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 |
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. |