Table of Contents

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

DataType

OpenInterest

Open interest.

decimal? OpenInterest { get; }

Property Value

decimal?

Price

Price.

decimal Price { get; }

Property Value

decimal

PriceLevels

Price levels.

IEnumerable<CandlePriceLevel> PriceLevels { get; }

Property Value

IEnumerable<CandlePriceLevel>

Side

Side.

Sides? Side { get; }

Property Value

Sides?

Time

The time of new data occurrence.

DateTimeOffset Time { get; }

Property Value

DateTimeOffset

Volume

Volume.

decimal? Volume { get; }

Property Value

decimal?

Methods

Process(Message)

Process message to update current state.

bool Process(Message message)

Parameters

message Message

Message.

Returns

bool

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