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
Enabled
Enable storage.
public bool Enabled { get; set; }
Property Value
EnabledPositions
Enable positions storage.
public bool EnabledPositions { get; set; }
Property Value
EnabledTransactions
Enable transactions storage.
public bool EnabledTransactions { get; set; }
Property Value
FilterSubscription
Save data only for subscriptions.
public bool FilterSubscription { get; set; }
Property Value
IgnoreGeneratedMarketData
public bool IgnoreGeneratedMarketData { get; set; }
Property Value
IgnoreGeneratedTransactional
public bool IgnoreGeneratedTransactional { get; set; }
Property Value
TicksAsLevel1
Interpret tick messages as level1.
public bool TicksAsLevel1 { get; set; }
Property Value
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
MessageMessage.
ProcessOutMessage(Message)
Process message.
public void ProcessOutMessage(Message message)
Parameters
message
MessageMessage.