Namespaces
namespace	Commissions

namespace	ConnectorWebsocket

namespace	Database

namespace	Dom

namespace	Exceptions

namespace	Pricing

namespace	Rebate

namespace	SessionServer

namespace	Statistics

namespace	TradeStatistics

namespace	Valuation

Classes
class	AsyncConnector
	Connector base that allows to use `await` to switch to the connector queue thread. More...

class	AsyncConnectorMessage
	Service message for passing continuations to the connector thread. More...

class	AsyncMessageQueue

class	BaseConnector

class	BaseMarketDataOnlyConnectorSettings

class	BaseMessageQueue
	A queue processed by its own thread. The queue runs in sessions: Start begins one (the first connector of a shared queue), Stop ends it (the last connector). An item belongs to the session it was queued in: the items still queued when the session ends are dropped - also when the next session has already begun (a connect issued right after a disconnect) and the thread of the stopped session goes on to serve it. A message or an action queued while no session runs waits for the next session (unless a thread of the stopped queue is still alive and drops it); a continuation (EnqueueContinuation) queued after a session ended is dropped, it never runs in a later session. More...

class	BasketConnector

class	BasketConnectorSettings

class	ConnectionRefusalExtensions

class	ConnectionStateEventArgs

class	ConnectorLatencyManager

class	CryptoAsyncConnector

class	CryptoBaseConnector

class	DailyNote

class	EcnHelper

class	Exchange

class	Extensions

class	GroupExchange

class	HistoryMyTrade
	Represents a historical trade record. More...

class	HistoryMyTradePlaybook

interface	IConnectionWarningSource
	A connector that reports problems of a live connection which do not end it, for example Rithmic "PnL Connection - Heartbeat has been quiet for 55 seconds": the connection stays open, but positions, balances and order statuses shown by the platform may be out of date. IDataFeedConnector.Error is not used for that: it reports the failure of the connection itself. More...

interface	IConnectorExchangeInfoProvider
	Defines methods to retrieve exchange information based on security or exchange codes. More...

interface	IConnectorLatencyManager

interface	ICryptoKeySecretConnector

interface	IDataFeedConnector

interface	IEntity
	Represents an entity in the application. More...

interface	IEntityFactory

interface	IKnowSession

interface	ILiquidationFeed
	Provides liquidation orders stream for securities. More...

interface	IMarketByOrdersManager
	Interface for manager that provides access to market by order data. More...

interface	IMarketDataPublisher

interface	IMarketDepth
	Represents a market depth entry. More...

interface	IMarketDepthHistoryProvider
	Optional connector capability: historical order book (market depth) data, e.g. the dxFeed ORCS service. Consumers (the heatmap) probe for this interface on the instrument's connectors and backfill the book history when supported. More...

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

interface	IMboCapabilitiesProvider
	Implemented by connectors that publish market by order data to declare what the stream contains. More...

interface	IMessageQueue

interface	IMyTradeIdMigration
	A connector whose fill ids (MyTrade.Id) changed their scheme: the fills a platform stored under the older scheme (the trading statistics) are re-keyed to the current one before the connector's fills are compared with them, so a fill is neither stored twice nor taken for another fill (PLAT-5091: Binance numbers the trades of each symbol on its own, its fill ids became the symbol and the number). More...

class	InstrumentExchange

interface	IOptionsDataFeed

interface	IOrderOptionCloseOnTrigger
	Represents an order option for closing a position when triggered. More...

interface	IOrderOptionPostOnly
	Represents an order option for placing a post-only order. More...

interface	IOrderOptionReduceOnly
	Represents an order option for reducing the position size. More...

interface	IPasswordChanger

interface	IPortfolioExtendedInfo
	Base interface for extended portfolio information. Each connector can have its own implementation with unique parameters. More...

interface	IPriceFormatter
	Exposes the subset of trading-entity properties required to format prices and derive instrument classification (US bonds, MOEX futures). Implemented by Security directly and by `OFT.Platform.Models.Instrument` via explicit interface implementation. More...

interface	IReferralAccountConnector

interface	ISecurityPositionManager

interface	ISecurityTradingOptions
	Represents an interface for providing trading options related to a security or trading connector. More...

interface	ISupportChangePosition

interface	ISupportMarketDataOnly

interface	ISupportMarketDataRejects
	A connector whose server can refuse the market data of one security while the connection stays up: the ATAS servers (SBE) refuse a subscription to a security of an exchange the user's group has no rights to (`Emulation/Server/Server_SBE.cs`, `ProcessMarketDataRequest`: "Access denied."). Nothing comes for that security until the connector subscribes it again and the server grants it. More...

interface	ISupportResetPortfolio

interface	ISupportTPlusLimits

class	MarketByOrder
	Market by Order (MBO) describes an order-based data feed that provides the ability to view individual queue position, full depth of book and the size of individual orders at each price level. More...

class	MarketByOrdersManager
	Manager that provides access to market by order data. More...

class	MarketDepth
	Represents a market depth entry. More...

