Commit Graph

2 Commits

Author SHA1 Message Date
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