ContinuousSecurityVolumeProcessor
StockSharp.Algo
Continuous securities processor for VolumeContinuousSecurity.
Inherits: ContinuousSecurityBaseProcessor<VolumeContinuousSecurity>
Constructors
ContinuousSecurityVolumeProcessor
public ContinuousSecurityVolumeProcessor(Security security)continuousSecurityVolumeProcessor = ContinuousSecurityVolumeProcessor(security)Initializes a new instance of the ContinuousSecurityVolumeProcessor.
- security
- Security.
Methods
CanProcess
protected override bool CanProcess(SecurityId securityId, DateTime serverTime, decimal? price, decimal? volume, decimal? openInterest)result = continuousSecurityVolumeProcessor.CanProcess(securityId, serverTime, price, volume, openInterest)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, .