Ejemplo n.º 1
0
 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)
 {
 }
Ejemplo n.º 2
0
 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)
 {
 }
Ejemplo n.º 3
0
 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)
 {
 }
Ejemplo n.º 4
0
 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;
 }