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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)
</summary>
</member>
<member name="M:Com.Lmax.Api.OrderBook.Instrument.#ctor(System.Int64,System.String,Com.Lmax.Api.OrderBook.UnderlyingInfo,Com.Lmax.Api.OrderBook.CalendarInfo,Com.Lmax.Api.OrderBook.RiskInfo,Com.Lmax.Api.OrderBook.OrderBookInfo,Com.Lmax.Api.OrderBook.ContractInfo,Com.Lmax.Api.OrderBook.CommercialInfo)">
<summary>
Create a new instrument (e.g. security definition)
</summary>
<param name="id">The unique identifier of the instrument</param>
<param name="name">The readable name of the instrument</param>
<param name="underlying">The information about the underlying instrument</param>
<param name="calendar">Contains information about trading dates and times</param>
<param name="risk">Details on how to calculate risk for this instrument</param>
<param name="orderBook">Information relating to the order book</param>
<param name="contract">The contract information about this instrument</param>
<param name="commercial">Data to calculate the commercials for this instrument</param>
</member>
<member name="M:Com.Lmax.Api.OrderBook.Instrument.Equals(Com.Lmax.Api.OrderBook.Instrument)">
<summary>
Determines if this instrument is the same as another one.
</summary>
<param name="other">An instrument to compare this instance to</param>
<returns>true if the given instrument is the same as this instrument</returns>
</member>
<member name="P:Com.Lmax.Api.OrderBook.Instrument.Id">
<summary>
Get the id of the instrument, also used a key for the order book on
order requests, etc.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.Instrument.Name">
<summary>
Get the name of the instrument, this is same value that is displayed
on the Lmax Trader UI.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.Instrument.Underlying">
<summary>
Get information about the underlying instrument.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.Instrument.Calendar">
<summary>
Get all date and time related information for the instrument.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.Instrument.Risk">
<summary>
Get all of the information relating to risk for this instrument.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.Instrument.OrderBook">
<summary>
Get information relating the behaviour of the order book.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.Instrument.Contract">
<summary>
Get information relating to the contract for this instrument.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.Instrument.Commercial">
<summary>
Get information relating to the commerical aggrements for this instrument.
</summary>
</member>
<member name="T:Com.Lmax.Api.OrderBook.UnderlyingInfo">
<summary>
The underlying asset of the traded instrument, contain information
such as symbol, asset class etc.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.UnderlyingInfo.Symbol">
<summary>
Get the text symbol used for the instrument.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.UnderlyingInfo.Isin">
<summary>
Get the ISIN of the underlying instrument.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.UnderlyingInfo.AssetClass">
<summary>
Get the asset class of the underlying.
</summary>
</member>
<member name="T:Com.Lmax.Api.OrderBook.CalendarInfo">
<summary>
Contains all of the information relating to dates and times during
which the instrument is tradeable.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.CalendarInfo.StartTime">
<summary>
Get the start time of the instrument, this is the time that the instrument
will first be available to trade.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.CalendarInfo.ExpiryTime">
<summary>
Get the DateTime the instrument will expire, mostly relevant for instruments
like futures that only exist for a limited time.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.CalendarInfo.Open">
<summary>
Get the time of day that the market will open (in time zone specified)
by this object.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.CalendarInfo.Close">
<summary>
Get the time of day that the market will close (in time zone specified)
by this object.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.CalendarInfo.TimeZone">
<summary>
Get the timezone in which this calendar operates.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.CalendarInfo.TradingDays">
<summary>
Get the days of week that the market is open.
</summary>
</member>
<member name="T:Com.Lmax.Api.OrderBook.RiskInfo">
<summary>
Holds the Risk elements for the instrument.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.RiskInfo.MarginRate">
<summary>
Get the margin rate as a percentage for this instrument.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.RiskInfo.MaximumPosition">
<summary>
Get the maxium position that can be held by a retail user on
this instrument.
