75eac27795
* 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
107 lines
3.6 KiB
C#
107 lines
3.6 KiB
C#
/*
|
|
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
|
|
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
|
|
*
|
|
* Licensed under the Apache License, Version 2.0 (the "License");
|
|
* you may not use this file except in compliance with the License.
|
|
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
|
|
*
|
|
* Unless required by applicable law or agreed to in writing, software
|
|
* distributed under the License is distributed on an "AS IS" BASIS,
|
|
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
* See the License for the specific language governing permissions and
|
|
* limitations under the License.
|
|
*/
|
|
|
|
using System;
|
|
|
|
namespace QuantConnect.Data
|
|
{
|
|
|
|
/// <summary>
|
|
/// Represents a subscription channel
|
|
/// </summary>
|
|
public class Channel
|
|
{
|
|
|
|
/// <summary>
|
|
/// Represents an internal channel name for all brokerage channels in case we don't differentiate them
|
|
/// </summary>
|
|
public static string Single = "common";
|
|
|
|
/// <summary>
|
|
/// The name of the channel
|
|
/// </summary>
|
|
public string Name { get; private set; }
|
|
|
|
/// <summary>
|
|
/// The ticker symbol of the channel
|
|
/// </summary>
|
|
public Symbol Symbol { get; private set; }
|
|
|
|
/// <summary>
|
|
/// Creates an instance of subscription channel
|
|
/// </summary>
|
|
/// <param name="channelName">Socket channel name</param>
|
|
/// <param name="symbol">Associated symbol</param>
|
|
public Channel(string channelName, Symbol symbol)
|
|
{
|
|
if (string.IsNullOrEmpty(channelName))
|
|
{
|
|
throw new ArgumentNullException("channelName", "Channel Name can't be null or empty");
|
|
}
|
|
|
|
if (symbol == null)
|
|
{
|
|
throw new ArgumentNullException("symbol", "Symbol can't be null or empty");
|
|
}
|
|
|
|
Name = channelName;
|
|
Symbol = symbol;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Indicates whether the current object is equal to another object of the same type.
|
|
/// </summary>
|
|
/// <param name="other">An object to compare with this object.</param>
|
|
/// <returns>
|
|
/// true if the current object is equal to the <paramref name="other"/> parameter; otherwise, false.
|
|
/// </returns>
|
|
public bool Equals(Channel other)
|
|
{
|
|
if (ReferenceEquals(null, other)) return false;
|
|
if (ReferenceEquals(this, other)) return true;
|
|
return string.Equals(Name, other?.Name) && Symbol.Equals(other.Symbol);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Determines whether the specified object is equal to the current object.
|
|
/// </summary>
|
|
/// <param name="obj">The object to compare with the current object. </param>
|
|
/// <returns>
|
|
/// true if the specified object is equal to the current object; otherwise, false.
|
|
/// </returns>
|
|
public override bool Equals(object obj)
|
|
{
|
|
return Equals(obj as Channel);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Serves as the default hash function.
|
|
/// </summary>
|
|
/// <returns>
|
|
/// A hash code for the current object.
|
|
/// </returns>
|
|
public override int GetHashCode()
|
|
{
|
|
unchecked
|
|
{
|
|
int hash = (int)2166136261;
|
|
hash = (hash * 16777619) ^ Name.GetHashCode();
|
|
hash = (hash * 16777619) ^ Symbol.GetHashCode();
|
|
return hash;
|
|
}
|
|
}
|
|
}
|
|
}
|