public Contains ( BarType barType, long barSize ) : bool | ||
barType | BarType | |
barSize | long | |
return | bool |
public bool Contains(BarType barType, long barSize) => Items.Any(item => item.BarType == barType && item.BarSize == barSize);
public void OnBar(Bar bar) { var orders = GetOrdersBy(bar.InstrumentId); if (orders == null) { return; } if (FillOnBar && (BarFilter.Count == 0 || BarFilter.Contains(bar.Type, bar.Size))) { foreach (var order in orders) { FillWithBar(order, bar); } ClearOrders(); } }