Table of Contents

Class QuoteCandleBuilderValueTransform

Namespace
StockSharp.Algo.Candles.Compression
Assembly
StockSharp.Algo.dll

The order book based data source transformation for ICandleBuilder.

public class QuoteCandleBuilderValueTransform : BaseCandleBuilderValueTransform, ICandleBuilderValueTransform
Inheritance
QuoteCandleBuilderValueTransform
Implements
Inherited Members
Extension Methods

Constructors

QuoteCandleBuilderValueTransform(decimal?, decimal?)

Initializes a new instance of the QuoteCandleBuilderValueTransform.

public QuoteCandleBuilderValueTransform(decimal? priceStep, decimal? volStep)

Parameters

priceStep decimal?

PriceStep

volStep decimal?

VolumeStep

Properties

Type

Type of candle based data.

public Level1Fields Type { get; set; }

Property Value

Level1Fields

Methods

Process(Message)

Process message to update current state.

public override bool Process(Message message)

Parameters

message Message

Message.

Returns

bool

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