StorageBuffer

DisableStorageTimer

public bool DisableStorageTimer { get; set; }

value = storageBuffer.DisableStorageTimer
storageBuffer.DisableStorageTimer = value

StartStorageTimer.

DroppedMessages

public long DroppedMessages { get; }

value = storageBuffer.DroppedMessages

How many messages were thrown away because MaxBufferedMessages was reached. What is counted here is gone.

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 .

MaxBufferedMessages

public long MaxBufferedMessages { get; set; }

value = storageBuffer.MaxBufferedMessages
storageBuffer.MaxBufferedMessages = value

How many messages may wait to be written before new ones are thrown away. Zero, the default, is no limit at all.

CloneAsync

public ValueTask<IStorageBuffer> CloneAsync(CancellationToken cancellationToken)

result = storageBuffer.CloneAsync(cancellationToken)

Create a copy of the buffer.

cancellationToken

CancellationToken

Returns: Copy.

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.

PutBack

public void PutBack(IEnumerable<Message> messages)

storageBuffer.PutBack(messages)

Puts back what could not be written, so the next round writes it rather than losing it.

messages

What was taken and not written.