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LmaxClientLibrary.XML
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<?xml version="1.0"?>
<doc>
<assembly>
<name>LmaxClientLibrary</name>
</assembly>
<members>
<member name="T:Com.Lmax.Api.Account.AccountDetails">
<summary>
Contains all of the information about a users account that is received in
in response to a login request.
</summary>
</member>
<member name="M:Com.Lmax.Api.Account.AccountDetails.#ctor(System.Int64,System.String,System.String,System.String,System.String,System.Boolean)">
<summary>
Create a new object representing the user's account
</summary>
<param name="accountId">The unique ID of the account</param>
<param name="username">The username</param>
<param name="currency">The base currency of the account</param>
<param name="legalEntity">The legal entity the account is based in, e.g. UK, Germany etc</param>
<param name="displayLocale">The Locale used for displaying information (i.e. language)</param>
<param name="fundingAllowed">True if the account is enabled for funding</param>
</member>
<member name="P:Com.Lmax.Api.Account.AccountDetails.AccountId">
<summary>
Readonly, the numeric system accountId.
</summary>
</member>
<member name="P:Com.Lmax.Api.Account.AccountDetails.Username">
<summary>
The username used to login to the LMAX Trader platform.
</summary>
</member>
<member name="P:Com.Lmax.Api.Account.AccountDetails.Currency">
<summary>
The user's base currency.
</summary>
</member>
<member name="P:Com.Lmax.Api.Account.AccountDetails.LegalEntity">
<summary>
The legal entity where the user is located, e.g. UK.
</summary>
</member>
<member name="P:Com.Lmax.Api.Account.AccountDetails.DisplayLocale">
<summary>
The locale used to display text, mainly used by the UI to handle
internationalisation.
</summary>
</member>
<member name="P:Com.Lmax.Api.Account.AccountDetails.FundingAllowed">
<summary>
If funding is enabled for the account.
</summary>
</member>
<member name="T:Com.Lmax.Api.Account.AccountStateEvent">
<summary>
A event that contains all of the top level information about an account's
current state.
</summary>
</member>
<member name="M:Com.Lmax.Api.Account.AccountStateEvent.#ctor(System.Int64,System.Decimal,System.Decimal,System.Decimal,System.Decimal,System.Decimal,System.Collections.Generic.Dictionary{System.String,System.Decimal})">
<summary>
Construct an AccountStateEvent, visible for testing
</summary>
</member>
<member name="P:Com.Lmax.Api.Account.AccountStateEvent.AccountId">
<summary>
Get the account id that this event pertains to.
</summary>
</member>
<member name="P:Com.Lmax.Api.Account.AccountStateEvent.Balance">
<summary>
Get the accounts current balance.
</summary>
</member>
<member name="P:Com.Lmax.Api.Account.AccountStateEvent.AvailableFunds">
<summary>
Get the account's available funds.
</summary>
</member>
<member name="P:Com.Lmax.Api.Account.AccountStateEvent.AvailableToWithdraw">
<summary>
Get the amount that this account is available to withdraw.
</summary>
</member>
<member name="P:Com.Lmax.Api.Account.AccountStateEvent.UnrealisedProfitAndLoss">
<summary>
Get a signed amount that is the account's unrealised profit (or loss)
</summary>
</member>
<member name="P:Com.Lmax.Api.Account.AccountStateEvent.Margin">
<summary>
Get the account's total margin.
</summary>
</member>
<member name="P:Com.Lmax.Api.Account.AccountStateEvent.Wallets">
<summary>
Get the account's balances by currency. The Dictionary is keyed by
3 letter currency symbol, e.g. GBP.
</summary>
</member>
<member name="T:Com.Lmax.Api.Account.AccountStateRequest">
<summary>
A request for the current account state
</summary>
</member>
<member name="T:Com.Lmax.Api.IRequest">
<summary>
Common base type for all requests.
</summary>
</member>
<member name="M:Com.Lmax.Api.IRequest.WriteTo(Com.Lmax.Api.Internal.Xml.IStructuredWriter)">
<summary>
Internal: Output this request.
</summary>
<param name="writer">The destination for the request content</param>
</member>
<member name="P:Com.Lmax.Api.IRequest.Uri">
<summary>
Readonly property containing the URI for the request.
</summary>
</member>
<member name="M:Com.Lmax.Api.Account.AccountStateRequest.WriteTo(Com.Lmax.Api.Internal.Xml.IStructuredWriter)">
<summary>
Internal: Output this request.
</summary>
<param name="writer">The destination for the content of this request</param>
</member>
<member name="T:Com.Lmax.Api.Account.AccountSubscriptionRequest">
<summary>
Subscribe to all requests for account information.
</summary>
</member>
<member name="T:Com.Lmax.Api.SubscriptionRequest">
<summary>
Base subscription request.
</summary>
</member>
<member name="T:Com.Lmax.Api.ISubscriptionRequest">
<summary>
Base interface for all subscription requests.
</summary>
</member>
<member name="M:Com.Lmax.Api.SubscriptionRequest.WriteTo(Com.Lmax.Api.Internal.Xml.IStructuredWriter)">
<summary>
Internal: Output this request.
</summary>
<param name="writer">The destination for the request content</param>
</member>
<member name="P:Com.Lmax.Api.SubscriptionRequest.Uri">
<summary>
Readonly property containing the URI for the request.
