BrokerageMultiWebSocketSubscriptionManager

QuantConnect.Brokerages.BrokerageMultiWebSocketSubscriptionManager

BrokerageMultiWebSocketSubscriptionManager(
    web_socket_url: str,
    maximum_symbols_per_web_socket: int,
    maximum_web_socket_connections: int,
    symbol_weights: Dictionary[Symbol, int],
    web_socket_factory: Callable[
        [], WebSocketClientWrapper
    ],
    subscribe_func: Callable[[IWebSocket, Symbol], bool],
    unsubscribe_func: Callable[[IWebSocket, Symbol], bool],
    message_handler: Callable[[WebSocketMessage], Any],
    web_socket_connection_duration: timedelta,
    connection_rate_limiter: RateGate = None,
)

Bases: EventBasedDataQueueHandlerSubscriptionManager, IDisposable

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

Initializes a new instance of the BrokerageMultiWebSocketSubscriptionManager class

Parameters:

Name	Type	Description	Default
web_socket_url	str	The URL for websocket connections	required
maximum_symbols_per_web_socket	int	The maximum number of symbols per websocket connection	required
maximum_web_socket_connections	int	The maximum number of websocket connections allowed (if zero, symbol weighting is disabled)	required
symbol_weights	Dictionary[Symbol, int]	A dictionary for the symbol weights	required
web_socket_factory	Callable[[], WebSocketClientWrapper]	A function which returns a new websocket instance	required
subscribe_func	Callable[[IWebSocket, Symbol], bool]	A function which subscribes a symbol	required
unsubscribe_func	Callable[[IWebSocket, Symbol], bool]	A function which unsubscribes a symbol	required
message_handler	Callable[[WebSocketMessage], Any]	The websocket message handler	required
web_socket_connection_duration	timedelta	The maximum duration of the websocket connection, TimeSpan.Zero for no duration limit	required
connection_rate_limiter	RateGate	The rate limiter for creating new websocket connections	None

subscribers_by_channel

subscribers_by_channel: ConcurrentDictionary[Channel, int]

Counter

This codeEntityType is protected.

subscribe_impl

subscribe_impl: Callable[[Iterable[Symbol], TickType], bool]

Subscription method implementation

unsubscribe_impl

unsubscribe_impl: Callable[
    [Iterable[Symbol], TickType], bool
]

Unsubscription method implementation

dispose

dispose() -> None

Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.

subscribe

subscribe(
    symbols: List[Symbol], tick_type: TickType
) -> bool

Subscribes to the symbols

This codeEntityType is protected.

Parameters:

Name	Type	Description	Default
symbols	List[Symbol]	Symbols to subscribe	required
tick_type	TickType	Type of tick data	required

unsubscribe

unsubscribe(
    symbols: List[Symbol], tick_type: TickType
) -> bool

Unsubscribes from the symbols

This codeEntityType is protected.

Parameters:

Name	Type	Description	Default
symbols	List[Symbol]	Symbols to subscribe	required
tick_type	TickType	Type of tick data	required

get_subscribed_symbols

get_subscribed_symbols() -> Iterable[Symbol]

get_subscribed_symbols(
    tick_type: TickType,
) -> Iterable[Symbol]

Signature descriptions:

• Returns subscribed symbols

• Retrieves the list of unique Symbol instances that are currently subscribed for a specific TickType.

Parameters:

Name	Type	Description	Default
tick_type	Optional[TickType]	The type of tick data to filter subscriptions by.	None

Returns:

Type	Description
Iterable[Symbol]	Depends on the signature used. Case 1: [list of Symbol currently subscribed.]; Case 2: [A collection of unique Symbol objects that match the specified tick_type.]

channel_name_from_tick_type

channel_name_from_tick_type(tick_type: TickType) -> str

Channel name

This codeEntityType is protected.

Parameters:

Name	Type	Description	Default
tick_type	TickType	Type of tick data	required

Returns:

Type	Description
str	Returns Socket channel name corresponding tick_type.

is_subscribed

is_subscribed(
    symbol: Union[Symbol, str, BaseContract],
    tick_type: TickType,
) -> bool

Checks if there is existing subscriber for current channel

Parameters:

Name	Type	Description	Default
symbol	Union[Symbol, str, BaseContract]	Symbol	required
tick_type	TickType	Type of tick data	required

Returns:

Type	Description
bool	return true if there is one subscriber at least; otherwise false.