Interface for an online data provider that provides access to real-time market data. More...

Inheritance diagram for ATAS.Indicators.IOnlineDataProvider:

Collaboration diagram for ATAS.Indicators.IOnlineDataProvider:

Public Member Functions
void	Subscribe ()
	Subscribes to the data provider to start receiving real-time data updates.

void	Unsubscribe ()
	Unsubscribes from the data provider to stop receiving real-time data updates.

void	RedrawChart (RedrawArg redrawArg)
	Redraws the chart based on the provided redraw argument.

void	RequestCumulativeTrades (CumulativeTradesRequest request)
	Requests historical cumulative trade data based on the provided request.

bool	IsNewSession (DateTime prevTime, DateTime newTime)
	Checks if the provided new time indicates a new trading session compared to the previous time.

bool	IsNewWeek (DateTime prevTime, DateTime newTime)
	Checks if the provided new time indicates a new trading week compared to the previous time.

bool	IsNewMonth (DateTime prevTime, DateTime newTime)
	Checks if the provided new time indicates a new trading month compared to the previous time.

void	AddAlert (string soundFile, string instrument, string message, CrossColor background, CrossColor foreground, DateTime? time)
	Adds an alert with the specified parameters.

IEnumerable< MarketDataArg >	GetMarketDepthSnapshot ()
	Gets a snapshot of the current market depth data.

ITradesCache	GetTradesCache (TimeSpan period)
	Returns a trades cache.

IMarketByOrdersCache	GetMarketByOrdersCache (TimeSpan period)
	Returns a market by order data cache.

IMarketByOrdersWithTradesCache	GetMarketByOrdersWithTradesCache (TimeSpan period)
	Returns a market by order data and trades cache.

Task	SubscribeMarketByOrdersData ()
	Subscribes to the market by order data.

Task< IEnumerable< MarketDepthSnapshot > >	GetMarketDepthSnapshotsAsync (MarketDepthSnapshotRequest request, CancellationToken cancellation=default)
	Asynchronously retrieves market depth snapshots from the server.

Public Member Functions inherited from ATAS.Indicators.IKnowFixedProfiles
void	GetFixedProfile (FixedProfileRequest request)
	Requests a fixed profile based on the specified FixedProfileRequest.

Task< FixedProfileResponse >	RequestFixedProfileAsync (FixedProfileRequest request)
	Asynchronously requests a fixed market profile parameterized with FixedProfileRequest.

Public Member Functions inherited from ATAS.Indicators.IMarketTimeProvider
void	SubscribeToTimer (TimeSpan period, Action callback)
	Registers the callback and periodically calls it with specified period.

void	UnsubscribeFromTimer (TimeSpan period, Action callback)
	Unregister the callback from periodic invocations.

Properties
decimal	CumulativeDomAsks `[get]`
	Gets the cumulative DOM (Depth of Market) asks volume.

decimal	CumulativeDomBids `[get]`
	Gets the cumulative DOM (Depth of Market) bids volume.

Properties inherited from ATAS.Indicators.IMarketByOrdersDataProvider
IEnumerable< MarketByOrder >	MarketByOrders `[get]`
	Gets a snapshot of the current market by order data.

Properties inherited from ATAS.Indicators.IMarketTimeProvider
DateTime	MarketTime `[get]`
	Current market time.

DateTime	UtcTime `[get]`
	Current UTC time.

Events
Action< IEnumerable< MarketDataArg > >	NewTrades
	Event that is raised when new trades are received.

Action< MarketDataArg >	BestBidAskChanged
	Event that is raised when the best bid or ask prices have changed.

Action< IEnumerable< MarketDataArg > >	MarketDepthsChanged
	Event that is raised when market depths have changed.

Action< CumulativeTrade >	NewCumulativeTrade
	Event that is raised when a new cumulative trade is received.

Action< CumulativeTrade >	UpdateCumulativeTrade
	Event that is raised when an update to a cumulative trade is received.

Action< CumulativeTradesRequest, IEnumerable< CumulativeTrade > >	HistoricalCumulativeTrades
	Event that is raised when historical cumulative trades data is received.

