ATAS.Indicators.VolumeValueFactor Struct Reference

Converts a traded volume of an instrument into money of one currency: money = volume × Multiplier × (PriceDependent ? price : 1). More...

Inheritance diagram for ATAS.Indicators.VolumeValueFactor:

Collaboration diagram for ATAS.Indicators.VolumeValueFactor:

Public Member Functions
	VolumeValueFactor (decimal multiplier, bool priceDependent, string currency)
	Creates a factor.
decimal	ToMoney (decimal volume, decimal price)
	Returns the money value of a volume traded at a price.
decimal	ToVolume (decimal money, decimal price)
	Returns the volume worth money at a price. Returns decimal.MaxValue when the price or the multiplier does not allow the conversion.
VolumeValueFactor	WithRate (decimal rate, string currency)
	Returns a copy of the factor with the multiplier scaled by an exchange rate into another currency.
bool	Equals (VolumeValueFactor other)
override bool	Equals (object? obj)
override int	GetHashCode ()
override string	ToString ()

Static Public Member Functions
static bool	operator== (VolumeValueFactor left, VolumeValueFactor right)
	Equality operator.
static bool	operator!= (VolumeValueFactor left, VolumeValueFactor right)
	Inequality operator.

Properties
decimal	Multiplier [get]
	Money value of one unit of volume (per unit of price when PriceDependent is true).
bool	PriceDependent [get]
	True when the money value of a volume depends on the trade price.
string	Currency [get]
	Currency code of the resulting money value.
bool	IsValid [get]
	True when the factor can convert volumes (a positive multiplier and a currency).

Detailed Description

Converts a traded volume of an instrument into money of one currency: money = volume × Multiplier × (PriceDependent ? price : 1).

Linear contracts (spot, USDT-margined futures, stock, CME futures) are price dependent: the multiplier is the contract size (point value) times the exchange rate. Inverse contracts have a fixed money value per contract, so the multiplier alone gives the value.

Constructor & Destructor Documentation

VolumeValueFactor()

ATAS.Indicators.VolumeValueFactor.VolumeValueFactor	(	decimal	multiplier,
		bool	priceDependent,
		string	currency
	)

Creates a factor.

Parameters

multiplier	Money value of one unit of volume (per unit of price when priceDependent is true).
priceDependent	True when the money value depends on the trade price.
currency	Currency code of the money value.

Member Function Documentation

Equals() [1/2]

override bool ATAS.Indicators.VolumeValueFactor.Equals

(

object?

obj

)

Equals() [2/2]

bool ATAS.Indicators.VolumeValueFactor.Equals

(

VolumeValueFactor

other

)

GetHashCode()

override int ATAS.Indicators.VolumeValueFactor.GetHashCode

(

)

operator!=()

static bool ATAS.Indicators.VolumeValueFactor.operator!= ( VolumeValueFactor  left, VolumeValueFactor  right  )

static

Inequality operator.

operator==()

static bool ATAS.Indicators.VolumeValueFactor.operator== ( VolumeValueFactor  left, VolumeValueFactor  right  )

static

Equality operator.

ToMoney()

decimal ATAS.Indicators.VolumeValueFactor.ToMoney	(	decimal	volume,
		decimal	price
	)

Returns the money value of a volume traded at a price.

ToString()

override string ATAS.Indicators.VolumeValueFactor.ToString

(

)

ToVolume()

decimal ATAS.Indicators.VolumeValueFactor.ToVolume	(	decimal	money,
		decimal	price
	)

Returns the volume worth money at a price. Returns decimal.MaxValue when the price or the multiplier does not allow the conversion.

WithRate()

VolumeValueFactor ATAS.Indicators.VolumeValueFactor.WithRate	(	decimal	rate,
		string	currency
	)

Returns a copy of the factor with the multiplier scaled by an exchange rate into another currency.

Property Documentation

Currency

string ATAS.Indicators.VolumeValueFactor.Currency

get

Currency code of the resulting money value.

IsValid

bool ATAS.Indicators.VolumeValueFactor.IsValid

get

True when the factor can convert volumes (a positive multiplier and a currency).

Multiplier

decimal ATAS.Indicators.VolumeValueFactor.Multiplier

get

Money value of one unit of volume (per unit of price when PriceDependent is true).

PriceDependent

bool ATAS.Indicators.VolumeValueFactor.PriceDependent

get

True when the money value of a volume depends on the trade price.

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The documentation for this struct was generated from the following file:

• VolumeValueFactor.cs