MatLabConnector
The interface IConnector implementation which provides ability to use from MatLab scripts.
Inherits: Disposable
Constructors
public MatLabConnector()
matLabConnector = MatLabConnector()
Initializes a new instance of the MatLabConnector.
Properties
public Connector RealConnector { get; }
value = matLabConnector.RealConnector
The connection for market-data and transactions.
Methods
public void AddAdapter(IMessageAdapter adapter, string initString)
matLabConnector.AddAdapter(adapter, initString)
Add adapter.
- adapter
- Adapter.
- initString
- Initialization string.
protected override void DisposeManaged()
matLabConnector.DisposeManaged()
Release resources.
public void LookupSecurity(string criteria)
matLabConnector.LookupSecurity(criteria)
To find instruments that match the filter .
- criteria
- The instrument whose fields will be used as a filter.
public void Subscribe(DataType type, Security security)
matLabConnector.Subscribe(type, security)
Subscribe to data.
- type
- DataType
- security
- Security
public void UnSubscribe(DataType type, Security security)
matLabConnector.UnSubscribe(type, security)
Unsubscribe from data.
- type
- DataType
- security
- Security
Events
public event EventHandler<SubscriptionEventArgs<ICandleMessage>> CandleReceived
matLabConnector.CandleReceived += handler
Candle received.
public event EventHandler<ErrorEventArgs> ConnectionError
matLabConnector.ConnectionError += handler
Connection error (for example, the connection was aborted by server).
public event EventHandler CurrentTimeChanged
matLabConnector.CurrentTimeChanged += handler
Server time changed CurrentTime. It passed the time difference since the last call of the event. The first time the event passes the value Zero.
public event EventHandler Disconnected
matLabConnector.Disconnected += handler
Disconnected.
public event EventHandler<ErrorEventArgs> Error
matLabConnector.Error += handler
Data process error.
public event EventHandler<SubscriptionEventArgs<IOrderBookMessage>> OrderBookReceived
matLabConnector.OrderBookReceived += handler
Order book received.
public event EventHandler<SubscriptionEventArgs<OrderFail>> OrderFailReceived
matLabConnector.OrderFailReceived += handler
Order registration error received.
public event EventHandler<SubscriptionEventArgs<IOrderLogMessage>> OrderLogReceived
matLabConnector.OrderLogReceived += handler
Order log received.
public event EventHandler<SubscriptionEventArgs<Order>> OrderReceived
matLabConnector.OrderReceived += handler
Order received.
public event EventHandler<SubscriptionEventArgs<MyTrade>> OwnTradeReceived
matLabConnector.OwnTradeReceived += handler
Own trade received.
public event EventHandler<SubscriptionEventArgs<Portfolio>> PortfolioReceived
matLabConnector.PortfolioReceived += handler
Portfolio received.
public event EventHandler<SubscriptionEventArgs<Position>> PositionReceived
matLabConnector.PositionReceived += handler
Position received.
public event EventHandler<SubscriptionEventArgs<Security>> SecurityReceived
matLabConnector.SecurityReceived += handler
Security received.
public event EventHandler<SubscriptionEventArgs<SubscriptionStates>> SubscriptionChanged
matLabConnector.SubscriptionChanged += handler
Subscription changed.
public event EventHandler<SubscriptionEventArgs<ITickTradeMessage>> TickReceived
matLabConnector.TickReceived += handler
Tick trade received.