class	MarketDepthComparer

class	MboActivityAccumulationCalculator

class	MboActivityAccumulationSession
	Resumable, caching wrapper around MboActivityAccumulationCalculator for a regular sample grid over a time-sorted, append-only event stream. More...

struct	MboActivityAccumulationState
	Mutable accumulation state shared by MboActivityAccumulationCalculator and MboActivityAccumulationSession. Captures everything the per-mode kernels carry between samples, so a computation can be suspended at any sample boundary and resumed later with bit-identical results.

class	MboAggregationHelpers

class	MboAnalyticsDataStatus
	Runtime state of Market-By-Order data reaching MBO analytics. More...

class	MboAnnotatedTrade
	Trade fill enriched with MBO-derived classification and matching-event metadata. More...

class	MboHiddenDetectEvidence

class	MboIcebergOrderEvent

class	MboIcebergRecord
	Current iceberg state for one exchange order. More...

class	MboIcebergTrade

class	MboIcebergViewFilter

struct	MboIcebergViewFilterOptions

class	MboOrderEvent
	Normalized Market-By-Order update consumed and stored by MBO analytics. More...

class	MboPriorityRefreshEvidence

class	MboStopCascade

class	MboStopCascadeBuilder

class	MboStopLeg

struct	MboStopRun

class	MboStopRunClusterer

struct	MboStopRunClusterOptions

class	MboStopRunClusterState

class	MboSweepRecord

class	MboSweepRecordBuilder

struct	MboSweepRun

class	MboSweepRunClusterer

struct	MboSweepRunClusterOptions

class	MboSweepRunClusterState

struct	Money
	Represents decimal amount in some currency. More...

class	MultiConnectorMessageQueue

class	MyTrade
	Represents a trade entity in the system. More...

class	News

class	OptionRequestGuard
	Connector-level limit on option requests that come past the budgeted options API. More...

struct	OptionSeries

class	Order
	Represents an order for trading on a financial exchange. More...

class	OvernightSwapValue

class	Playbook

class	PnLTradesQueue

class	Portfolio
	Represents a portfolio entity with various properties related to account balance, Profit and Loss (PnL), permissions, trading options, and more. More...

class	PortfolioChange

class	PortfolioExtendedInfoBase
	Base implementation of IPortfolioExtendedInfo with common functionality. More...

class	PortfolioGroup
	Represents a portfolio group used in the application. More...

class	PortfolioState

class	PortfolioViewer
	Represents a portfolio viewer used in the application. More...

class	Position
	Represents a trading position. More...

class	PositionState

class	PositionSyncPoint
	A moment when a trade report and a position update of a portfolio security agreed with each other: the stored trades up to Time sum up to Position. The points form an append-only track; a rebuild of the trade statistics matches the history between two consecutive points on its own, so a fill lost in one period cannot shift the pairs of the periods before it. More...

class	PositionTradesQueue

struct	PriceUnit

class	RequestLimiter
	Token bucket bounding the rate of requests sent to a broker: Capacity is the largest burst allowed at once, RefillPerSecond the sustained ceiling. The bucket starts full, refills continuously (fractional tokens) and never accumulates more than Capacity. Refill is computed from a TimeProvider on demand, so the limiter owns no timer and no background thread and is fully testable with a fake time provider. More...

class	Security
	Represents a security entity used in the application. More...

class	SecurityFilter

class	SecurityMargin

class	SecurityPositionManager

class	SecurityRoute

class	SecurityRouteCache

class	SecuritySummary

class	SecurityTradingOptions
	Each connector may have different order placement settings like TimeInForce or ReduceOnly etc. This class shows connector configuration. More...

class	ServerPnL

class	SimpleMessageQueue

class	SimpleMyTrade

class	SubscriptionCounter

class	SubscriptionManager

class	SubscriptionStatistics
	Market data subscription load of a single connector: how many instruments are subscribed at the moment (state, by SecType) and how many subscribe/unsubscribe requests actually reached the broker (flow, since the last Reset). Flow divided by state is the flood signature: a normal number of subscribed instruments with a huge number of requests for them means somebody re-subscribes in a loop (PLAT-5011). More...

class	SubscriptionStatisticsSnapshot
	Immutable set of SubscriptionStatistics values taken at a single moment. Current values describe the state right now, maximum values and request counters describe the period since the last SubscriptionStatistics.Reset. The state is kept per SecType: CurrentOf and MaxOf. More...

class	Trade
	Represents an tick on a financial exchange. More...

class	TradesTimeChecker

class	TradingOptions

class	TradingOptionsSecurity

class	UniversalMarketData

class	User

class	UserChange

class	UserChangeHistory

class	UserGroup

class	UserRole

class	UserRoleRight

struct	VolumeUnit

class	WorkingTime

Enumerations
enum	AccountKind { Unknown , Live , Demo , Prop , Simulator }
	Whose money a trading account holds, as agreed for telemetry in PLAT-4891. Not the server the connector talks to: a broker's paper account and an exchange testnet are both Demo, a prop firm's challenge and funded accounts are both Prop. More...

