QuantConnect.Data.DataQueueHandlerSubscriptionManager Class Reference

Count number of subscribers for each channel (Symbol, Socket) pair More...

Inheritance diagram for QuantConnect.Data.DataQueueHandlerSubscriptionManager:

Public Member Functions
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...
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
abstract bool	Subscribe (IEnumerable< Symbol > symbols, TickType tickType)
	Describes the way IDataQueueHandler implements subscription More...
abstract bool	Unsubscribe (IEnumerable< Symbol > symbols, TickType tickType)
	Describes the way IDataQueueHandler implements unsubscription More...
abstract string	ChannelNameFromTickType (TickType tickType)
	Brokerage maps TickType to real socket/api channel More...

Protected Attributes
ConcurrentDictionary< Channel, int >	SubscribersByChannel = new ConcurrentDictionary<Channel, int>()
	Counter More...

Detailed Description

Count number of subscribers for each channel (Symbol, Socket) pair

Definition at line 28 of file DataQueueHandlerSubscriptionManager.cs.

Member Function Documentation

Subscribe() [1/2]

void QuantConnect.Data.DataQueueHandlerSubscriptionManager.Subscribe

(

SubscriptionDataConfig

dataConfig

)

Increment number of subscribers for current TickType

Parameters

dataConfig

defines the subscription configuration data.

Definition at line 39 of file DataQueueHandlerSubscriptionManager.cs.

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Unsubscribe() [1/2]

void QuantConnect.Data.DataQueueHandlerSubscriptionManager.Unsubscribe

(

SubscriptionDataConfig

dataConfig

)

Decrement number of subscribers for current TickType

Parameters

dataConfig

defines the subscription configuration data.

Definition at line 67 of file DataQueueHandlerSubscriptionManager.cs.

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GetSubscribedSymbols()

IEnumerable<Symbol> QuantConnect.Data.DataQueueHandlerSubscriptionManager.GetSubscribedSymbols

(

)

Returns subscribed symbols

Returns

list of Symbol currently subscribed

Definition at line 98 of file DataQueueHandlerSubscriptionManager.cs.

IsSubscribed()

bool QuantConnect.Data.DataQueueHandlerSubscriptionManager.IsSubscribed	(	Symbol	symbol,
		TickType	tickType
	)

Checks if there is existing subscriber for current channel

Parameters

symbol	Symbol
tickType	Type of tick data

Returns

return true if there is one subscriber at least; otherwise false

Definition at line 111 of file DataQueueHandlerSubscriptionManager.cs.

Dispose()

virtual void QuantConnect.Data.DataQueueHandlerSubscriptionManager.Dispose ( )

virtual

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

Reimplemented in QuantConnect.Brokerages.BrokerageMultiWebSocketSubscriptionManager.

Definition at line 121 of file DataQueueHandlerSubscriptionManager.cs.

Subscribe() [2/2]

abstract bool QuantConnect.Data.DataQueueHandlerSubscriptionManager.Subscribe ( IEnumerable< Symbol >  symbols, TickType  tickType  )

protectedpure virtual

Describes the way IDataQueueHandler implements subscription

Parameters

symbols	Symbols to subscribe
tickType	Type of tick data

Returns

Returns true if subsribed; otherwise false

Implemented in QuantConnect.Brokerages.BrokerageMultiWebSocketSubscriptionManager, and QuantConnect.Data.EventBasedDataQueueHandlerSubscriptionManager.

Unsubscribe() [2/2]

abstract bool QuantConnect.Data.DataQueueHandlerSubscriptionManager.Unsubscribe ( IEnumerable< Symbol >  symbols, TickType  tickType  )

protectedpure virtual

Describes the way IDataQueueHandler implements unsubscription

Parameters

symbols	Symbols to unsubscribe
tickType	Type of tick data

Returns

Returns true if unsubsribed; otherwise false

Implemented in QuantConnect.Brokerages.BrokerageMultiWebSocketSubscriptionManager, and QuantConnect.Data.EventBasedDataQueueHandlerSubscriptionManager.

ChannelNameFromTickType()

abstract string QuantConnect.Data.DataQueueHandlerSubscriptionManager.ChannelNameFromTickType ( TickType  tickType )

protectedpure virtual

Brokerage maps TickType to real socket/api channel

Parameters

tickType

Type of tick data

Returns

Implemented in QuantConnect.Data.EventBasedDataQueueHandlerSubscriptionManager.

Member Data Documentation

SubscribersByChannel

ConcurrentDictionary<Channel, int> QuantConnect.Data.DataQueueHandlerSubscriptionManager.SubscribersByChannel = new ConcurrentDictionary<Channel, int>()

protected

Counter

Definition at line 33 of file DataQueueHandlerSubscriptionManager.cs.

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The documentation for this class was generated from the following file:

• Common/Data/DataQueueHandlerSubscriptionManager.cs