Class BasketSecurityBaseProcessor<TBasketSecurity>
- Namespace
- StockSharp.Algo
- Assembly
- StockSharp.Algo.dll
Base basket securities processor.
public abstract class BasketSecurityBaseProcessor<TBasketSecurity> : IBasketSecurityProcessor where TBasketSecurity : BasketSecurity, new()
Type Parameters
TBasketSecurity
Basket security type.
- Inheritance
-
BasketSecurityBaseProcessor<TBasketSecurity>
- Implements
- Derived
- Inherited Members
- Extension Methods
Constructors
BasketSecurityBaseProcessor(Security)
Initializes a new instance of the BasketSecurityBaseProcessor<TBasketSecurity>.
protected BasketSecurityBaseProcessor(Security security)
Parameters
security
SecuritySecurity.
Properties
BasketExpression
Basket security expression.
public string BasketExpression { get; }
Property Value
BasketLegs
Basket security legs.
public SecurityId[] BasketLegs { get; }
Property Value
BasketSecurity
Instruments basket.
public TBasketSecurity BasketSecurity { get; }
Property Value
- TBasketSecurity
Security
Security.
public Security Security { get; }
Property Value
SecurityId
Security ID.
public SecurityId SecurityId { get; }
Property Value
Methods
ContainsLeg(SecurityId)
Whether contains the specified leg.
protected bool ContainsLeg(SecurityId securityId)
Parameters
securityId
SecurityIdSecurity ID.
Returns
Process(Message)
Process message.
public abstract IEnumerable<Message> Process(Message message)
Parameters
message
MessageInput message.
Returns
- IEnumerable<Message>
Output messages.