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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.