enum	RebateResult { Valid = 0 , WrongRefCode = 1 }

enum	CommissionSource { None , Connector , UserSettings }
	Where the commission of a MyTrade came from (PLAT-4891). Telemetry has to tell a figure measured by the broker from one estimated by the user. More...

enum	ConnectionRefusalReason { CredentialsRejected , SessionTakenOver }
	Why the counterparty refused the connection in a way that a retry cannot fix. An error carrying one of these (see Exceptions.ConnectionRefusedException) stops the automatic reconnection of BaseConnector<TMessage,TPortfolioKey,TSecurityKey>: the user has to act first. More...

enum	Currencies { USD = 0 , EUR = 1 , GBP = 2 , JPY = 3 , RUB = 4 , AUD = 5 , CHF = 6 , BTC = 7 , ETH = 8 , EOS = 9 , XRP = 10 , LTC = 11 , BCH = 12 , XTZ = 13 , UNI = 14 , DOT = 15 , ADA = 16 , LINK = 17 , USDT = 18 , BIT = 19 , LUNA = 20 , MANA = 21 , SOL = 22 , BUSD = 23 , USDC = 24 , XCH = 25 , BNB = 26 , DOGE = 27 , UST = 28 , AVAX = 29 , SHIB = 30 , DAI = 31 , MATIC = 32 , TRX = 33 , BGB = 34 , INCH = 35 , CNY = 36 , BNFCR = 37 , LOT = 10000 }
	Represents a list of currency values used in the application. More...

enum	EcnId { NONE , NASDAQ , NYSE , SIAC , ISI , ISLAND , ARCA , ADFN , BATS , INCA , NYOB , MKXT , CME , ESSEX , CHIC , BRASS , BOS , SUMO , INET , BLZ , EDGX , CBOT , IPE , NYBOT , USFE , EUREX , EDGA , TSE , AMEX , CBOE , PCX , BOX , ISE , PHX , CMECBT , VSE , PENSON , OTC , NSE , MI , CHX , EDGE , BATX , BATY , EDGD , PHL , ARCX , NTRF , IEX , MEMX , PEARL , SMALL , LTSE , LSE , X24 , UNKNOWN = 255 }

enum	EntityAction { Logon = 0 , Logout = 1 , UserAdd = 2 , UserChange = 3 , UserRemove = 4 , UserLock = 29 , UserKick = 30 , UserChangeExpiration = 47 , UserGroupAdd = 5 , UserGroupChange = 6 , UserGroupRemove = 7 , UserRoleAdd = 8 , UserRoleChange = 9 , UserRoleRemove = 10 , ExchangeAdd = 11 , ExchangeChange = 12 , ExchangeRemove = 13 , CommissionGroupAdd = 17 , CommissionGroupChange = 18 , CommissionGroupRemove = 19 , SecurityMarginAdd = 20 , SecurityMarginChange = 21 , SecurityMarginRemove = 22 , PortfolioAdd = 23 , PortfolioChange = 32 , PortfolioValue = 24 , PortfolioLock = 25 , OrderRegister = 26 , OrderMove = 27 , OrderCancel = 28 , NewsSend = 31 , ServerSettings = 33 , RequestStatistics = 34 , OrderCancelled = 35 , OrderMatched = 36 , ServerPnL = 37 , PortfolioSuspend = 38 , PortfolioViewerAdd = 39 , ConnectorAdd = 40 , ConnectorChange = 41 , ConnectorRemove = 42 , ConnectorEnable = 43 , PortfolioViewerRemove = 44 , TradeAllowed = 45 , PortfolioReset = 46 , GetUserChangeHistory = 48 , GetPortfolioChangeHistory = 49 , UserGroupSuspendPortfolios = 50 , UserGroupReset = 51 }

enum	MissingDataCases { None , Opening , Closing }
	Describes what part of the HistoryMyTrade was incomplete. More...

enum	EntityType { Security , SecurityMargin , Portfolio , Position , MarketDepth , Trade , Order , MyTrade , News , UserRole , UserGroup , User , UserChange , CommissionGroup , WorkingTime , Exchange , PortfolioChange , TradingOptions , PortfolioState , PositionState , Connector , MarketByOrder }
	Represents the types of entities used in the application. More...

enum	OptionSeriesType { Regular , Weekly , EndOfMonth }

enum	MarketByOrderUpdateTypes { Snapshot , New , Change , Delete }
	Type of market by order update. More...

enum	MarketByOrderFlags { None = 0 , SnapshotBegin = 1 , SnapshotEnd = 2 , TransactionEnd = 4 , Checkpoint = 8 }
	Batch boundary markers carried by market by order rows from feeds that deliver atomic batches. More...

enum	MarketByOrderReason { Unknown , Cancel , Execute , Modify , Replace , Reset }
	Why a market by order row changed. Feeds that state the reason natively set it in the connector; feeds that only attribute fills to order ids get it resolved downstream from the trade stream. More...

