Through `SubscriptionDataSource`.
Exceptions, cocumenting, cleaning and testing adjust
make isLiveMode mandatory in the SubscriptionDataSource constructor
Calls to SubscriptionDataSource implements new bool argument
csproj file mistake fixed
Clean up nullable from prevoius implementation.
Revert "Exceptions, cocumenting, cleaning and testing adjust"
This reverts commit 7da7a9fca195b327a1322c0c7c4a7a088b2f1099.
SubscriptionDataSource back to default.
Uisng LiveMode flag from the calling contex
_delivered variabl setting.
Comments fixed
xml doc fix
It is not uncommon that a web service would require some form of
authentication headers to be provided. This change aims to enable
this by adding the header information to the source. This design
allows a user's custom data type to return the source properly
hydrated with the required header values before being sent back
through the rest of the LEAN infrastructure.
Includes default impl of BaseDataSubscriptionFactory
This change is to prepare for binary data sources and defines a factory to
handle the reading of a SubscriptionDataSource and the conversion of that data
into BaseData instances
The existing method signatures have been made obsolete in favor of something slightly simpler and more deterministic.
The new methods accept a bool isLiveMode flag instead of the DataFeedEndpoint.
The GetSource method returns a new type: SubscriptionDataSource, which combines the source string and the SubscriptionTransportMedium.
Existing sub-types of BaseData have been updated with the new signatures. IBaseData has not been touch as it is mostly unused by LEAN infrastructure.
Michael Handschuh