QuoteCandleBuilderValueTransform
StockSharp.Algo.Candles.Compression
The order book based data source transformation for ICandleBuilder.
Inherits: BaseCandleBuilderValueTransform
Constructors
QuoteCandleBuilderValueTransform
public QuoteCandleBuilderValueTransform(decimal? priceStep, decimal? volStep)quoteCandleBuilderValueTransform = QuoteCandleBuilderValueTransform(priceStep, volStep)The order book based data source transformation for ICandleBuilder.
- priceStep
- PriceStep
- volStep
- VolumeStep
Properties
Type
public Level1Fields Type { get; set; }value = quoteCandleBuilderValueTransform.Type
quoteCandleBuilderValueTransform.Type = valueType of candle based data.
Methods
Process
public override bool Process(Message message)result = quoteCandleBuilderValueTransform.Process(message)Process message to update current state.
- message
- Message.
Returns: , if the message was processed, otherwise, .