</summary>
</member>
<member name="T:Com.Lmax.Api.OrderBook.OrderBookInfo">
<summary>
Holds information related to the behaviour of the order book.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.OrderBookInfo.PriceIncrement">
<summary>
Get the price increment in which orders can be placed, i.e. the
tick size.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.OrderBookInfo.QuantityIncrement">
<summary>
Get the quantity increment in which orders can be placed.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.OrderBookInfo.VolatilityBandPercentage">
<summary>
Get the retail volatility band for the order book, this limits how
far from the spread an order can be placed.
</summary>
</member>
<member name="T:Com.Lmax.Api.OrderBook.ContractInfo">
<summary>
Holds the information about the contract for this instrument.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.ContractInfo.Currency">
<summary>
Get the currency this instrument is traded in.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.ContractInfo.UnitPrice">
<summary>
Get the price for a single contract unit.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.ContractInfo.UnitOfMeasure">
<summary>
Get the name of the units being traded, e.g. barrels of oil, US dollars
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.ContractInfo.ContractSize">
<summary>
Get the contract size.
</summary>
</member>
<member name="T:Com.Lmax.Api.OrderBook.CommercialInfo">
<summary>
Hold information pertaining to the commerical detail of this instrument.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.CommercialInfo.MinimumCommission">
<summary>
Get the minimum commision applied for a trade on this instrument.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.CommercialInfo.AggressiveCommissionRate">
<summary>
Get the aggressive commission rate, may be null if commission is
charged per contract. The commission charge when the order is
on the aggressive side of the trade.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.CommercialInfo.PassiveCommissionRate">
<summary>
Get the passive commission rate, may be null if commission is
charged per contract. The commission charge when the order is
on the passive side of the trade.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.CommercialInfo.AggressiveCommissionPerContract">
<summary>
Get the aggressive commission per contract, may be null if commission is
charged using a rate. The commission charge when the order is
on the aggressive side of the trade.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.CommercialInfo.PassiveCommissionPerContract">
<summary>
Get the passive commission per contract, may be null if commission is
charged using a rate. The commission charge when the order is
on the passive side of the trade.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.CommercialInfo.FundingBaseRate">
<summary>
Get the base rate used for funding this instrument.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.CommercialInfo.DailyInterestRateBasis">
<summary>
Get the number of days per year used to calculate the daily
interest charged for funding.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.CommercialInfo.FundingRate">
<summary>
Get the rate used for overnight funding.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.CommercialInfo.FundingPremiumPercentage">
<summary>
Get the percentage premium added to the funding base rate for overnight funding of long positions on non-FX instruments.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.CommercialInfo.FundingReductionPercentage">
<summary>
Get the percentage reduction applied to the funding base rate for overnight funding of short positions on non-FX instruments.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.CommercialInfo.LongSwapPoints">
<summary>
Get the swap points used to calculate overnight interest swap charges for long positions on FX instruments.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.CommercialInfo.ShortSwapPoints">
<summary>
Get the swap points used to calculate overnight interest swap charges for short positions on FX instruments.
</summary>
</member>
<member name="T:Com.Lmax.Api.OrderBook.OrderBookEvent">
<summary>
The contents of the event raised whenever there is a change to the
market data for a given order book.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.OrderBookEvent.HasValuationBidPrice">
<summary>
Readonly property to determine if this OrderBook has a valuation bid price.
This will only be set if the particalur instrument has been traded.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.OrderBookEvent.HasValuationAskPrice">
<summary>
Readonly property to determine if this OrderBook has a valuation ask price.
