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3 Commits

Author SHA1 Message Date
Ronit Jain 7881aeb3a5 Websocket-refactor for websocket message data as text and binary (#5833)
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* websocket-refactor for websocket message  as text and binary

Initial commit

websocket support for text and binary messageData

code style fixes

test fix

* delete un-used file

* zerodha websocket textMessage parse

* messageData class abscration

* Empty

Co-authored-by: Martin-Molinero <martin@quantconnect.com>
 2021-08-10 17:40:07 -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
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