ATAS.DataFeedsCore.TradeStatistics.Matching Namespace Reference

Classes
class	HistoryMatchingProcessor
class	HistoryMyTradeExtensions
class	HistoryTradesMatcher
class	RealtimeMatchingProcessor
class	RealtimeTradesMatcher
class	TradesMatchingProcessor
class	TradesMatchingProduct
class	TradesPositionDisbalance
class	TradesPositionsBalancer
class	TradesProcessingExtensions
class	TradesProcessingLoggerSource
class	TradesProcessingUnit

Typedefs
using	OpenTradeByVolume = (MyTrade Trade, decimal OpenVolume)
using	OpenTradesData = (System.Collections.Generic.IReadOnlyCollection<(MyTrade Trade, decimal OpenVolume)> Trades, decimal LostOpenVolume)
using	PortfolioSecurity = (Portfolio Portfolio, Security Security)
using	PortfolioSecurityKey = (string AccountId, string SecurityId)

Functions
record struct	PnlData (decimal Pnl, decimal TicksPnl, decimal PricePnl)
delegate Task< IReadOnlyCollection< MyTrade > >	HistoryProvider (Portfolio portfolio, Security security, DateTime from, DateTime to)

Typedef Documentation

OpenTradeByVolume

using ATAS.DataFeedsCore.TradeStatistics.Matching.OpenTradeByVolume = typedef (MyTrade Trade, decimal OpenVolume)

OpenTradesData

using ATAS.DataFeedsCore.TradeStatistics.Matching.OpenTradesData = typedef (System.Collections.Generic.IReadOnlyCollection<(MyTrade Trade, decimal OpenVolume)> Trades, decimal LostOpenVolume)

PortfolioSecurity

using ATAS.DataFeedsCore.TradeStatistics.Matching.PortfolioSecurity = typedef (Portfolio Portfolio, Security Security)

PortfolioSecurityKey

using ATAS.DataFeedsCore.TradeStatistics.Matching.PortfolioSecurityKey = typedef (string AccountId, string SecurityId)

Function Documentation

HistoryProvider()

delegate Task< IReadOnlyCollection< MyTrade > > ATAS.DataFeedsCore.TradeStatistics.Matching.HistoryProvider	(	Portfolio	portfolio,
		Security	security,
		DateTime	from,
		DateTime	to
	)

PnlData()

record struct ATAS.DataFeedsCore.TradeStatistics.Matching.PnlData	(	decimal	Pnl,
		decimal	TicksPnl,
		decimal	PricePnl
	)