Class StorageRegistry

The storage of market data.

Inheritance

Object

StorageRegistry

Implements

IStorageRegistry

IMessageStorageRegistry

Namespace: StockSharp.Algo.Storages

Assembly: StockSharp.Algo.dll

Syntax

public class StorageRegistry : Disposable, IStorageRegistry, IMessageStorageRegistry

Constructors

StorageRegistry()

Initializes a new instance of the StorageRegistry.

Declaration

public StorageRegistry()

StorageRegistry(IExchangeInfoProvider)

Initializes a new instance of the StorageRegistry.

Declaration

public StorageRegistry(IExchangeInfoProvider exchangeInfoProvider)

Parameters

Type	Name	Description
IExchangeInfoProvider	exchangeInfoProvider	Exchanges and trading boards provider.

Properties

DefaultDrive

The storage used by default.

Declaration

public virtual IMarketDataDrive DefaultDrive { get; set; }

Property Value

Type	Description
IMarketDataDrive

ExchangeInfoProvider

Exchanges and trading boards provider.

Declaration

public IExchangeInfoProvider ExchangeInfoProvider { get; }

Property Value

Type	Description
IExchangeInfoProvider

Methods

DisposeManaged()

Release resources.

Declaration

protected override void DisposeManaged()

GetBoardStateMessageStorage(IMarketDataDrive, StorageFormats)

To get board state storage.

Declaration

public IMarketDataStorage<BoardStateMessage> GetBoardStateMessageStorage(IMarketDataDrive drive = null, 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

public IMarketDataStorage<CandleMessage> GetCandleMessageStorage(Type candleMessageType, SecurityId securityId, object arg, IMarketDataDrive drive = null, 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.

GetCandleStorage(Type, Security, Object, IMarketDataDrive, StorageFormats)

To get the candles storage for the specified instrument.

Declaration

public 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.

GetExecutionMessageStorage(SecurityId, ExecutionTypes, IMarketDataDrive, StorageFormats)

To get the ExecutionMessage storage for the specified instrument.

Declaration

public IMarketDataStorage<ExecutionMessage> GetExecutionMessageStorage(SecurityId securityId, ExecutionTypes type, IMarketDataDrive drive = null, 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

public IMarketDataStorage<Level1ChangeMessage> GetLevel1MessageStorage(SecurityId securityId, IMarketDataDrive drive = null, 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.

GetMarketDepthStorage(Security, IMarketDataDrive, StorageFormats)

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

Declaration

public 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.

GetNewsMessageStorage(IMarketDataDrive, StorageFormats)

To get news storage.

Declaration

public IMarketDataStorage<NewsMessage> GetNewsMessageStorage(IMarketDataDrive drive = null, StorageFormats format)

Parameters

Type	Name	Description
IMarketDataDrive	drive	The storage.
StorageFormats	format	The format type.

Returns

Type	Description
IMarketDataStorage<NewsMessage>	The news storage.

GetNewsStorage(IMarketDataDrive, StorageFormats)

To get news storage.

Declaration

public 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.

GetOrderLogMessageStorage(SecurityId, IMarketDataDrive, StorageFormats)

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

Declaration

public IMarketDataStorage<ExecutionMessage> GetOrderLogMessageStorage(SecurityId securityId, IMarketDataDrive drive = null, 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.

GetOrderLogStorage(Security, IMarketDataDrive, StorageFormats)

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

Declaration

public 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.

GetPositionMessageStorage(SecurityId, IMarketDataDrive, StorageFormats)

To get the storage of position changes data.

Declaration

public IMarketDataStorage<PositionChangeMessage> GetPositionMessageStorage(SecurityId securityId, IMarketDataDrive drive = null, 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

public IMarketDataStorage<QuoteChangeMessage> GetQuoteMessageStorage(SecurityId securityId, IMarketDataDrive drive = null, 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(Security, Type, Object, IMarketDataDrive, StorageFormats)

To get the market-data storage.

Declaration

public 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 dataType type. For example, 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
IMarketDataStorage	Market-data storage.

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

To get the market-data storage.

Declaration

public IMarketDataStorage GetStorage(SecurityId securityId, Type dataType, object arg, IMarketDataDrive drive = null, 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

public IMarketDataStorage<ExecutionMessage> GetTickMessageStorage(SecurityId securityId, IMarketDataDrive drive = null, 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.

GetTradeStorage(Security, IMarketDataDrive, StorageFormats)

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

Declaration

public 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.

GetTransactionStorage(SecurityId, IMarketDataDrive, StorageFormats)

To get the transactions storage for the specified instrument.

Declaration

public IMarketDataStorage<ExecutionMessage> GetTransactionStorage(SecurityId securityId, IMarketDataDrive drive = null, 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

public 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

public 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

public 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

public 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

public 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

public void RegisterTradeStorage(IMarketDataStorage<ExecutionMessage> storage)

Parameters

Type	Name	Description
IMarketDataStorage<ExecutionMessage>	storage	The storage of tick trades.

Implements

IStorageRegistry

IMessageStorageRegistry

Extension Methods

Paths.Serialize<T>(T, String)

Paths.Serialize<T>(T)

Extensions.TryGet<TMessage, TChange>(TMessage, TChange)

Extensions.TryGetDecimal<TMessage, TChange>(TMessage, TChange)

Extensions.Add<TMessage, TChange>(TMessage, TChange, Object)

Extensions.Add<TMessage, TChange>(TMessage, TChange, Decimal)

Extensions.Add<TMessage, TChange>(TMessage, TChange, Int32)

Extensions.Add<TMessage, TChange>(TMessage, TChange, Int64)

Extensions.Add<TMessage, TChange>(TMessage, TChange, SecurityStates)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, Nullable<SecurityStates>)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, String)

Extensions.Add<TMessage, TChange>(TMessage, TChange, Sides)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, Nullable<Sides>)

Extensions.Add<TMessage, TChange>(TMessage, TChange, CurrencyTypes)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, Nullable<CurrencyTypes>)

Extensions.Add<TMessage, TChange>(TMessage, TChange, PortfolioStates)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, Nullable<PortfolioStates>)

Extensions.Add<TMessage, TChange>(TMessage, TChange, DateTimeOffset)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, Nullable<DateTimeOffset>)

Extensions.Add<TMessage, TChange>(TMessage, TChange, Boolean)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, Nullable<Boolean>)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, Decimal, Boolean)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, Nullable<Decimal>, Boolean)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, Int32, Boolean)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, Nullable<Int32>, Boolean)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, Int64, Boolean)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, Nullable<Int64>, Boolean)

EditorExtensions.ToItemsSource(Object, Type, Nullable<Boolean>, Nullable<ListSortDirection>, Func<IItemsSourceItem, Boolean>, Func<Object, String>, Func<Object, String>)

XamlHelper.WpfCast<T>(Object)

XamlHelper.CopyToClipboard<T>(T)

XamlHelper.EnsureUIThread(Object)