/// <summary>
/// To get the transactions storage the specified instrument.
/// </summary>
/// <param name="serializer">The serializer.</param>
/// <returns>The transactions storage.</returns>
public IMarketDataStorage <ExecutionMessage> GetTransactionStorage(IMarketDataSerializer <ExecutionMessage> serializer)
{
return(new TransactionStorage(Security, GetStorageDrive(serializer, ExecutionTypes.Transaction), serializer));
}
protected MarketDataStorage(SecurityId securityId, object arg, Func <TMessage, DateTimeOffset> getTime, Func <TMessage, SecurityId> getSecurityId, Func <TMessage, TId> getId, IMarketDataSerializer <TMessage> serializer, IMarketDataStorageDrive drive)
{
if (securityId.IsDefault())
{
throw new ArgumentException(LocalizedStrings.Str1025, nameof(securityId));
}
SecurityId = securityId;
AppendOnlyNew = true;
_getTime = getTime ?? throw new ArgumentNullException(nameof(getTime));
_getSecurityId = getSecurityId ?? throw new ArgumentNullException(nameof(getSecurityId));
_getId = getId ?? throw new ArgumentNullException(nameof(getId));
Drive = drive ?? throw new ArgumentNullException(nameof(drive));
Serializer = serializer ?? throw new ArgumentNullException(nameof(serializer));
_arg = arg;
}
/// <summary>
/// To get the storage of level1 data.
/// </summary>
/// <param name="serializer">The serializer.</param>
/// <returns>The storage of level1 data.</returns>
public IMarketDataStorage <Level1ChangeMessage> GetLevel1Storage(IMarketDataSerializer <Level1ChangeMessage> serializer)
{
return(new Level1Storage(Security, GetStorageDrive(serializer), serializer));
}
/// <summary>
/// To get the candles storage the specified instrument.
/// </summary>
/// <param name="candleType">The candle type.</param>
/// <param name="arg">Candle arg.</param>
/// <param name="serializer">The serializer.</param>
/// <returns>The candles storage.</returns>
public IMarketDataStorage <CandleMessage> GetCandleStorage(Type candleType, object arg, IMarketDataSerializer <CandleMessage> serializer)
{
if (candleType == null)
{
throw new ArgumentNullException(nameof(candleType));
}
if (!candleType.IsCandleMessage())
{
throw new ArgumentOutOfRangeException(nameof(candleType), candleType, LocalizedStrings.WrongCandleType);
}
return(typeof(CandleStorage <,>).Make(candleType, candleType.ToCandleType()).CreateInstance <IMarketDataStorage <CandleMessage> >(Security, arg, GetStorageDrive(serializer, candleType, arg), serializer));
}
IMarketDataStorage<NewsMessage> IMarketDataDrive.GetNewsMessageStorage(IMarketDataSerializer<NewsMessage> serializer)
{
return GetDrive().GetNewsMessageStorage(serializer);
}
protected MarketDataStorage(SecurityId securityId, object arg, Func <TData, DateTimeOffset> getTime, Func <TData, SecurityId> getSecurityId, Func <TData, TId> getId, IMarketDataSerializer <TData> serializer, IMarketDataStorageDrive drive)
{
if (securityId == null)
{
throw new ArgumentNullException("securityId");
}
if (securityId == default(SecurityId))
{
throw new ArgumentException(LocalizedStrings.Str1025, "securityId");
}
if (getTime == null)
{
throw new ArgumentNullException("getTime");
}
if (getSecurityId == null)
{
throw new ArgumentNullException("getSecurityId");
}
if (getId == null)
{
throw new ArgumentNullException("getId");
}
if (serializer == null)
{
throw new ArgumentNullException("serializer");
}
if (drive == null)
{
throw new ArgumentNullException("drive");
}
SecurityId = securityId;
AppendOnlyNew = true;
_getTime = getTime;
_getSecurityId = getSecurityId;
_getId = getId;
Drive = drive;
Serializer = serializer;
_arg = arg;
}
private IMarketDataStorageDrive GetStorageDrive <TMessage>(IMarketDataSerializer <TMessage> serializer, object arg = null)
where TMessage : Message
{
return(GetStorageDrive(serializer, typeof(TMessage), arg));
}
public MarketDepthStorage(SecurityMarketDataDrive parent, Security security, IMarketDataStorageDrive drive, IMarketDataSerializer <QuoteChangeMessage> serializer)
: base(parent, security, null, depth => depth.ServerTime, depth => depth.SecurityId, depth => depth.ServerTime.StorageTruncate(serializer.TimePrecision), serializer, drive)
{
}
