Class RichMarketEvent<T>.CandleClosed

Namespace

Virtufin.Base.Events.Market

Assembly

Virtufin.Base.dll

OHLCV candle closed (derived from a tick window).

public sealed record RichMarketEvent<T>.CandleClosed : RichMarketEvent<T>, IMarketEvent<T>, IEvent<T>, IEquatable<IEvent<T>>, IEquatable<RichMarketEvent<T>>, IEquatable<RichMarketEvent<T>.CandleClosed>

Inheritance

object

RichMarketEvent<T>

RichMarketEvent<T>.CandleClosed

Implements

IMarketEvent<T>

IEvent<T>

IEquatable<IEvent<T>>

IEquatable<RichMarketEvent<T>>

IEquatable<RichMarketEvent<T>.CandleClosed>

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.ReferenceEquals(object, object)

object.ToString()

Constructors

CandleClosed(Symbol, DecimalAmount, DecimalAmount, DecimalAmount, DecimalAmount, DecimalAmount, T, T)

Construct a CandleClosed event.

public CandleClosed(Symbol symbol, DecimalAmount open, DecimalAmount high, DecimalAmount low, DecimalAmount close, DecimalAmount volume, T windowStart, T windowEnd)

Parameters

symbol Symbol

open DecimalAmount

high DecimalAmount

low DecimalAmount

close DecimalAmount

volume DecimalAmount

windowStart T

windowEnd T

Properties

Close

Close price.

public DecimalAmount Close { get; }

Property Value

DecimalAmount

High

High price.

public DecimalAmount High { get; }

Property Value

DecimalAmount

Low

Low price.

public DecimalAmount Low { get; }

Property Value

DecimalAmount

Open

Open price.

public DecimalAmount Open { get; }

Property Value

DecimalAmount

Symbol

The instrument the observation refers to.

public override Symbol Symbol { get; }

Property Value

Symbol

Time

The time at which this event's fact occurred.

public override T Time { get; }

Property Value

T

Remarks

The candle's own time is when it closed, i.e. WindowEnd.

Volume

Volume traded during the candle.

public DecimalAmount Volume { get; }

Property Value

DecimalAmount

WindowEnd

End of the candle window.

public T WindowEnd { get; }

Property Value

T

WindowStart

Start of the candle window.

public T WindowStart { get; }

Property Value

T