Level1CandleBuilderValueTransform

Level1CandleBuilderValueTransform

public Level1CandleBuilderValueTransform(decimal? priceStep, decimal? volStep)

level1CandleBuilderValueTransform = Level1CandleBuilderValueTransform(priceStep, volStep)

The level1 based data source transformation for ICandleBuilder.

priceStep

PriceStep

volStep

VolumeStep

EmulateSideFromSpread

public bool EmulateSideFromSpread { get; set; }

value = level1CandleBuilderValueTransform.EmulateSideFromSpread
level1CandleBuilderValueTransform.EmulateSideFromSpread = value

Emulate the trade side for the SpreadMiddle source from the direction the spread middle moves: an uptick is treated as Buy, a downtick as Sell, and an unchanged middle carries the previous side. A spread-built candle has no real trade side, so this is the only side signal available for a volume profile. Off by default, which keeps the legacy behaviour (side stays ); CandleBuilderManager turns it on automatically when IsCalcVolumeProfile is requested for a SpreadMiddle build.

Type

public Level1Fields Type { get; set; }

value = level1CandleBuilderValueTransform.Type
level1CandleBuilderValueTransform.Type = value

Type of candle based data.

Process

public override bool Process(Message message)

result = level1CandleBuilderValueTransform.Process(message)

Process message to update current state.

message

Message.

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