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6 Commits

Author SHA1 Message Date
Ricardo Andrés Marino Rojas 16a737ee26 Fix most of CA1725 warnings (#8154) 
* Fix CA1725 warning

* Address requested changes
 2024-07-05 16:19:56 -03:00
Martin-Molinero b8b0d18993 Continuous futures (#6034) 
* Continuous Future Contracts

* Mapping approach

* Tweaks WIP

* Live mapping

* Live mapping

- Add support for live mapping, refreshing mapfiles
- Fix future expiration functions
- Adding unit tests

* Update moq test package

* Continuous futures price scaling

* Refactor price factors scaling

* Factor file related renames

* Address reviews
 2021-11-15 14:44:30 -03:00
Martin Molinero 452bf27bd9 Adding new DataPermissionManager 
- Adding new DataPermissionManager that will own the existing
  datachannelProvider. Will assert configurations before added to the
  data feed. Adding unit tests
 2020-06-12 12:34:10 -03:00
Martin Molinero f1ecfd5784 Move DataManager in front of DataFeed 
- Completly move `DataManager` in front of `DataFeed`. Specifically
`AddSubscription()` and `RemoveSubscription()` implementations. Also
removing IDataFeed.Subscriptions
 2018-10-29 16:13:27 -03:00
Martin Molinero 9bdf702c41 Creating new Synchronizer - TimeSlice streamer 
- Creating new `Synchronizer` which will consolidate and combine `TimeSlice`
streaming for both live and backtests modes. Will live in front of the
`DataManager`
- `SubscriptionSynchronizer` will be the `FrontierTimeProvider` exposed,
and owned, by the new `Synchronizer`
- Updating existing tests
 2018-10-19 15:36:08 -03:00
Martin Molinero b4dcd208e1 Addressing review. Adding null IDataFeed implementation. 2018-09-18 19:39:39 -03:00