StorageBuffer

StockSharp.Algo.Storages

Storage buffer.

Implements: IStorageBuffer, IPersistable, ICloneable<IStorageBuffer>, ICloneable

Properties

DisableStorageTimer
public bool DisableStorageTimer { get; set; }
value = storageBuffer.DisableStorageTimer
storageBuffer.DisableStorageTimer = value

StartStorageTimer.

Enabled
public bool Enabled { get; set; }
value = storageBuffer.Enabled
storageBuffer.Enabled = value

Enable storage.

EnabledLevel1
public bool EnabledLevel1 { get; set; }
value = storageBuffer.EnabledLevel1
storageBuffer.EnabledLevel1 = value

Enable level1 storage.

EnabledOrderBook
public bool EnabledOrderBook { get; set; }
value = storageBuffer.EnabledOrderBook
storageBuffer.EnabledOrderBook = value

Enable order book storage.

EnabledPositions
public bool EnabledPositions { get; set; }
value = storageBuffer.EnabledPositions
storageBuffer.EnabledPositions = value

Enable positions storage.

EnabledTransactions
public bool EnabledTransactions { get; set; }
value = storageBuffer.EnabledTransactions
storageBuffer.EnabledTransactions = value

Enable transactions storage.

FilterSubscription
public bool FilterSubscription { get; set; }
value = storageBuffer.FilterSubscription
storageBuffer.FilterSubscription = value

Save data only for subscriptions.

IgnoreGenerated
public ISet<DataType> IgnoreGenerated { get; }
value = storageBuffer.IgnoreGenerated

Ignore messages with BuildFrom is not .

Methods

Clone
public IStorageBuffer Clone()
result = storageBuffer.Clone()

Creates a deep copy of a DataSeries

GetBoardStates
public IEnumerable<BoardStateMessage> GetBoardStates()
result = storageBuffer.GetBoardStates()

Get accumulated BoardStateMessage.

Returns: States.

GetCandles
public IDictionary<ValueTuple<SecurityId, DataType>, IEnumerable<CandleMessage>> GetCandles()
result = storageBuffer.GetCandles()

Get accumulated CandleMessage.

Returns: Candles.

GetLevel1
public IDictionary<SecurityId, IEnumerable<Level1ChangeMessage>> GetLevel1()
result = storageBuffer.GetLevel1()

Get accumulated Level1ChangeMessage.

Returns: Level1.

GetNews
public IEnumerable<NewsMessage> GetNews()
result = storageBuffer.GetNews()

Get accumulated NewsMessage.

Returns: News.

GetOrderBooks
public IDictionary<SecurityId, IEnumerable<QuoteChangeMessage>> GetOrderBooks()
result = storageBuffer.GetOrderBooks()

Get accumulated QuoteChangeMessage.

Returns: Order books.

GetOrderLog
public IDictionary<SecurityId, IEnumerable<ExecutionMessage>> GetOrderLog()
result = storageBuffer.GetOrderLog()

Get accumulated OrderLog.

Returns: Order log.

GetPositionChanges
public IDictionary<SecurityId, IEnumerable<PositionChangeMessage>> GetPositionChanges()
result = storageBuffer.GetPositionChanges()

Get accumulated PositionChangeMessage.

Returns: Position changes.

GetTicks
public IDictionary<SecurityId, IEnumerable<ExecutionMessage>> GetTicks()
result = storageBuffer.GetTicks()

Get accumulated Ticks.

Returns: Ticks.

GetTransactions
public IDictionary<SecurityId, IEnumerable<ExecutionMessage>> GetTransactions()
result = storageBuffer.GetTransactions()

Get accumulated Transactions.

Returns: Transactions.

ProcessInMessage
public void ProcessInMessage(Message message)
storageBuffer.ProcessInMessage(message)

Process message.

message
Message.
ProcessOutMessage
public void ProcessOutMessage(Message message)
storageBuffer.ProcessOutMessage(message)

Process message.

message
Message.