public bool UpdateCandle(CandleMessage message, out Candle candle)
{
if (message == null)
{
throw new ArgumentNullException(nameof(message));
}
candle = null;
if (_currentCandle != null && _currentCandle.OpenTime == message.OpenTime)
{
if (_currentCandle.State == CandleStates.Finished)
{
return(false);
}
_currentCandle.Update(message);
}
else
{
_currentCandle = message.ToCandle(Series);
}
candle = _currentCandle;
return(true);
}
private void ProcessCandleMessage(CandleMessage message)
{
if (!UseExternalCandleSource)
{
return;
}
var security = GetSecurity(message.SecurityId);
var series = _series.TryGetValue(security);
if (series != null)
{
_newCandles.SafeInvoke(series, new[] { message.ToCandle(series) });
}
}
private void ProcessCandle(SeriesInfo info, CandleMessage candleMsg)
{
if (info.CurrentCandle != null && info.CurrentCandle.OpenTime == candleMsg.OpenTime)
{
if (info.CurrentCandle.State == CandleStates.Finished)
{
return;
}
info.CurrentCandle.Update(candleMsg);
}
else
{
info.CurrentCandle = candleMsg.ToCandle(info.Series);
}
Processing?.Invoke(info.Series, info.CurrentCandle);
}
/// <summary>
/// Update candle by new message.
/// </summary>
/// <param name="message">Message.</param>
/// <param name="candle">Updated candle.</param>
/// <returns>Candles series.</returns>
public CandleSeries UpdateCandle(CandleMessage message, out Candle candle)
{
candle = null;
if (_currentCandle != null && _currentCandle.OpenTime == message.OpenTime)
{
if (_currentCandle.State == CandleStates.Finished)
{
return(null);
}
_currentCandle.Update(message);
}
else
{
_currentCandle = message.ToCandle(Series);
}
candle = _currentCandle;
return(Series);
}
private void ProcessCandleMessage(CandleMessage message)
{
if (!UseExternalCandleSource)
return;
var security = GetSecurity(message.SecurityId);
var series = _series.TryGetValue(security);
if (series != null)
{
_newCandles.SafeInvoke(series, new[] { message.ToCandle(series) });
if (message.IsFinished)
_stopped.SafeInvoke(series);
}
}