/// <summary>
/// Initializes a new instance of the <see cref="SecurityMarketDataDrive"/>.
/// </summary>
/// <param name="drive">The storage (database, file etc.).</param>
/// <param name="security">Security.</param>
public SecurityMarketDataDrive(IMarketDataDrive drive, Security security)
{
Drive = drive ?? throw new ArgumentNullException(nameof(drive));
Security = security ?? throw new ArgumentNullException(nameof(security));
SecurityId = security.ToSecurityId();
SecurityId.EnsureHashCode();
}
protected IndexBuilder(IndexSecurity security)
{
Security = security ?? throw new ArgumentNullException(nameof(security));
SecurityId = security.ToSecurityId();
SecurityId.EnsureHashCode();
var index = 0;
foreach (var innerSec in security.InnerSecurityIds)
{
_securityIndecies[innerSec] = index;
index++;
}
_bufferSize = index;
}