Interface IMessageStorageRegistry

Namespace

StockSharp.Algo.Storages

Assembly

StockSharp.Algo.dll

The interface describing the storage of market data.

public interface IMessageStorageRegistry

Extension Methods

AsyncHelper.FromResult<TValue>(TValue)

AsyncHelper.ToCompleteSource<TValue>(TValue)

CompareHelper.IsDefault<T>(T)

CompareHelper.IsRuntimeDefault<T>(T)

Converter.TypedTo<TFrom, TTo>(TFrom)

DelegateHelper.AddDelegate<TDelegate>(TDelegate, TDelegate)

DelegateHelper.GetInvocationList<TDelegate>(TDelegate)

DelegateHelper.RemoveAllDelegates<TDelegate>(TDelegate)

DelegateHelper.RemoveDelegate<TDelegate>(TDelegate, TDelegate)

DisposableHelper.MakeDisposable<T>(T, Action<T>)

Enumerator.IsDefined<T>(T)

Enumerator.SplitMask<T>(T)

NullableHelper.Convert<T, TResult>(T, Func<T, TResult>, Func<TResult>)

NullableHelper.IsNull<T>(T)

NullableHelper.IsNull<T>(T, bool)

TupleHelper.ToValues<T>(T)

TypeHelper.CheckOnNull<T>(T, string)

TypeHelper.DoDispose<TSource>(TSource)

TypeHelper.ToScope<T>(T, bool)

NetworkHelper.Format<T>(T, bool)

PersistableHelper.TrySerialize<T>(T, out SettingsStorage)

XamlHelper.CopyToClipboard<T>(T)

StorageHelper.GetCandleMessageStorage(IMessageStorageRegistry, Subscription, IMarketDataDrive, StorageFormats)

StorageHelper.GetTimeFrameCandleMessageStorage(IMessageStorageRegistry, SecurityId, TimeSpan, IMarketDataDrive, StorageFormats)

Paths.SerializeToString<T>(T, bool)

Paths.Serialize<T>(T, bool)

Paths.Serialize<T>(T, string, bool)

CompareHelper.Compare(object, object)

Converter.To(object, Type)

Converter.To<T>(object)

Enumerator.GetAttributeOfType<TAttribute>(object)

Enumerator.IsEnumBrowsable(object)

Enumerator.SplitMask2(object)

TypeHelper.HasProperty(object, string)

EntityPropertyHelper.GetPropValue(object, string, Func<object, string, object>, IDictionary<string, object>)

Extensions.GetBasicProperties(object, int)

Extensions.GetDisplayName(object)

Extensions.GetFieldDescription(object)

Extensions.GetFieldDisplayName(object)

Extensions.GetFieldIcon(object)

JsonHelper.ToJson(object, bool)

JsonHelper.ToJson(object, bool, JsonSerializerSettings)

PersistableHelper.ToStorage(object, bool)

EditorExtensions.ToItemsSource(object, Type, bool?, ListSortDirection?, Func<IItemsSourceItem, bool>, Func<object, string>, Func<object, string>)

XamlHelper.EnsureUIThread(object)

XamlHelper.ShowModel<TWindow>(object, DependencyObject)

XamlHelper.WpfCast<T>(object)

VirtualPropertyRegistry.TryGetVirtualValue(object, string, out object)

Methods

GetBoardStateMessageStorage(IMarketDataDrive, StorageFormats)

To get board state storage.

IMarketDataStorage<BoardStateMessage> GetBoardStateMessageStorage(IMarketDataDrive drive = null, StorageFormats format = StorageFormats.Binary)

Parameters

drive IMarketDataDrive

The storage.

format StorageFormats

The format type.

Returns

IMarketDataStorage<BoardStateMessage>

The news storage.

GetCandleMessageStorage(Type, SecurityId, object, IMarketDataDrive, StorageFormats)

To get the candles storage for the specified instrument.

IMarketDataStorage<CandleMessage> GetCandleMessageStorage(Type candleMessageType, SecurityId securityId, object arg, IMarketDataDrive drive = null, StorageFormats format = StorageFormats.Binary)

Parameters

candleMessageType Type

The type of candle message.

securityId SecurityId

Security ID.

arg object

Candle arg.

drive IMarketDataDrive

The storage.

format StorageFormats

The format type.

Returns

IMarketDataStorage<CandleMessage>

The candles storage.

GetExecutionMessageStorage(SecurityId, ExecutionTypes, IMarketDataDrive, StorageFormats)

To get the ExecutionMessage storage for the specified instrument.

IMarketDataStorage<ExecutionMessage> GetExecutionMessageStorage(SecurityId securityId, ExecutionTypes type, IMarketDataDrive drive = null, StorageFormats format = StorageFormats.Binary)

Parameters

securityId SecurityId

Security ID.

type ExecutionTypes

Data type, information about which is contained in the ExecutionMessage.

drive IMarketDataDrive

The storage.

format StorageFormats

The format type.

Returns

IMarketDataStorage<ExecutionMessage>

The ExecutionMessage storage.

GetLevel1MessageStorage(SecurityId, IMarketDataDrive, StorageFormats)

To get the storage of level1 data.

IMarketDataStorage<Level1ChangeMessage> GetLevel1MessageStorage(SecurityId securityId, IMarketDataDrive drive = null, StorageFormats format = StorageFormats.Binary)

Parameters

securityId SecurityId

Security ID.

drive IMarketDataDrive

The storage.

format StorageFormats

The format type.

