IStorageBuffer
StockSharp.Algo.Storages
The interface for storage buffer.
実装: IPersistable, ICloneable<IStorageBuffer>, ICloneable
プロパティ
DisableStorageTimer : bool
StartStorageTimer.
EnabledLevel1 : bool
Enable level1 storage.
EnabledOrderBook : bool
Enable order book storage.
EnabledPositions : bool
Enable positions storage.
EnabledTransactions : bool
Enable transactions storage.
FilterSubscription : bool
Save data only for subscriptions.
IgnoreGenerated : ISet<DataType>
Ignore messages with BuildFrom is not .
メソッド
GetCandles() : IDictionary<ValueTuple<SecurityId, DataType>, IEnumerable<CandleMessage>>
Get accumulated CandleMessage.
戻り値: Candles.
GetLevel1() : IDictionary<SecurityId, IEnumerable<Level1ChangeMessage>>
Get accumulated Level1ChangeMessage.
戻り値: Level1.
GetOrderBooks() : IDictionary<SecurityId, IEnumerable<QuoteChangeMessage>>
Get accumulated QuoteChangeMessage.
戻り値: Order books.
GetOrderLog() : IDictionary<SecurityId, IEnumerable<ExecutionMessage>>
Get accumulated OrderLog.
戻り値: Order log.
GetPositionChanges() : IDictionary<SecurityId, IEnumerable<PositionChangeMessage>>
Get accumulated PositionChangeMessage.
戻り値: Position changes.
GetTicks() : IDictionary<SecurityId, IEnumerable<ExecutionMessage>>
Get accumulated Ticks.
戻り値: Ticks.
GetTransactions() : IDictionary<SecurityId, IEnumerable<ExecutionMessage>>
Get accumulated Transactions.
戻り値: Transactions.