Table of Contents

Class ContinuousSecurityVolumeProcessor

Namespace
StockSharp.Algo
Assembly
StockSharp.Algo.dll

Continuous securities processor for VolumeContinuousSecurity.

public class ContinuousSecurityVolumeProcessor : ContinuousSecurityBaseProcessor<VolumeContinuousSecurity>, IBasketSecurityProcessor
Inheritance
ContinuousSecurityVolumeProcessor
Implements
Inherited Members
Extension Methods

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.