enum	MarketDataDelayPeriods { Realtime , Delayed15M }

enum	MarketDataType { Bid = 0 , Ask = 1 , Trade = 2 }
	Specifies the type of market data. More...

enum	MboActivityAccumulationMode { ExponentialHalfLife , TotalSum , ResetEveryInterval , SlidingWindow , SameSideSum }

enum	MboIcebergStatus { Active , Closed , Expired }

enum	MboOrderSide { Unknown , Bid , Ask }
	Side of a Market-By-Order entry. More...

enum	MboOrderUpdateType { Snapshot , New , Change , Delete }
	Normalized Market-By-Order update type. More...

enum	MboReasonSource { None , Native , DerivedFromFills }
	Where the MboOrderEvent.Reason of a normalized order event came from. More...

enum	MboTradeKind { Unknown , Market , ModifiedLimit , Stop }
	MBO-derived trade classification. More...

enum	MboCapabilities { None = 0 , IndividualOrders = 1 , StableOrderIdentity = 2 , ProviderOrderId = 4 , NativeChangeReason = 8 , FillAttribution = 16 , SnapshotMarkers = 32 , TransactionMarkers = 64 }
	What a market by order source can actually deliver for a security. Checked against data, not tariff names. More...

enum	MessageType { Warning , Error , Information }

enum	NewsType { Text , Admin , Risk }

enum	OptionTypes { Put , Call }

enum	OrderDirections { Buy = 0 , Sell = 1 }
	Specifies the direction of an order. More...

enum	OrderStates { None = 0 , Active = 1 , Done = 2 , Failed = 3 }
	Represents the possible states of an order. More...

enum	OrderStatus { None = 0 , Placed = 1 , Filled = 2 , PartlyFilled = 3 , Canceled = 4 }
	Represents the possible status of an order. More...

enum	OrderTypes { Limit = 0 , Market = 1 , Stop = 2 , StopLimit = 3 , Unknown }
	Specifies the type of an order. More...

enum	PortfolioChangeType { IncreaseBalance , ReduceBalance , ChangeLeverage , OvernightSwap }

enum	TPlusLimits { T0 = 0 , T1 = 1 , T2 = 2 , Tx = 365 }
	Represents different T+ (settlement) periods for trading. T+ refers to the number of days it takes for a trade to settle and for the funds and securities to be exchanged between the parties involved in the transaction. More...

enum	PositionAveragePriceValueTypes { None , ReceivedFromServer , CalculatedByAllTrades , CalculatedByPartTrades , NotCalculated }
	Represents different types of values for the average price of a position. The average price is the average cost of all the trades that make up a position. More...

enum	PnlPercentType { Portfolio , Margin }
	Represents the type of percentage calculation for profit and loss (PNL). More...

enum	PriceUnitTypes { Price , Tick , Percent , Money }

enum	SecType { Future = 0 , Forex = 1 , Stock = 2 , Bitcoin = 3 , CryptoFutures = 4 , Indexes = 5 , Option = 6 , Cfd = 7 }
	Represents the type of security or financial instrument. More...

enum	SubscriptionType { None = 0x0000 , Prints = 0x0001 , Best = 0x0002 , Quotes = 0x0004 , MarketByOrder = 0x0008 , Summary = 0x0010 }

enum	TimeInForce { None = 0 , GoodTillCancel = 1 << 0 , FillOrKill = 1 << 1 , ImmediateOrCancel = 1 << 2 , Day = 1 << 3 , Default = GoodTillCancel \| FillOrKill \| Day }
	Specifies the time in force options for an order. More...

enum	TradeDirection { Buy = 1 , Sell = 2 , Between = 0 }
	Represents the trade direction. More...

enum	TriggerPriceType { None = 0 , Last = 1 << 0 , Index = 1 << 1 , Mark = 1 << 2 }
	Defines price source for conditional order trigger. More...

enum	UserChangeTypes { ExtendExpirationPeriod , ReduceExpirationPeriod }

enum	VolumeUnitTypes { Absolute , Percent }

Functions
delegate void	ConnectorEventHandler (IDataFeedConnector connector)

delegate void	ConnectorEventHandler< in T > (IDataFeedConnector connector, T arg)

delegate void	ConnectorEventHandler< in T1, in T2 > (IDataFeedConnector connector, T1 arg1, T2 arg2)

delegate void	ConnectorEventHandler< in T1, in T2, in T3 > (IDataFeedConnector connector, T1 arg1, T2 arg2, T3 arg3)

readonly record struct	MarketDepthHistoryLevel (long TimeNanos, decimal Price, decimal Volume, bool IsAsk)
	One historical order-book level update: at TimeNanos (UTC, Unix-epoch nanoseconds) the resting volume at Price on the given side became Volume (0 removes the level). Replaying the chronologically ordered updates rebuilds the historical book.

readonly record struct	MarketDepthHistoryQuote (long TimeNanos, decimal BidPrice, decimal BidVolume, decimal AskPrice, decimal AskVolume)
	The historical top of book at TimeNanos (UTC, Unix-epoch nanoseconds).

record struct	CurrencyInfo (string Code, bool IsBase, int Precision)
	Represents currency information for a decimal value.

