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
SecuritySecurity.
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
SecurityIdSecurity ID.
serverTime
DateTimeOffsetChange server time.
price
decimal?Price.
volume
decimal?Volume.
openInterest
decimal?Number of open positions (open interest).