</summary>
</member>
<member name="T:Com.Lmax.Api.Account.HeartbeatRequest">
<summary>
Request a heartbeat event be returned from the server.
</summary>
</member>
<member name="M:Com.Lmax.Api.Account.HeartbeatRequest.#ctor(System.String)">
<summary>
Creates a new Heartbeat request
</summary>
</member>
<member name="M:Com.Lmax.Api.Account.HeartbeatRequest.WriteTo(Com.Lmax.Api.Internal.Xml.IStructuredWriter)">
<summary>
Internal: Output this request.
</summary>
<param name="writer">The destination for the content of this request</param>
</member>
<member name="T:Com.Lmax.Api.Account.HeartbeatSubscriptionRequest">
<summary>
Subscribe to all requests for heartbeats.
</summary>
</member>
<member name="M:Com.Lmax.Api.LmaxApiOptions.#ctor">
<summary>
Constructs an LmaxApiOptions object with default values of:
DefaultConnectionLimit = 5
ClientIdentifier = ""
</summary>
</member>
<member name="M:Com.Lmax.Api.LmaxApiOptions.#ctor(System.String)">
<summary>
Constructs an LmaxApiOptions object with default values of:
DefaultConnectionLimit = 5
</summary>
<param name="clientIdentifier">Identifies the client in HTTP requests for diagnostic purposes (25 characters permitted).</param>
</member>
<member name="P:Com.Lmax.Api.LmaxApiOptions.ClientIdentifier">
<summary>
Gets or sets the ClientIdentifier, used to identify the client in HTTP requests for diagnostic purposes (25 characters permitted).
</summary>
</member>
<member name="P:Com.Lmax.Api.LmaxApiOptions.DefaultConnectionLimit">
<summary>
Gets or sets the maximum number of concurrent connections allowed by a System.Net.ServicePoint object per login.
Note: the larger the value, the more resources used by the API (more sockets openened, threads created, etc.)
</summary>
</member>
<member name="T:Com.Lmax.Api.LogoutRequest">
<summary>
Contains a of the necessary credential information and product type required
connect to the LMAX Trader platform.
</summary>
</member>
<member name="M:Com.Lmax.Api.LogoutRequest.WriteTo(Com.Lmax.Api.Internal.Xml.IStructuredWriter)">
<summary>
Internal: Output this request.
</summary>
<param name="writer">The destination for the content of this request</param>
</member>
<member name="P:Com.Lmax.Api.LogoutRequest.Uri">
<summary>
The URI for the login request.
</summary>
</member>
<member name="T:Com.Lmax.Api.FailureResponse">
<summary>
Generalised failure response that is produced whenever a request to the API
is made. Indicates the failure response and a descriptive message along with
a flag to indicate if this is a system failure (e.g. connection error) or an
application failure (e.g. invalid price).
</summary>
</member>
<member name="M:Com.Lmax.Api.FailureResponse.#ctor(System.Boolean,System.String,System.String,System.Exception)">
<summary>
Constructs a failure response object with all values.
</summary>
<param name="isSystemFailure">True if the problem is with the system, e.g. a network problem</param>
<param name="message">Short message of the failure</param>
<param name="description">Readable description of the problem</param>
<param name="exception">The captured Exception</param>
</member>
<member name="M:Com.Lmax.Api.FailureResponse.#ctor(System.Boolean,System.String)">
<summary>
Constructs a failure response object
</summary>
<param name="isSystemFailure">True if the problem is with the system, e.g. a network problem</param>
<param name="message">Short message of the failure</param>
</member>
<member name="M:Com.Lmax.Api.FailureResponse.#ctor(System.Exception,System.String)">
<summary>
Constructs a failure response object
</summary>
<param name="description">Readable description of the problem</param>
<param name="exception">The captured Exception</param>
</member>
<member name="P:Com.Lmax.Api.FailureResponse.IsSystemFailure">
<summary>
A readonly property that indicates that this failure was caused
by some sort of system failure, most likely a connection error.
</summary>
</member>
<member name="P:Com.Lmax.Api.FailureResponse.Message">
<summary>
A readonly property that contains the error message that occured.
</summary>
</member>
<member name="P:Com.Lmax.Api.FailureResponse.Description">
<summary>
A readonly property that a more user friendly description of the error, may be
an empty string.
</summary>
</member>
<member name="P:Com.Lmax.Api.FailureResponse.Exception">
<summary>
A readonly property that holds an exception, if this failiure was caused by
an exception. Will be null otherwise.
</summary>
</member>
<member name="T:Com.Lmax.Api.ISession">
<summary>
The main interface for interacting with the Lmax Trader platform. This interface
can be shared across multiple threads.
</summary>
</member>
<member name="M:Com.Lmax.Api.ISession.Subscribe(Com.Lmax.Api.ISubscriptionRequest,Com.Lmax.Api.OnSuccess,Com.Lmax.Api.OnFailure)">
<summary>
Subscribe to the events from an OrderBook. This includes Market Data, i.e. changes
to the current best prices and the depth
</summary>
<param name="subscriptionRequest">
An <see cref="T:Com.Lmax.Api.ISubscriptionRequest"/> indicating the types of events to subscribe to.
