ICandleBuilderValueTransform

StockSharp.Algo.Candles.Compression

The interface that describes data transformation of the ICandleBuilder source.

プロパティ

BuildFrom : DataType

Which market-data type is used as a source value.

OpenInterest : decimal?

Open interest.

Price : decimal

Price.

PriceLevels : IEnumerable<CandlePriceLevel>

Price levels.

Side : Sides?

Side.

Time : DateTime

The time of new data occurrence.

Volume : decimal?

Volume.

Process(Message) : bool

Process message to update current state.

戻り値: , if the message was processed, otherwise, .