This will only be set if the particalur instrument has been traded.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.OrderBookEvent.ValuationBidPrice">
<summary>
Readonly value of the valuation bid price for the OrderBook
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.OrderBookEvent.ValuationAskPrice">
<summary>
Readonly value of the valuation ask price for the OrderBook
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.OrderBookEvent.Timestamp">
<summary>
The timestamp as number of milliseconds since unix time epoch (1st January 1970) when the market data was updated
inside of the exchange.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.OrderBookEvent.BidPrices">
<summary>
List of all of the bid prices for an order book. The best price
will be at index 0. If there is no liquidity in the market this
list will be empty.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.OrderBookEvent.AskPrices">
<summary>
List of all of the bid prices for an order book. The best price
will be at index 0. If there is no liquidity in the market this
list will be empty.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.OrderBookEvent.InstrumentId">
<summary>
Instrument Id of the OrderBook, same as the value used in subscribing
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.OrderBookEvent.HasMarketClosePrice">
<summary>
Indicate if a Last Market Close Price is available
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.OrderBookEvent.MktClosePrice">
<summary>
The Market Close Price for the previous trading session.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.OrderBookEvent.MktClosePriceTimestamp">
<summary>
Timestamp as number of milliseconds since unix time epoch (1st January 1970) of the market close of the previous trading session.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.OrderBookEvent.HasLastTradedPrice">
<summary>
Indicate if a last traded price is available.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.OrderBookEvent.LastTradedPrice">
<summary>
The price of the last trade that occured on this OrderBook.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.OrderBookEvent.HasDailyHighestTradedPrice">
<summary>
Indicate if a Highest Daily Traded Price is available, could be false
if there have be no trades in the current session.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.OrderBookEvent.DailyHighestTradedPrice">
<summary>
The highest price at which a trade occured in this trading session.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.OrderBookEvent.HasDailyLowestTradedPrice">
<summary>
Indicate if a Lowest Daily Traded Price is available, could be false
if there have be no trades in the current session.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.OrderBookEvent.DailyLowestTradedPrice">
<summary>
The lowest price at which a trade occured in this trading session.
</summary>
</member>
<member name="T:Com.Lmax.Api.OrderBook.OrderBookSubscriptionRequest">
<summary>
Used when subscribing to the events for an OrderBook
</summary>
</member>
<member name="M:Com.Lmax.Api.OrderBook.OrderBookSubscriptionRequest.#ctor(System.Int64)">
<summary>
Construct the OrderBookSubscriptionRequest.
</summary>
<param name="instrumentId">
A <see cref="T:System.Int64"/> that is the instrumentId of the
OrderBook that you are intrested in seeing events for.
</param>
</member>
<member name="T:Com.Lmax.Api.OrderBook.PricePoint">
<summary>
Representation of that quantity at a particular price. Used in
the <see cref="T:Com.Lmax.Api.OrderBook.OrderBookEvent"/> to represent market data.
</summary>
</member>
<member name="M:Com.Lmax.Api.OrderBook.PricePoint.#ctor(System.Decimal,System.Decimal)">
<summary>
Creates a new PricePoint
</summary>
<param name="quantity">The quantity</param>
<param name="price">The price</param>
</member>
<member name="M:Com.Lmax.Api.OrderBook.PricePoint.Equals(Com.Lmax.Api.OrderBook.PricePoint)">
<summary>
Compares this PricePoint to another one
</summary>
<param name="other">The PricePoint to compare this to</param>
<returns>True if this PricePoint is equal to the second</returns>
</member>
<member name="P:Com.Lmax.Api.OrderBook.PricePoint.Price">
<summary>
Readonly price.
</summary>
</member>
<member name="P:Com.Lmax.Api.OrderBook.PricePoint.Quantity">
<summary>
Readonly quantity.
</summary>
</member>
<member name="T:Com.Lmax.Api.OrderBook.SearchRequest">
<summary>
A request to get the system to push out a group of security definitions.
</summary>
</member>
<member name="M:Com.Lmax.Api.OrderBook.SearchRequest.#ctor(System.String)">
<summary>
Construct a request for a security definition. Uses a query string that
provides flexible query mechanism. There are 2 main forms of the query string
to find a specific instrument the "id: (instrumentId)" form can be used.
To do a general search, use a term such as "CURRENCY", which will find
all of the currency instruments. A search term like "UK" will find all
of the instruments that have "UK" in the name.
</summary>
<param name="queryString"></param>
</member>
<member name="M:Com.Lmax.Api.OrderBook.SearchRequest.#ctor(System.String,System.Int64)">
<summary>
Construct a request for a security definition. Uses a query string that
provides flexible query mechanism. There are 2 main forms of the query string
to find a specific instrument the "id: (instrumentId)" form can be used.