</param>
<param name="successCallback">
An <see cref="T:Com.Lmax.Api.OnSuccess"/> that will be called if the subscription request is
successful.
</param>
<param name="failureCallback">
An <see cref="T:Com.Lmax.Api.OnFailure"/> that will be called if the request fails, a <see cref="T:Com.Lmax.Api.FailureResponse"/>
will be provided containing the details of the failure.
</param>
</member>
<member name="M:Com.Lmax.Api.ISession.PlaceMarketOrder(Com.Lmax.Api.Order.MarketOrderSpecification,Com.Lmax.Api.OnInstructionResponse,Com.Lmax.Api.OnFailure)">
<summary>
Place a market order onto the Lmax Trader platform. This will response with an instruction id that can
be used to trace the state of an order. The response to this call will be return before the
order is actually placed on the exchange. The execution reports and order responses will
come back through an asynchronous event.
</summary>
<param name="marketOrderSpecification">The specification of the market order to be placed
contains instrumentId, quantity etc.</param>
<param name="instructionCallback">A <see cref="T:Com.Lmax.Api.OnInstructionResponse"/> called when an order has
been validated and passed onto the broker.</param>
<param name="failureCallback">A <see cref="T:Com.Lmax.Api.OnFailure"/> called if the call to place
the order has failed.</param>
</member>
<member name="M:Com.Lmax.Api.ISession.PlaceLimitOrder(Com.Lmax.Api.Order.LimitOrderSpecification,Com.Lmax.Api.OnInstructionResponse,Com.Lmax.Api.OnFailure)">
<summary>
Place a limit order onto the Lmax Trader platform. This will respond with an instruction id that can
be used to trace the state of an order. The response to this call will occur before the
order is actually placed on the exchange. The execution reports and order responses will
come back through an asynchronous event.
</summary>
<param name="limitOrderSpecification">The specification of the market order to be placed
contains instrumentId, quantity etc.</param>
<param name="instructionCallback">A <see cref="T:Com.Lmax.Api.OnInstructionResponse"/> called when an order has
been validated and passed onto the broker.</param>
<param name="failureCallback">A <see cref="T:Com.Lmax.Api.OnFailure"/> called if the call to place
the order has failed.</param>
</member>
<member name="M:Com.Lmax.Api.ISession.PlaceClosingOrder(Com.Lmax.Api.Order.ClosingOrderSpecification,Com.Lmax.Api.OnInstructionResponse,Com.Lmax.Api.OnFailure)">
<summary>
Close the specified quantity on an instrument position. The response to this call will occur before the
order is actually placed on the exchange. The execution reports and order responses will come back
through an asynchronous event.
</summary>
<param name="closingOrderSpecification">The specification containing the details of which position to close and for what quantity</param>
<param name="instructionCallback">A <see cref="T:Com.Lmax.Api.OnInstructionResponse"/> called when an order has
been validated and passed onto the broker.</param>
<param name="failureCallback">A <see cref="T:Com.Lmax.Api.OnFailure"/> called if the call to close the order has failed.</param>
</member>
<member name="M:Com.Lmax.Api.ISession.PlaceStopOrder(Com.Lmax.Api.Order.StopOrderSpecification,Com.Lmax.Api.OnInstructionResponse,Com.Lmax.Api.OnFailure)">
<summary>
Place a stop order onto the Lmax Trader platform. This will response with an instruction id that can
be used to trace the state of an order. The response to this call will be return before the
order is actually placed on the exchange. The execution reports and order responses will
come back through an asynchronous event.
</summary>
<param name="stopOrderSpecification">The specification of the stop order to be placed
contains instrumentId, quantity etc.</param>
<param name="instructionCallback">A <see cref="T:Com.Lmax.Api.OnInstructionResponse"/> called when an order has
been validated and passed onto the broker.</param>
<param name="failureCallback">A <see cref="T:Com.Lmax.Api.OnFailure"/> called if the call to place
the order has failed.</param>
</member>
<member name="M:Com.Lmax.Api.ISession.CancelOrder(Com.Lmax.Api.Order.CancelOrderRequest,Com.Lmax.Api.OnInstructionResponse,Com.Lmax.Api.OnFailure)">
<summary>
Cancel an order that has already be placed in the exchange. This will need the instruction id of
the original order. This request will also have its own instruction id which can be used to
trace an rejections of the cancellation.
</summary>
<param name="cancelOrderRequest">An order cancellation request containing the original orders
instruction id</param>
<param name="instructionCallback">A <see cref="T:Com.Lmax.Api.OnInstructionResponse"/> called when an order has
been validated and passed onto the broker.</param>
<param name="failureCallback">A <see cref="T:Com.Lmax.Api.OnFailure"/> called if the call to place
the order has failed.</param>
</member>
<member name="M:Com.Lmax.Api.ISession.AmendStops(Com.Lmax.Api.Order.AmendStopLossProfitRequest,Com.Lmax.Api.OnInstructionResponse,Com.Lmax.Api.OnFailure)">
<summary>
Amend the stop loss and/or profit on an existing order.
