HistoryMarketDataManager

HistoryMarketDataManager(ITradingTimeLineGenerator)

Initializes a new instance of the HistoryMarketDataManager.

timeLineGenerator

Trading time line generator.

AdapterCache : MarketDataStorageCache

MarketDataStorageCache.

CheckTradableDates : bool

Check loading dates are they tradable.

CurrentTime : DateTime

Current UTC time.

Drive : IMarketDataDrive

The storage which is used by default.

IsStarted : bool

Whether the timer is running.

LoadedMessageCount : int

The number of loaded events.

MarketTimeChangedInterval : TimeSpan

The interval of message TimeMessage generation.

PostTradeMarketTimeChangedCount : int

The number of the event calls after end of trading.

StartDate : DateTime

Date in history for starting.

StopDate : DateTime

Date in history to stop (date is included).

StorageCache : MarketDataStorageCache

Cache.

StorageFormat : StorageFormats

The format of market data.

StorageRegistry : IStorageRegistry

Market data storage.

DisposeManaged()

Release resources.

DriveGenerators(Message, DateTime) : IEnumerable<Message>

Drives the registered generators with the replay clock and same-security data, returning any generated messages (interleaved by the caller at the same server time). A time signal advances time-based generation for every generator; the triggering message feeds the generators of its own security, and each generated message is chained into the other same-security generators, so a generated tick drives that security's order-book generator. Generators ignore their own output type, so the chain terminates.

trigger

The replayed message that advanced the clock.

time

The current replay server time.

Retorna: The generated messages, if any.

GetSupportedDataTypesAsync(SecurityId) : IAsyncEnumerable<DataType>

Get supported data types for security.

securityId

Security ID.

Retorna: Supported data types.

HasGenerator(SecurityId, DataType) : bool

Check if generator exists.

securityId

Security ID.

dataType

Data type.

Retorna: if generator exists.

RegisterGenerator(SecurityId, DataType, MarketDataGenerator, long)

Register generator.

securityId

Security ID.

dataType

Data type.

generator

Generator.

transactionId

Transaction ID.

Reset()

Reset state.

StartAsync(IEnumerable<BoardMessage>) : IAsyncEnumerable<Message>

Start market data generation.

boards

Exchange boards.

Retorna: Async enumerable of messages.

Stop()

Stop the timer.

Retorna: ITimerHandler

SubscribeAsync(MarketDataMessage, CancellationToken) : ValueTask<Exception>

Subscribe to market data.

message

Subscription message.

cancellationToken

Cancellation token.

Retorna: Error if subscription failed, null otherwise.

UnregisterGenerator(long) : bool

Unregister generator.

originalTransactionId

Original transaction id.

Retorna: if generator was found and removed.

Unsubscribe(long)

Unsubscribe from market data.

originalTransactionId

Original subscription transaction id.