ATAS.DataFeedsCore.IMboAnalyticsDataProvider Interface Reference

Optional online-provider capability for MBO-derived analytics. More...

Public Member Functions
Task	SubscribeMboAnalyticsData ()
void	UnsubscribeMboAnalyticsData ()
IReadOnlyList< MboAnnotatedTrade >	GetMboAnnotatedTrades (DateTime from, DateTime to)
IReadOnlyList< MboOrderEvent >	GetMboOrderEvents (DateTime from, DateTime to)
IReadOnlyList< MboAnnotatedTrade >	GetMboStopTrades (DateTime from, DateTime to)
IReadOnlyList< MboAnnotatedTrade >	GetMboSweepTrades (DateTime from, DateTime to)
IReadOnlyList< MboIcebergRecord >	GetMboIcebergs (DateTime from, DateTime to)

Properties
string	MboAnalyticsDiagnostics [get]
MboAnalyticsDataStatus	MboAnalyticsDataStatus [get]

Events
Action< IReadOnlyList< MboAnnotatedTrade > >?	MboAnnotatedTradesEmitted
Action< IReadOnlyList< MboIcebergRecord > >?	MboIcebergsChanged

Detailed Description

Optional online-provider capability for MBO-derived analytics.

Member Function Documentation

GetMboAnnotatedTrades()

IReadOnlyList< MboAnnotatedTrade > ATAS.DataFeedsCore.IMboAnalyticsDataProvider.GetMboAnnotatedTrades	(	DateTime	from,
		DateTime	to
	)

GetMboIcebergs()

IReadOnlyList< MboIcebergRecord > ATAS.DataFeedsCore.IMboAnalyticsDataProvider.GetMboIcebergs	(	DateTime	from,
		DateTime	to
	)

GetMboOrderEvents()

IReadOnlyList< MboOrderEvent > ATAS.DataFeedsCore.IMboAnalyticsDataProvider.GetMboOrderEvents	(	DateTime	from,
		DateTime	to
	)

GetMboStopTrades()

IReadOnlyList< MboAnnotatedTrade > ATAS.DataFeedsCore.IMboAnalyticsDataProvider.GetMboStopTrades	(	DateTime	from,
		DateTime	to
	)

GetMboSweepTrades()

IReadOnlyList< MboAnnotatedTrade > ATAS.DataFeedsCore.IMboAnalyticsDataProvider.GetMboSweepTrades	(	DateTime	from,
		DateTime	to
	)

SubscribeMboAnalyticsData()

Task ATAS.DataFeedsCore.IMboAnalyticsDataProvider.SubscribeMboAnalyticsData

(

)

UnsubscribeMboAnalyticsData()

void ATAS.DataFeedsCore.IMboAnalyticsDataProvider.UnsubscribeMboAnalyticsData

(

)

Property Documentation

MboAnalyticsDataStatus

MboAnalyticsDataStatus ATAS.DataFeedsCore.IMboAnalyticsDataProvider.MboAnalyticsDataStatus

get

MboAnalyticsDiagnostics

string ATAS.DataFeedsCore.IMboAnalyticsDataProvider.MboAnalyticsDiagnostics

get

Event Documentation

MboAnnotatedTradesEmitted

Action<IReadOnlyList<MboAnnotatedTrade> >? ATAS.DataFeedsCore.IMboAnalyticsDataProvider.MboAnnotatedTradesEmitted

MboIcebergsChanged

Action<IReadOnlyList<MboIcebergRecord> >? ATAS.DataFeedsCore.IMboAnalyticsDataProvider.MboIcebergsChanged

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

• IMboAnalyticsDataProvider.cs