/// <summary>
/// Получить хранилище изменений инструмента.
/// </summary>
/// <param name="security">Инструмент.</param>
/// <param name="drive">Хранилище. Если значение равно <see langword="null"/>, то будет использоваться <see cref="IStorageRegistry.DefaultDrive"/>.</param>
/// <param name="format">Тип формата. По-умолчанию передается <see cref="StorageFormats.Binary"/>.</param>
/// <returns>Хранилище изменений инструмента.</returns>
public IMarketDataStorage <Level1ChangeMessage> GetLevel1MessageStorage(Security security, IMarketDataDrive drive = null, StorageFormats format = StorageFormats.Binary)
{
if (security == null)
{
throw new ArgumentNullException("security");
}
var securityId = security.ToSecurityId();
return(_level1Storages.SafeAdd(Tuple.Create(securityId, (drive ?? DefaultDrive).GetStorageDrive(securityId, typeof(Level1ChangeMessage), null, format)), key =>
{
if (security.Board == ExchangeBoard.Associated)
{
return new AllSecurityMarketDataStorage <Level1ChangeMessage>(security, null, md => md.ServerTime, md => ToSecurity(md.SecurityId), (s, d) => GetLevel1MessageStorage(s, d, format), key.Item2);
}
IMarketDataSerializer <Level1ChangeMessage> serializer;
switch (format)
{
case StorageFormats.Binary:
serializer = new Level1Serializer(key.Item1);
break;
case StorageFormats.Csv:
serializer = new CsvMarketDataSerializer <Level1ChangeMessage>(key.Item1);
break;
default:
throw new ArgumentOutOfRangeException("format");
}
return new Level1Storage(security, key.Item2, serializer);
}));
}
/// <summary>
/// Получить хранилище новостей.
/// </summary>
/// <param name="drive">Хранилище. Если значение равно <see langword="null"/>, то будет использоваться <see cref="DefaultDrive"/>.</param>
/// <param name="format">Тип формата. По-умолчанию передается <see cref="StorageFormats.Binary"/>.</param>
/// <returns>Хранилище новостей.</returns>
public IMarketDataStorage <NewsMessage> GetNewsMessageStorage(IMarketDataDrive drive = null, StorageFormats format = StorageFormats.Binary)
{
return(_newsStorages.SafeAdd((drive ?? DefaultDrive).GetStorageDrive(_newsSecurity.ToSecurityId(), typeof(NewsMessage), null, format), key =>
{
IMarketDataSerializer <NewsMessage> serializer;
switch (format)
{
case StorageFormats.Binary:
serializer = new NewsSerializer();
break;
case StorageFormats.Csv:
serializer = new CsvMarketDataSerializer <NewsMessage>();
break;
default:
throw new ArgumentOutOfRangeException("format");
}
return new NewsStorage(_newsSecurity, serializer, key);
}));
}
public MarketDepthCsvSerializer(SecurityId securityId)
: base(securityId)
{
_quoteSerializer = new QuoteCsvSerializer(securityId);
}
/// <summary>
/// Получить хранилище транзакций для заданного инструмента.
/// </summary>
/// <param name="security">Инструмент.</param>
/// <param name="type">Тип данных, информация о которых содержится <see cref="ExecutionMessage"/>.</param>
/// <param name="drive">Хранилище. Если значение равно <see langword="null"/>, то будет использоваться <see cref="IStorageRegistry.DefaultDrive"/>.</param>
/// <param name="format">Тип формата. По-умолчанию передается <see cref="StorageFormats.Binary"/>.</param>
/// <returns>Хранилище транзакций.</returns>
public IMarketDataStorage <ExecutionMessage> GetExecutionStorage(Security security, ExecutionTypes type, IMarketDataDrive drive = null, StorageFormats format = StorageFormats.Binary)
{
if (security == null)
{
throw new ArgumentNullException("security");
}
var securityId = security.ToSecurityId();
return(_executionStorages.SafeAdd(Tuple.Create(securityId, type, (drive ?? DefaultDrive).GetStorageDrive(securityId, typeof(ExecutionMessage), type, format)), key =>
{
var secId = key.Item1;
var mdDrive = key.Item3;
switch (type)
{
case ExecutionTypes.Tick:
{
if (security is ContinuousSecurity)
{
return new ConvertableContinuousSecurityMarketDataStorage <ExecutionMessage, Trade>((ContinuousSecurity)security, null, t => t.ServerTime, t => ToSecurity(t.SecurityId), t => t.ToMessage(), t => t.Time, (s, d) => GetExecutionStorage(s, type, d, format), mdDrive);
}
else if (security is IndexSecurity)
{
return new IndexSecurityMarketDataStorage <ExecutionMessage>((IndexSecurity)security, null, d => ToSecurity(d.SecurityId), (s, d) => GetExecutionStorage(s, type, d, format), mdDrive);
}
else if (security.Board == ExchangeBoard.Associated)
{
return new ConvertableAllSecurityMarketDataStorage <ExecutionMessage, Trade>(security, null, t => t.ServerTime, t => ToSecurity(t.SecurityId), t => t.Time, (s, d) => GetExecutionStorage(s, type, d, format), mdDrive);
}
else
{
IMarketDataSerializer <ExecutionMessage> serializer;
switch (format)
{
case StorageFormats.Binary:
serializer = new TradeSerializer(key.Item1);
break;
case StorageFormats.Csv:
serializer = new CsvMarketDataSerializer <ExecutionMessage>(key.Item1, ExecutionTypes.Tick);
break;
default:
throw new ArgumentOutOfRangeException("format");
}
return new TradeStorage(security, mdDrive, serializer);
}
}
case ExecutionTypes.Order:
case ExecutionTypes.Trade:
return new ExecutionStorage(security, mdDrive, new ExecutionSerializer(secId));
case ExecutionTypes.OrderLog:
{
IMarketDataSerializer <ExecutionMessage> serializer;
switch (format)
{
case StorageFormats.Binary:
serializer = new OrderLogSerializer(secId);
break;
case StorageFormats.Csv:
serializer = new CsvMarketDataSerializer <ExecutionMessage>(secId, ExecutionTypes.OrderLog);
break;
default:
throw new ArgumentOutOfRangeException("format");
}
return new OrderLogStorage(security, mdDrive, serializer);
}
default:
throw new ArgumentOutOfRangeException("type");
}
}));
}
public MarketDepthCsvSerializer(SecurityId securityId)
: base(securityId)
{
_quoteSerializer = new CsvMarketDataSerializer <TimeQuoteChange>(securityId);
}
