Class BaseMarketDataDrive
- Namespace
- StockSharp.Algo.Storages
- Assembly
- StockSharp.Algo.dll
The base implementation IMarketDataDrive.
public abstract class BaseMarketDataDrive : Disposable, IMarketDataDrive, IPersistable, IDisposable
- Inheritance
-
BaseMarketDataDrive
- Implements
- Derived
- Inherited Members
- Extension Methods
Constructors
BaseMarketDataDrive()
Initialize BaseMarketDataDrive.
protected BaseMarketDataDrive()
Properties
AvailableSecurities
Get all available instruments.
public abstract IEnumerable<SecurityId> AvailableSecurities { get; }
Property Value
Path
Path to market data.
public abstract string Path { get; set; }
Property Value
Methods
GetAvailableDataTypes(SecurityId, StorageFormats)
Get all available data types.
public abstract IEnumerable<DataType> GetAvailableDataTypes(SecurityId securityId, StorageFormats format)
Parameters
securityIdSecurityIdInstrument identifier.
formatStorageFormatsFormat type.
Returns
- IEnumerable<DataType>
Data types.
GetNewsMessageStorage(IMarketDataSerializer<NewsMessage>)
To get news storage.
public IMarketDataStorage<NewsMessage> GetNewsMessageStorage(IMarketDataSerializer<NewsMessage> serializer)
Parameters
serializerIMarketDataSerializer<NewsMessage>The serializer.
Returns
- IMarketDataStorage<NewsMessage>
The news storage.
GetStorageDrive(SecurityId, DataType, StorageFormats)
To get the storage for IMarketDataStorage.
public abstract IMarketDataStorageDrive GetStorageDrive(SecurityId securityId, DataType dataType, StorageFormats format)
Parameters
securityIdSecurityIdSecurity ID.
dataTypeDataTypeData type info.
formatStorageFormatsFormat type.
Returns
- IMarketDataStorageDrive
Storage for IMarketDataStorage.
Load(SettingsStorage)
Load settings.
public virtual void Load(SettingsStorage storage)
Parameters
storageSettingsStorageSettings storage.
LookupSecurities(SecurityLookupMessage, ISecurityProvider, Action<SecurityMessage>, Func<bool>, Action<int, int>)
Download securities by the specified criteria.
public abstract void LookupSecurities(SecurityLookupMessage criteria, ISecurityProvider securityProvider, Action<SecurityMessage> newSecurity, Func<bool> isCancelled, Action<int, int> updateProgress)
Parameters
criteriaSecurityLookupMessageMessage security lookup for specified criteria.
securityProviderISecurityProviderThe provider of information about instruments.
newSecurityAction<SecurityMessage>The handler through which a new instrument will be passed.
isCancelledFunc<bool>The handler which returns an attribute of search cancel.
updateProgressAction<int, int>The handler through which a progress change will be passed.
Save(SettingsStorage)
Save settings.
public virtual void Save(SettingsStorage storage)
Parameters
storageSettingsStorageSettings storage.
ToString()
public override string ToString()
Returns
Verify()
Verify settings.
public abstract void Verify()