Class ContinuousSecurityVolumeProcessor

Namespace

StockSharp.Algo

Assembly

StockSharp.Algo.dll

Continuous securities processor for VolumeContinuousSecurity.

public class ContinuousSecurityVolumeProcessor : ContinuousSecurityBaseProcessor<VolumeContinuousSecurity>, IBasketSecurityProcessor

Inheritance

object

BasketSecurityBaseProcessor<VolumeContinuousSecurity>

ContinuousSecurityBaseProcessor<VolumeContinuousSecurity>

ContinuousSecurityVolumeProcessor

Implements

IBasketSecurityProcessor

Inherited Members

ContinuousSecurityBaseProcessor<VolumeContinuousSecurity>.Process(Message)

BasketSecurityBaseProcessor<VolumeContinuousSecurity>.ContainsLeg(SecurityId)

BasketSecurityBaseProcessor<VolumeContinuousSecurity>.Security

BasketSecurityBaseProcessor<VolumeContinuousSecurity>.BasketSecurity

BasketSecurityBaseProcessor<VolumeContinuousSecurity>.SecurityId

BasketSecurityBaseProcessor<VolumeContinuousSecurity>.BasketExpression

BasketSecurityBaseProcessor<VolumeContinuousSecurity>.BasketLegs

object.GetType()

object.MemberwiseClone()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Extension Methods

XamlHelper.CopyToClipboard<T>(T)

Paths.SerializeToString<T>(T, bool)

Paths.Serialize<T>(T, bool)

Paths.Serialize<T>(T, string, bool)

EditorExtensions.ToItemsSource(object, Type, bool?, ListSortDirection?, Func<IItemsSourceItem, bool>, Func<object, string>, Func<object, string>)

XamlHelper.EnsureUIThread(object)

XamlHelper.ShowModel<TWindow>(object, DependencyObject)

XamlHelper.WpfCast<T>(object)

VirtualPropertyRegistry.TryGetVirtualValue(object, string, out object)

Constructors

ContinuousSecurityVolumeProcessor(Security)

Initializes a new instance of the ContinuousSecurityVolumeProcessor.

public ContinuousSecurityVolumeProcessor(Security security)

Parameters

security Security

Security.

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

securityId SecurityId

Security ID.

serverTime DateTimeOffset

Change server time.

price decimal?

Price.

volume decimal?

Volume.

openInterest decimal?

Number of open positions (open interest).

Returns

bool

true if the specified message can be processed, otherwise, false.