Class ContinuousSecurityExpirationProcessor
- Namespace
- StockSharp.Algo
- Assembly
- StockSharp.Algo.dll
Continuous securities processor for ContinuousSecurity.
public class ContinuousSecurityExpirationProcessor : ContinuousSecurityBaseProcessor<ExpirationContinuousSecurity>, IBasketSecurityProcessor
- Inheritance
-
ContinuousSecurityExpirationProcessor
- Implements
- Inherited Members
- Extension Methods
Constructors
ContinuousSecurityExpirationProcessor(Security)
Initializes a new instance of the ContinuousSecurityExpirationProcessor.
public ContinuousSecurityExpirationProcessor(Security security)
Parameters
securitySecuritySecurity.
Methods
CanProcess(SecurityId, DateTimeOffset, decimal?, decimal?, decimal?)
Determines can process message.
protected override bool CanProcess(SecurityId securityId, DateTimeOffset serverTime, decimal? price, decimal? volume, decimal? openInterest)
Parameters
securityIdSecurityIdSecurity ID.
serverTimeDateTimeOffsetChange server time.
pricedecimal?Price.
volumedecimal?Volume.
openInterestdecimal?Number of open positions (open interest).