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Author SHA1 Message Date
Roman Yavnikov d2daf42d34 feature: map exchange string to primary exchange on level one ticks (#9488)
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- add saleCondition/exchange overload to UpdateQuote
- normalize exchange via GetPrimaryExchange in UpdateQuote/UpdateLastTrade
- cover exchange mapping with combined test
 2026-05-15 17:59:00 -03:00
Roman Yavnikov 45cc12a5c0 Feat: Level One Service (#8838)
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* feat: new Level One service
feat: new ctor in Tick
fix: missed SetValue in Tick ctor

* refactor: LevelOneService
feat: Tick Event Args

* feat: use aggregator in LevelOneService explicitly
remove: extra TickEventArgs

* feat: ThreadSafeDataAggregatorWrapper
refactor: use ThreadSafeDataAggregatorWrapper in LevelOneService

* feat: generic LevelOne Market Data Manager
refactor: LevelOneMarketData
remove: ThreadSafeDataAggregatorWrapper

* feat: support OpenInterest in LevelOneMarketData
feat: add EventBasedDataQueueHandlerSubscriptionManager in LevelOneServiceManager
feat: handle OpenInterest

* feat: add missed license in BaseDataEventArgs

* feat: create un-subscribe wrapper in LevelOneServiceManager
refactor: TryGetLevelOneMarketData
feat: validate the same Quote data in LevelOneMarketData

* feat: handle nullable value in levelOneMarketData

* feat: handle nullable value in LevelOneServiceManager

* refactor: change location of LevelOneMarketData Service
test:feat: test of LevelOneMarketData

* feat: add SetIgnoreZeroSizeUpdates

* refactor: use ignoreZeroSizeUpdates internally in TryResolvePriceSize

* refactor: position add symbols in collection in  LevelOneServiceManager

* fix: validation of IgnoreZeroSizeUpdates setting in LevelOneMarketData

* test:feat: validate UpdateLastTrade with IgnoreZeroSizeUpdates setting
test:refactor: use global DateTime in testCases

* fix:test: missed calculation value in QuoteBar
 2025-06-24 00:38:11 +03:00