github-featured / quantconnect--lean

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    Bug 4600 brokerage unsubscribe symbol granular (#4640)

    frostbyte_neo 发布于 2020-09-14 23:11:44 +00:00 | 2801 次提交 在此版本后已推送到 master

    • 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

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