ContinuousSecurityBaseProcessor

ContinuousSecurityBaseProcessor(Security)

Base continuous securities processor.

security

Security.

CanProcess(SecurityId, DateTime, decimal?, decimal?, decimal?) : bool

Determines can process message.

securityId

Security ID.

serverTime

Change server time.

price

Price.

volume

Volume.

openInterest

Number of open positions (open interest).

Returns: if the specified message can be processed, otherwise, .

Process(Message) : IEnumerable<Message>

Check message on alert conditions.

message

Message.