Interface ICandleBuilderValueTransform
- Namespace
- StockSharp.Algo.Candles.Compression
- Assembly
- StockSharp.Algo.dll
The interface that describes data transformation of the ICandleBuilder source.
public interface ICandleBuilderValueTransform
- Extension Methods
Properties
BuildFrom
Which market-data type is used as a source value.
DataType BuildFrom { get; }
Property Value
OpenInterest
Open interest.
decimal? OpenInterest { get; }
Property Value
Price
Price.
decimal Price { get; }
Property Value
PriceLevels
Price levels.
IEnumerable<CandlePriceLevel> PriceLevels { get; }
Property Value
Side
Side.
Sides? Side { get; }
Property Value
Time
The time of new data occurrence.
DateTimeOffset Time { get; }
Property Value
Volume
Volume.
decimal? Volume { get; }
Property Value
Methods
Process(Message)
Process message to update current state.
bool Process(Message message)
Parameters
message
MessageMessage.