BiggerTimeFrameCandleCompressor

BiggerTimeFrameCandleCompressor

public BiggerTimeFrameCandleCompressor(MarketDataMessage message, ICandleBuilder builder, DataType buildFrom)

biggerTimeFrameCandleCompressor = BiggerTimeFrameCandleCompressor(message, builder, buildFrom)

Compressor of candles from smaller time-frames to bigger.

message

Market-data message (uses as a subscribe/unsubscribe in outgoing case, confirmation event in incoming case).

builder

The builder of candles of TimeFrameCandleMessage type.

buildFrom

Which market-data type is used as a source value.

CurrentCandle

public CandleMessage CurrentCandle { get; set; }

value = biggerTimeFrameCandleCompressor.CurrentCandle
biggerTimeFrameCandleCompressor.CurrentCandle = value

The current candle.

Message

public MarketDataMessage Message { get; }

value = biggerTimeFrameCandleCompressor.Message

Market-data message (uses as a subscribe/unsubscribe in outgoing case, confirmation event in incoming case).

VolumeProfile

public VolumeProfileBuilder VolumeProfile { get; set; }

value = biggerTimeFrameCandleCompressor.VolumeProfile
biggerTimeFrameCandleCompressor.VolumeProfile = value

Volume profile.

Process

public IEnumerable<CandleMessage> Process(CandleMessage message)

result = biggerTimeFrameCandleCompressor.Process(message)

To process the new data.

message

The message contains information about the time-frame candle.

Returns: A new candles changes.

Reset

public void Reset()

biggerTimeFrameCandleCompressor.Reset()

Reset state.