C# Class FastQuant.Provider

Inheritance: IProvider

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Protected Properties

Property	Type	Description
dataQueue	EventQueue
description	string
enabled	bool
executionQueue	EventQueue
framework	Framework
historicalQueue	EventQueue
id	byte
instrumentQueue	EventQueue
name	string
sync	object
url	string

Private Properties

Property	Type	Description
CloseHistricalQueue	void
CloseInstrumentQueue	void
OpenHistricalQueue	void
OpenInstrumentQueue	void
WriteDebugInfoInternal	void

Public Methods

Method	Description
Clear ( ) : void
Connect ( int timeout ) : bool
Connect ( ) : void
Disconnect ( ) : void
Dispose ( ) : void
Process ( Event e ) : void
Provider ( Framework framework ) : System
RequestHistoricalData ( HistoricalDataRequest request ) : void
RequestInstrumentDefinitions ( InstrumentDefinitionRequest request ) : void
Send ( ExecutionCommand command ) : void
Send ( HistoricalDataRequest request ) : void
Send ( InstrumentDefinitionRequest request ) : void
Subscribe ( Instrument instrument ) : void
Subscribe ( InstrumentList instruments ) : void
ToString ( ) : string
Unsubscribe ( Instrument instrument ) : void
Unsubscribe ( InstrumentList instruments ) : void

Protected Methods

Method	Description
Dispose ( bool disposing ) : void
EmitAccountData ( AccountData data ) : void
EmitAccountReport ( AccountReport report, bool queued = true ) : void
EmitData ( DataObject data, bool queued = true ) : void
EmitError ( Exception exception ) : void
EmitError ( int id, int code, string text ) : void
EmitError ( string text ) : void
EmitExecutionReport ( ExecutionReport report, bool queued = true ) : void
EmitHistoricalData ( HistoricalData data ) : void
EmitHistoricalDataEnd ( HistoricalDataEnd end ) : void
EmitHistoricalDataEnd ( string requestId, RequestResult result, string text ) : void
EmitInstrumentDefinition ( InstrumentDefinition definition ) : void
EmitInstrumentDefinitionEnd ( InstrumentDefinitionEnd end ) : void
EmitInstrumentDefinitionEnd ( string requestId, RequestResult result, string text ) : void
EmitMessage ( int id, int code, string text ) : void
EmitMessage ( string text ) : void
EmitProviderError ( ProviderError error ) : void
EmitWarning ( int id, int code, string text ) : void
EmitWarning ( string text ) : void
GetProperties ( ) : ProviderPropertyList
OnConnect ( ) : void
OnConnected ( ) : void
OnDisconnect ( ) : void
OnDisconnected ( ) : void
Reject ( ExecutionCommand command, string format ) : void
SetProperties ( ProviderPropertyList properties ) : void
WriteDebugInfo ( string format ) : void

Private Methods

Method	Description
CloseHistricalQueue ( ) : void
CloseInstrumentQueue ( ) : void
OpenHistricalQueue ( ) : void
OpenInstrumentQueue ( ) : void
WriteDebugInfoInternal ( string format ) : void

Method Details

Clear() public method

public Clear ( ) : void
return	void

Connect() public method

public Connect ( int timeout ) : bool
timeout	int
return	bool

Connect() public method

public Connect ( ) : void
return	void

Disconnect() public method

public Disconnect ( ) : void
return	void

Dispose() public method

public Dispose ( ) : void
return	void

Dispose() protected method

protected Dispose ( bool disposing ) : void
disposing	bool
return	void

EmitAccountData() protected method

protected EmitAccountData ( AccountData data ) : void
data	AccountData
return	void

EmitAccountReport() protected method

protected EmitAccountReport ( AccountReport report, bool queued = true ) : void
report	AccountReport
queued	bool
return	void

EmitData() protected method

protected EmitData ( DataObject data, bool queued = true ) : void
data	DataObject
queued	bool
return	void

EmitError() protected method

protected EmitError ( Exception exception ) : void
exception	System.Exception
return	void

EmitError() protected method

protected EmitError ( int id, int code, string text ) : void
id	int
code	int
text	string
return	void

EmitError() protected method

protected EmitError ( string text ) : void
text	string
return	void

EmitExecutionReport() protected method

protected EmitExecutionReport ( ExecutionReport report, bool queued = true ) : void
report	ExecutionReport
queued	bool
return	void

