BasketSecurityBaseProcessor

BasketSecurityBaseProcessor

protected BasketSecurityBaseProcessor(Security security)

basketSecurityBaseProcessor = BasketSecurityBaseProcessor(security)

Initializes a new instance of the BasketSecurityBaseProcessor.

security

Security.

BasketExpression

public string BasketExpression { get; }

value = basketSecurityBaseProcessor.BasketExpression

Basket security expression.

BasketLegs

public SecurityId[] BasketLegs { get; }

value = basketSecurityBaseProcessor.BasketLegs

Basket security legs.

BasketSecurity

public TBasketSecurity BasketSecurity { get; }

value = basketSecurityBaseProcessor.BasketSecurity

Instruments basket.

Security

public Security Security { get; }

value = basketSecurityBaseProcessor.Security

Security.

SecurityId

public SecurityId SecurityId { get; }

value = basketSecurityBaseProcessor.SecurityId

Security ID.

ContainsLeg

protected bool ContainsLeg(SecurityId securityId)

result = basketSecurityBaseProcessor.ContainsLeg(securityId)

Whether contains the specified leg.

securityId

Security ID.

Returns: if the leg exist, otherwise .

Process

public abstract IEnumerable<Message> Process(Message message)

result = basketSecurityBaseProcessor.Process(message)

Process message.

message

Input message.

Returns: Output messages.