To do a general search, use a term such as "CURRENCY", which will find
all of the currency instruments. A search term like "UK" will find all
of the instruments that have "UK" in the name.
</summary>
<param name="queryString"></param>
<param name="offsetInstrumentId"></param>
</member>
<member name="M:Com.Lmax.Api.OrderBook.SearchRequest.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.Order.AmendStopLossProfitRequest">
<summary>
Request to amend stop loss/profit on an existing order.
</summary>
</member>
<member name="M:Com.Lmax.Api.Order.AmendStopLossProfitRequest.#ctor(System.Int64,System.String,System.String,System.Nullable{System.Decimal},System.Nullable{System.Decimal})">
<summary>
Construct an AmendStopLossProfitRequest using the instrument id and the instruction id
of the original order.
</summary>
<param name="instrumentId">The instrument id that the original order was placed on.</param>
<param name="instructionId">The instruction id used to correlate requests with responses.</param>
<param name="originalInstructionId">The instruction id of the original order we want to amend.</param>
<param name="stopLossOffset">The new stop loss offset, use null to
indicate the value should be removed.</param>
<param name="stopProfitOffset">The new stop profit offset, use null to
indicate the value should be removed.</param>
</member>
<member name="M:Com.Lmax.Api.Order.AmendStopLossProfitRequest.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.Order.CancelOrderRequest">
<summary>
Request to cancel an order.
</summary>
</member>
<member name="M:Com.Lmax.Api.Order.CancelOrderRequest.#ctor(System.String,System.Int64,System.String)">
<summary>
Construction and request to cancel an order.
</summary>
<param name="instructionId">The instruction id used to correlate requests with responses</param>
<param name="instrumentId">The instrument id of the OrderBook that received the original order.</param>
<param name="originalInstructionId">The instruction id of the original order.</param>
</member>
<member name="M:Com.Lmax.Api.Order.CancelOrderRequest.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.Order.ClosingOrderSpecification">
<summary>
Closing Order Specification. Allows you to place an order which closes out a given quantity,
either against an instrument position, or against a specific order.
</summary>
</member>
<member name="M:Com.Lmax.Api.Order.ClosingOrderSpecification.#ctor(System.String,System.Int64,System.Nullable{System.Decimal})">
<summary>
Construct a ClosingOrderSpecification. This allows you to close a quantity of your position on a given instrument by
placing a market order in the opposite direction of your existing position.
</summary>
<param name="instructionId">The user-defined correlation id</param>
<param name="instrumentId">The id of the instrument for the order book to close position on</param>
<param name="quantity">The quantity to close. A signed value, where the sign indicates the side of the
market that order is placed. Positive implies a buy order, where as negative is a sell</param>
</member>
<member name="M:Com.Lmax.Api.Order.ClosingOrderSpecification.#ctor(System.String,System.Int64,System.String,System.Nullable{System.Decimal})">
<summary>
Construct a ClosingOrderSpecification. This allows you to close a quantity of your position on a given instrument by
placing a market order in the opposite direction of your existing position.
</summary>
<param name="instructionId">The user-defined correlation id</param>
<param name="instrumentId">The id of the instrument for the order book to close position on</param>
<param name="originalInstructionId">the instruction ID of the original order to close</param>
<param name="quantity">The quantity to close. A signed value, where the sign indicates the side of the
market that order is placed. Positive implies a buy order, where as negative is a sell</param>
</member>
<member name="M:Com.Lmax.Api.Order.ClosingOrderSpecification.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.Order.ClosingOrderSpecification.InstructionId">
<summary>
Get/Set the instruction id use for tracking the order.
</summary>
</member>
<member name="P:Com.Lmax.Api.Order.ClosingOrderSpecification.InstrumentId">
<summary>
Get/Set the instrument id that the order should be placed on.
</summary>
</member>
<member name="P:Com.Lmax.Api.Order.ClosingOrderSpecification.Quantity">
<summary>
Get/Set the of the order, the sign infers the side of the order.
A positive value is a buy, negative indicates sell.
