Interface IMessageStorageRegistry

The interface describing the storage of market data.

Namespace: StockSharp.Algo.Storages
Assembly: StockSharp.Algo.dll
Syntax
public interface IMessageStorageRegistry

Methods

GetBoardStateMessageStorage(IMarketDataDrive, StorageFormats)

To get board state storage.

Declaration
IMarketDataStorage<BoardStateMessage> GetBoardStateMessageStorage(IMarketDataDrive drive, StorageFormats format)
Parameters
Type Name Description
IMarketDataDrive drive

The storage.
StorageFormats format

The format type.
Returns
Type Description
IMarketDataStorage<BoardStateMessage>

The news storage.

GetCandleMessageStorage(Type, SecurityId, Object, IMarketDataDrive, StorageFormats)

To get the candles storage for the specified instrument.

Declaration
IMarketDataStorage<CandleMessage> GetCandleMessageStorage(Type candleMessageType, SecurityId securityId, object arg, IMarketDataDrive drive, StorageFormats format)
Parameters
Type Name Description
Type candleMessageType

The type of candle message.
SecurityId securityId

Security ID.
Object arg

Candle arg.
IMarketDataDrive drive

The storage.
StorageFormats format

The format type.
Returns
Type Description
IMarketDataStorage<CandleMessage>

The candles storage.

GetExecutionMessageStorage(SecurityId, ExecutionTypes, IMarketDataDrive, StorageFormats)

To get the ExecutionMessage storage for the specified instrument.

Declaration
IMarketDataStorage<ExecutionMessage> GetExecutionMessageStorage(SecurityId securityId, ExecutionTypes type, IMarketDataDrive drive, StorageFormats format)
Parameters
Type Name Description
SecurityId securityId

Security ID.
ExecutionTypes type

Data type, information about which is contained in the ExecutionMessage.
IMarketDataDrive drive

The storage.
StorageFormats format

The format type.
Returns
Type Description
IMarketDataStorage<ExecutionMessage>

The ExecutionMessage storage.

GetLevel1MessageStorage(SecurityId, IMarketDataDrive, StorageFormats)

To get the storage of level1 data.

Declaration
IMarketDataStorage<Level1ChangeMessage> GetLevel1MessageStorage(SecurityId securityId, IMarketDataDrive drive, StorageFormats format)
Parameters
Type Name Description
SecurityId securityId

Security ID.
IMarketDataDrive drive

The storage.
StorageFormats format

The format type.
Returns
Type Description
IMarketDataStorage<Level1ChangeMessage>

The storage of level1 data.

GetNewsMessageStorage(IMarketDataDrive, StorageFormats)

To get news storage.

Declaration
IMarketDataStorage<NewsMessage> GetNewsMessageStorage(IMarketDataDrive drive, StorageFormats format)
Parameters
Type Name Description
IMarketDataDrive drive

The storage.
StorageFormats format

The format type.
Returns
Type Description
IMarketDataStorage<NewsMessage>

The news storage.

GetOrderLogMessageStorage(SecurityId, IMarketDataDrive, StorageFormats)

To get the storage of orders log for the specified instrument.

Declaration
IMarketDataStorage<ExecutionMessage> GetOrderLogMessageStorage(SecurityId securityId, IMarketDataDrive drive, StorageFormats format)
Parameters
Type Name Description
SecurityId securityId

Security ID.
IMarketDataDrive drive

The storage.
StorageFormats format

The format type.
Returns
Type Description
IMarketDataStorage<ExecutionMessage>

The storage of orders log.

GetPositionMessageStorage(SecurityId, IMarketDataDrive, StorageFormats)

To get the storage of position changes data.

Declaration
IMarketDataStorage<PositionChangeMessage> GetPositionMessageStorage(SecurityId securityId, IMarketDataDrive drive, StorageFormats format)
Parameters
Type Name Description
SecurityId securityId

Security ID.
IMarketDataDrive drive

The storage.
StorageFormats format

The format type.
Returns
Type Description
IMarketDataStorage<PositionChangeMessage>

The storage of position changes data.