</summary>
<param name="amendStopLossProfitRequest">An amend order request containing a reference
to the original order and the new stop loss/profit offsets</param>
<param name="instructionCallback">A <see cref="T:Com.Lmax.Api.OnInstructionResponse"/> called when the amendment has
been validated and passed onto the broker.</param>
<param name="failureCallback">Will be called when the attempt to amend order fails. For further details <see cref="T:Com.Lmax.Api.OnFailure"/> </param>
</member>
<member name="M:Com.Lmax.Api.ISession.RequestAccountState(Com.Lmax.Api.Account.AccountStateRequest,Com.Lmax.Api.OnSuccess,Com.Lmax.Api.OnFailure)">
<summary>
Request an update of the account state. This will get the Lmax Trader platform to push an update
of the account state back down the stream event channel. It will not be returned directly.
Use the AccountStateUpdated event to receive the update.
</summary>
<param name="accountStateRequest">The request for account state</param>
<param name="successCallback"></param>
<param name="failureCallback">A <see cref="T:Com.Lmax.Api.OnFailure"/> called if the call to
request the account state has failed.</param>
</member>
<member name="M:Com.Lmax.Api.ISession.RequestHistoricMarketData(Com.Lmax.Api.MarketData.IHistoricMarketDataRequest,Com.Lmax.Api.OnSuccess,Com.Lmax.Api.OnFailure)">
<summary>
Get the historic market data for a specific instrument. Will return a list of URLs that point to
to CSV files that include the months that were requested.
</summary>
<param name="historicMarketDataRequest">The request for historic market data, will contain an instrument id
and a date range</param>
<param name="successCallback">A <see cref="T:Com.Lmax.Api.OnSuccess"/> called if the request is accepted and is being processed.</param>
<param name="failureCallback">A <see cref="T:Com.Lmax.Api.OnFailure"/> called if the call to
request the historic market data has failed.</param>
</member>
<member name="M:Com.Lmax.Api.ISession.RequestHeartbeat(Com.Lmax.Api.Account.HeartbeatRequest,Com.Lmax.Api.OnSuccess,Com.Lmax.Api.OnFailure)">
<summary>
Request that the server sends back a heartbeat event with the specified token.
</summary>
<param name="heartbeatRequest">The request for a heartbeat.</param>
<param name="successCallback">A <see cref="T:Com.Lmax.Api.OnSuccess"/> called if the request is accepted and is being processed.</param>
<param name="failureCallback">A <see cref="T:Com.Lmax.Api.OnFailure"/> called if the call to
request the heartbeat has failed.</param>
</member>
<member name="M:Com.Lmax.Api.ISession.SearchInstruments(Com.Lmax.Api.OrderBook.SearchRequest,Com.Lmax.Api.OnSearchResponse,Com.Lmax.Api.OnFailure)">
<summary>
Request the instruments. The instruments will not returned in this call, but will
cause the system to generate an asynchronous event(s) containing the information.
Instrument information is paged, on the callback will be a boolean value indicating
if there are any more values to be received. The last instrumentId should be used
as the offsetInstrumentId on the subsequent request. The results will be returned
ordered by instrument name.
</summary>
<param name="searchRequest">The request for instruments</param>
<param name="searchCallback">Will be called if the request succeeds.</param>
<param name="onFailure">A <see cref="T:Com.Lmax.Api.OnFailure"/> called if the call to
request the instruments has failed.</param>
</member>
<member name="M:Com.Lmax.Api.ISession.OpenUri(System.Uri,Com.Lmax.Api.OnUriResponse,Com.Lmax.Api.OnFailure)">
<summary>
Open a data url from the Lmax Trader platform.
</summary>
<param name="uri">The uri of the file to open</param>
<param name="uriCallback">Will be called if the request succeeds.</param>
<param name="onFailure">A <see cref="T:Com.Lmax.Api.OnFailure"/> called if the call fails.</param>
</member>
<member name="M:Com.Lmax.Api.ISession.Start">
<summary>
Starts the event processing loop. This method blocks while it is reading events from
asynchronous stream interface. This method should be the very last action from within
the <see cref="T:Com.Lmax.Api.OnLogin"/> callback. The implementation will prevent this method from
being called more than once. It is not vaild to call this method multiple times from
different threads.
</summary>
</member>
<member name="M:Com.Lmax.Api.ISession.Stop">
<summary>
Stops the event processing loop.
</summary>
</member>
<member name="M:Com.Lmax.Api.ISession.Logout(Com.Lmax.Api.OnSuccess,Com.Lmax.Api.OnFailure)">
<summary>
Logout from the exchange.
You should stop listening to events first.
<param name="successCallback">Will be called when the logout request suceeds.</param>
<param name="onFailure">Will be called when the logout request fails.</param>
</summary>
</member>
<member name="P:Com.Lmax.Api.ISession.AccountDetails">
<summary>
Readonly property contain the details of the users Account, id, locale etc.
</summary>
</member>
<member name="P:Com.Lmax.Api.ISession.Id">
<summary>
Readonly property containing the web session id assigned to this session.
</summary>
</member>
<member name="E:Com.Lmax.Api.ISession.MarketDataChanged">
<summary>
Fired whenever an order book event that represents a change in the market data
occurs. Orderbooks need to be subscribed to before events will be fired.
A market data change includes changes to the best price and the depth.
</summary>
</member>
<member name="E:Com.Lmax.Api.ISession.OrderBookStatusChanged">
<summary>
Fired whenever an order book event that represents a change in the order book
status occurs. Use an OrderBookStatusSubscriptionRequest to subscribe to these
events.
