StorageBuffer
Storage buffer.
Implements: IStorageBuffer, IPersistable, ICloneable<IStorageBuffer>, ICloneable
Properties
public bool DisableStorageTimer { get; set; }
value = storageBuffer.DisableStorageTimer
storageBuffer.DisableStorageTimer = value
StartStorageTimer.
public bool Enabled { get; set; }
value = storageBuffer.Enabled
storageBuffer.Enabled = value
Enable storage.
public bool EnabledLevel1 { get; set; }
value = storageBuffer.EnabledLevel1
storageBuffer.EnabledLevel1 = value
Enable level1 storage.
public bool EnabledOrderBook { get; set; }
value = storageBuffer.EnabledOrderBook
storageBuffer.EnabledOrderBook = value
Enable order book storage.
public bool EnabledPositions { get; set; }
value = storageBuffer.EnabledPositions
storageBuffer.EnabledPositions = value
Enable positions storage.
public bool EnabledTransactions { get; set; }
value = storageBuffer.EnabledTransactions
storageBuffer.EnabledTransactions = value
Enable transactions storage.
public bool FilterSubscription { get; set; }
value = storageBuffer.FilterSubscription
storageBuffer.FilterSubscription = value
Save data only for subscriptions.
public ISet<DataType> IgnoreGenerated { get; }
value = storageBuffer.IgnoreGenerated
Ignore messages with BuildFrom is not .
Methods
public IStorageBuffer Clone()
result = storageBuffer.Clone()
Creates a deep copy of a DataSeries
public IEnumerable<BoardStateMessage> GetBoardStates()
result = storageBuffer.GetBoardStates()
Get accumulated BoardStateMessage.
Returns: States.
public IDictionary<ValueTuple<SecurityId, DataType>, IEnumerable<CandleMessage>> GetCandles()
result = storageBuffer.GetCandles()
Get accumulated CandleMessage.
Returns: Candles.
public IDictionary<SecurityId, IEnumerable<Level1ChangeMessage>> GetLevel1()
result = storageBuffer.GetLevel1()
Get accumulated Level1ChangeMessage.
Returns: Level1.
public IEnumerable<NewsMessage> GetNews()
result = storageBuffer.GetNews()
Get accumulated NewsMessage.
Returns: News.
public IDictionary<SecurityId, IEnumerable<QuoteChangeMessage>> GetOrderBooks()
result = storageBuffer.GetOrderBooks()
Get accumulated QuoteChangeMessage.
Returns: Order books.
public IDictionary<SecurityId, IEnumerable<ExecutionMessage>> GetOrderLog()
result = storageBuffer.GetOrderLog()
Get accumulated OrderLog.
Returns: Order log.
public IDictionary<SecurityId, IEnumerable<PositionChangeMessage>> GetPositionChanges()
result = storageBuffer.GetPositionChanges()
Get accumulated PositionChangeMessage.
Returns: Position changes.
public IDictionary<SecurityId, IEnumerable<ExecutionMessage>> GetTicks()
result = storageBuffer.GetTicks()
Get accumulated Ticks.
Returns: Ticks.
public IDictionary<SecurityId, IEnumerable<ExecutionMessage>> GetTransactions()
result = storageBuffer.GetTransactions()
Get accumulated Transactions.
Returns: Transactions.
public void ProcessInMessage(Message message)
storageBuffer.ProcessInMessage(message)
Process message.
- message
- Message.
public void ProcessOutMessage(Message message)
storageBuffer.ProcessOutMessage(message)
Process message.
- message
- Message.