Returns

IMarketDataStorage<Level1ChangeMessage>

The storage of level1 data.

GetNewsMessageStorage(IMarketDataDrive, StorageFormats)

To get news storage.

IMarketDataStorage<NewsMessage> GetNewsMessageStorage(IMarketDataDrive drive = null, StorageFormats format = StorageFormats.Binary)

Parameters

drive IMarketDataDrive

The storage.

format StorageFormats

The format type.

Returns

IMarketDataStorage<NewsMessage>

The news storage.

GetOrderLogMessageStorage(SecurityId, IMarketDataDrive, StorageFormats)

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

IMarketDataStorage<ExecutionMessage> GetOrderLogMessageStorage(SecurityId securityId, IMarketDataDrive drive = null, StorageFormats format = StorageFormats.Binary)

Parameters

securityId SecurityId

Security ID.

drive IMarketDataDrive

The storage.

format StorageFormats

The format type.

Returns

IMarketDataStorage<ExecutionMessage>

The storage of orders log.

GetPositionMessageStorage(SecurityId, IMarketDataDrive, StorageFormats)

To get the storage of position changes data.

IMarketDataStorage<PositionChangeMessage> GetPositionMessageStorage(SecurityId securityId, IMarketDataDrive drive = null, StorageFormats format = StorageFormats.Binary)

Parameters

securityId SecurityId

Security ID.

drive IMarketDataDrive

The storage.

format StorageFormats

The format type.

Returns

IMarketDataStorage<PositionChangeMessage>

The storage of position changes data.

GetQuoteMessageStorage(SecurityId, IMarketDataDrive, StorageFormats, bool)

To get the storage of order books for the specified instrument.

IMarketDataStorage<QuoteChangeMessage> GetQuoteMessageStorage(SecurityId securityId, IMarketDataDrive drive = null, StorageFormats format = StorageFormats.Binary, bool passThroughOrderBookIncrement = false)

Parameters

securityId SecurityId

Security ID.

drive IMarketDataDrive

The storage.

format StorageFormats

The format type.

passThroughOrderBookIncrement bool

Pass through incremental QuoteChangeMessage.

Returns

IMarketDataStorage<QuoteChangeMessage>

The order books storage.

GetStorage(SecurityId, Type, object, IMarketDataDrive, StorageFormats)

To get the market-data storage.

IMarketDataStorage GetStorage(SecurityId securityId, Type dataType, object arg, IMarketDataDrive drive = null, StorageFormats format = StorageFormats.Binary)

Parameters

securityId SecurityId

Security ID.

dataType Type

Market data type.

arg object

The parameter associated with the dataType type. For example, candle arg.

drive IMarketDataDrive

The storage.

format StorageFormats

The format type.

Returns

IMarketDataStorage

Market-data storage.

GetTickMessageStorage(SecurityId, IMarketDataDrive, StorageFormats)

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

IMarketDataStorage<ExecutionMessage> GetTickMessageStorage(SecurityId securityId, IMarketDataDrive drive = null, StorageFormats format = StorageFormats.Binary)

Parameters

securityId SecurityId

Security ID.

drive IMarketDataDrive

The storage.

format StorageFormats

The format type.

Returns

IMarketDataStorage<ExecutionMessage>

The storage of tick trades.

GetTransactionStorage(SecurityId, IMarketDataDrive, StorageFormats)

To get the transactions storage for the specified instrument.

IMarketDataStorage<ExecutionMessage> GetTransactionStorage(SecurityId securityId, IMarketDataDrive drive = null, StorageFormats format = StorageFormats.Binary)

Parameters

securityId SecurityId

Security ID.

drive IMarketDataDrive

The storage.

format StorageFormats

The format type.

Returns

IMarketDataStorage<ExecutionMessage>

The transactions storage.

RegisterCandleStorage(IMarketDataStorage<CandleMessage>)

To register the candles storage.

void RegisterCandleStorage(IMarketDataStorage<CandleMessage> storage)

Parameters

storage IMarketDataStorage<CandleMessage>

The candles storage.

RegisterLevel1Storage(IMarketDataStorage<Level1ChangeMessage>)

To register the storage of level1 data.

void RegisterLevel1Storage(IMarketDataStorage<Level1ChangeMessage> storage)

Parameters

storage IMarketDataStorage<Level1ChangeMessage>

The storage of level1 data.

RegisterMarketDepthStorage(IMarketDataStorage<QuoteChangeMessage>)

To register the order books storage.

void RegisterMarketDepthStorage(IMarketDataStorage<QuoteChangeMessage> storage)

Parameters

storage IMarketDataStorage<QuoteChangeMessage>

The order books storage.

RegisterOrderLogStorage(IMarketDataStorage<ExecutionMessage>)

To register the order log storage.

void RegisterOrderLogStorage(IMarketDataStorage<ExecutionMessage> storage)

Parameters

storage IMarketDataStorage<ExecutionMessage>

The storage of orders log.

RegisterPositionStorage(IMarketDataStorage<PositionChangeMessage>)

To register the storage of position changes data.

void RegisterPositionStorage(IMarketDataStorage<PositionChangeMessage> storage)

Parameters

storage IMarketDataStorage<PositionChangeMessage>

The storage of position changes data.

RegisterTradeStorage(IMarketDataStorage<ExecutionMessage>)

To register tick trades storage.

void RegisterTradeStorage(IMarketDataStorage<ExecutionMessage> storage)

Parameters

storage IMarketDataStorage<ExecutionMessage>

The storage of tick trades.