GetQuoteMessageStorage(SecurityId, IMarketDataDrive, StorageFormats)

To get the storage of order books for the specified instrument.

Declaration
IMarketDataStorage<QuoteChangeMessage> GetQuoteMessageStorage(SecurityId securityId, IMarketDataDrive drive, StorageFormats format)
Parameters
Type Name Description
SecurityId securityId

Security ID.
IMarketDataDrive drive

The storage.
StorageFormats format

The format type.
Returns
Type Description
IMarketDataStorage<QuoteChangeMessage>

The order books storage.

GetStorage(SecurityId, Type, Object, IMarketDataDrive, StorageFormats)

To get the market-data storage.

Declaration
IMarketDataStorage GetStorage(SecurityId securityId, Type dataType, object arg, IMarketDataDrive drive, StorageFormats format)
Parameters
Type Name Description
SecurityId securityId

Security ID.
Type dataType

Market data type.
Object arg

The parameter associated with the dataType type. For example, Arg.
IMarketDataDrive drive

The storage.
StorageFormats format

The format type.
Returns
Type Description
IMarketDataStorage

Market-data storage.

GetTickMessageStorage(SecurityId, IMarketDataDrive, StorageFormats)

To get the storage of tick trades for the specified instrument.

Declaration
IMarketDataStorage<ExecutionMessage> GetTickMessageStorage(SecurityId securityId, IMarketDataDrive drive, StorageFormats format)
Parameters
Type Name Description
SecurityId securityId

Security ID.
IMarketDataDrive drive

The storage.
StorageFormats format

The format type.
Returns
Type Description
IMarketDataStorage<ExecutionMessage>

The storage of tick trades.

GetTransactionStorage(SecurityId, IMarketDataDrive, StorageFormats)

To get the transactions storage for the specified instrument.

Declaration
IMarketDataStorage<ExecutionMessage> GetTransactionStorage(SecurityId securityId, IMarketDataDrive drive, StorageFormats format)
Parameters
Type Name Description
SecurityId securityId

Security ID.
IMarketDataDrive drive

The storage.
StorageFormats format

The format type.
Returns
Type Description
IMarketDataStorage<ExecutionMessage>

The transactions storage.

RegisterCandleStorage(IMarketDataStorage<CandleMessage>)

To register the candles storage.

Declaration
void RegisterCandleStorage(IMarketDataStorage<CandleMessage> storage)
Parameters
Type Name Description
IMarketDataStorage<CandleMessage> storage

The candles storage.

RegisterLevel1Storage(IMarketDataStorage<Level1ChangeMessage>)

To register the storage of level1 data.

Declaration
void RegisterLevel1Storage(IMarketDataStorage<Level1ChangeMessage> storage)
Parameters
Type Name Description
IMarketDataStorage<Level1ChangeMessage> storage

The storage of level1 data.

RegisterMarketDepthStorage(IMarketDataStorage<QuoteChangeMessage>)

To register the order books storage.

Declaration
void RegisterMarketDepthStorage(IMarketDataStorage<QuoteChangeMessage> storage)
Parameters
Type Name Description
IMarketDataStorage<QuoteChangeMessage> storage

The order books storage.

RegisterOrderLogStorage(IMarketDataStorage<ExecutionMessage>)

To register the order log storage.

Declaration
void RegisterOrderLogStorage(IMarketDataStorage<ExecutionMessage> storage)
Parameters
Type Name Description
IMarketDataStorage<ExecutionMessage> storage

The storage of orders log.

RegisterPositionStorage(IMarketDataStorage<PositionChangeMessage>)

To register the storage of position changes data.

Declaration
void RegisterPositionStorage(IMarketDataStorage<PositionChangeMessage> storage)
Parameters
Type Name Description
IMarketDataStorage<PositionChangeMessage> storage

The storage of position changes data.

RegisterTradeStorage(IMarketDataStorage<ExecutionMessage>)

To register tick trades storage.

Declaration
void RegisterTradeStorage(IMarketDataStorage<ExecutionMessage> storage)
Parameters
Type Name Description
IMarketDataStorage<ExecutionMessage> storage

The storage of tick trades.

Extension Methods