EmitHistoricalData() protected method

protected EmitHistoricalData ( HistoricalData data ) : void
data	HistoricalData
return	void

EmitHistoricalDataEnd() protected method

protected EmitHistoricalDataEnd ( HistoricalDataEnd end ) : void
end	HistoricalDataEnd
return	void

EmitHistoricalDataEnd() protected method

protected EmitHistoricalDataEnd ( string requestId, RequestResult result, string text ) : void
requestId	string
result	RequestResult
text	string
return	void

EmitInstrumentDefinition() protected method

protected EmitInstrumentDefinition ( InstrumentDefinition definition ) : void
definition	InstrumentDefinition
return	void

EmitInstrumentDefinitionEnd() protected method

protected EmitInstrumentDefinitionEnd ( InstrumentDefinitionEnd end ) : void
end	InstrumentDefinitionEnd
return	void

EmitInstrumentDefinitionEnd() protected method

protected EmitInstrumentDefinitionEnd ( string requestId, RequestResult result, string text ) : void
requestId	string
result	RequestResult
text	string
return	void

EmitMessage() protected method

protected EmitMessage ( int id, int code, string text ) : void
id	int
code	int
text	string
return	void

EmitMessage() protected method

protected EmitMessage ( string text ) : void
text	string
return	void

EmitProviderError() protected method

protected EmitProviderError ( ProviderError error ) : void
error	ProviderError
return	void

EmitWarning() protected method

protected EmitWarning ( int id, int code, string text ) : void
id	int
code	int
text	string
return	void

EmitWarning() protected method

protected EmitWarning ( string text ) : void
text	string
return	void

GetProperties() protected method

protected GetProperties ( ) : ProviderPropertyList
return	ProviderPropertyList

OnConnect() protected method

protected OnConnect ( ) : void
return	void

OnConnected() protected method

protected OnConnected ( ) : void
return	void

OnDisconnect() protected method

protected OnDisconnect ( ) : void
return	void

OnDisconnected() protected method

protected OnDisconnected ( ) : void
return	void

Process() public method

public Process ( Event e ) : void
e	Event
return	void

Provider() public method

public Provider ( Framework framework ) : System
framework	Framework
return	System

Reject() protected method

protected Reject ( ExecutionCommand command, string format ) : void
command	ExecutionCommand
format	string
return	void

RequestHistoricalData() public method

public RequestHistoricalData ( HistoricalDataRequest request ) : void
request	HistoricalDataRequest
return	void

RequestInstrumentDefinitions() public method

public RequestInstrumentDefinitions ( InstrumentDefinitionRequest request ) : void
request	InstrumentDefinitionRequest
return	void

Send() public method

public Send ( ExecutionCommand command ) : void
command	ExecutionCommand
return	void

Send() public method

public Send ( HistoricalDataRequest request ) : void
request	HistoricalDataRequest
return	void

Send() public method

public Send ( InstrumentDefinitionRequest request ) : void
request	InstrumentDefinitionRequest
return	void

SetProperties() protected method

protected SetProperties ( ProviderPropertyList properties ) : void
properties	ProviderPropertyList
return	void

Subscribe() public method

public Subscribe ( Instrument instrument ) : void
instrument	Instrument
return	void

Subscribe() public method

public Subscribe ( InstrumentList instruments ) : void
instruments	InstrumentList
return	void

ToString() public method

public ToString ( ) : string
return	string

Unsubscribe() public method

public Unsubscribe ( Instrument instrument ) : void
instrument	Instrument
return	void

Unsubscribe() public method

public Unsubscribe ( InstrumentList instruments ) : void
instruments	InstrumentList
return	void

WriteDebugInfo() protected method

protected WriteDebugInfo ( string format ) : void
format	string
return	void

Property Details

dataQueue protected_oe property

protected EventQueue dataQueue
return	EventQueue

description protected_oe property

protected string description
return	string

enabled protected_oe property

protected bool enabled
return	bool

executionQueue protected_oe property

protected EventQueue executionQueue
return	EventQueue

framework protected_oe property

protected Framework framework
return	Framework

historicalQueue protected_oe property

protected EventQueue historicalQueue
return	EventQueue

id protected_oe property

protected byte id
return	byte

instrumentQueue protected_oe property

protected EventQueue instrumentQueue
return	EventQueue

name protected_oe property

protected string name
return	string

sync protected_oe property

protected object sync
return	object

url protected_oe property

protected string url
return	string