Action< IEnumerable< MarketByOrder > >	MarketByOrdersChanged
	Event that is raised when real-time market by order data have changed.

Events inherited from ATAS.Indicators.IKnowFixedProfiles
Action< IndicatorCandle, FixedProfilePeriods >	FixedProfileReceived
	[Obsolete] Event that is triggered when a fixed profile is received.

Action< IndicatorCandle, IndicatorCandle, FixedProfilePeriods >	FixedProfileBothCandlesReceived
	Event that is triggered when both the main and secondary indicator candles of a fixed profile are received.

Detailed Description

Interface for an online data provider that provides access to real-time market data.

Member Function Documentation

◆ AddAlert()

void ATAS.Indicators.IOnlineDataProvider.AddAlert	(	string	soundFile,
		string	instrument,
		string	message,
		CrossColor	background,
		CrossColor	foreground,
		DateTime?	time
	)

Adds an alert with the specified parameters.

Parameters

soundFile	The path of the sound file to be played as part of the alert.
instrument	The name of the instrument associated with the alert.
message	The message text of the alert.
background	The background color to be used for the alert.
foreground	The foreground color to be used for the alert.
time

◆ GetMarketByOrdersCache()

IMarketByOrdersCache ATAS.Indicators.IOnlineDataProvider.GetMarketByOrdersCache ( TimeSpan period )

Returns a market by order data cache.

Parameters

period Specifies the time period for which Market-by-Order updates are stored in IMarketByOrdersCache.

Returns: The IMarketByOrdersCache object representing the current state and allowing to receive real-time updates.

◆ GetMarketByOrdersWithTradesCache()

IMarketByOrdersWithTradesCache ATAS.Indicators.IOnlineDataProvider.GetMarketByOrdersWithTradesCache ( TimeSpan period )

Returns a market by order data and trades cache.

Parameters

period Specifies the time period for which trades are stored in IMarketByOrdersWithTradesCache.

Returns: The IMarketByOrdersWithTradesCache object representing the cache.

◆ GetMarketDepthSnapshot()

IEnumerable< MarketDataArg > ATAS.Indicators.IOnlineDataProvider.GetMarketDepthSnapshot ( )

Gets a snapshot of the current market depth data.

Returns: An IEnumerable of MarketDataArg representing the current market depth data.

◆ GetMarketDepthSnapshotsAsync()

Task< IEnumerable< MarketDepthSnapshot > > ATAS.Indicators.IOnlineDataProvider.GetMarketDepthSnapshotsAsync	(	MarketDepthSnapshotRequest	request,
		CancellationToken	cancellation = `default`
	)

Asynchronously retrieves market depth snapshots from the server.

Parameters

request	An object that describes parameters of the requested snapshots
cancellation	Cancellation token.

Returns: Snapshots of market depth

◆ GetTradesCache()

ITradesCache ATAS.Indicators.IOnlineDataProvider.GetTradesCache ( TimeSpan period )

Returns a trades cache.

Parameters

period Specifies the time period for which trades are stored in ITradesCache.

Returns: The ITradesCache object representing the trades cache.

◆ IsNewMonth()

bool ATAS.Indicators.IOnlineDataProvider.IsNewMonth	(	DateTime	prevTime,
		DateTime	newTime
	)

Checks if the provided new time indicates a new trading month compared to the previous time.

◆ IsNewSession()

bool ATAS.Indicators.IOnlineDataProvider.IsNewSession	(	DateTime	prevTime,
		DateTime	newTime
	)

Checks if the provided new time indicates a new trading session compared to the previous time.

◆ IsNewWeek()

bool ATAS.Indicators.IOnlineDataProvider.IsNewWeek	(	DateTime	prevTime,
		DateTime	newTime
	)

Checks if the provided new time indicates a new trading week compared to the previous time.

◆ RedrawChart()

void ATAS.Indicators.IOnlineDataProvider.RedrawChart ( RedrawArg redrawArg )

Redraws the chart based on the provided redraw argument.

Parameters

redrawArg The redraw argument specifying the region to redraw.

