IMarketDataStorage
StockSharp.Algo.Storages
The interface, describing the storage of market data (ticks, order books etc.).
Implements: IMarketDataStorage
Properties
Serializer : IMarketDataSerializer<T>
The serializer.
Methods
DeleteAsync(IEnumerable<T>, CancellationToken) : ValueTask
To delete market data from storage.
- data
- Market data to be deleted.
- cancellationToken
- CancellationToken
Returns: ValueTask
LoadAsync(DateTime) : IAsyncEnumerable<T>
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(IEnumerable<T>, CancellationToken) : ValueTask<int>
To save market data in storage.
- data
- Market data.
- cancellationToken
- CancellationToken
Returns: Count of saved data.