Class StorageRegistry

Namespace

StockSharp.Algo.Storages

Assembly

StockSharp.Algo.dll

The storage of market data.

public class StorageRegistry : Disposable, IDisposable, IStorageRegistry, IMessageStorageRegistry

Inheritance

object

Disposable

StorageRegistry

Implements

IDisposable

IStorageRegistry

IMessageStorageRegistry

Inherited Members

Disposable.Dispose()

Disposable.DisposeNative()

Disposable.ThrowIfDisposeStarted()

Disposable.ThrowIfDisposed()

Disposable.IsDisposed

Disposable.IsDisposeStarted

Disposable.Disposed

object.GetType()

object.MemberwiseClone()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Extension Methods

StorageHelper.GetCandleMessageStorage(IMessageStorageRegistry, Subscription, IMarketDataDrive, StorageFormats)

StorageHelper.GetTimeFrameCandleMessageStorage(IMessageStorageRegistry, SecurityId, TimeSpan, IMarketDataDrive, StorageFormats)

IStorageRegistryObsoleteExtensions.GetCandleStorage(IStorageRegistry, CandleSeries, IMarketDataDrive, StorageFormats)

IStorageRegistryObsoleteExtensions.GetCandleStorage(IStorageRegistry, Type, Security, object, IMarketDataDrive, StorageFormats)

IStorageRegistryObsoleteExtensions.GetCandleStorage<TCandle, TArg>(IStorageRegistry, Security, TArg, IMarketDataDrive, StorageFormats)

IStorageRegistryObsoleteExtensions.GetMarketDepthStorage(IStorageRegistry, Security, IMarketDataDrive, StorageFormats)

IStorageRegistryObsoleteExtensions.GetNewsStorage(IStorageRegistry, IMarketDataDrive, StorageFormats)

IStorageRegistryObsoleteExtensions.GetOrderLogStorage(IStorageRegistry, Security, IMarketDataDrive, StorageFormats)

IStorageRegistryObsoleteExtensions.GetTradeStorage(IStorageRegistry, Security, IMarketDataDrive, StorageFormats)

StorageHelper.GetStorage(IStorageRegistry, Security, DataType, IMarketDataDrive, StorageFormats)

StorageHelper.GetStorage(IStorageRegistry, SecurityId, DataType, IMarketDataDrive, StorageFormats)

CollectionHelper.ConcatEx<T, TItem>(T, T)

AsyncHelper.FromResult<TValue>(TValue)

AsyncHelper.ToCompleteSource<TValue>(TValue)

CompareHelper.IsDefault<T>(T)

CompareHelper.IsRuntimeDefault<T>(T)

Converter.TypedTo<TFrom, TTo>(TFrom)

DelegateHelper.AddDelegate<TDelegate>(TDelegate, TDelegate)

DelegateHelper.GetInvocationList<TDelegate>(TDelegate)

DelegateHelper.RemoveAllDelegates<TDelegate>(TDelegate)

DelegateHelper.RemoveDelegate<TDelegate>(TDelegate, TDelegate)

DisposableHelper.MakeDisposable<T>(T, Action<T>)

Enumerator.IsDefined<T>(T)

Enumerator.SplitMask<T>(T)

NullableHelper.Convert<T, TResult>(T, Func<T, TResult>, Func<TResult>)

NullableHelper.IsNull<T>(T)

NullableHelper.IsNull<T>(T, bool)

TupleHelper.ToValues<T>(T)

TypeHelper.CheckOnNull<T>(T, string)

TypeHelper.DoDispose<TSource>(TSource)

TypeHelper.ToScope<T>(T, bool)

NetworkHelper.Format<T>(T, bool)

PersistableHelper.TrySerialize<T>(T, out SettingsStorage)

XamlHelper.CopyToClipboard<T>(T)

Paths.SerializeToString<T>(T, bool)

Paths.Serialize<T>(T, bool)

Paths.Serialize<T>(T, string, bool)

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

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

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

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

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

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

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

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

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

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

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, decimal, bool)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, int, bool)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, long, bool)

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

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

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

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

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, bool?)

