- Completly move `DataManager` in front of `DataFeed`. Specifically
`AddSubscription()` and `RemoveSubscription()` implementations. Also
removing IDataFeed.Subscriptions
- Adding new ISecurityService and its implementation SecurityService.
Expose by SecurityManager.
This class will expose a method for creating new securities. The
SecurityManager is exposing this new interface, calling _securityService
internally, so Future/OptionUniverseSelectionModel.cs can use it
- Replacing all usages of SecurityManager.CreateSecurity for new
ISecurityService
- Modifying `Cash.cs` and `CashBook.cs` `EnsureCurrencyDataFeeds()` to
return newly added `SubscriptionDataConfig` instead of `Security`. This
will avoid using `Security.Subscriptions` at call site.
- Moving old SecurityManager.CreateSecurity into new
SecurityServiceTests.cs
Refactoring previous commit so DataManager only keeps and receives a
reference to IAlgorithmSettigs, with the objective of reducing tight
coupling
Note: Investigate if IAlgorithmSettings.DataSubscriptionLimit should limit subscriptions or unique securities.
Today its using SubscriptionManagerSubscriptions.Where(x => !x.Symbol.IsCanonical()).DistinctBy(x => x.Symbol.Value).Count() @DataManager
Stefano Raggi