StockSharpExporter

StockSharp.Algo.Export

The export into the StockSharp format.

Constructors

public StockSharpExporter(DataType dataType, IStorageRegistry storageRegistry, IMarketDataDrive drive, StorageFormats format)

stockSharpExporter = StockSharpExporter(dataType, storageRegistry, drive, format)

The export into the StockSharp format.

dataType: Data type info.
storageRegistry: The storage of market data.
drive: Storage.
format: Format type.

Properties

BatchSize

public int BatchSize { get; set; }

value = stockSharpExporter.BatchSize
stockSharpExporter.BatchSize = value

The size of transmitted data package. The default is 50 elements.

Methods

Export

protected override Task<ValueTuple<int, DateTime?>> Export(IAsyncEnumerable<QuoteChangeMessage> messages, CancellationToken cancellationToken)

result = stockSharpExporter.Export(messages, cancellationToken)

To export QuoteChangeMessage asynchronously.

messages: Messages.
cancellationToken: Cancellation token.

Returns: Count and last time.

Export

protected override Task<ValueTuple<int, DateTime?>> Export(IAsyncEnumerable<Level1ChangeMessage> messages, CancellationToken cancellationToken)

result = stockSharpExporter.Export(messages, cancellationToken)

To export Level1ChangeMessage asynchronously.

messages: Messages.
cancellationToken: Cancellation token.

Returns: Count and last time.

Export

protected override Task<ValueTuple<int, DateTime?>> Export(IAsyncEnumerable<PositionChangeMessage> messages, CancellationToken cancellationToken)

result = stockSharpExporter.Export(messages, cancellationToken)

To export PositionChangeMessage asynchronously.

messages: Messages.
cancellationToken: Cancellation token.

Returns: Count and last time.

Export

protected override Task<ValueTuple<int, DateTime?>> Export(IAsyncEnumerable<IndicatorValue> values, CancellationToken cancellationToken)

result = stockSharpExporter.Export(values, cancellationToken)

To export IndicatorValue asynchronously.

values: Values.
cancellationToken: Cancellation token.

Returns: Count and last time.

Export

protected override Task<ValueTuple<int, DateTime?>> Export(IAsyncEnumerable<CandleMessage> messages, CancellationToken cancellationToken)

result = stockSharpExporter.Export(messages, cancellationToken)

To export CandleMessage asynchronously.

messages: Messages.
cancellationToken: Cancellation token.

Returns: Count and last time.

Export

protected override Task<ValueTuple<int, DateTime?>> Export(IAsyncEnumerable<NewsMessage> messages, CancellationToken cancellationToken)

result = stockSharpExporter.Export(messages, cancellationToken)

To export NewsMessage asynchronously.

messages: Messages.
cancellationToken: Cancellation token.

Returns: Count and last time.

Export

protected override Task<ValueTuple<int, DateTime?>> Export(IAsyncEnumerable<SecurityMessage> messages, CancellationToken cancellationToken)

result = stockSharpExporter.Export(messages, cancellationToken)

To export SecurityMessage asynchronously.

messages: Messages.
cancellationToken: Cancellation token.

Returns: Count and last time.

Export

protected override Task<ValueTuple<int, DateTime?>> Export(IAsyncEnumerable<BoardStateMessage> messages, CancellationToken cancellationToken)

result = stockSharpExporter.Export(messages, cancellationToken)

To export BoardStateMessage asynchronously.

messages: Messages.
cancellationToken: Cancellation token.

Returns: Count and last time.

Export

protected override Task<ValueTuple<int, DateTime?>> Export(IAsyncEnumerable<BoardMessage> messages, CancellationToken cancellationToken)

result = stockSharpExporter.Export(messages, cancellationToken)

To export BoardMessage asynchronously.

messages: Messages.
cancellationToken: Cancellation token.

Returns: Count and last time.

ExportOrderLogAsync

protected override Task<ValueTuple<int, DateTime?>> ExportOrderLogAsync(IAsyncEnumerable<ExecutionMessage> messages, CancellationToken cancellationToken)

result = stockSharpExporter.ExportOrderLogAsync(messages, cancellationToken)

To export OrderLog asynchronously.

messages: Messages.
cancellationToken: Cancellation token.

Returns: Count and last time.

ExportTicksAsync

protected override Task<ValueTuple<int, DateTime?>> ExportTicksAsync(IAsyncEnumerable<ExecutionMessage> messages, CancellationToken cancellationToken)

result = stockSharpExporter.ExportTicksAsync(messages, cancellationToken)

To export Ticks asynchronously.

messages: Messages.
cancellationToken: Cancellation token.

Returns: Count and last time.

ExportTransactionsAsync

protected override Task<ValueTuple<int, DateTime?>> ExportTransactionsAsync(IAsyncEnumerable<ExecutionMessage> messages, CancellationToken cancellationToken)

result = stockSharpExporter.ExportTransactionsAsync(messages, cancellationToken)

To export Transactions asynchronously.

messages: Messages.
cancellationToken: Cancellation token.

Returns: Count and last time.