Handles brokerage data subscriptions with multiple websocket connections, with optional symbol weighting More...

Inheritance diagram for QuantConnect.Brokerages.BrokerageMultiWebSocketSubscriptionManager:

Public Member Functions
	BrokerageMultiWebSocketSubscriptionManager (string webSocketUrl, int maximumSymbolsPerWebSocket, int maximumWebSocketConnections, Dictionary< Symbol, int > symbolWeights, Func< WebSocketClientWrapper > webSocketFactory, Func< IWebSocket, Symbol, bool > subscribeFunc, Func< IWebSocket, Symbol, bool > unsubscribeFunc, Action< WebSocketMessage > messageHandler, TimeSpan webSocketConnectionDuration, RateGate connectionRateLimiter=null)
	Initializes a new instance of the BrokerageMultiWebSocketSubscriptionManager class More...

override void	Dispose ()
	Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources. More...

Public Member Functions inherited from QuantConnect.Data.EventBasedDataQueueHandlerSubscriptionManager
	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...

Protected Member Functions
override bool	Subscribe (IEnumerable< Symbol > symbols, TickType tickType)
	Subscribes to the symbols More...

override bool	Unsubscribe (IEnumerable< Symbol > symbols, TickType tickType)
	Unsubscribes from the symbols More...

Protected Member Functions inherited from QuantConnect.Data.EventBasedDataQueueHandlerSubscriptionManager
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...

Additional Inherited Members
Properties inherited from QuantConnect.Data.EventBasedDataQueueHandlerSubscriptionManager
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...

Detailed Description

Handles brokerage data subscriptions with multiple websocket connections, with optional symbol weighting

Definition at line 31 of file BrokerageMultiWebSocketSubscriptionManager.cs.

Constructor & Destructor Documentation

◆ BrokerageMultiWebSocketSubscriptionManager()

QuantConnect.Brokerages.BrokerageMultiWebSocketSubscriptionManager.BrokerageMultiWebSocketSubscriptionManager	(	string	webSocketUrl,
		int	maximumSymbolsPerWebSocket,
		int	maximumWebSocketConnections,
		Dictionary< Symbol, int >	symbolWeights,
		Func< WebSocketClientWrapper >	webSocketFactory,
		Func< IWebSocket, Symbol, bool >	subscribeFunc,
		Func< IWebSocket, Symbol, bool >	unsubscribeFunc,
		Action< WebSocketMessage >	messageHandler,
		TimeSpan	webSocketConnectionDuration,
		RateGate	connectionRateLimiter = `null`
	)

Initializes a new instance of the BrokerageMultiWebSocketSubscriptionManager class

Parameters

webSocketUrl	The URL for websocket connections
maximumSymbolsPerWebSocket	The maximum number of symbols per websocket connection
maximumWebSocketConnections	The maximum number of websocket connections allowed (if zero, symbol weighting is disabled)
symbolWeights	A dictionary for the symbol weights
webSocketFactory	A function which returns a new websocket instance
subscribeFunc	A function which subscribes a symbol
unsubscribeFunc	A function which unsubscribes a symbol
messageHandler	The websocket message handler
webSocketConnectionDuration	The maximum duration of the websocket connection, TimeSpan.Zero for no duration limit
connectionRateLimiter	The rate limiter for creating new websocket connections