</summary>
</member>
<member name="E:Com.Lmax.Api.ISession.EventStreamFailed">
<summary>
Fired whenever an Exception occurs while reading from the event stream. This could
occur, for example, due to the connection being dropped.
</summary>
</member>
<member name="E:Com.Lmax.Api.ISession.EventStreamSessionDisconnected">
<summary>
Fired whenever the session was disconnected on the server and the event stream closed.
The session can no longer be used. In order to continue, a new session must be created by logging in again.
</summary>
</member>
<member name="E:Com.Lmax.Api.ISession.PositionChanged">
<summary>
Fired whenever a position changes, normally the result of a new order, fill
cancel etc.
</summary>
</member>
<member name="E:Com.Lmax.Api.ISession.OrderExecuted">
<summary>
Fired when a execution occurs as the result of an action that occurs on
an order, e.g. order filling.
</summary>
</member>
<member name="E:Com.Lmax.Api.ISession.OrderChanged">
<summary>
Fired when there is a change to the state of an order
</summary>
</member>
<member name="E:Com.Lmax.Api.ISession.InstructionRejected">
<summary>
Fired when an instruction id rejected.
</summary>
</member>
<member name="E:Com.Lmax.Api.ISession.AccountStateUpdated">
<summary>
Fired when an account state event is received. May be the result of
a request. Use an AccountSubscriptionRequest to subscribe to AccountStateEvents.
</summary>
</member>
<member name="E:Com.Lmax.Api.ISession.HistoricMarketDataReceived">
<summary>
Fired when the requested historic market data is received.
Use RequestHistoricMarketData to request historic market data.
</summary>
</member>
<member name="E:Com.Lmax.Api.ISession.HeartbeatReceived">
<summary>
Fired when a heartbeat is received.
Use RequestHeartbeat to request a heartbeat be sent.
</summary>
</member>
<member name="M:Com.Lmax.Api.Internal.Session.Logout(Com.Lmax.Api.OnSuccess,Com.Lmax.Api.OnFailure)">
<summary>
logout from the exchange.
You should stop listening to events first.
<param name="successCallback">Will be called when the logout request suceeds.</param>
<param name="onFailure">Will be called when the logout request fails.</param>
</summary>
</member>
<member name="M:Com.Lmax.Api.Internal.Session.StreamRequest.WriteTo(Com.Lmax.Api.Internal.Xml.IStructuredWriter)">
<summary>
Internal: Output this request.
</summary>
<param name="writer">The destination for the content of this request</param>
</member>
<member name="T:Com.Lmax.Api.OnSuccess">
<summary>
Simple delegate for successful asynchronous call.
</summary>
</member>
<member name="T:Com.Lmax.Api.OnFailure">
<summary>
Standard failure delegate for asynchronous calls.
</summary>
<param name="failureResponse">Contains the details of the failure</param>
</member>
<member name="T:Com.Lmax.Api.OnLogin">
<summary>
Delegate for a successful login to the LMAX API. Implementations can then use the session to interact with the API.
</summary>
<param name="session">The session to use when interacting with the API</param>
</member>
<member name="T:Com.Lmax.Api.OnOrderBookEvent">
<summary>
Delagate for processing OrderBookEvents. Events for all order books that have been subscribed to will be delivered to this delegate.
</summary>
<param name="onOrderBookEvent">Details of the order book event fired</param>
</member>
<member name="T:Com.Lmax.Api.OnOrderBookStatusEvent">
<summary>
Delagate for processing order book status events. Events for status changes of all order books that have been subscribed to will be delivered to this delegate.
</summary>
<param name="onOrderBookStatusEvent">Details of the order book status event fired</param>
</member>
<member name="T:Com.Lmax.Api.OnException">
<summary>
Delegate to handle Exceptions
</summary>
<param name="exception">The exception that occurred</param>
</member>
<member name="T:Com.Lmax.Api.OnSessionDisconnected">
<summary>
Delegate for session disconnected. The session can no longer be used. In order to continue, a new session must be created by logging in again.
</summary>
</member>
<member name="T:Com.Lmax.Api.OnInstructionResponse">
<summary>
Delegate to handle a response containing an instructionId - most usually in response to place/cancel/amend order requests
</summary>
<param name="instructionId">The instructionId returned by the LMAX API</param>
</member>
<member name="T:Com.Lmax.Api.OnPositionEvent">
<summary>
Delegate for processing events on all positions that have been subscribed to
</summary>
<param name="position">Contains details of the updated position</param>
</member>
<member name="T:Com.Lmax.Api.OnExecutionEvent">
<summary>
Delegate to deal with executions - for example, if an order has filled
</summary>
<param name="execution">The information about the execution that occurred</param>
</member>
<member name="T:Com.Lmax.Api.OnOrderEvent">
<summary>
Delegate to process changes in an order.
</summary>
<param name="order">The updated Order</param>
</member>
<member name="T:Com.Lmax.Api.OnRejectionEvent">
<summary>
If an instruction (for example, placing an order) is rejected, this delegate will be called.
An OnRejectionEvent delegate must be registered for the client to process rejections.
</summary>
<param name="instructionRejectedEvent">Details of why the instruction was rejected</param>
</member>
<member name="T:Com.Lmax.Api.OnAccountStateEvent">
<summary>
Delegate for dealing with updates to the user's account, for example if the account balance changes.
