5 Commits

Author SHA1 Message Date
Roman Yavnikov ceb52c1b9b feat: make virtual Subscribe() in DataQueueHandlerSubscriptionManager
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2025-08-29 18:36:11 +03:00
Roman Yavnikov c556d16775 Feature: new Tick constructor for TickType.OpenInterest (#8323)
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* feat: create OpenInterest constrcutor of Tick

* feat: GetSubscribedSymbols by TickType

* test:feat: GetSubscribeSymbolsBySpecificTickType

* refactor: equal channel name with InvariantCultureIgnoreCase
2024-09-17 12:52:24 -03:00
Ricardo Andrés Marino Rojas 5fd021996a Fix half of the CA1051 warnings (#8137)
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* Fix half of the CA1051 warnings

This warning is about not declaring visible instance fields. There are
something about 500 warnings in the solution, mostly in the QuantConnect and QuantConnect.Algorithm.CSharp projects. I aim to fix one of them in this PR and the other half of them in a second one. To fix it, I'm changing the visible instancce fields for properties.

* fix bugs

* Addressing minor reviews

* More minor fixes

---------

Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
2024-07-03 15:43:17 -03:00
Martin-Molinero 2bc41e0e32 Websocket improvements (#6585)
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* Dynamically set wait time on WS error

- Dynamically adjust wait time on websocket error

* Avoid subscribing multiple times to message events

- Avoid websocket subscription multiple times to message events during
  disconnection/connection cycle

* Add Dispose Brokerage WebSocket Subscription Manager
2022-08-26 10:53:28 -03:00
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