</summary>
</member>
<member name="P:Com.Lmax.Api.Order.ClosingOrderSpecification.OriginalInstructionId">
<summary>
Get/Set the original instrument id that this specification refers to
</summary>
</member>
<member name="T:Com.Lmax.Api.Order.Execution">
<summary>
Results of a action on the exchange the affects an order.
</summary>
</member>
<member name="M:Com.Lmax.Api.Order.Execution.#ctor(System.Int64,System.Decimal,System.Decimal,Com.Lmax.Api.Order.Order,System.Decimal)">
<summary>
Exposed for testing
</summary>
</member>
<member name="P:Com.Lmax.Api.Order.Execution.ExecutionId">
<summary>
Get the execution id, which is the key for this execution. It is
unique within an order book.
</summary>
</member>
<member name="P:Com.Lmax.Api.Order.Execution.Price">
<summary>
Get the price at which the execution took place.
</summary>
</member>
<member name="P:Com.Lmax.Api.Order.Execution.Quantity">
<summary>
Get the size of the execution.
</summary>
</member>
<member name="P:Com.Lmax.Api.Order.Execution.Order">
<summary>
Get the order that this execution affected.
</summary>
</member>
<member name="P:Com.Lmax.Api.Order.Execution.CancelledQuantity">
<summary>
Get quantity of the order that was cancelled in this execution.
</summary>
</member>
<member name="T:Com.Lmax.Api.Order.ExecutionSubscriptionRequest">
<summary>
Request to subscribe to execution events.
</summary>
</member>
<member name="T:Com.Lmax.Api.Order.LimitOrderSpecification">
<summary>
Limit order request. Can be reused, but the instructionID needs to be reset every time it is submitted.
</summary>
</member>
<member name="T:Com.Lmax.Api.Order.OrderSpecification">
<summary>
Base class for all order specifications.
</summary>
</member>
<member name="M:Com.Lmax.Api.Order.OrderSpecification.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.Order.OrderSpecification.InstructionId">
<summary>
Get/Set the instruction id use for tracking the order.
</summary>
</member>
<member name="P:Com.Lmax.Api.Order.OrderSpecification.InstrumentId">
<summary>
Get/Set the instrument id that the order should be placed on.
</summary>
</member>
<member name="P:Com.Lmax.Api.Order.OrderSpecification.Quantity">
<summary>
Get/Set the of the order, the sign infers the side of the order.
A positive value is a buy, negative indicates sell.
</summary>
</member>
<member name="P:Com.Lmax.Api.Order.OrderSpecification.StopLossPriceOffset">
<summary>
Get/Set the stop loss offset for the order, null to indicates that
the order does not have a stop less.
</summary>
</member>
<member name="P:Com.Lmax.Api.Order.OrderSpecification.StopProfitPriceOffset">
<summary>
Get/Set the stop profit offset for the order, null to indicates that
the order does not have a stop profit.
</summary>
</member>
<member name="P:Com.Lmax.Api.Order.OrderSpecification.TimeInForce">
<summary>
Get/Set the <see cref="T:Com.Lmax.Api.TimeInForce"/> for the order.
</summary>
</member>
<member name="M:Com.Lmax.Api.Order.LimitOrderSpecification.#ctor(System.String,System.Int64,System.Decimal,System.Decimal,Com.Lmax.Api.TimeInForce,System.Nullable{System.Decimal},System.Nullable{System.Decimal})">
<summary>
Construct a Limit Order that contains a stop loss and/or stop profit price offset.
</summary>
<param name="instructionId">The client specified instruction id, should be unique for an account.</param>
<param name="instrumentId">The instrument id of the OrderBook to place the order on.</param>
<param name="price">The price for the order to be placed into the book if not aggressively filled.</param>
<param name="quantity">The size of the limit order. The side of the order is inferred
from the sign of the quantity. A positive value is a buy, negative is sell.</param>
<param name="timeInForce">A <see cref="T:Com.Lmax.Api.TimeInForce"/> that describes the behaviour of the order
if not fully filled</param>
<param name="stopLossPriceOffset">The stop loss offset, set this to null to not specify a stop loss.</param>
<param name="stopProfitPriceOffset">The stop profit offset, set this to null to not specify a stop profit.</param>
</member>
<member name="M:Com.Lmax.Api.Order.LimitOrderSpecification.#ctor(System.String,System.Int64,System.Decimal,System.Decimal,Com.Lmax.Api.TimeInForce)">
<summary>
Construct a Limit Order that does not contains a stop loss and/or stop profit price offset.