</summary>
<param name="accountState">The updated account state</param>
</member>
<member name="T:Com.Lmax.Api.OnHistoricMarketDataEvent">
<summary>
Delegate that is called when historic market data events are received asynchronously.
Note that the provided URIs require a valid authentication token which can be retrieved
from <see cref="P:Com.Lmax.Api.Internal.Session.Id"/>.
</summary>
<param name="instructionId">the ID of the instruction that requested this data.</param>
<param name="uris">the URIs to the historic market data covering the requested date range.
Empty if there is no data available for the requested date range.</param>
</member>
<member name="T:Com.Lmax.Api.OnMarketDataEvent">
<summary>
Delegate that is called market data asynchronous request is returned.
Note that the provided URIs require a valid authentication token which can be retrieved
from <see cref="P:Com.Lmax.Api.Internal.Session.Id"/>.
</summary>
<param name="instructionId">the ID of the instruction that requested this data.</param>
<param name="uris">the URIs to the market data covering the requested date range for the requested criteria.
Empty if there is no data available for the requested date range.</param>
</member>
<member name="T:Com.Lmax.Api.OnHeartbeatReceivedEvent">
<summary>
Delegate that is called when an asynchronous heartbeat event is received.
</summary>
<param name="token">the heartbeat token from the request that caused this heartbeat to be sent.</param>
</member>
<member name="T:Com.Lmax.Api.OnSearchResponse">
<summary>
Delegate called when the search for instruments returns. This returns a batch of instruments,
if the full number of search results is bigger than the batch size, the returned list will only
contain a subset of the results, and hasMoreResults will be true.
</summary>
<param name="instruments">A batch of search results. If the full list of results is longer than the
batch size, this will be a partial set of results.</param>
<param name="hasMoreResults">Set to true if there are more results to retrieve</param>
</member>
<member name="T:Com.Lmax.Api.OnUriResponse">
<summary>
Delegate called when the open uri request returns.
</summary>
<param name="uri">The uri requested</param>
<param name="reader">The response content</param>
</member>
<member name="T:Com.Lmax.Api.TimeInForce">
<summary>
The time in force policy applicable to orders.
</summary>
</member>
<member name="F:Com.Lmax.Api.TimeInForce.FillOrKill">
<summary>
An order with this value must fill completely, or it will be cancelled.
</summary>
</member>
<member name="F:Com.Lmax.Api.TimeInForce.ImmediateOrCancel">
<summary>
An order with this value must fill, but it can partially fill
</summary>
</member>
<member name="F:Com.Lmax.Api.TimeInForce.GoodForDay">
<summary>
Represents a limit order, which can be completely unmatched and will not be cancelled until the end of the day
</summary>
</member>
<member name="F:Com.Lmax.Api.TimeInForce.GoodTilCancelled">
<summary>
Represents a limit order, which can be completely unmatched and will not be cancelled until manually cancelled
</summary>
</member>
<member name="F:Com.Lmax.Api.TimeInForce.Unknown">
<summary>
Represent an unknown time in force value. This is a safety value which will be returned if a new time in force
is added to the underlying protocol which the .NET API does not understand.
</summary>
</member>
<member name="T:Com.Lmax.Api.LmaxApi">
<summary>
The Top-Level interface for the Lmax API. Provides the Login entry point, most
of the heavy lifting occurs within Session, so most of the interations with
the Lmax Trader platform happen through the <see cref="T:Com.Lmax.Api.ISession"/>.
</summary>
</member>
<member name="M:Com.Lmax.Api.LmaxApi.#ctor(System.String,Com.Lmax.Api.Internal.IHttpInvoker,Com.Lmax.Api.Internal.IXmlParser)">
<summary>
Internal: Exposed for testing, use LmaxApi(string urlBase) instead.
</summary>
</member>
<member name="M:Com.Lmax.Api.LmaxApi.#ctor(System.String)">
<summary>
Construct an LmaxApi with the specific Lmax Trader platform to connect to.
For testing: 'https://testapi.lmaxtrader.com' and production: 'https://api.lmaxtrader.com'.
</summary>
<param name="urlBase">
A <see cref="T:System.String"/> that contains the url of the system to connect to.
</param>
</member>
<member name="M:Com.Lmax.Api.LmaxApi.#ctor(System.String,System.String)">
<summary>
Construct an LmaxApi with the specific Lmax Trader platform to connect to.
For testing: 'https://testapi.lmaxtrader.com' and production: 'https://api.lmaxtrader.com'.
</summary>
<param name="urlBase">
A <see cref="T:System.String"/> that contains the url of the system to connect to.
</param>
<param name="clientIdentifier">Identifies the client in HTTP requests for diagnostic purposes (25 characters permitted).</param>
</member>
<member name="M:Com.Lmax.Api.LmaxApi.#ctor(System.String,Com.Lmax.Api.LmaxApiOptions)">
<summary>
Construct an LmaxApi with the specific Lmax Trader platform to connect to.
For testing: 'https://testapi.lmaxtrader.com' and production: 'https://api.lmaxtrader.com'.
</summary>
<param name="urlBase">
A <see cref="T:System.String"/> that contains the url of the system to connect to.
