IMarketDataStorage
StockSharp.Algo.Storages
The interface, describing the storage of market data (ticks, order books etc.).
Implements: IMarketDataStorage
Properties
Serializer
public IMarketDataSerializer<TMessage> Serializer { get; }value = iMarketDataStorage.SerializerThe serializer.
Methods
DeleteAsync
public ValueTask DeleteAsync(IEnumerable<TMessage> data, CancellationToken cancellationToken)result = iMarketDataStorage.DeleteAsync(data, cancellationToken)To delete market data from storage.
- data
- Market data to be deleted.
- cancellationToken
- CancellationToken
Returns: ValueTask
LoadAsync
public IAsyncEnumerable<TMessage> LoadAsync(DateTime date)result = iMarketDataStorage.LoadAsync(date)To load data.
- date
- Date, for which data shall be loaded.
Returns: Data. If there is no data, the empty set will be returned.
SaveAsync
public ValueTask<int> SaveAsync(IEnumerable<TMessage> data, CancellationToken cancellationToken)result = iMarketDataStorage.SaveAsync(data, cancellationToken)To save market data in storage.
- data
- Market data.
- cancellationToken
- CancellationToken
Returns: Count of saved data.