Программно читать и писать bin файлы

Пример как можно читать и писать bin файлы (кеш баров) на c#.

// нужно добавить TSLab.DataSource.dll, TSLab.DataSourceHelper.dll
using System;
using System.Collections.Generic;
using TSLab.DataSource;

namespace ReadWriteBins
{
    public class Program
	{
        // путь ко всем кешам
        private const string Folder = @"C:\Users\andre\AppData\Local\TSLab\TSLab 2.0";
        // название папки с кешами
        private const string CacheName = "BinanceFutures_TEMPCache";

        private static void Main(string[] args)
        {
            SaveBins();
            Console.WriteLine();
            ReadBins();
            Console.ReadKey();
		}

        private static void SaveBins()
        {
            var bars = new List<BidAskBar>
            {
                new BidAskBar(new DateTime(2020, 1, 1, 0, 1, 0), 10, 10, 10, 10, 10),
                new BidAskBar(new DateTime(2020, 1, 1, 0, 2, 0), 20, 20, 20, 20, 20),
                new BidAskBar(new DateTime(2020, 1, 1, 0, 3, 0), 30, 30, 30, 30, 30),
            };
            var cache = new BinaryCache<BidAskBar>(Folder, CacheName);
            cache.SaveCached("BTCUSDT", "1M", bars, BaseBar.CacheVersion);
            Console.WriteLine("Saved bars.");
        }

        private static void ReadBins()
        {
            var cache = new BinaryCache<BidAskBar>(Folder, CacheName);
            var bars = cache.LoadCached("BTCUSDT", "1M", BaseBar.CacheVersionForLoad);

            Console.WriteLine("Loaded bars:");
            foreach (var bar in bars)
                Console.WriteLine($"{bar}");
        }
    }
}

Пример чтения тиков из bin файла:

private static void ReadBinsTicks()
{
    var cacheName = @"Tinkoff22CacheTrades";
    var folder = @"C:\Users\andre\AppData\Local\TSLab\TSLab 2.0";
    var file = new FileInfo(@"C:\Users\andre\AppData\Local\TSLab\TSLab 2.0\Tinkoff22CacheTrades\VTBR.09.13.2024.bin.gz");
    var cache = new BinaryCache<TradeInfo>(folder, cacheName);
    var trades = cache.LoadCached(file, true, HeaderLoader, TradeInfoCache.CurrentVersion, TradeInfoCache.MinVersionWithHeader);
    Console.WriteLine($"Loaded {trades.Count} trades");
}

private static void HeaderLoader(BinaryReader reader, int version)
{
    if (version >= 9)
    {
        // skip header info by default
        var secInfo = new TradeCacheSecurityInfo();
        secInfo.Restore(reader, version);
    }
}