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

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, decimal?, bool)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, int?, bool)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, long?, bool)

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

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

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

CompareHelper.Compare(object, object)

Converter.To(object, Type)

Converter.To<T>(object)

Enumerator.GetAttributeOfType<TAttribute>(object)

Enumerator.IsEnumBrowsable(object)

Enumerator.SplitMask2(object)

TypeHelper.HasProperty(object, string)

EntityPropertyHelper.GetPropValue(object, string, Func<object, string, object>, IDictionary<string, object>)

Extensions.GetBasicProperties(object, int)

Extensions.GetDisplayName(object)

Extensions.GetFieldDescription(object)

Extensions.GetFieldDisplayName(object)

Extensions.GetFieldIcon(object)

JsonHelper.ToJson(object, bool)

JsonHelper.ToJson(object, bool, JsonSerializerSettings)

PersistableHelper.ToStorage(object, bool)

EditorExtensions.ToItemsSource(object, Type, bool?, ListSortDirection?, Func<IItemsSourceItem, bool>, Func<object, string>, Func<object, string>)

XamlHelper.EnsureUIThread(object)

XamlHelper.ShowModel<TWindow>(object, DependencyObject)

XamlHelper.WpfCast<T>(object)

VirtualPropertyRegistry.TryGetVirtualValue(object, string, out object)

Constructors

StorageRegistry()

Initializes a new instance of the StorageRegistry.

public StorageRegistry()

StorageRegistry(IExchangeInfoProvider)

Initializes a new instance of the StorageRegistry.

public StorageRegistry(IExchangeInfoProvider exchangeInfoProvider)

Parameters

exchangeInfoProvider IExchangeInfoProvider

Exchanges and trading boards provider.

Properties

DefaultDrive

The storage used by default.

public virtual IMarketDataDrive DefaultDrive { get; set; }

Property Value

IMarketDataDrive

ExchangeInfoProvider

Exchanges and trading boards provider.

public IExchangeInfoProvider ExchangeInfoProvider { get; }

Property Value

IExchangeInfoProvider

Methods

DisposeManaged()

Release resources.

protected override void DisposeManaged()

GetBoardStateMessageStorage(IMarketDataDrive, StorageFormats)

To get board state storage.

public IMarketDataStorage<BoardStateMessage> GetBoardStateMessageStorage(IMarketDataDrive drive = null, StorageFormats format = StorageFormats.Binary)

Parameters

drive IMarketDataDrive

The storage.

format StorageFormats

The format type.

Returns

IMarketDataStorage<BoardStateMessage>

The news storage.

GetCandleMessageStorage(Type, SecurityId, object, IMarketDataDrive, StorageFormats)

To get the candles storage for the specified instrument.

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

Parameters

candleMessageType Type

The type of candle message.

securityId SecurityId

Security ID.

arg object

Candle arg.

drive IMarketDataDrive

The storage.

format StorageFormats

The format type.

Returns

IMarketDataStorage<CandleMessage>

The candles storage.

GetExecutionMessageStorage(SecurityId, ExecutionTypes, IMarketDataDrive, StorageFormats)

To get the ExecutionMessage storage for the specified instrument.

public IMarketDataStorage<ExecutionMessage> GetExecutionMessageStorage(SecurityId securityId, ExecutionTypes type, IMarketDataDrive drive = null, StorageFormats format = StorageFormats.Binary)

Parameters

securityId SecurityId

Security ID.

type ExecutionTypes

Data type, information about which is contained in the ExecutionMessage.

drive IMarketDataDrive

The storage.

format StorageFormats

The format type.

Returns

IMarketDataStorage<ExecutionMessage>

The ExecutionMessage storage.

GetLevel1MessageStorage(SecurityId, IMarketDataDrive, StorageFormats)

To get the storage of level1 data.

public IMarketDataStorage<Level1ChangeMessage> GetLevel1MessageStorage(SecurityId securityId, IMarketDataDrive drive = null, StorageFormats format = StorageFormats.Binary)

Parameters

securityId SecurityId

Security ID.

drive IMarketDataDrive

The storage.

format StorageFormats

The format type.

Returns

IMarketDataStorage<Level1ChangeMessage>

The storage of level1 data.

GetNewsMessageStorage(IMarketDataDrive, StorageFormats)

To get news storage.

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

Parameters

drive IMarketDataDrive

The storage.

format StorageFormats

The format type.

Returns

IMarketDataStorage<NewsMessage>

The news storage.

GetOrderLogMessageStorage(SecurityId, IMarketDataDrive, StorageFormats)

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

public IMarketDataStorage<ExecutionMessage> GetOrderLogMessageStorage(SecurityId securityId, IMarketDataDrive drive = null, StorageFormats format = StorageFormats.Binary)

Parameters

securityId SecurityId

Security ID.

drive IMarketDataDrive

The storage.

format StorageFormats

The format type.

Returns

IMarketDataStorage<ExecutionMessage>

The storage of orders log.

GetPositionMessageStorage(SecurityId, IMarketDataDrive, StorageFormats)

To get the storage of position changes data.

public IMarketDataStorage<PositionChangeMessage> GetPositionMessageStorage(SecurityId securityId, IMarketDataDrive drive = null, StorageFormats format = StorageFormats.Binary)

Parameters

securityId SecurityId

Security ID.

drive IMarketDataDrive

The storage.

format StorageFormats

The format type.

