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QuantConnect.Data.EventBasedDataQueueHandlerSubscriptionManager Class Reference

Overrides DataQueueHandlerSubscriptionManager methods using events More...

Inheritance diagram for QuantConnect.Data.EventBasedDataQueueHandlerSubscriptionManager:
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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< SymbolGetSubscribedSymbols ()
 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...
 

Public Attributes

Func< IEnumerable< Symbol >, TickType, bool > SubscribeImpl
 Subscription method implementation More...
 
Func< IEnumerable< Symbol >, TickType, bool > UnsubscribeImpl
 Unsubscription method implementation 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...
 

Additional Inherited Members

- Protected Attributes inherited from QuantConnect.Data.DataQueueHandlerSubscriptionManager
ConcurrentDictionary< Channel, int > SubscribersByChannel = new ConcurrentDictionary<Channel, int>()
 Counter More...
 

Detailed Description

Overrides DataQueueHandlerSubscriptionManager methods using events

Definition at line 27 of file EventBasedDataQueueHandlerSubscriptionManager.cs.

Constructor & Destructor Documentation

◆ EventBasedDataQueueHandlerSubscriptionManager() [1/2]

QuantConnect.Data.EventBasedDataQueueHandlerSubscriptionManager.EventBasedDataQueueHandlerSubscriptionManager ( )

Creates an instance of EventBasedDataQueueHandlerSubscriptionManager with a single channel name

Definition at line 32 of file EventBasedDataQueueHandlerSubscriptionManager.cs.

◆ EventBasedDataQueueHandlerSubscriptionManager() [2/2]

QuantConnect.Data.EventBasedDataQueueHandlerSubscriptionManager.EventBasedDataQueueHandlerSubscriptionManager ( Func< TickType, string >  getChannelName)

Creates an instance of EventBasedDataQueueHandlerSubscriptionManager

Parameters
getChannelNameConvert TickType into string

Definition at line 38 of file EventBasedDataQueueHandlerSubscriptionManager.cs.

Member Function Documentation

◆ Subscribe()

override bool QuantConnect.Data.EventBasedDataQueueHandlerSubscriptionManager.Subscribe ( IEnumerable< Symbol symbols,
TickType  tickType 
)
protectedvirtual

The way Brokerage subscribes to symbol tickers

Parameters
symbolsSymbols to subscribe
tickTypeType of tick data
Returns

Implements QuantConnect.Data.DataQueueHandlerSubscriptionManager.

Definition at line 64 of file EventBasedDataQueueHandlerSubscriptionManager.cs.

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◆ Unsubscribe()

override bool QuantConnect.Data.EventBasedDataQueueHandlerSubscriptionManager.Unsubscribe ( IEnumerable< Symbol symbols,
TickType  tickType 
)
protectedvirtual

The way Brokerage unsubscribes from symbol tickers

Parameters
symbolsSymbols to unsubscribe
tickTypeType of tick data
Returns

Implements QuantConnect.Data.DataQueueHandlerSubscriptionManager.

Definition at line 76 of file EventBasedDataQueueHandlerSubscriptionManager.cs.

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◆ ChannelNameFromTickType()

override string QuantConnect.Data.EventBasedDataQueueHandlerSubscriptionManager.ChannelNameFromTickType ( TickType  tickType)
protectedvirtual

Channel name

Parameters
tickTypeType of tick data
Returns
Returns Socket channel name corresponding tickType

Implements QuantConnect.Data.DataQueueHandlerSubscriptionManager.

Definition at line 87 of file EventBasedDataQueueHandlerSubscriptionManager.cs.

Member Data Documentation

◆ SubscribeImpl

Func<IEnumerable<Symbol>, TickType, bool> QuantConnect.Data.EventBasedDataQueueHandlerSubscriptionManager.SubscribeImpl

Subscription method implementation

Definition at line 46 of file EventBasedDataQueueHandlerSubscriptionManager.cs.

◆ UnsubscribeImpl

Func<IEnumerable<Symbol>, TickType, bool> QuantConnect.Data.EventBasedDataQueueHandlerSubscriptionManager.UnsubscribeImpl

Unsubscription method implementation

Definition at line 51 of file EventBasedDataQueueHandlerSubscriptionManager.cs.


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