Detailed Description

Provides liquidation orders stream for securities.

Member Function Documentation

◆ SubscribeToLiquidationData()

void ATAS.DataFeedsCore.ILiquidationFeed.SubscribeToLiquidationData ( IEnumerable< Security >? securities = null )

Subscribes to liquidation order stream.

Parameters

securities An optional list of securities to subscribe, null will subscribe to all available securities

◆ UnsubscribeFromLiquidationData()

void ATAS.DataFeedsCore.ILiquidationFeed.UnsubscribeFromLiquidationData ( IEnumerable< Security >? securities = null )

Removes subscription for liquidation orders.

Parameters

securities

Event Documentation

◆ NewLiquidations

Action<IEnumerable<Order> > ATAS.DataFeedsCore.ILiquidationFeed.NewLiquidations

Fires when new liquidation comes from exchange.

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

ILiquidationFeed.cs

Public Member Functions