</summary>
<param name="instructionId">The client specified instruction id, should be unique for an account.</param>
<param name="instrumentId">The instrument id of the OrderBook to place the order on.</param>
<param name="price">The price for the order to be placed into the book if not aggressively filled.</param>
<param name="quantity">The size of the limit order. The side of the order is inferred
from the sign of the quantity. A positive value is a buy, negative is sell.</param>
<param name="timeInForce">A <see cref="T:Com.Lmax.Api.TimeInForce"/> that describes the behaviour of the order
if not fully filled</param>
</member>
<member name="P:Com.Lmax.Api.Order.LimitOrderSpecification.Price">
<summary>
Get/Set the price of the order, allows order instance to be reused.
</summary>
</member>
<member name="T:Com.Lmax.Api.Order.MarketOrderSpecification">
<summary>
Market order request. Can be reused, but the instructionID needs to be reset every time it is submitted.
</summary>
</member>
<member name="M:Com.Lmax.Api.Order.MarketOrderSpecification.#ctor(System.String,System.Int64,System.Decimal,Com.Lmax.Api.TimeInForce,System.Nullable{System.Decimal},System.Nullable{System.Decimal})">
<summary>
Construct a Market Order that contains a stop profit and/or stop loss offset.
</summary>
<param name="instructionId">The client specified instruction id, should be unique for an account.</param>
<param name="instrumentId">The instrument id of the OrderBook to place the order on.</param>
<param name="quantity">The size of the market order. The side of the order is inferred
from the sign of the quantity. A positive value is a buy, negative is sell.</param>
<param name="timeInForce">A <see cref="T:Com.Lmax.Api.TimeInForce"/> that describes the behaviour of the order
if not fully filled</param>
<param name="stopLossPriceOffset">The stop loss offset, set this to null to not specify a stop loss.</param>
<param name="stopProfitPriceOffset">The stop profit offset, set this to null to not specify a stop profit.</param>
</member>
<member name="M:Com.Lmax.Api.Order.MarketOrderSpecification.#ctor(System.String,System.Int64,System.Decimal,Com.Lmax.Api.TimeInForce)">
<summary>
Construct and Market Order Specification that does not contain a stop profit or stop loss offset.
</summary>
<param name="instructionId">The client specified instruction id, should be unique for an account.</param>
<param name="instrumentId">The instrument id of the OrderBook to place the order on.</param>
<param name="quantity">The size of the market order. The side of the order is inferred
from the sign of the quantity. A positive value is a buy, negative is sell.</param>
<param name="timeInForce">A <see cref="T:Com.Lmax.Api.TimeInForce"/> that describes the behaviour of the order
if not fully filled</param>
</member>
<member name="T:Com.Lmax.Api.Order.Order">
<summary>
The order as represented on the exchange
</summary>
</member>
<member name="P:Com.Lmax.Api.Order.Order.InstructionId">
<summary>
Get the id of the instruction that placed the order. Can be used to
correlate with the original request.
</summary>
</member>
<member name="P:Com.Lmax.Api.Order.Order.OrderId">
<summary>
Get the id of the order.
</summary>
</member>
<member name="P:Com.Lmax.Api.Order.Order.InstrumentId">
<summary>
Get the id of the instrument on which the order was placed.
</summary>
</member>
<member name="P:Com.Lmax.Api.Order.Order.AccountId">
<summary>
Get the id of the account that placed the order.
</summary>
</member>
<member name="P:Com.Lmax.Api.Order.Order.OrderType">
<summary>
Get the type of the order.
</summary>
</member>
<member name="P:Com.Lmax.Api.Order.Order.Quantity">
<summary>
Get the quantity of the order.
