Interface IStorageRegistry
The interface describing the storage of market data.
Inherited Members
Namespace: StockSharp.Algo.Storages
Assembly: StockSharp.Algo.dll
Syntax
public interface IStorageRegistry : IMessageStorageRegistry
Properties
DefaultDrive
The storage used by default.
Declaration
IMarketDataDrive DefaultDrive { get; set; }
Property Value
Type | Description |
---|---|
IMarketDataDrive |
ExchangeInfoProvider
Exchanges and trading boards provider.
Declaration
IExchangeInfoProvider ExchangeInfoProvider { get; }
Property Value
Type | Description |
---|---|
IExchangeInfoProvider |
Methods
GetCandleStorage(Type, Security, Object, IMarketDataDrive, StorageFormats)
To get the candles storage for the specified instrument.
Declaration
IEntityMarketDataStorage<Candle, CandleMessage> GetCandleStorage(Type candleType, Security security, object arg, IMarketDataDrive drive = null, StorageFormats format)
Parameters
Type | Name | Description |
---|---|---|
Type | candleType | The candle type. |
Security | security | Security. |
Object | arg | Candle arg. |
IMarketDataDrive | drive | The storage. If a value is null, DefaultDrive will be used. |
StorageFormats | format | The format type. By default Binary is passed. |
Returns
Type | Description |
---|---|
IEntityMarketDataStorage<Candle, CandleMessage> | The candles storage. |
GetMarketDepthStorage(Security, IMarketDataDrive, StorageFormats)
To get the storage of order books for the specified instrument.
Declaration
IEntityMarketDataStorage<MarketDepth, QuoteChangeMessage> GetMarketDepthStorage(Security security, IMarketDataDrive drive = null, StorageFormats format)
Parameters
Type | Name | Description |
---|---|---|
Security | security | Security. |
IMarketDataDrive | drive | The storage. If a value is null, DefaultDrive will be used. |
StorageFormats | format | The format type. By default Binary is passed. |
Returns
Type | Description |
---|---|
IEntityMarketDataStorage<MarketDepth, QuoteChangeMessage> | The order books storage. |
GetNewsStorage(IMarketDataDrive, StorageFormats)
To get news storage.
Declaration
IEntityMarketDataStorage<News, NewsMessage> GetNewsStorage(IMarketDataDrive drive = null, StorageFormats format)
Parameters
Type | Name | Description |
---|---|---|
IMarketDataDrive | drive | The storage. If a value is null, DefaultDrive will be used. |
StorageFormats | format | The format type. By default Binary is passed. |
Returns
Type | Description |
---|---|
IEntityMarketDataStorage<News, NewsMessage> | The news storage. |
GetOrderLogStorage(Security, IMarketDataDrive, StorageFormats)
To get the storage of orders log for the specified instrument.
Declaration
IEntityMarketDataStorage<OrderLogItem, ExecutionMessage> GetOrderLogStorage(Security security, IMarketDataDrive drive = null, StorageFormats format)
Parameters
Type | Name | Description |
---|---|---|
Security | security | Security. |
IMarketDataDrive | drive | The storage. If a value is null, DefaultDrive will be used. |
StorageFormats | format | The format type. By default Binary is passed. |
Returns
Type | Description |
---|---|
IEntityMarketDataStorage<OrderLogItem, ExecutionMessage> | The storage of orders log. |
GetStorage(Security, Type, Object, IMarketDataDrive, StorageFormats)
To get the market-data storage.
Declaration
IMarketDataStorage GetStorage(Security security, Type dataType, object arg, IMarketDataDrive drive = null, StorageFormats format)
Parameters
Type | Name | Description |
---|---|---|
Security | security | Security. |
Type | dataType | Market data type. |
Object | arg | The parameter associated with the |
IMarketDataDrive | drive | The storage. If a value is null, DefaultDrive will be used. |
StorageFormats | format | The format type. By default Binary is passed. |
Returns
Type | Description |
---|---|
IMarketDataStorage | Market-data storage. |
GetTradeStorage(Security, IMarketDataDrive, StorageFormats)
To get the storage of tick trades for the specified instrument.
Declaration
IEntityMarketDataStorage<Trade, ExecutionMessage> GetTradeStorage(Security security, IMarketDataDrive drive = null, StorageFormats format)
Parameters
Type | Name | Description |
---|---|---|
Security | security | Security. |
IMarketDataDrive | drive | The storage. If a value is null, DefaultDrive will be used. |
StorageFormats | format | The format type. By default Binary is passed. |
Returns
Type | Description |
---|---|
IEntityMarketDataStorage<Trade, ExecutionMessage> | The storage of tick trades. |