</param>
<param name="apiOptions">Allows for configuration of the LmaxApi.</param>
</member>
<member name="M:Com.Lmax.Api.LmaxApi.Login(Com.Lmax.Api.LoginRequest,Com.Lmax.Api.OnLogin,Com.Lmax.Api.OnFailure)">
<summary>
Login to the Lmax Trader platform. The appropriate handler will be called back
on success or failure. The loginCallback should be the main entry point into
your trading application. From that point you should add listeners to the
session, subscribe to resources that you're interested in, e.g. OrderBooks
and call Start on the <see cref="T:Com.Lmax.Api.ISession"/>.
</summary>
<param name="loginRequest">
A <see cref="T:Com.Lmax.Api.LoginRequest"/> that contains your login credentials.
</param>
<param name="loginCallback">
A <see cref="T:Com.Lmax.Api.OnLogin"/> callback, fired when you are successfully logged in.
</param>
<param name="failureCallback">
A <see cref="T:Com.Lmax.Api.OnFailure"/> callback, fired when there is a login failure.
</param>
</member>
<member name="T:Com.Lmax.Api.LoginRequest">
<summary>
Contains the necessary credential information and product type required
connect to the LMAX Trader platform.
</summary>
</member>
<member name="M:Com.Lmax.Api.LoginRequest.#ctor(System.String,System.String,Com.Lmax.Api.ProductType,System.Boolean)">
<summary>
Construct a login request with the appropriate credential, product type and choose whether or not check the protocol version.
</summary>
<param name="username">
A <see cref="T:System.String"/> contains the username.
</param>
<param name="password">
A <see cref="T:System.String"/> contains the password.
</param>
<param name="productType">
A <see cref="T:Com.Lmax.Api.ProductType"/> either CFD_DEMO for testapi and CFD_LIVE for
production.
</param>
<param name="checkProtocolVersion">
A <see cref="T:System.Boolean"/> to ensure that the protocol version used by the client and server are the same.
Setting this to <para><b>false</b></para> may cause errors or incorrect behaviour due to protocol changes.
</param>
</member>
<member name="M:Com.Lmax.Api.LoginRequest.#ctor(System.String,System.String,Com.Lmax.Api.ProductType)">
<summary>
Construct a login request with the appropriate credential and product type.
</summary>
<param name="username">
A <see cref="T:System.String"/> contains the username.
</param>
<param name="password">
A <see cref="T:System.String"/> contains the password.
</param>
<param name="productType">
A <see cref="T:Com.Lmax.Api.ProductType"/> either CFD_DEMO for testapi and CFD_LIVE for
production.
</param>
</member>
<member name="M:Com.Lmax.Api.LoginRequest.#ctor(System.String,System.String)">
<summary>
Construct a login request with the appropriate credential.
Product type will default to CFD_LIVE.
</summary>
<param name="username">
A <see cref="T:System.String"/> contains the username.
</param>
<param name="password">
A <see cref="T:System.String"/> contains the password.
</param>
</member>
<member name="M:Com.Lmax.Api.LoginRequest.WriteTo(Com.Lmax.Api.Internal.Xml.IStructuredWriter)">
<summary>
Internal: Output this request.
</summary>
<param name="writer">The destination for the content of this request</param>
</member>
<member name="P:Com.Lmax.Api.LoginRequest.Uri">
<summary>
The URI for the login request.
</summary>
</member>
<member name="T:Com.Lmax.Api.ProductType">
<summary>
The product type used to connect to the LMAX Trader platform.
</summary>
</member>
<member name="F:Com.Lmax.Api.ProductType.CFD_LIVE">
<summary>
Selected if connecting to the production environment
</summary>
</member>
<member name="F:Com.Lmax.Api.ProductType.CFD_DEMO">
<summary>
Selected if connecting to the test environment
</summary>
</member>
<member name="T:Com.Lmax.Api.MarketData.AggregateHistoricMarketDataRequest">
<summary>
A request for market data.
</summary>
</member>
<member name="T:Com.Lmax.Api.MarketData.IHistoricMarketDataRequest">
<summary>
Marker interface for the different types of requests for historic market data.
</summary>
</member>
<member name="M:Com.Lmax.Api.MarketData.AggregateHistoricMarketDataRequest.#ctor(System.Int64,System.Int64,System.DateTime,System.DateTime,Com.Lmax.Api.MarketData.Resolution,Com.Lmax.Api.MarketData.Format,Com.Lmax.Api.MarketData.Option[])">
<summary>
Request market data for a given instrument, for a given date range and in a given format. The data returned will be for at least the requested date range.
For example, if the user asks for 10 days of data they might get a response containing a whole month, but those 10 days will be contained in the month.
</summary>
<param name="instructionId">A unique ID to identify this request</param>
<param name="instrumentId">The ID of the instrument to return the market data for</param>
<param name="from">The date and time of the start of the range</param>
<param name="to">The date and time for the end of the range</param>
<param name="resolution">Granularity - e.g. tick/minute/day</param>
<param name="format">Protocol - e.g CSV, ITCH</param>
<param name="options">The type of prices to be returned</param>
</member>
<member name="M:Com.Lmax.Api.MarketData.AggregateHistoricMarketDataRequest.WriteTo(Com.Lmax.Api.Internal.Xml.IStructuredWriter)">
<summary>
Internal: Output this request.
