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; }