</summary>
</member>
<member name="P:Com.Lmax.Api.Order.Order.FilledQuantity">
<summary>
Get the quantity of this order that has filled.
</summary>
</member>
<member name="P:Com.Lmax.Api.Order.Order.LimitPrice">
<summary>
Get the limit price for this order, will be null if this is not
a limit order.
</summary>
</member>
<member name="P:Com.Lmax.Api.Order.Order.StopPrice">
<summary>
Get the stop price for this order, will be null if this is not
a stop order.
</summary>
</member>
<member name="P:Com.Lmax.Api.Order.Order.CancelledQuantity">
<summary>
Get the quantity of this order that has been cancelled.
</summary>
</member>
<member name="P:Com.Lmax.Api.Order.Order.StopLossOffset">
<summary>
Get the distance from the <code>StopReferencePrice</code> at which the stop loss order trigger will be placed.
Will be null if no stop loss requested for this order.
</summary>
</member>
<member name="P:Com.Lmax.Api.Order.Order.StopProfitOffset">
<summary>
Get the distance from the <code>StopReferencePrice</code> at which the stop profit order will be placed.
Will be null if no stop profit requested for this order.
</summary>
</member>
<member name="P:Com.Lmax.Api.Order.Order.StopReferencePrice">
<summary>
The price relative to which stop loss and stop profit prices will be calculated.
Will be null for unmatched market orders.
</summary>
</member>
<member name="P:Com.Lmax.Api.Order.Order.Commission">
<summary>
The commulative commssion that you have aleady been charged for this order.
</summary>
</member>
<member name="P:Com.Lmax.Api.Order.Order.TimeInForce">
<summary>
The time in force for this order
</summary>
</member>
<member name="T:Com.Lmax.Api.Order.OrderSubscriptionRequest">
<summary>
Request to subscribe to order events.
</summary>
</member>
<member name="T:Com.Lmax.Api.Order.StopOrderSpecification">
<summary>
Stop order request. Can be reused, but the instructionID needs to be reset every time it is submitted.
</summary>
</member>
<member name="M:Com.Lmax.Api.Order.StopOrderSpecification.#ctor(System.String,System.Int64,System.Decimal,System.Decimal,Com.Lmax.Api.TimeInForce,System.Nullable{System.Decimal},System.Nullable{System.Decimal})">
<summary>
Construct a Stop order that contains a stop loss and/or stop profit price offset.
</summary>
<param name="instructionId">The client specified instruction id, should be unique for an account.</param>
<param name="instrumentId">The instrument id of the OrderBook to place the order on.</param>
<param name="stopPrice">The trigger price which will cause the market order to be placed.</param>
<param name="quantity">The size of the Market order. The side of the order is inferred
from the sign of the quantity. A positive value is a buy, negative is sell.</param>
<param name="timeInForce">A <see cref="T:Com.Lmax.Api.TimeInForce"/> that describes the time the stop will remain
valid options, GoodForDay and GoodTilCancelled </param>
<param name="stopLossPriceOffset">The stop loss offset, set this to null to not specify a stop loss.</param>
<param name="stopProfitPriceOffset">The stop profit offset, set this to null to not specify a stop profit.</param>
</member>
<member name="M:Com.Lmax.Api.Order.StopOrderSpecification.#ctor(System.String,System.Int64,System.Decimal,System.Decimal,Com.Lmax.Api.TimeInForce)">
<summary>
Construct a Stop order that contains a stop loss and/or stop profit price offset.
