public OrderLogStorage(SecurityMarketDataDrive parent, Security security, SecurityId securityId, IMarketDataStorageDrive drive, IMarketDataSerializer <ExecutionMessage> serializer)
: base(parent, security, securityId, ExecutionTypes.OrderLog, item => item.ServerTime, item => item.SecurityId, item => item.TransactionId, serializer, drive)
{
}
public TradeStorage(SecurityMarketDataDrive parent, Security security, SecurityId securityId, IMarketDataStorageDrive drive, IMarketDataSerializer <ExecutionMessage> serializer)
: base(parent, security, securityId, ExecutionTypes.Tick, trade => trade.ServerTime, trade => trade.SecurityId, trade => trade.TradeId ?? 0, serializer, drive)
{
}
public MarketDepthStorage(SecurityMarketDataDrive parent, Security security, SecurityId securityId, IMarketDataStorageDrive drive, IMarketDataSerializer <QuoteChangeMessage> serializer)
: base(parent, security, securityId, null, depth => depth.ServerTime, depth => depth.SecurityId, depth => depth.ServerTime.StorageTruncate(serializer.TimePrecision), serializer, drive)
{
}
protected ConvertableStorage(SecurityMarketDataDrive parent, Security security, SecurityId securityId, object arg, Func <TMessage, DateTimeOffset> getTime, Func <TMessage, SecurityId> getSecurity, Func <TMessage, TId> getId, IMarketDataSerializer <TMessage> serializer, IMarketDataStorageDrive drive)
: base(security, securityId, arg, getTime, getSecurity, getId, serializer, drive)
{
_parent = parent;
}