Variables
record	OrderExtendedOptionsFlags
	Represents extended order options stored as a set of flag values for quick serialization and comparison.

record	IOrderOptionPostOnly

record	IOrderOptionReduceOnly

Enumeration Type Documentation

◆ AccountKind

enum ATAS.DataFeedsCore.AccountKind

Whose money a trading account holds, as agreed for telemetry in PLAT-4891. Not the server the connector talks to: a broker's paper account and an exchange testnet are both Demo, a prop firm's challenge and funded accounts are both Prop.

Enumerator
Unknown	The connector cannot tell (e.g. a NinjaTrader account that is not a simulator).
Live	Real money at a broker or an exchange.
Demo	A broker's paper account or an exchange testnet / demo trading.
Prop	Any account of a prop firm: evaluation (challenge) and funded alike.
Simulator	The platform's own simulators: ATAS Sim, Crypto Sim, delayed-data simulators, NinjaTrader Sim / Playback.

◆ CommissionSource

enum ATAS.DataFeedsCore.CommissionSource

Where the commission of a MyTrade came from (PLAT-4891). Telemetry has to tell a figure measured by the broker from one estimated by the user.

Enumerator
None	No commission is known: the connector reported none and the user set no rate.
Connector	Reported by the connector per fill, or computed by it from the broker's rate (Rithmic RMS).
UserSettings	Substituted from the rate the user entered in the commission settings.

◆ ConnectionRefusalReason

enum ATAS.DataFeedsCore.ConnectionRefusalReason

Why the counterparty refused the connection in a way that a retry cannot fix. An error carrying one of these (see Exceptions.ConnectionRefusedException) stops the automatic reconnection of BaseConnector<TMessage,TPortfolioKey,TSecurityKey>: the user has to act first.

Enumerator
CredentialsRejected	The credentials were rejected: wrong login or password, disabled account, revoked or expired API key. The user has to fix the connection settings and connect again.
SessionTakenOver	The counterparty closed this session because another login with the same credentials took it over, or refused the login because such a session is already open. Reconnecting would only fight that session.

◆ Currencies

enum ATAS.DataFeedsCore.Currencies

Represents a list of currency values used in the application.

Enumerator
USD	United States Dollar.
EUR	Euro.
GBP	British Pound Sterling.
JPY	Japanese Yen.
RUB	Russian Ruble.
AUD	Australian Dollar.
CHF	Swiss Franc.
BTC	Bitcoin.
ETH	Ethereum.
EOS	EOS.
XRP	Ripple (XRP).
LTC	Litecoin.
BCH	Bitcoin Cash (BCH).
XTZ	Tezos (XTZ).
UNI	Uniswap (UNI).
DOT	Polkadot (DOT).
ADA	Cardano (ADA).
LINK	Chainlink (LINK).
USDT	Tether (USDT).
BIT	BitToken (BIT).
LUNA	Terra (LUNA).
MANA	Decentraland (MANA).
SOL	Solana (SOL).
BUSD	Binance USD (BUSD).
USDC	USD Coin (USDC).
XCH	Chia (XCH).
BNB	Binance Coin (BNB).
DOGE	Dogecoin (DOGE).
UST	TerraUSD (UST).
AVAX	Avalanche (AVAX).
SHIB	Shiba Inu (SHIB).
DAI	Dai.
MATIC	Polygon (MATIC).
TRX	TRON (TRX).
BGB	BAGBUX Token (BGB).
INCH	1inch (INCH).
CNY	Chinese Yuan (CNY).
BNFCR	Binance Credits (BNFCR).
LOT	LottoCoin.

◆ EcnId

enum ATAS.DataFeedsCore.EcnId

Enumerator
NONE
NASDAQ
NYSE
SIAC
ISI
ISLAND
ARCA
ADFN
BATS
INCA
NYOB
MKXT
CME
ESSEX
CHIC
BRASS
BOS
SUMO
INET
BLZ
EDGX
CBOT
IPE
NYBOT
USFE
EUREX
EDGA
TSE
AMEX
CBOE
PCX
BOX
ISE
PHX
CMECBT
VSE
PENSON
OTC
NSE
MI
CHX
EDGE
BATX
BATY
EDGD
PHL
ARCX
NTRF
IEX
MEMX
PEARL
SMALL
LTSE
LSE
X24
UNKNOWN