◆ RequestCumulativeTrades()

void ATAS.Indicators.IOnlineDataProvider.RequestCumulativeTrades ( CumulativeTradesRequest request )

Requests historical cumulative trade data based on the provided request.

Parameters

request The cumulative trades request specifying the data range.

◆ Subscribe()

void ATAS.Indicators.IOnlineDataProvider.Subscribe ( )

Subscribes to the data provider to start receiving real-time data updates.

◆ SubscribeMarketByOrdersData()

Task ATAS.Indicators.IOnlineDataProvider.SubscribeMarketByOrdersData ( )

Subscribes to the market by order data.

◆ Unsubscribe()

void ATAS.Indicators.IOnlineDataProvider.Unsubscribe ( )

Unsubscribes from the data provider to stop receiving real-time data updates.

Property Documentation

◆ CumulativeDomAsks

decimal ATAS.Indicators.IOnlineDataProvider.CumulativeDomAsks

get

Gets the cumulative DOM (Depth of Market) asks volume.

◆ CumulativeDomBids

decimal ATAS.Indicators.IOnlineDataProvider.CumulativeDomBids

get

Gets the cumulative DOM (Depth of Market) bids volume.

Event Documentation

◆ BestBidAskChanged

Action<MarketDataArg> ATAS.Indicators.IOnlineDataProvider.BestBidAskChanged

Event that is raised when the best bid or ask prices have changed.

Parameters

marketDataArg The MarketDataArg representing the new best bid or ask prices.

◆ HistoricalCumulativeTrades

Action<CumulativeTradesRequest, IEnumerable<CumulativeTrade> > ATAS.Indicators.IOnlineDataProvider.HistoricalCumulativeTrades

Event that is raised when historical cumulative trades data is received.

Parameters

request	The request object for historical cumulative trades.
trades	The collection of historical cumulative trades data.

◆ MarketByOrdersChanged

Action<IEnumerable<MarketByOrder> > ATAS.Indicators.IOnlineDataProvider.MarketByOrdersChanged

Event that is raised when real-time market by order data have changed.

Parameters

values An IEnumerable of MarketByOrder representing the changed market by order data.

◆ MarketDepthsChanged

Action<IEnumerable<MarketDataArg> > ATAS.Indicators.IOnlineDataProvider.MarketDepthsChanged

Event that is raised when market depths have changed.

Parameters

marketDataArgs The collection of MarketDataArg representing the updated market depths.

◆ NewCumulativeTrade

Action<CumulativeTrade> ATAS.Indicators.IOnlineDataProvider.NewCumulativeTrade

Event that is raised when a new cumulative trade is received.

Parameters

trade The new cumulative trade object.

◆ NewTrades

Action<IEnumerable<MarketDataArg> > ATAS.Indicators.IOnlineDataProvider.NewTrades

Event that is raised when new trades are received.

Parameters

trades An IEnumerable of MarketDataArg representing the new trades.

◆ UpdateCumulativeTrade

Action<CumulativeTrade> ATAS.Indicators.IOnlineDataProvider.UpdateCumulativeTrade

Event that is raised when an update to a cumulative trade is received.

Parameters

trade The updated cumulative trade object.

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

IOnlineDataProvider.cs

Public Member Functions

Properties

Events

Detailed Description

Member Function Documentation

◆ AddAlert()

◆ GetMarketByOrdersCache()

◆ GetMarketByOrdersWithTradesCache()

◆ GetMarketDepthSnapshot()

◆ GetMarketDepthSnapshotsAsync()

◆ GetTradesCache()

◆ IsNewMonth()

◆ IsNewSession()

◆ IsNewWeek()

◆ RedrawChart()

◆ RequestCumulativeTrades()

◆ Subscribe()

◆ SubscribeMarketByOrdersData()

◆ Unsubscribe()

Property Documentation

◆ CumulativeDomAsks

◆ CumulativeDomBids

Event Documentation

◆ BestBidAskChanged

◆ HistoricalCumulativeTrades

◆ MarketByOrdersChanged

◆ MarketDepthsChanged

◆ NewCumulativeTrade

◆ NewTrades

◆ UpdateCumulativeTrade