IStorageBuffer

StockSharp.Algo.Storages

The interface for storage buffer.

Implements: IPersistable, ICloneable<IStorageBuffer>, ICloneable

Properties

DisableStorageTimer : bool

StartStorageTimer.

Enabled : bool

Enable storage.

EnabledLevel1 : bool

Enable level1 storage.

EnabledOrderBook : bool

Enable order book storage.

EnabledPositions : bool

Enable positions storage.

EnabledTransactions : bool

Enable transactions storage.

FilterSubscription : bool

Save data only for subscriptions.

IgnoreGenerated : ISet<DataType>

Ignore messages with BuildFrom is not .

Methods

GetBoardStates() : IEnumerable<BoardStateMessage>

Get accumulated BoardStateMessage.

Returns: States.

GetCandles() : IDictionary<ValueTuple<SecurityId, DataType>, IEnumerable<CandleMessage>>

Get accumulated CandleMessage.

Returns: Candles.

GetLevel1() : IDictionary<SecurityId, IEnumerable<Level1ChangeMessage>>

Get accumulated Level1ChangeMessage.

Returns: Level1.

GetNews() : IEnumerable<NewsMessage>

Get accumulated NewsMessage.

Returns: News.

GetOrderBooks() : IDictionary<SecurityId, IEnumerable<QuoteChangeMessage>>

Get accumulated QuoteChangeMessage.

Returns: Order books.

GetOrderLog() : IDictionary<SecurityId, IEnumerable<ExecutionMessage>>

Get accumulated OrderLog.

Returns: Order log.

GetPositionChanges() : IDictionary<SecurityId, IEnumerable<PositionChangeMessage>>

Get accumulated PositionChangeMessage.

Returns: Position changes.

GetTicks() : IDictionary<SecurityId, IEnumerable<ExecutionMessage>>

Get accumulated Ticks.

Returns: Ticks.

GetTransactions() : IDictionary<SecurityId, IEnumerable<ExecutionMessage>>

Get accumulated Transactions.

Returns: Transactions.

ProcessInMessage(Message)

Process incoming message.

message: Message.

ProcessOutMessage(Message)

Process outgoing message.

message: Message.