public Level1Storage(Security security, IMarketDataStorageDrive drive, IMarketDataSerializer <Level1ChangeMessage> serializer)
: base(security, null, value => value.ServerTime, value => value.SecurityId, value => value.ServerTime.Truncate(), serializer, drive)
{
}
public TransactionStorage(Security security, IMarketDataStorageDrive drive, IMarketDataSerializer <ExecutionMessage> serializer)
: base(security, ExecutionTypes.Transaction, msg => msg.ServerTime, msg => msg.SecurityId, msg => msg.TransactionId, serializer, drive)
{
AppendOnlyNew = false;
}
public CandleStorage(Security security, object arg, IMarketDataStorageDrive drive, IMarketDataSerializer <TCandleMessage> serializer)
: base(security, arg, drive, serializer)
{
}
protected CandleMessageStorage(Security security, object arg, IMarketDataStorageDrive drive, IMarketDataSerializer <TCandleMessage> serializer)
: base(security, arg, candle => candle.OpenTime, candle => candle.SecurityId, candle => candle.OpenTime.Truncate(), serializer, drive)
{
}
public MarketDepthStorage(Security security, IMarketDataStorageDrive drive, IMarketDataSerializer <QuoteChangeMessage> serializer)
: base(security, null, depth => depth.ServerTime, depth => depth.SecurityId, depth => depth.ServerTime.Truncate(), serializer, drive)
{
}
protected ConvertableStorage(SecurityMarketDataDrive parent, Security security, object arg, Func <TMessage, DateTimeOffset> getTime, Func <TMessage, SecurityId> getSecurity, Func <TMessage, TId> getId, IMarketDataSerializer <TMessage> serializer, IMarketDataStorageDrive drive)
: base(security, arg, getTime, getSecurity, getId, serializer, drive)
{
_parent = parent;
}
private IMarketDataStorageDrive GetStorageDrive(IMarketDataSerializer serializer, Type messageType, object arg = null)
{
return(Drive.GetStorageDrive(Security.ToSecurityId(), messageType, arg, ToFormat(serializer)));
}
public TradeStorage(SecurityMarketDataDrive parent, Security security, IMarketDataStorageDrive drive, IMarketDataSerializer <ExecutionMessage> serializer)
: base(parent, security, ExecutionTypes.Tick, trade => trade.ServerTime, trade => trade.SecurityId, trade => trade.TradeId ?? 0, serializer, drive)
{
}
/// <summary>
/// To get the storage of order books for the specified instrument.
/// </summary>
/// <param name="serializer">The serializer.</param>
/// <returns>The order books storage.</returns>
public IMarketDataStorage <QuoteChangeMessage> GetQuoteStorage(IMarketDataSerializer <QuoteChangeMessage> serializer)
{
return(new MarketDepthStorage(Security, GetStorageDrive(serializer), serializer));
}
public OrderLogStorage(SecurityMarketDataDrive parent, Security security, IMarketDataStorageDrive drive, IMarketDataSerializer <ExecutionMessage> serializer)
: base(parent, security, ExecutionTypes.OrderLog, item => item.ServerTime, item => item.SecurityId, item => item.TransactionId, serializer, drive)
{
}
/// <summary>
/// To get the storage of orders log for the specified instrument.
/// </summary>
/// <param name="serializer">The serializer.</param>
/// <returns>The storage of orders log.</returns>
public IMarketDataStorage <ExecutionMessage> GetOrderLogStorage(IMarketDataSerializer <ExecutionMessage> serializer)
{
return(new OrderLogStorage(Security, GetStorageDrive(serializer, ExecutionTypes.OrderLog), serializer));
}
/// <summary>
/// Получить хранилище новостей.
/// </summary>
/// <param name="serializer">Сериализатор.</param>
/// <returns>Хранилище новостей.</returns>
public IMarketDataStorage<NewsMessage> GetNewsMessageStorage(IMarketDataSerializer<NewsMessage> serializer)
{
throw new NotImplementedException();
}
protected MarketDataStorage(Security security, object arg, Func <TData, DateTimeOffset> getTime, Func <TData, SecurityId> getSecurity, Func <TData, TId> getId, IMarketDataSerializer <TData> serializer, IMarketDataStorageDrive drive)
: this(security.ToSecurityId(), arg, getTime, getSecurity, getId, serializer, drive)
{
if (security == null)
{
throw new ArgumentNullException("security");
}
if (security.Id.IsEmpty())
{
throw new ArgumentException(LocalizedStrings.Str1025, "security");
}
Security = security;
}