</summary>
<param name="writer">The destination for the content of this request</param>
</member>
<member name="T:Com.Lmax.Api.MarketData.Option">
<summary>
Defines the different types of data that can be returned.
</summary>
</member>
<member name="F:Com.Lmax.Api.MarketData.Option.Bid">
<summary>
Bid Prices
</summary>
</member>
<member name="F:Com.Lmax.Api.MarketData.Option.Ask">
<summary>
Ask Prices
</summary>
</member>
<member name="T:Com.Lmax.Api.MarketData.Format">
<summary>
The format the historic market data is returned in.
</summary>
</member>
<member name="F:Com.Lmax.Api.MarketData.Format.Csv">
<summary>
Comma Separated Values, not a fixed format, the columns will be different according to the different types of data returned.
</summary>
</member>
<member name="T:Com.Lmax.Api.MarketData.Resolution">
<summary>
The time period the data will be aggregated over.
</summary>
</member>
<member name="T:Com.Lmax.Api.MarketData.TopOfBookHistoricMarketDataRequest">
<summary>
Request historic order book prices and quantities
</summary>
</member>
<member name="M:Com.Lmax.Api.MarketData.TopOfBookHistoricMarketDataRequest.#ctor(System.Int64,System.Int64,System.DateTime,System.DateTime,Com.Lmax.Api.MarketData.Format)">
<summary>
Request historic prices and quantities for the given order book
</summary>
<param name="instructionId">Unique ID for this request</param>
<param name="instrumentId">The ID of the instrument to return the data for</param>
<param name="from">The date and time of the start of the range</param>
<param name="to">The date and time for the end of the range</param>
<param name="format">Protocol - e.g CSV, ITCH</param>
</member>
<member name="M:Com.Lmax.Api.MarketData.TopOfBookHistoricMarketDataRequest.WriteTo(Com.Lmax.Api.Internal.Xml.IStructuredWriter)">
<summary>
Internal: Output this request.
</summary>
<param name="writer">The destination for the content of this request</param>
</member>
<member name="T:Com.Lmax.Api.OrderBook.OrderBookStatusSubscriptionRequest">
<summary>
Used when subscribing to the order book status events.
</summary>
</member>
<member name="M:Com.Lmax.Api.OrderBook.OrderBookStatusSubscriptionRequest.#ctor(System.Int64)">
<summary>
Construct the OrderBookStatusSubscriptionRequest.
</summary>
<param name="instrumentId">
A <see cref="T:System.Int64"/> that is the instrument id of the
order book that you are intrested in seeing status events for.
</param>
</member>
<member name="T:Com.Lmax.Api.OrderBook.OrderBookStatusEvent">
<summary>
The contents of the event raised whenever there is a change to the
status of a given order book.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.OrderBookStatusEvent.InstrumentId">
<summary>
Instrument id of the OrderBook. Same as the value used in subscribing.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.OrderBookStatusEvent.Status">
<summary>
Current status of the order book.
</summary>
</member>
<member name="T:Com.Lmax.Api.OrderBook.OrderBookStatus">
<summary>
The product type used to connect to the LMAX Trader platform.
</summary>
</member>
<member name="F:Com.Lmax.Api.OrderBook.OrderBookStatus.New">
<summary>
The order book has been newly created.
</summary>
</member>
<member name="F:Com.Lmax.Api.OrderBook.OrderBookStatus.Opened">
<summary>
The order book is accepting orders.
</summary>
</member>
<member name="F:Com.Lmax.Api.OrderBook.OrderBookStatus.Suspended">
<summary>
The order book is temporarily not accepting orders.
</summary>
</member>
<member name="F:Com.Lmax.Api.OrderBook.OrderBookStatus.Closed">
<summary>
The order book is closed and waiting to be opened.
</summary>
</member>
<member name="F:Com.Lmax.Api.OrderBook.OrderBookStatus.Settled">
<summary>
The trades on the order book have been settled.
</summary>
</member>
<member name="F:Com.Lmax.Api.OrderBook.OrderBookStatus.Withdrawn">
<summary>
The order book is no longer trading.
</summary>
</member>
<member name="T:Com.Lmax.Api.OrderBook.HistoricContentType">
<summary>
Types of historical data that can be requested.
</summary>
</member>
<member name="F:Com.Lmax.Api.OrderBook.HistoricContentType.MarketDepth">
<summary>
HistoricContentType for requesting historical market depth.
</summary>
</member>
<member name="T:Com.Lmax.Api.MarketData.HistoricMarketDataSubscriptionRequest">
<summary>
Used when subscribing to the events containing historic market data responses.
</summary>
</member>
<member name="M:Com.Lmax.Api.MarketData.HistoricMarketDataSubscriptionRequest.WriteTo(Com.Lmax.Api.Internal.Xml.IStructuredWriter)">
<summary>
Internal: Output this request. Can't use the Abstract Subscription Request because it needs to append two separate subscriptions.
</summary>
<param name="writer">The destination for the request content</param>
</member>
<member name="P:Com.Lmax.Api.MarketData.HistoricMarketDataSubscriptionRequest.Uri">
<summary>
Readonly property containing the URI for the request.
</summary>
</member>
<member name="T:Com.Lmax.Api.OrderBook.Instrument">
<summary>
Contains the meta-data for an instrument (Security Definition)