IStorageRegistry

StockSharp.Algo.Storages

The interface describing the storage of market data.

プロパティ

DefaultDrive : IMarketDataDrive

The storage used by default.

ExchangeInfoProvider : IExchangeInfoProvider

Exchanges and trading boards provider.

メソッド

GetBoardStateMessageStorage(IMarketDataDrive, StorageFormats) : IMarketDataStorage<BoardStateMessage>

To get board state storage.

drive: The storage.
format: The format type.

戻り値: The news storage.

GetCandleMessageStorage(SecurityId, DataType, IMarketDataDrive, StorageFormats) : IMarketDataStorage<CandleMessage>

To get the candles storage for the specified instrument.

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

戻り値: The candles storage.

GetExecutionMessageStorage(SecurityId, DataType, IMarketDataDrive, StorageFormats) : IMarketDataStorage<ExecutionMessage>

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.

戻り値: The ExecutionMessage storage.

GetLevel1MessageStorage(SecurityId, IMarketDataDrive, StorageFormats) : IMarketDataStorage<Level1ChangeMessage>

To get the storage of level1 data.

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

戻り値: The storage of level1 data.

GetNewsMessageStorage(IMarketDataDrive, StorageFormats) : IMarketDataStorage<NewsMessage>

To get news storage.

drive: The storage.
format: The format type.

戻り値: The news storage.

GetOrderLogMessageStorage(SecurityId, IMarketDataDrive, StorageFormats) : IMarketDataStorage<ExecutionMessage>

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

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

戻り値: The storage of orders log.

GetPositionMessageStorage(SecurityId, IMarketDataDrive, StorageFormats) : IMarketDataStorage<PositionChangeMessage>

To get the storage of position changes data.

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

戻り値: The storage of position changes data.

GetQuoteMessageStorage(SecurityId, IMarketDataDrive, StorageFormats, bool) : IMarketDataStorage<QuoteChangeMessage>

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.

戻り値: The order books storage.

GetStorage(SecurityId, DataType, IMarketDataDrive, StorageFormats) : IMarketDataStorage

To get the market-data storage.

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

戻り値: Market-data storage.

GetTickMessageStorage(SecurityId, IMarketDataDrive, StorageFormats) : IMarketDataStorage<ExecutionMessage>

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

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

戻り値: The storage of tick trades.

GetTransactionStorage(SecurityId, IMarketDataDrive, StorageFormats) : IMarketDataStorage<ExecutionMessage>

To get the transactions storage for the specified instrument.

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

戻り値: The transactions storage.

RegisterCandleStorage(IMarketDataStorage<CandleMessage>)

To register the candles storage.

storage: The candles storage.

RegisterLevel1Storage(IMarketDataStorage<Level1ChangeMessage>)

To register the storage of level1 data.

storage: The storage of level1 data.

RegisterMarketDepthStorage(IMarketDataStorage<QuoteChangeMessage>)

To register the order books storage.

storage: The order books storage.

RegisterOrderLogStorage(IMarketDataStorage<ExecutionMessage>)

To register the order log storage.

storage: The storage of orders log.

RegisterPositionStorage(IMarketDataStorage<PositionChangeMessage>)

To register the storage of position changes data.

storage: The storage of position changes data.

RegisterTradeStorage(IMarketDataStorage<ExecutionMessage>)

To register tick trades storage.

storage: The storage of tick trades.