Class BaseMarketDataDrive
- Namespace
- StockSharp.Algo.Storages
- Assembly
- StockSharp.Algo.dll
The base implementation IMarketDataDrive.
public abstract class BaseMarketDataDrive : Disposable, IMarketDataDrive, IPersistable, IDisposable
- Inheritance
-
BaseMarketDataDrive
- Implements
-
IPersistable
- Derived
- Extension Methods
Constructors
BaseMarketDataDrive()
Initialize BaseMarketDataDrive.
protected BaseMarketDataDrive()
Properties
AvailableSecurities
Get all available instruments.
public abstract IEnumerable<SecurityId> AvailableSecurities { get; }
Property Value
Path
Path to market data.
public abstract string Path { get; set; }
Property Value
Methods
GetAvailableDataTypes(SecurityId, StorageFormats)
Get all available data types.
public abstract IEnumerable<DataType> GetAvailableDataTypes(SecurityId securityId, StorageFormats format)
Parameters
securityId
SecurityIdInstrument identifier.
format
StorageFormatsFormat type.
Returns
- IEnumerable<DataType>
Data types.
GetNewsMessageStorage(IMarketDataSerializer<NewsMessage>)
To get news storage.
public IMarketDataStorage<NewsMessage> GetNewsMessageStorage(IMarketDataSerializer<NewsMessage> serializer)
Parameters
serializer
IMarketDataSerializer<NewsMessage>The serializer.
Returns
- IMarketDataStorage<NewsMessage>
The news storage.
GetStorageDrive(SecurityId, DataType, StorageFormats)
To get the storage for IMarketDataStorage.
public abstract IMarketDataStorageDrive GetStorageDrive(SecurityId securityId, DataType dataType, StorageFormats format)
Parameters
securityId
SecurityIdSecurity ID.
dataType
DataTypeData type info.
format
StorageFormatsFormat type.
Returns
- IMarketDataStorageDrive
Storage for IMarketDataStorage.
Load(SettingsStorage)
Load settings.
public virtual void Load(SettingsStorage storage)
Parameters
storage
SettingsStorageSettings storage.
LookupSecurities(SecurityLookupMessage, ISecurityProvider, Action<SecurityMessage>, Func<bool>, Action<int, int>)
Download securities by the specified criteria.
public abstract void LookupSecurities(SecurityLookupMessage criteria, ISecurityProvider securityProvider, Action<SecurityMessage> newSecurity, Func<bool> isCancelled, Action<int, int> updateProgress)
Parameters
criteria
SecurityLookupMessageMessage security lookup for specified criteria.
securityProvider
ISecurityProviderThe provider of information about instruments.
newSecurity
Action<SecurityMessage>The handler through which a new instrument will be passed.
isCancelled
Func<bool>The handler which returns an attribute of search cancel.
updateProgress
Action<int, int>The handler through which a progress change will be passed.
Save(SettingsStorage)
Save settings.
public virtual void Save(SettingsStorage storage)
Parameters
storage
SettingsStorageSettings storage.
ToString()
public override string ToString()
Returns
Verify()
Verify settings.
public abstract void Verify()