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    Continuous Futures Refactor. Live Mappings (#6076)

    frostbyte_neo 发布于 2021-12-01 00:38:50 +00:00 | 2072 次提交 在此版本后已推送到 master

    • Continuous Futures Refactor. Live Mappings
    • Adding support for live mappings. LiveTradingDataFeed will handle any
      symbol mapping at the configuration layer and resubscribe through the
      IDQH
    • Refactoring continuous futures adding ContinuousFutureUniverse that
      will select the currently mapped security
    • Minor fixes
    • Remove addition of configurations in UniverseSelection step, leave
      resposability for universe.
    • LiveTradingDF future unit test will only assert slice data for non
      internal feeds.
    • ContinuousContractUniverse will respect internal option interest
      subscription
    • Address review
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