예제 #1
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 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)
 {
 }
예제 #2
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 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)
 {
 }
예제 #3
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 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)
 {
 }
예제 #4
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 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;
 }