system.reactive Getting started with system.reactive Get a running aggregation

Example

Suppose you have a hot observable for which you would love to keep the count of. It could be the IObservable<StockTick> and you want to keep count of the average trade volume. You can use Scan for that.

var tradeVolume = stockTicks.Select(e => e.Price)
    .Scan(0.0m, (aggregated, newtick) => aggregated + newtick)
    .Select((aggregated, index) => aggregated / (index + 1))

Now you can simply subscribe to your trade volume which is live updated upon receipt of every new Tick.

var subscription = tradeVolume.Subscribe(vol => Console.WriteLine("New trade volume is {0}", vol);