DataQueue.cs

/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
*/
 
using System;
using System.Collections.Generic;
using QuantConnect.Data;
using QuantConnect.Interfaces;
using QuantConnect.Packets;
 
namespace QuantConnect.Lean.Engine.DataFeeds.Queues
{
    /// <summary>
    /// Live Data Queue is the cut out implementation of how to bind a custom live data source
    /// </summary>
    public class LiveDataQueue : IDataQueueHandler
    {
        /// <summary>
        /// Desktop/Local doesn't support live data from this handler
        /// </summary>
        public IEnumerator<BaseData> Subscribe(SubscriptionDataConfig dataConfig, EventHandler newDataAvailableHandler)
        {
            throw new NotImplementedException("QuantConnect.Queues.LiveDataQueue has not implemented live data.");
        }
 
        /// <summary>
        /// Desktop/Local doesn't support live data from this handler
        /// </summary>
        public virtual void Unsubscribe(SubscriptionDataConfig dataConfig)
        {
            throw new NotImplementedException("QuantConnect.Queues.LiveDataQueue has not implemented live data.");
        }
 
        /// <summary>
        /// Sets the job we're subscribing for
        /// </summary>
        /// <param name="job">Job we're subscribing for</param>
        public void SetJob(LiveNodePacket job)
        {
        }
 
        /// <summary>
        /// Returns whether the data provider is connected
        /// </summary>
        /// <returns>true if the data provider is connected</returns>
        public bool IsConnected => false;
 
        /// <summary>
        /// Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.
        /// </summary>
        public void Dispose()
        {
        }
    }
}