Provides the ability to synchronize subscriptions into time slices More...

Inheritance diagram for QuantConnect.Lean.Engine.DataFeeds.SubscriptionSynchronizer:

Public Member Functions
	SubscriptionSynchronizer (UniverseSelection universeSelection)
	Initializes a new instance of the SubscriptionSynchronizer class More...

void	SetTimeProvider (ITimeProvider timeProvider)
	Sets the time provider. If already set will throw. More...

void	SetTimeSliceFactory (TimeSliceFactory timeSliceFactory)
	Sets the TimeSliceFactory instance to use More...

IEnumerable< TimeSlice >	Sync (IEnumerable< Subscription > subscriptions, CancellationToken cancellationToken)
	Syncs the specified subscriptions. The frontier time used for synchronization is managed internally and dependent upon previous synchronization operations. More...

DateTime	GetUtcNow ()
	Returns the current UTC frontier time More...

Protected Member Functions
virtual void	OnSubscriptionFinished (Subscription subscription)
	Event invocator for the SubscriptionFinished event More...

Events
EventHandler< Subscription >	SubscriptionFinished
	Event fired when a Subscription is finished More...

Events inherited from QuantConnect.Lean.Engine.DataFeeds.ISubscriptionSynchronizer
EventHandler< Subscription >	SubscriptionFinished
	Event fired when a subscription is finished More...

Detailed Description

Provides the ability to synchronize subscriptions into time slices

Definition at line 29 of file SubscriptionSynchronizer.cs.

Constructor & Destructor Documentation

◆ SubscriptionSynchronizer()

QuantConnect.Lean.Engine.DataFeeds.SubscriptionSynchronizer.SubscriptionSynchronizer ( UniverseSelection universeSelection )

Initializes a new instance of the SubscriptionSynchronizer class

Parameters

universeSelection The universe selection instance used to handle universe selection subscription output

Returns: A time slice for the specified frontier time

Definition at line 47 of file SubscriptionSynchronizer.cs.

Member Function Documentation

◆ SetTimeProvider()

void QuantConnect.Lean.Engine.DataFeeds.SubscriptionSynchronizer.SetTimeProvider ( ITimeProvider timeProvider )

Sets the time provider. If already set will throw.

Parameters

timeProvider The time provider, used to obtain the current frontier UTC value

Definition at line 56 of file SubscriptionSynchronizer.cs.

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◆ SetTimeSliceFactory()

void QuantConnect.Lean.Engine.DataFeeds.SubscriptionSynchronizer.SetTimeSliceFactory ( TimeSliceFactory timeSliceFactory )

Sets the TimeSliceFactory instance to use

Parameters

timeSliceFactory Used to create the new TimeSlice

Definition at line 70 of file SubscriptionSynchronizer.cs.

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◆ Sync()

IEnumerable<TimeSlice> QuantConnect.Lean.Engine.DataFeeds.SubscriptionSynchronizer.Sync	(	IEnumerable< Subscription >	subscriptions,
		CancellationToken	cancellationToken
	)

Syncs the specified subscriptions. The frontier time used for synchronization is managed internally and dependent upon previous synchronization operations.

Parameters