Returns

IMarketDataStorage<PositionChangeMessage>

The storage of position changes data.

GetQuoteMessageStorage(SecurityId, IMarketDataDrive, StorageFormats, bool)

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

public IMarketDataStorage<QuoteChangeMessage> GetQuoteMessageStorage(SecurityId securityId, IMarketDataDrive drive = null, StorageFormats format = StorageFormats.Binary, bool passThroughOrderBookIncrement = false)

Parameters

securityId SecurityId

Security ID.

drive IMarketDataDrive

The storage.

format StorageFormats

The format type.

passThroughOrderBookIncrement bool

Pass through incremental QuoteChangeMessage.

Returns

IMarketDataStorage<QuoteChangeMessage>

The order books storage.

GetStorage(Security, Type, object, IMarketDataDrive, StorageFormats)

To get the market-data storage.

public IMarketDataStorage GetStorage(Security security, Type dataType, object arg, IMarketDataDrive drive = null, StorageFormats format = StorageFormats.Binary)

Parameters

security Security

Security.

dataType Type

Market data type.

arg object

The parameter associated with the dataType type. For example, candle arg.

drive IMarketDataDrive

The storage. If a value is null, DefaultDrive will be used.

format StorageFormats

The format type. By default Binary is passed.

Returns

IMarketDataStorage

Market-data storage.

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

To get the market-data storage.

public IMarketDataStorage GetStorage(SecurityId securityId, Type dataType, object arg, IMarketDataDrive drive = null, StorageFormats format = StorageFormats.Binary)

Parameters

securityId SecurityId

Security ID.

dataType Type

Market data type.

arg object

The parameter associated with the dataType type. For example, candle arg.

drive IMarketDataDrive

The storage.

format StorageFormats

The format type.

Returns

IMarketDataStorage

Market-data storage.

GetTickMessageStorage(SecurityId, IMarketDataDrive, StorageFormats)

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

public IMarketDataStorage<ExecutionMessage> GetTickMessageStorage(SecurityId securityId, IMarketDataDrive drive = null, StorageFormats format = StorageFormats.Binary)

Parameters

securityId SecurityId

Security ID.

drive IMarketDataDrive

The storage.

format StorageFormats

The format type.

Returns

IMarketDataStorage<ExecutionMessage>

The storage of tick trades.

GetTransactionStorage(SecurityId, IMarketDataDrive, StorageFormats)

To get the transactions storage for the specified instrument.

public IMarketDataStorage<ExecutionMessage> GetTransactionStorage(SecurityId securityId, IMarketDataDrive drive = null, StorageFormats format = StorageFormats.Binary)

Parameters

securityId SecurityId

Security ID.

drive IMarketDataDrive

The storage.

format StorageFormats

The format type.

Returns

IMarketDataStorage<ExecutionMessage>

The transactions storage.

RegisterCandleStorage(IMarketDataStorage<CandleMessage>)

To register the candles storage.

public void RegisterCandleStorage(IMarketDataStorage<CandleMessage> storage)

Parameters

storage IMarketDataStorage<CandleMessage>

The candles storage.

RegisterLevel1Storage(IMarketDataStorage<Level1ChangeMessage>)

To register the storage of level1 data.

public void RegisterLevel1Storage(IMarketDataStorage<Level1ChangeMessage> storage)

Parameters

storage IMarketDataStorage<Level1ChangeMessage>

The storage of level1 data.

RegisterMarketDepthStorage(IMarketDataStorage<QuoteChangeMessage>)

To register the order books storage.

public void RegisterMarketDepthStorage(IMarketDataStorage<QuoteChangeMessage> storage)

Parameters

storage IMarketDataStorage<QuoteChangeMessage>

The order books storage.

RegisterOrderLogStorage(IMarketDataStorage<ExecutionMessage>)

To register the order log storage.

public void RegisterOrderLogStorage(IMarketDataStorage<ExecutionMessage> storage)

Parameters

storage IMarketDataStorage<ExecutionMessage>

The storage of orders log.

RegisterPositionStorage(IMarketDataStorage<PositionChangeMessage>)

To register the storage of position changes data.

public void RegisterPositionStorage(IMarketDataStorage<PositionChangeMessage> storage)

Parameters

storage IMarketDataStorage<PositionChangeMessage>

The storage of position changes data.

RegisterTradeStorage(IMarketDataStorage<ExecutionMessage>)

To register tick trades storage.

public void RegisterTradeStorage(IMarketDataStorage<ExecutionMessage> storage)

Parameters

storage IMarketDataStorage<ExecutionMessage>

The storage of tick trades.