private void Export <TMessage>(IEnumerable <TMessage> messages) where TMessage : Message { IMarketDataStorage <TMessage> storage = null; foreach (var batch in messages.Batch(BatchSize).Select(b => b.ToArray())) { if (storage == null) { storage = (IMarketDataStorage <TMessage>)_storageRegistry.GetStorage(Security, typeof(TMessage), Arg, _drive); } if (CanProcess(batch.Length)) { storage.Save(batch); } } }
private void Export(Type messageType, IEnumerable <Message> messages) { IMarketDataStorage storage = null; foreach (var batch in messages.Batch(BatchSize).Select(b => b.ToArray())) { if (storage == null) { storage = _storageRegistry.GetStorage(Security, messageType, Arg, _drive, _format); } if (!CanProcess(batch.Length)) { break; } storage.Save(batch); } }
public int Save(IEnumerable <TEntity> data) { return(_messageStorage.Save(data.Select(_toMessage))); }