Class BaseCandleBuilderValueTransform
- Namespace
- StockSharp.Algo.Candles.Compression
- Assembly
- StockSharp.Algo.dll
The base data source transformation for ICandleBuilder.
public abstract class BaseCandleBuilderValueTransform : ICandleBuilderValueTransform
- Inheritance
-
BaseCandleBuilderValueTransform
- Implements
- Derived
- Inherited Members
- Extension Methods
Constructors
BaseCandleBuilderValueTransform(DataType)
Initializes a new instance of the BaseCandleBuilderValueTransform.
protected BaseCandleBuilderValueTransform(DataType buildFrom)
Parameters
buildFrom
DataTypeWhich market-data type is used as a source value.
Methods
Process(Message)
Process message to update current state.
public virtual bool Process(Message message)
Parameters
message
MessageMessage.
Returns
Update(DateTimeOffset, decimal, decimal?, Sides?, decimal?, IEnumerable<CandlePriceLevel>)
Update latest values.
protected void Update(DateTimeOffset time, decimal price, decimal? volume, Sides? side, decimal? openInterest, IEnumerable<CandlePriceLevel> priceLevels)
Parameters
time
DateTimeOffsetTime.
price
decimalPrice.
volume
decimal?Volume.
side
Sides?Side.
openInterest
decimal?Open interest.
priceLevels
IEnumerable<CandlePriceLevel>Price levels.