◆ EntityAction

enum ATAS.DataFeedsCore.EntityAction

Enumerator
Logon
Logout
UserAdd
UserChange
UserRemove
UserLock
UserKick
UserChangeExpiration
UserGroupAdd
UserGroupChange
UserGroupRemove
UserRoleAdd
UserRoleChange
UserRoleRemove
ExchangeAdd
ExchangeChange
ExchangeRemove
CommissionGroupAdd
CommissionGroupChange
CommissionGroupRemove
SecurityMarginAdd
SecurityMarginChange
SecurityMarginRemove
PortfolioAdd
PortfolioChange
PortfolioValue
PortfolioLock
OrderRegister
OrderMove
OrderCancel
NewsSend
ServerSettings
RequestStatistics
OrderCancelled
OrderMatched
ServerPnL
PortfolioSuspend
PortfolioViewerAdd
ConnectorAdd
ConnectorChange
ConnectorRemove
ConnectorEnable
PortfolioViewerRemove
TradeAllowed
PortfolioReset
GetUserChangeHistory
GetPortfolioChangeHistory
UserGroupSuspendPortfolios
UserGroupReset

◆ EntityType

enum ATAS.DataFeedsCore.EntityType

Represents the types of entities used in the application.

Enumerator
Security	Represents a security entity.
SecurityMargin	Represents a security margin entity.
Portfolio	Represents a portfolio entity.
Position	Represents a position entity.
MarketDepth	Represents a market depth entity.
Trade	Represents a trade entity.
Order	Represents an order entity.
MyTrade	Represents a user's trade entity.
News	Represents a news entity.
UserRole	Represents a user role entity.
UserGroup	Represents a user group entity.
User	Represents a user entity.
UserChange	Represents a user change entity.
CommissionGroup	Represents a commission group entity.
WorkingTime	Represents a working time entity.
Exchange	Represents an exchange entity.
PortfolioChange	Represents a portfolio change entity.
TradingOptions	Represents trading options entity.
PortfolioState	Represents the state of a portfolio entity.
PositionState	Represents the state of a position entity.
Connector	Represents a connector entity.
MarketByOrder	Represents a Market by Order (MBO) item.

◆ MarketByOrderFlags

enum ATAS.DataFeedsCore.MarketByOrderFlags

Batch boundary markers carried by market by order rows from feeds that deliver atomic batches.

Enumerator
None
SnapshotBegin	First row of a full book snapshot.
SnapshotEnd	Last row of a full book snapshot; the book is consistent after this row.
TransactionEnd	Last row of an exchange transaction; the book is consistent after this row.
Checkpoint	Rows that are a book image, not market events.

◆ MarketByOrderReason

enum ATAS.DataFeedsCore.MarketByOrderReason

Why a market by order row changed. Feeds that state the reason natively set it in the connector; feeds that only attribute fills to order ids get it resolved downstream from the trade stream.

Enumerator
Unknown	The source did not state a reason and none could be derived.
Cancel	The order (or part of it) was withdrawn by its owner.
Execute	The order (or part of it) was filled.
Modify	The order was modified without a price change (size increase, priority change).
Replace	The order moved to another price keeping its identity.
Reset	The row was removed because the book was reset (reconnect, clear, snapshot restart); not a market action.

◆ MarketByOrderUpdateTypes

enum ATAS.DataFeedsCore.MarketByOrderUpdateTypes

Type of market by order update.

Enumerator
Snapshot	Indicates that the MBO data is from a cache and not from the real-time data stream.
New	Indicates that the MBO data represents a new order added to the order book of this instrument.
Change	Indicates that the MBO data represents a change to an existing order.
Delete	Indicates that the MBO data represents a deletion of an existing order.

◆ MarketDataDelayPeriods

enum ATAS.DataFeedsCore.MarketDataDelayPeriods

Enumerator
Realtime
Delayed15M

◆ MarketDataType

enum ATAS.DataFeedsCore.MarketDataType

Specifies the type of market data.

Enumerator
Bid	Represents bid (buy) market data.
Ask	Represents ask (sell) market data.
Trade	Represents trade market data.

◆ MboActivityAccumulationMode

enum ATAS.DataFeedsCore.MboActivityAccumulationMode

Enumerator
ExponentialHalfLife
TotalSum
ResetEveryInterval
SlidingWindow
SameSideSum

◆ MboCapabilities

enum ATAS.DataFeedsCore.MboCapabilities

What a market by order source can actually deliver for a security. Checked against data, not tariff names.

Enumerator
None
IndividualOrders	Individual resting orders with their remaining size.
StableOrderIdentity	The order id stays the same for the whole life of the order within one continuous session.
ProviderOrderId	The order id is the exchange's own identifier and can be shown to or filtered by the user.
NativeChangeReason	The feed states why a row changed (cancel, execute, replace) in MarketByOrder.Reason.
FillAttribution	Trades carry the passive order id, so change reasons can be derived from fills.
SnapshotMarkers	Rows carry MarketByOrderFlags.SnapshotBegin / MarketByOrderFlags.SnapshotEnd.
TransactionMarkers	Rows carry MarketByOrderFlags.TransactionEnd.

◆ MboIcebergStatus

enum ATAS.DataFeedsCore.MboIcebergStatus

Enumerator
Active
Closed
Expired	Terminal state for an iceberg whose Delete was never observed: the order vanished across a session restart, a feed gap or retention pruning.

