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Storage Drives

Storage drives in StockSharp are responsible for the physical placement of market data -- on a local disk or on a remote server. The base interface IMarketDataDrive defines the common contract for all implementations.

IMarketDataDrive -- Base Interface

The IMarketDataDrive interface provides the following key capabilities:

  • Path -- path to the data storage.
  • GetAvailableSecuritiesAsync() -- retrieve a list of all available instruments in the storage.
  • GetAvailableDataTypesAsync() -- retrieve a list of data types available for a specific instrument.
  • GetStorageDrive() -- obtain a storage drive for a specific instrument and data type.
  • VerifyAsync() -- verify the integrity of the storage.
  • LookupSecuritiesAsync() -- search for instruments by specified criteria.

LocalMarketDataDrive -- Local File Storage

The LocalMarketDataDrive class is the primary drive implementation that stores data on the local disk in the file system.

Key Features

  • File system -- data is organized in a hierarchical directory structure by instruments and dates.
  • Index system -- the internal Index class provides fast data access without scanning the file system. Index files are stored in the format {instrument_path}{file_name}Dates2.bin.
  • Thread safety -- data access is protected by locking mechanisms for correct operation in multi-threaded applications.
  • Index building -- the BuildIndexAsync() method allows rebuilding indexes for improved performance after bulk data operations.

Usage Example

// Create a local drive with a specified path
var localDrive = new LocalMarketDataDrive(Path.Combine(
    Directory.GetCurrentDirectory(), "Storage"));

// Use with the storage registry
var storageRegistry = new StorageRegistry
{
    DefaultDrive = localDrive,
};

// Retrieve the list of available instruments
await foreach (var secId in localDrive.GetAvailableSecuritiesAsync())
{
    Console.WriteLine(secId);
}

RemoteMarketDataDrive -- Remote Storage

The RemoteMarketDataDrive class allows connecting to a remote Hydra server for accessing market data over the network.

Connection Settings

  • Address -- remote server address. Default is 127.0.0.1:5002.
  • Credentials -- authentication credentials (Email and Password).
  • TargetCompId -- target component identifier, default is "StockSharpHydraMD".
  • SecurityBatchSize -- batch size when loading instruments, default is 1000.
  • Timeout -- connection timeout, default is 2 minutes.

Usage Example

// Create a remote drive
var remoteDrive = new RemoteMarketDataDrive
{
    Address = "192.168.1.100:5002".To<EndPoint>(),
    Credentials = { Email = "user", Password = "pass".Secure() }
};

// Retrieve available data types for an instrument
var secId = "SBER@TQBR".ToSecurityId();
await foreach (var dataType in remoteDrive.GetAvailableDataTypesAsync(secId, StorageFormats.Binary))
{
    Console.WriteLine(dataType);
}

For more details on working with remote storage, see the Working with Remote Storage section.

DriveCache -- Drive Management

The DriveCache class manages a collection of storage drives and provides caching for reuse.

Key Methods and Properties

  • GetDrive(path) -- get an existing drive by path or create a new one.
  • DeleteDrive(drive) -- remove a drive from the cache.
  • TryDefaultDrive -- the first available LocalMarketDataDrive.
  • NewDriveCreated -- event for new drive creation.
  • DriveDeleted -- event for drive deletion.
  • Changed -- event for drive collection changes.

The class implements the IPersistable interface, which allows saving and loading drive configurations.

Usage Example

// Create a cache with a default local drive
var defaultDrive = new LocalMarketDataDrive(Path.Combine(
    Directory.GetCurrentDirectory(), "Storage"));
var driveCache = new DriveCache(defaultDrive);

// Get or create a drive by path
var anotherDrive = driveCache.GetDrive(@"D:\MarketData");

// Subscribe to events
driveCache.NewDriveCreated += drive =>
    Console.WriteLine($"Drive created: {drive.Path}");

See Also