MatLabConnector

StockSharp.MatLab

The interface IConnector implementation which provides ability to use from MatLab scripts.

Inherits: Disposable

Constructors

MatLabConnector
public MatLabConnector()
matLabConnector = MatLabConnector()

Initializes a new instance of the MatLabConnector.

Properties

RealConnector
public Connector RealConnector { get; }
value = matLabConnector.RealConnector

The connection for market-data and transactions.

Methods

AddAdapter
public void AddAdapter(IMessageAdapter adapter, string initString)
matLabConnector.AddAdapter(adapter, initString)

Add adapter.

adapter
Adapter.
initString
Initialization string.
DisposeManaged
protected override void DisposeManaged()
matLabConnector.DisposeManaged()

Release resources.

LookupSecurity
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.
Subscribe
public void Subscribe(DataType type, Security security)
matLabConnector.Subscribe(type, security)

Subscribe to data.

type
DataType
security
Security
UnSubscribe
public void UnSubscribe(DataType type, Security security)
matLabConnector.UnSubscribe(type, security)

Unsubscribe from data.

type
DataType
security
Security

Events

CandleReceived
public event EventHandler<SubscriptionEventArgs<ICandleMessage>> CandleReceived
matLabConnector.CandleReceived += handler

Candle received.

Connected
public event EventHandler Connected
matLabConnector.Connected += handler

Connected.

ConnectionError
public event EventHandler<ErrorEventArgs> ConnectionError
matLabConnector.ConnectionError += handler

Connection error (for example, the connection was aborted by server).

CurrentTimeChanged
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.

Disconnected
public event EventHandler Disconnected
matLabConnector.Disconnected += handler

Disconnected.

Error
public event EventHandler<ErrorEventArgs> Error
matLabConnector.Error += handler

Data process error.

OrderBookReceived
public event EventHandler<SubscriptionEventArgs<IOrderBookMessage>> OrderBookReceived
matLabConnector.OrderBookReceived += handler

Order book received.

OrderFailReceived
public event EventHandler<SubscriptionEventArgs<OrderFail>> OrderFailReceived
matLabConnector.OrderFailReceived += handler

Order registration error received.

OrderLogReceived
public event EventHandler<SubscriptionEventArgs<IOrderLogMessage>> OrderLogReceived
matLabConnector.OrderLogReceived += handler

Order log received.

OrderReceived
public event EventHandler<SubscriptionEventArgs<Order>> OrderReceived
matLabConnector.OrderReceived += handler

Order received.

OwnTradeReceived
public event EventHandler<SubscriptionEventArgs<MyTrade>> OwnTradeReceived
matLabConnector.OwnTradeReceived += handler

Own trade received.

PortfolioReceived
public event EventHandler<SubscriptionEventArgs<Portfolio>> PortfolioReceived
matLabConnector.PortfolioReceived += handler

Portfolio received.

PositionReceived
public event EventHandler<SubscriptionEventArgs<Position>> PositionReceived
matLabConnector.PositionReceived += handler

Position received.

SecurityReceived
public event EventHandler<SubscriptionEventArgs<Security>> SecurityReceived
matLabConnector.SecurityReceived += handler

Security received.

SubscriptionChanged
public event EventHandler<SubscriptionEventArgs<SubscriptionStates>> SubscriptionChanged
matLabConnector.SubscriptionChanged += handler

Subscription changed.

TickReceived
public event EventHandler<SubscriptionEventArgs<ITickTradeMessage>> TickReceived
matLabConnector.TickReceived += handler

Tick trade received.