Commit Graph

7 Commits

Author SHA1 Message Date
Stefano Raggi 9d930c170e Add new LiveSynchronizer + update live unit tests 2019-04-29 15:16:22 +02:00
Stefano Raggi 8d43ef5b6a Reduce CPU usage in live synchronizer 2019-04-29 15:16:21 +02:00
Martin Molinero 2a0cc2e317 Fix Synchronizer live mode last packet
- For the `Synchronizer` live mode, last empty packet sent after an exception,
will use the `FrontierTimeProvider.GetUtcNow()` as `TimeSlice` time.
2018-12-27 21:36:55 -03:00
Martin Molinero 7ab6a374cf Addressing reviews
- `TimeSliceFactory` `TimeZone` will now be a constructor parameter
2018-11-14 19:12:45 -03:00
Martin Molinero 251071ee73 Remove Security from Subscription
- Removing unneeded `CashBook` instance to create a new `TimeSlice`
- Adding new `TimeSliceFactory`, an instance base class that will
provide methods to create a new `TimeSlice`. Will own the `DateTimeZone`
property.
- Adding new `ISecurityPrice` and `IOptionPrice` that will provide a
reduced interface for accessing price properties and methods used when
creating a new `TimeSlice`
2018-11-14 18:28:18 -03:00
Martin Molinero f1ecfd5784 Move DataManager in front of DataFeed
- Completly move `DataManager` in front of `DataFeed`. Specifically
`AddSubscription()` and `RemoveSubscription()` implementations. Also
removing IDataFeed.Subscriptions
2018-10-29 16:13:27 -03:00
Martin Molinero 9bdf702c41 Creating new Synchronizer - TimeSlice streamer
- Creating new `Synchronizer` which will consolidate and combine `TimeSlice`
streaming for both live and backtests modes. Will live in front of the
`DataManager`
- `SubscriptionSynchronizer` will be the `FrontierTimeProvider` exposed,
and owned, by the new `Synchronizer`
- Updating existing tests
2018-10-19 15:36:08 -03:00