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Overrides DataQueueHandlerSubscriptionManager methods using events More...
Public Member Functions | |
EventBasedDataQueueHandlerSubscriptionManager () | |
Creates an instance of EventBasedDataQueueHandlerSubscriptionManager with a single channel name More... | |
EventBasedDataQueueHandlerSubscriptionManager (Func< TickType, string > getChannelName) | |
Creates an instance of EventBasedDataQueueHandlerSubscriptionManager More... | |
Public Member Functions inherited from QuantConnect.Data.DataQueueHandlerSubscriptionManager | |
void | Subscribe (SubscriptionDataConfig dataConfig) |
Increment number of subscribers for current TickType More... | |
void | Unsubscribe (SubscriptionDataConfig dataConfig) |
Decrement number of subscribers for current TickType More... | |
IEnumerable< Symbol > | GetSubscribedSymbols () |
Returns subscribed symbols More... | |
IEnumerable< Symbol > | GetSubscribedSymbols (TickType tickType) |
Retrieves the list of unique Symbol instances that are currently subscribed for a specific TickType. More... | |
bool | IsSubscribed (Symbol symbol, TickType tickType) |
Checks if there is existing subscriber for current channel More... | |
virtual void | Dispose () |
Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources. More... | |
Protected Member Functions | |
override bool | Subscribe (IEnumerable< Symbol > symbols, TickType tickType) |
The way Brokerage subscribes to symbol tickers More... | |
override bool | Unsubscribe (IEnumerable< Symbol > symbols, TickType tickType) |
The way Brokerage unsubscribes from symbol tickers More... | |
override string | ChannelNameFromTickType (TickType tickType) |
Channel name More... | |
Properties | |
Func< IEnumerable< Symbol >, TickType, bool > | SubscribeImpl [get, set] |
Subscription method implementation More... | |
Func< IEnumerable< Symbol >, TickType, bool > | UnsubscribeImpl [get, set] |
Unsubscription method implementation More... | |
Properties inherited from QuantConnect.Data.DataQueueHandlerSubscriptionManager | |
ConcurrentDictionary< Channel, int > | SubscribersByChannel = new ConcurrentDictionary<Channel, int>() [get] |
Counter More... | |
Overrides DataQueueHandlerSubscriptionManager methods using events
Definition at line 27 of file EventBasedDataQueueHandlerSubscriptionManager.cs.
QuantConnect.Data.EventBasedDataQueueHandlerSubscriptionManager.EventBasedDataQueueHandlerSubscriptionManager | ( | ) |
Creates an instance of EventBasedDataQueueHandlerSubscriptionManager with a single channel name
Definition at line 32 of file EventBasedDataQueueHandlerSubscriptionManager.cs.
QuantConnect.Data.EventBasedDataQueueHandlerSubscriptionManager.EventBasedDataQueueHandlerSubscriptionManager | ( | Func< TickType, string > | getChannelName | ) |
Creates an instance of EventBasedDataQueueHandlerSubscriptionManager
getChannelName | Convert TickType into string |
Definition at line 38 of file EventBasedDataQueueHandlerSubscriptionManager.cs.
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protectedvirtual |
The way Brokerage subscribes to symbol tickers
symbols | Symbols to subscribe |
tickType | Type of tick data |
Implements QuantConnect.Data.DataQueueHandlerSubscriptionManager.
Definition at line 64 of file EventBasedDataQueueHandlerSubscriptionManager.cs.
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protectedvirtual |
The way Brokerage unsubscribes from symbol tickers
symbols | Symbols to unsubscribe |
tickType | Type of tick data |
Implements QuantConnect.Data.DataQueueHandlerSubscriptionManager.
Definition at line 76 of file EventBasedDataQueueHandlerSubscriptionManager.cs.
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protectedvirtual |
Channel name
tickType | Type of tick data |
Implements QuantConnect.Data.DataQueueHandlerSubscriptionManager.
Definition at line 87 of file EventBasedDataQueueHandlerSubscriptionManager.cs.
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getset |
Subscription method implementation
Definition at line 46 of file EventBasedDataQueueHandlerSubscriptionManager.cs.
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getset |
Unsubscription method implementation
Definition at line 51 of file EventBasedDataQueueHandlerSubscriptionManager.cs.