TimeFrameCandleBuilder

TimeFrameCandleBuilder

public TimeFrameCandleBuilder(IExchangeInfoProvider exchangeInfoProvider)

timeFrameCandleBuilder = TimeFrameCandleBuilder(exchangeInfoProvider)

The builder of candles of TimeFrameCandleMessage type.

exchangeInfoProvider

The exchange boards provider.

GenerateEmptyCandles

public bool GenerateEmptyCandles { get; set; }

value = timeFrameCandleBuilder.GenerateEmptyCandles
timeFrameCandleBuilder.GenerateEmptyCandles = value

Whether to create empty candles (None) in the lack of trades. The default mode is enabled.

Timeout

public Unit Timeout { get; set; }

value = timeFrameCandleBuilder.Timeout
timeFrameCandleBuilder.Timeout = value

The time shift from the time frame end after which a signal is sent to close the unclosed candle forcibly. The default is 10% of the time frame.

CreateCandle

protected override TimeFrameCandleMessage CreateCandle(ICandleBuilderSubscription subscription, ICandleBuilderValueTransform transform)

result = timeFrameCandleBuilder.CreateCandle(subscription, transform)

To create a new candle.

subscription

Subscription.

transform

The data source transformation.

Returns: Created candle.

IsCandleFinishedBeforeChange

protected override bool IsCandleFinishedBeforeChange(ICandleBuilderSubscription subscription, TimeFrameCandleMessage candle, ICandleBuilderValueTransform transform)

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