2 Commits

Author	SHA1	Message	Date
Adalyat Nazirov	75eac27795	Bug 4600 brokerage unsubscribe symbol granular (#4640) ... * bitfinex unsubscribe impl * IB implementation * Alpaca Brokerage * Fxcm Brokerage * Bitfinex remake * GDAX Brokerage * move & rename DataQueueHandler subscription manager to better place for using in ToolBox * performance tuning use unified Channel class everywhere BaseWebsocketBrokerage.GetSubscribed method relies on DQHSubscriptionManager * TradierBrokerage implementation * OandaBrokerage implementation * FakeDataQueue subcription manager * Fake SubscriptionManager for testing * CoinApi implementation * IEXDataQueueHandler implementation * IQFeed Implementation * unit tests * fix SubscribeSymbols params * thread safe subscribed symbols * don't need to lock Keys prop, because it's thread safe * accurate PolygonDataQueueHandler subscribe/unsubscribe methods * Alpaca isnt DataQueueHAndler anymore * remove unused variable * remove redundant hashset * fix coin api subscribe method * disclaimer * prettify code * race condition? * fix symbol conversion * log if unsubscribed; change Channel Id type * requested changes * pass GetChannelName func as required parameter * centralized logs * use single name for all idqh with no difference in tick type * change Oanda resubscribe method * CanSubscribe doesn't change instance state - can be marked as static. * change Oanda Subscription tracking * style changes * bitfinex fix * fix spelling	2020-09-14 20:11:44 -03:00
Stefano Raggi	375f192f07	Add PolygonDataQueueHandler (#4604) ... * Add PolygonDataQueueHandler * Add history provider and downloader for Polygon * Add aggregator to PolygonDataQueueHandler * Address review - Removed duplication in message classes - Added public Subscribe/Unsubscribe methods in PolygonWebSocketClientWrapper - Added history requests for Forex and Crypto * Address review - Add security type and market arguments to downloader - Fix time zone bug in downloader * Remove unnecessary locks * Add Polygon history for all resolutions - Equity: trades and quotes - Forex: quotes only - Crypto: trades only	2020-08-27 12:09:20 -03:00