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Feat: Level One Service (#8838)
frostbyte_neo 发布于
2025-06-23 21:38:11 +00:00 | 437 次提交 在此版本后已推送到 master-
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
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feat: create un-subscribe wrapper in LevelOneServiceManager
refactor: TryGetLevelOneMarketData
feat: validate the same Quote data in LevelOneMarketData -
feat: handle nullable value in levelOneMarketData
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feat: handle nullable value in LevelOneServiceManager
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refactor: change location of LevelOneMarketData Service
test:feat: test of LevelOneMarketData -
feat: add SetIgnoreZeroSizeUpdates
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refactor: use ignoreZeroSizeUpdates internally in TryResolvePriceSize
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refactor: position add symbols in collection in LevelOneServiceManager
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fix: validation of IgnoreZeroSizeUpdates setting in LevelOneMarketData
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test:feat: validate UpdateLastTrade with IgnoreZeroSizeUpdates setting
test:refactor: use global DateTime in testCases -
fix:test: missed calculation value in QuoteBar
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