◆ MboOrderSide

enum ATAS.DataFeedsCore.MboOrderSide

Side of a Market-By-Order entry.

Enumerator
Unknown
Bid
Ask

◆ MboOrderUpdateType

enum ATAS.DataFeedsCore.MboOrderUpdateType

Normalized Market-By-Order update type.

Enumerator
Snapshot
New
Change
Delete

◆ MboReasonSource

enum ATAS.DataFeedsCore.MboReasonSource

Where the MboOrderEvent.Reason of a normalized order event came from.

Enumerator
None	No reason is available for this event.
Native	The feed stated the reason.
DerivedFromFills	The reason was derived by joining the event with fills that carry the passive order id.

◆ MboTradeKind

enum ATAS.DataFeedsCore.MboTradeKind

MBO-derived trade classification.

Enumerator
Unknown
Market
ModifiedLimit
Stop

◆ MessageType

enum ATAS.DataFeedsCore.MessageType

Enumerator
Warning
Error
Information

◆ MissingDataCases

enum ATAS.DataFeedsCore.MissingDataCases

Describes what part of the HistoryMyTrade was incomplete.

Enumerator
None	The trade has complete data.
Opening	Missing the opening part of the trade.
Closing	Missing the closing part of the trade.

◆ NewsType

enum ATAS.DataFeedsCore.NewsType

Enumerator
Text
Admin
Risk

◆ OptionSeriesType

enum ATAS.DataFeedsCore.OptionSeriesType

Enumerator
Regular	Regular (quarterly) options.
Weekly	Weekly options.
EndOfMonth	End of month options.

◆ OptionTypes

enum ATAS.DataFeedsCore.OptionTypes

Enumerator
Put
Call

◆ OrderDirections

enum ATAS.DataFeedsCore.OrderDirections

Specifies the direction of an order.

Enumerator
Buy	Indicates a "Buy" order direction.
Sell	Indicates a "Sell" order direction.

◆ OrderStates

enum ATAS.DataFeedsCore.OrderStates

Represents the possible states of an order.

Enumerator
None	The order is in none state.
Active	The order is in active state, i.e., it is currently being processed or waiting to be executed.
Done	The order is in done state, i.e., it has been fully executed or processed successfully.
Failed	The order is in failed state, i.e., it could not be processed or executed successfully.

◆ OrderStatus

enum ATAS.DataFeedsCore.OrderStatus

Represents the possible status of an order.

Enumerator
None	The order has no specific status.
Placed	The order has been placed successfully.
Filled	The order has been fully filled (executed).
PartlyFilled	The order has been partly filled (partially executed).
Canceled	The order has been canceled.

◆ OrderTypes

enum ATAS.DataFeedsCore.OrderTypes

Specifies the type of an order.

Enumerator
Limit	Indicates a "Limit" order type.
Market	Indicates a "Market" order type.
Stop	Indicates a "StopMarket" order type.
StopLimit	Indicates a "StopLimit" order type.
Unknown	Indicates an unknown or unsupported order type.

◆ PnlPercentType

enum ATAS.DataFeedsCore.PnlPercentType

Represents the type of percentage calculation for profit and loss (PNL).

Enumerator
Portfolio	Percentage calculation based on the portfolio.
Margin	Percentage calculation based on the margin.

◆ PortfolioChangeType

enum ATAS.DataFeedsCore.PortfolioChangeType

Enumerator
IncreaseBalance
ReduceBalance
ChangeLeverage
OvernightSwap

◆ PositionAveragePriceValueTypes

enum ATAS.DataFeedsCore.PositionAveragePriceValueTypes

Represents different types of values for the average price of a position. The average price is the average cost of all the trades that make up a position.

Enumerator
None	No specific average price value is set.
ReceivedFromServer	The average price is received from the server.
CalculatedByAllTrades	The average price is calculated using all trades that contribute to the position.
CalculatedByPartTrades	The average price is calculated using only a part of the trades that contribute to the position.
NotCalculated	The average price is not calculated or set for the position.

◆ PriceUnitTypes

enum ATAS.DataFeedsCore.PriceUnitTypes

Enumerator
Price
Tick
Percent
Money

◆ RebateResult

enum ATAS.DataFeedsCore.RebateResult

Enumerator
Valid
WrongRefCode	The exchange account is registered under a referral code that does not belong to ATAS.

◆ SecType

enum ATAS.DataFeedsCore.SecType

Represents the type of security or financial instrument.

Enumerator
Future	Represents a future contract.
Forex	Represents a forex (foreign exchange) pair.
Stock	Represents a stock.
Bitcoin	Represents any crypto security, not limited to Bitcoin only.
CryptoFutures	Represents a crypto futures contract.
Indexes	Represents indexes or index-based securities.
Option	Represents an option contract.
Cfd	Represents a Contract for Difference (CFD) instrument.

◆ SubscriptionType

enum ATAS.DataFeedsCore.SubscriptionType

Enumerator
None	None.
Prints	Single ticks.
Best	Best bid/ask prices.
Quotes	Depth of Market (DOM)
MarketByOrder	Market by Order (MBO)
Summary	Summary (OHLCV and etc.)

