Table of Contents

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 DataType

Which 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 Message

Message.

Returns

bool

true, if the message was processed, otherwise, false.

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 DateTimeOffset

Time.

price decimal

Price.

volume decimal?

Volume.

side Sides?

Side.

openInterest decimal?

Open interest.

priceLevels IEnumerable<CandlePriceLevel>

Price levels.