ICandleBuilderValueTransform

BuildFrom

public DataType BuildFrom { get; }

value = iCandleBuilderValueTransform.BuildFrom

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

OpenInterest

public decimal? OpenInterest { get; }

value = iCandleBuilderValueTransform.OpenInterest

Open interest.

Price

public decimal Price { get; }

value = iCandleBuilderValueTransform.Price

Price.

PriceLevels

public IEnumerable<CandlePriceLevel> PriceLevels { get; }

value = iCandleBuilderValueTransform.PriceLevels

Price levels.

Side

public Sides? Side { get; }

value = iCandleBuilderValueTransform.Side

Side.

Time

public DateTime Time { get; }

value = iCandleBuilderValueTransform.Time

The time of new data occurrence.

Volume

public decimal? Volume { get; }

value = iCandleBuilderValueTransform.Volume

Volume.

Process

public bool Process(Message message)

result = iCandleBuilderValueTransform.Process(message)

Process message to update current state.

message

Message.

Returns: , if the message was processed, otherwise, .