Table of Contents

Class StorageBuffer

Namespace
StockSharp.Algo.Storages
Assembly
StockSharp.Algo.dll

Storage buffer.

public class StorageBuffer : IPersistable
Inheritance
StorageBuffer
Implements
IPersistable
Inherited Members
Extension Methods

Constructors

StorageBuffer()

public StorageBuffer()

Properties

DisableStorageTimer

StockSharp.Algo.Storages.BufferMessageAdapter.StartStorageTimer.

public bool DisableStorageTimer { get; set; }

Property Value

bool

Enabled

Enable storage.

public bool Enabled { get; set; }

Property Value

bool

EnabledPositions

Enable positions storage.

public bool EnabledPositions { get; set; }

Property Value

bool

EnabledTransactions

Enable transactions storage.

public bool EnabledTransactions { get; set; }

Property Value

bool

FilterSubscription

Save data only for subscriptions.

public bool FilterSubscription { get; set; }

Property Value

bool

IgnoreGeneratedMarketData

Ignore market-data messages with BuildFrom is not null.

public bool IgnoreGeneratedMarketData { get; set; }

Property Value

bool

IgnoreGeneratedTransactional

Ignore transactional messages with BuildFrom is not null.

public bool IgnoreGeneratedTransactional { get; set; }

Property Value

bool

TicksAsLevel1

Interpret tick messages as level1.

public bool TicksAsLevel1 { get; set; }

Property Value

bool

Methods

GetBoardStates()

Get accumulated BoardStateMessage.

public IEnumerable<BoardStateMessage> GetBoardStates()

Returns

IEnumerable<BoardStateMessage>

States.

GetCandles()

Get accumulated CandleMessage.

public IDictionary<(SecurityId secId, DataType dataType), IEnumerable<CandleMessage>> GetCandles()

Returns

IDictionary<(SecurityId secId, DataType dataType), IEnumerable<CandleMessage>>

Candles.

GetLevel1()

Get accumulated Level1ChangeMessage.

public IDictionary<SecurityId, IEnumerable<Level1ChangeMessage>> GetLevel1()

Returns

IDictionary<SecurityId, IEnumerable<Level1ChangeMessage>>

Level1.

GetNews()

Get accumulated NewsMessage.

public IEnumerable<NewsMessage> GetNews()

Returns

IEnumerable<NewsMessage>

News.

GetOrderBooks()

Get accumulated QuoteChangeMessage.

public IDictionary<SecurityId, IEnumerable<QuoteChangeMessage>> GetOrderBooks()

Returns

IDictionary<SecurityId, IEnumerable<QuoteChangeMessage>>

Order books.

GetOrderLog()

Get accumulated OrderLog.

public IDictionary<SecurityId, IEnumerable<ExecutionMessage>> GetOrderLog()

Returns

IDictionary<SecurityId, IEnumerable<ExecutionMessage>>

Order log.

GetPositionChanges()

Get accumulated PositionChangeMessage.

public IDictionary<SecurityId, IEnumerable<PositionChangeMessage>> GetPositionChanges()

Returns

IDictionary<SecurityId, IEnumerable<PositionChangeMessage>>

Position changes.

GetTicks()

Get accumulated Ticks.

public IDictionary<SecurityId, IEnumerable<ExecutionMessage>> GetTicks()

Returns

IDictionary<SecurityId, IEnumerable<ExecutionMessage>>

Ticks.

GetTransactions()

Get accumulated Transactions.

public IDictionary<SecurityId, IEnumerable<ExecutionMessage>> GetTransactions()

Returns

IDictionary<SecurityId, IEnumerable<ExecutionMessage>>

Transactions.

ProcessInMessage(Message)

Process message.

public void ProcessInMessage(Message message)

Parameters

message Message

Message.

ProcessOutMessage(Message)

Process message.

public void ProcessOutMessage(Message message)

Parameters

message Message

Message.