CandleBuilder

CandleBuilder

protected CandleBuilder(IExchangeInfoProvider exchangeInfoProvider)

candleBuilder = CandleBuilder(exchangeInfoProvider)

Candles builder.

exchangeInfoProvider

The exchange boards provider.

CandleType

public virtual Type CandleType { get; }

value = candleBuilder.CandleType

The candle type.

ExchangeInfoProvider

protected IExchangeInfoProvider ExchangeInfoProvider { get; }

value = candleBuilder.ExchangeInfoProvider

The exchange boards provider.

AddVolume

protected static void AddVolume(TCandleMessage candle, decimal volume, Sides? volSide)

CandleBuilder.AddVolume(candle, volume, volSide)

Add volume to TotalVolume, BuyVolume, SellVolume, RelativeVolume.

candle

CandleMessage

volume

The volume to be added to the candle.

volSide

The side of the volume to be added to the candle.

CreateCandle

protected virtual TCandleMessage CreateCandle(ICandleBuilderSubscription subscription, ICandleBuilderValueTransform transform)

result = candleBuilder.CreateCandle(subscription, transform)

To create a new candle.

subscription

Subscription.

transform

The data source transformation.

Returns: Created candle.

FirstInitCandle

protected virtual TCandleMessage FirstInitCandle(ICandleBuilderSubscription subscription, TCandleMessage candle, ICandleBuilderValueTransform transform)

result = candleBuilder.FirstInitCandle(subscription, candle, transform)

To fill in the initial candle settings.

subscription

Subscription.

candle

Candle.

transform

The data source transformation.

Returns: Candle.

GetTimeZone

protected ValueTuple<TimeZoneInfo, WorkingTime> GetTimeZone(ICandleBuilderSubscription subscription)

result = candleBuilder.GetTimeZone(subscription)

Get time zone info.

subscription

ICandleBuilderSubscription

Returns: Info.

IncrementTicks

protected void IncrementTicks(CandleMessage candle)

candleBuilder.IncrementTicks(candle)

Increment the number of ticks in the candle.

candle

CandleMessage

IsCandleFinishedBeforeChange

protected virtual bool IsCandleFinishedBeforeChange(ICandleBuilderSubscription subscription, TCandleMessage candle, ICandleBuilderValueTransform transform)

result = candleBuilder.IsCandleFinishedBeforeChange(subscription, candle, transform)

Whether the candle is created before data adding.

subscription

Subscription.

candle

Candle.

transform

The data source transformation.

Returns: if the candle should be finished. Otherwise, .

OnProcess

protected virtual IEnumerable<TCandleMessage> OnProcess(ICandleBuilderSubscription subscription, ICandleBuilderValueTransform transform)

result = candleBuilder.OnProcess(subscription, transform)

To process the new data.

subscription

Subscription.

transform

The data source transformation.

Returns: A new candles changes.

Process

public IEnumerable<CandleMessage> Process(ICandleBuilderSubscription subscription, ICandleBuilderValueTransform transform)

result = candleBuilder.Process(subscription, transform)

To process the new data.

subscription

Subscription.

transform

The data source transformation.

Returns: A new candles changes.

ProcessValue

protected virtual TCandleMessage ProcessValue(ICandleBuilderSubscription subscription, ICandleBuilderValueTransform transform)

result = candleBuilder.ProcessValue(subscription, transform)

To process the new data.

subscription

Subscription.

transform

The data source transformation.

Returns: A new candle. If there is not necessary to create a new candle, then CurrentCandle is returned. If it is impossible to create a new candle ( cannot be applied to candles), then is returned.

Round

protected decimal Round(decimal price, Unit step)

result = candleBuilder.Round(price, step)

Round the price to the specified step.

price

Price.

step

Step.

Returns: Rounded value.

ShrinkPrice

protected decimal ShrinkPrice(Unit price, ICandleBuilderSubscription subscription)

result = candleBuilder.ShrinkPrice(price, subscription)

To cut the price, to make it multiple of minimal step, also to limit number of signs after the comma.

price

The price to be made multiple.

subscription

ICandleBuilderSubscription

Returns: The multiple price.

ShrinkPrice

protected decimal ShrinkPrice(decimal price, ICandleBuilderSubscription subscription)

result = candleBuilder.ShrinkPrice(price, subscription)

To cut the price, to make it multiple of minimal step, also to limit number of signs after the comma.

price

The price to be made multiple.

subscription

ICandleBuilderSubscription

Returns: The multiple price.

UpdateCandle

protected virtual void UpdateCandle(ICandleBuilderSubscription subscription, TCandleMessage candle, ICandleBuilderValueTransform transform)

candleBuilder.UpdateCandle(subscription, candle, transform)

To update the candle data.

subscription

Subscription.

candle

Candle.

transform

The data source transformation.