◆ TimeInForce

enum ATAS.DataFeedsCore.TimeInForce

Specifies the time in force options for an order.

Enumerator
None	No specific time in force specified.
GoodTillCancel	Order will be active until filled completely or cancelled by the user.
FillOrKill	Order will either fill completely or will be cancelled if not fully filled.
ImmediateOrCancel	Order may be filled completely or partially; if partially filled, the unfilled part will be cancelled.
Day	Order is valid only for the current trading session and will be cancelled at the end of the trading day.
Default	The default time in force options supported by connectors.

◆ TPlusLimits

enum ATAS.DataFeedsCore.TPlusLimits

Represents different T+ (settlement) periods for trading. T+ refers to the number of days it takes for a trade to settle and for the funds and securities to be exchanged between the parties involved in the transaction.

Enumerator
T0	Same-day settlement (T0). The trade is settled on the same day it occurs.
T1	One-day settlement (T1). The trade is settled one business day after the trade date.
T2	Two-day settlement (T2). The trade is settled two business days after the trade date.
Tx	Custom settlement period (Tx). The trade is settled after a custom number of days (365 days in this case).

◆ TradeDirection

enum ATAS.DataFeedsCore.TradeDirection

Represents the trade direction.

Enumerator
Buy	Indicates a buy trade direction.
Sell	Indicates a sell trade direction.
Between	Indicates a trade direction that is neither buy nor sell.

◆ TriggerPriceType

enum ATAS.DataFeedsCore.TriggerPriceType

Defines price source for conditional order trigger.

Enumerator
None
Last	Order will trigger based on last tick on the exchange.
Index	Index price is calculated based on several exchanges price with their weight Implementation may vary on exchange.
Mark	Estimated fair value of a contract Implementation may vary on exchange.

◆ UserChangeTypes

enum ATAS.DataFeedsCore.UserChangeTypes

Enumerator
ExtendExpirationPeriod
ReduceExpirationPeriod

◆ VolumeUnitTypes

enum ATAS.DataFeedsCore.VolumeUnitTypes

Enumerator
Absolute
Percent

Function Documentation

◆ ConnectorEventHandler()

delegate void ATAS.DataFeedsCore.ConnectorEventHandler ( IDataFeedConnector connector )

◆ ConnectorEventHandler< in T >()

delegate void ATAS.DataFeedsCore.ConnectorEventHandler< in T >	(	IDataFeedConnector	connector,
		T	arg
	)

◆ ConnectorEventHandler< in T1, in T2 >()

delegate void ATAS.DataFeedsCore.ConnectorEventHandler< in T1, in T2 >	(	IDataFeedConnector	connector,
		T1	arg1,
		T2	arg2
	)

◆ ConnectorEventHandler< in T1, in T2, in T3 >()

delegate void ATAS.DataFeedsCore.ConnectorEventHandler< in T1, in T2, in T3 >	(	IDataFeedConnector	connector,
		T1	arg1,
		T2	arg2,
		T3	arg3
	)

◆ CurrencyInfo()

record struct ATAS.DataFeedsCore.CurrencyInfo	(	string	Code,
		bool	IsBase,
		int	Precision
	)

Represents currency information for a decimal value.

Parameters

Code	Currency code
IsBase	True- Currency is base for security
Precision	Number of numbers after the decimal point

Get display format for decimal value

Get edit format for decimal value

◆ MarketDepthHistoryLevel()

readonly record struct ATAS.DataFeedsCore.MarketDepthHistoryLevel	(	long	TimeNanos,
		decimal	Price,
		decimal	Volume,
		bool	IsAsk
	)

One historical order-book level update: at TimeNanos (UTC, Unix-epoch nanoseconds) the resting volume at Price on the given side became Volume (0 removes the level). Replaying the chronologically ordered updates rebuilds the historical book.

◆ MarketDepthHistoryQuote()

readonly record struct ATAS.DataFeedsCore.MarketDepthHistoryQuote	(	long	TimeNanos,
		decimal	BidPrice,
		decimal	BidVolume,
		decimal	AskPrice,
		decimal	AskVolume
	)

The historical top of book at TimeNanos (UTC, Unix-epoch nanoseconds).

Aggregated depth history describes level changes but not every level removal, so a book replayed from it drifts and eventually crosses. The service's own best bid/ask is the authority that keeps the replayed book honest; a zero price means the side had no quote.

Variable Documentation

◆ IOrderOptionPostOnly

record ATAS.DataFeedsCore.IOrderOptionPostOnly

◆ IOrderOptionReduceOnly

record ATAS.DataFeedsCore.IOrderOptionReduceOnly

◆ OrderExtendedOptionsFlags

record ATAS.DataFeedsCore.OrderExtendedOptionsFlags

Represents extended order options stored as a set of flag values for quick serialization and comparison.

Namespaces

Classes

Enumerations

Functions

Variables