Commit Graph

3 Commits

Author SHA1 Message Date
Martin-Molinero 3609340281 Add internal subscriptions always (#4690)
* Add set market price during extended market hours

- Set market prices during extended market hours for live trading.
  Adding unit test

* Add assert on internal data count
2020-09-03 18:15:21 -07:00
Martin-Molinero ec5ff53566 Fix key not found exception at InternalSubsManager (#4679)
* Fix key not found exception at InternalSubsManager

- Fix key not found exception
- Fix backtesting chart sampling

* Add comment about PreviousUtcSampleTime
2020-09-01 22:32:21 -03:00
Martin-Molinero 400a0d42d9 Add internal subscription manager (#4678)
* Add internal subscription manager

- Add InternalSubscriptionManager that will handle internal
  Subscription. Replaces the realtime updates
- Fix thread race condition in the TimeTriggeredUniverseSubscription, we
  have one thread injecting data points, the main algorithm thread, and
  the base exchange is pulling from it
- Fixes for FakeDataQueue
- Adding unit tests

* Address reviews and fixes

- Internal subscription will use extended market hours
- Only sample charts accordingly
- Get api-url once
2020-09-01 21:22:22 -03:00