Functions | |
| sealed record | MoneyCurrencyInfo (string Code, string Symbol, bool SymbolBeforeAmount, int Decimals) |
| A fiat currency volumes, positions and filter thresholds can be valued in. | |
| sealed record | NotionalSpec (decimal Multiplier, bool PriceDependent, string Currency, bool IsCurrencyAssumed=false) |
How the money (notional) value of a security's volume is computed: notional = volume × Multiplier × (PriceDependent ? price : 1) in Currency. | |
| sealed record ATAS.DataFeedsCore.Valuation.MoneyCurrencyInfo | ( | string | Code, |
| string | Symbol, | ||
| bool | SymbolBeforeAmount, | ||
| int | Decimals | ||
| ) |
A fiat currency volumes, positions and filter thresholds can be valued in.
| Code | ISO 4217 code. |
| Symbol | Symbol shown next to the amount. |
| SymbolBeforeAmount | True when the symbol precedes the amount ($100), false when it follows it (100 CHF). |
| Decimals | Number of fractional digits commonly shown for the currency. |
| sealed record ATAS.DataFeedsCore.Valuation.NotionalSpec | ( | decimal | Multiplier, |
| bool | PriceDependent, | ||
| string | Currency, | ||
| bool | IsCurrencyAssumed = false |
||
| ) |
How the money (notional) value of a security's volume is computed: notional = volume × Multiplier × (PriceDependent ? price : 1) in Currency.
| Multiplier | Linear contracts: quantity of the priced asset per unit of volume (1 for spot and coin-quantity futures, CtVal for OKX lots, the point value for CME-style futures). Inverse contracts: money value of one contract (1 USD on Bybit, 100 USD for OKX BTC-USD-SWAP). |
| PriceDependent | False for inverse contracts, whose contract value is fixed in money. |
| Currency | Currency or settlement asset of the notional (USDT, USD, EUR...). |
| IsCurrencyAssumed | True when the currency is a guess (no connector or exchange data), e.g. USD for an unknown futures exchange. |
Returns the notional of a volume traded at a price.