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)));
}
