StorageRegistry

StockSharp.Algo.Storages

The storage of market data.

Inherits: Disposable

Constructors

public StorageRegistry(IExchangeInfoProvider exchangeInfoProvider)

storageRegistry = StorageRegistry(exchangeInfoProvider)

Initializes a new instance of the StorageRegistry.

exchangeInfoProvider: Exchanges and trading boards provider.

StorageRegistry

public StorageRegistry()

storageRegistry = StorageRegistry()

Initializes a new instance of the StorageRegistry.

Properties

DefaultDrive

public virtual IMarketDataDrive DefaultDrive { get; set; }

value = storageRegistry.DefaultDrive
storageRegistry.DefaultDrive = value

The storage used by default.

ExchangeInfoProvider

public IExchangeInfoProvider ExchangeInfoProvider { get; }

value = storageRegistry.ExchangeInfoProvider

Exchanges and trading boards provider.

Methods

DisposeManaged

protected override void DisposeManaged()

storageRegistry.DisposeManaged()

Release resources.

GetBoardStateMessageStorage

public IMarketDataStorage<BoardStateMessage> GetBoardStateMessageStorage(IMarketDataDrive drive, StorageFormats format)

result = storageRegistry.GetBoardStateMessageStorage(drive, format)

To get board state storage.

drive: The storage.
format: The format type.

Returns: The news storage.

GetCandleMessageStorage

public IMarketDataStorage<CandleMessage> GetCandleMessageStorage(SecurityId securityId, DataType type, IMarketDataDrive drive, StorageFormats format)

result = storageRegistry.GetCandleMessageStorage(securityId, type, drive, format)

To get the candles storage for the specified instrument.

securityId: Security ID.
type: DataType
drive: The storage.
format: The format type.

Returns: The candles storage.

GetExecutionMessageStorage

public IMarketDataStorage<ExecutionMessage> GetExecutionMessageStorage(SecurityId securityId, DataType type, IMarketDataDrive drive, StorageFormats format)

result = storageRegistry.GetExecutionMessageStorage(securityId, type, drive, format)

To get the ExecutionMessage storage for the specified instrument.

securityId: Security ID.
type: Data type, information about which is contained in the ExecutionMessage.
drive: The storage.
format: The format type.

Returns: The ExecutionMessage storage.

GetLevel1MessageStorage

public IMarketDataStorage<Level1ChangeMessage> GetLevel1MessageStorage(SecurityId securityId, IMarketDataDrive drive, StorageFormats format)

result = storageRegistry.GetLevel1MessageStorage(securityId, drive, format)

To get the storage of level1 data.

securityId: Security ID.
drive: The storage.
format: The format type.

Returns: The storage of level1 data.

GetNewsMessageStorage

public IMarketDataStorage<NewsMessage> GetNewsMessageStorage(IMarketDataDrive drive, StorageFormats format)

result = storageRegistry.GetNewsMessageStorage(drive, format)

To get news storage.

drive: The storage.
format: The format type.

Returns: The news storage.

GetOrderLogMessageStorage

public IMarketDataStorage<ExecutionMessage> GetOrderLogMessageStorage(SecurityId securityId, IMarketDataDrive drive, StorageFormats format)

result = storageRegistry.GetOrderLogMessageStorage(securityId, drive, format)

To get the storage of orders log for the specified instrument.

securityId: Security ID.
drive: The storage.
format: The format type.

Returns: The storage of orders log.

GetPositionMessageStorage

public IMarketDataStorage<PositionChangeMessage> GetPositionMessageStorage(SecurityId securityId, IMarketDataDrive drive, StorageFormats format)

result = storageRegistry.GetPositionMessageStorage(securityId, drive, format)

To get the storage of position changes data.

securityId: Security ID.
drive: The storage.
format: The format type.

Returns: The storage of position changes data.

GetQuoteMessageStorage

public IMarketDataStorage<QuoteChangeMessage> GetQuoteMessageStorage(SecurityId securityId, IMarketDataDrive drive, StorageFormats format, bool passThroughOrderBookIncrement)

result = storageRegistry.GetQuoteMessageStorage(securityId, drive, format, passThroughOrderBookIncrement)

To get the storage of order books for the specified instrument.

securityId: Security ID.
drive: The storage.
format: The format type.
passThroughOrderBookIncrement: Pass through incremental QuoteChangeMessage.

Returns: The order books storage.

GetStorage

public IMarketDataStorage GetStorage(SecurityId securityId, DataType dataType, IMarketDataDrive drive, StorageFormats format)

result = storageRegistry.GetStorage(securityId, dataType, drive, format)

To get the market-data storage.

securityId: Security ID.
dataType: DataType
drive: The storage.
format: The format type.

Returns: Market-data storage.

GetTickMessageStorage

public IMarketDataStorage<ExecutionMessage> GetTickMessageStorage(SecurityId securityId, IMarketDataDrive drive, StorageFormats format)

result = storageRegistry.GetTickMessageStorage(securityId, drive, format)

To get the storage of tick trades for the specified instrument.

securityId: Security ID.
drive: The storage.
format: The format type.

Returns: The storage of tick trades.

GetTransactionStorage

public IMarketDataStorage<ExecutionMessage> GetTransactionStorage(SecurityId securityId, IMarketDataDrive drive, StorageFormats format)

result = storageRegistry.GetTransactionStorage(securityId, drive, format)

To get the transactions storage for the specified instrument.

securityId: Security ID.
drive: The storage.
format: The format type.

Returns: The transactions storage.

RegisterCandleStorage

public void RegisterCandleStorage(IMarketDataStorage<CandleMessage> storage)

storageRegistry.RegisterCandleStorage(storage)

To register the candles storage.

storage: The candles storage.

RegisterLevel1Storage

public void RegisterLevel1Storage(IMarketDataStorage<Level1ChangeMessage> storage)

storageRegistry.RegisterLevel1Storage(storage)

To register the storage of level1 data.

storage: The storage of level1 data.

RegisterMarketDepthStorage

public void RegisterMarketDepthStorage(IMarketDataStorage<QuoteChangeMessage> storage)

storageRegistry.RegisterMarketDepthStorage(storage)

To register the order books storage.

storage: The order books storage.

RegisterOrderLogStorage

public void RegisterOrderLogStorage(IMarketDataStorage<ExecutionMessage> storage)

storageRegistry.RegisterOrderLogStorage(storage)

To register the order log storage.

storage: The storage of orders log.

RegisterPositionStorage

public void RegisterPositionStorage(IMarketDataStorage<PositionChangeMessage> storage)

storageRegistry.RegisterPositionStorage(storage)

To register the storage of position changes data.

storage: The storage of position changes data.

RegisterTradeStorage

public void RegisterTradeStorage(IMarketDataStorage<ExecutionMessage> storage)

storageRegistry.RegisterTradeStorage(storage)

To register tick trades storage.

storage: The storage of tick trades.