Class RichMarketEvent<T>

Namespace

Virtufin.Base.Events.Market

Assembly

Virtufin.Base.dll

Enriched market events — derived signals (candles, VWAP, volatility) plus pass-through for raw MarketEvent<T>s. Both flow through the same act.market. / hyp.{selector}.market. topics since they share the IMarketEvent<T> marker.

public abstract record RichMarketEvent<T> : IMarketEvent<T>, IEvent<T>, IEquatable<IEvent<T>>, IEquatable<RichMarketEvent<T>> where T : IComparable<T>

Type Parameters

T

The event's own time type.

Inheritance

object

RichMarketEvent<T>

Implements

IMarketEvent<T>

IEvent<T>

IEquatable<IEvent<T>>

IEquatable<RichMarketEvent<T>>

Derived

RichMarketEvent<T>.Base

RichMarketEvent<T>.CandleClosed

RichMarketEvent<T>.VWAPComputed

RichMarketEvent<T>.VolatilityEstimate

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

object.ToString()

Properties

Symbol

The instrument the observation refers to.

public abstract Symbol Symbol { get; }

Property Value

Symbol

Time

The time at which this event's fact occurred.

public abstract T Time { get; }

Property Value

T