</summary>
<param name="instructionId">The client specified instruction id, should be unique for an account.</param>
<param name="instrumentId">The instrument id of the OrderBook to place the order on.</param>
<param name="stopPrice">The trigger price which will cause the market order to be placed.</param>
<param name="quantity">The size of the Market order. The side of the order is inferred
from the sign of the quantity. A positive value is a buy, negative is sell.</param>
<param name="timeInForce">A <see cref="T:Com.Lmax.Api.TimeInForce"/> that describes the time the stop will remain
valid options, GoodForDay and GoodTilCancelled </param>
</member>
<member name="M:Com.Lmax.Api.Order.StopOrderSpecification.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.Position.PositionEvent">
<summary>
Represents a position on a instrument, held by the account. A number of
fields refer to the term 'cost'. Cost is price x quantity. A position is
an aggregate view of all of the open and unfilled orders
</summary>
</member>
<member name="M:Com.Lmax.Api.Position.PositionEvent.#ctor(System.Int64,System.Int64,System.Decimal,System.Decimal,System.Decimal,System.Decimal,System.Decimal)">
<summary>
Create an object that contains the details of the changes that occurred to a position.
</summary>
<param name="accountId">The ID of the account that holds the position</param>
<param name="instrumentId">The instrument the position is on</param>
<param name="shortUnfilledCost">The cost of the unfilled sell positions against this instrument</param>
<param name="longUnfilledCost">The cost of the unfilled buy positions against this instrument</param>
<param name="openQuantity">The filled quantity of this position, signed, e.g. sell is a negative value</param>
<param name="cumulativeCost">The cost accumulated so far for holiding this position</param>
<param name="openCost">The cost of opening this position</param>
</member>
<member name="P:Com.Lmax.Api.Position.PositionEvent.AccountId">
<summary>
Get the id for the account that the position belongs to.
</summary>
</member>
<member name="P:Com.Lmax.Api.Position.PositionEvent.InstrumentId">
<summary>
Get the id for the instrument that the position pertains to.
</summary>
</member>
<member name="P:Com.Lmax.Api.Position.PositionEvent.ShortUnfilledCost">
<summary>
Get the short unfilled cost for this position. I.e. the cost of sell
orders that have not filled.
</summary>
</member>
<member name="P:Com.Lmax.Api.Position.PositionEvent.LongUnfilledCost">
<summary>
Get the long unfilled cost for this position. I.e. the cost of buy
orders that have not filled.
</summary>
</member>
<member name="P:Com.Lmax.Api.Position.PositionEvent.OpenQuantity">
<summary>
Get the net open quantity for this position.
</summary>
</member>
<member name="P:Com.Lmax.Api.Position.PositionEvent.CumulativeCost">
<summary>
The total cost incurred over the lifetime of the position.
</summary>
</member>
<member name="P:Com.Lmax.Api.Position.PositionEvent.OpenCost">
<summary>
The cost to establish the current open position.
</summary>
</member>
<member name="T:Com.Lmax.Api.Position.PositionSubscriptionRequest">
<summary>
Request to subscribe to position events.
</summary>
</member>
<member name="T:Com.Lmax.Api.Reject.InstructionRejectedEvent">
<summary>
An event that contains the detail of the rejection of an instruction.
E.g. INSUFFICIENT_LIQUIDITY.
</summary>
</member>
<member name="M:Com.Lmax.Api.Reject.InstructionRejectedEvent.#ctor(System.String,System.Int64,System.Int64,System.String)">
<summary>
Constructs an event containing the details of why an instruction was rejected
</summary>
<param name="instructionId">The ID of the instruction that was rejected</param>
<param name="accountId">The ID of the account that sent the instruction</param>
<param name="instrumentId">The ID of the instrument the instruction related to</param>
<param name="reason">The description of why the instruction was rejected</param>
</member>
<member name="P:Com.Lmax.Api.Reject.InstructionRejectedEvent.InstructionId">
<summary>
Get the id of the instruction that was rejected.
</summary>
</member>
<member name="P:Com.Lmax.Api.Reject.InstructionRejectedEvent.AccountId">
<summary>
Get the id of the account that placed the instruction.
</summary>
</member>
<member name="P:Com.Lmax.Api.Reject.InstructionRejectedEvent.InstrumentId">
<summary>
Get the id of the instrument that the instruction was placed on.
</summary>
</member>
<member name="P:Com.Lmax.Api.Reject.InstructionRejectedEvent.Reason">
<summary>
Get the reason for the rejection, e.g. INSUFFICIENT_LIQUIDITY
</summary>
</member>
</members>
</doc>
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