BasketSecurityBaseProcessor

BasketSecurityBaseProcessor(Security)

Initializes a new instance of the BasketSecurityBaseProcessor.

security

Security.

BasketExpression : string

Basket security expression.

BasketLegs : SecurityId[]

Basket security legs.

BasketSecurity : T

Instruments basket.

Security : Security

Security.

SecurityId : SecurityId

SecurityId

ContainsLeg(SecurityId) : bool

Whether contains the specified leg.

securityId

Security ID.

Возвращает: if the leg exist, otherwise .

Process(Message) : IEnumerable<Message>

Check message on alert conditions.

message

Message.