Files
Ronit Jain 264c3c8374 Composite IDQH - Support multiple live data feeds (#6047)
* initial commit

* Follow IDQH implementation

* Expect a list of data handlers from LiveNodePacket

* Return null if can not subscribe

* refctor to add check for subscription

* initialze null

* Add tests

* Check subscribe retuns null/not-null

* cleanup

* Read all required IDQH credentails to job

* Use CDQH to handle all IDQH instances

* constructor abstraction to call from setjob

* use flag

* remove redundant because derived will call initialize on it

* abstract and initialize from setjob

* handle null enumerators

* get creds from data handlers

* handle single data handler value from data-queue-handler

* Fix to support a json array

* Fix missed constructor call

* change access modifier to access from Tests files

* Add test to get brokerageFactory from dataQueueHandler

* Fix init flag to handle all conditions

* Add docs

* initialize from setjob

* Check if websocket open before using

* change defination of initialzie to include tradier

* clean up

* change defination

* fix wrong api key name

* return empty enumerator

* check websocket open before sending request

* check connection before subscribing

* fix to include more cases

* check websocket open before sending request

* Minor refactoring

* reafctor and use IsConnected

* remove unused

* clean up

* Fix test cases

* reverse change

* include config changes

* connect to websocket from setjob

* check websocket connection from setjob

* clean up

* include condition for IDQH that are not brokerage

* Address review

* Add market check condition before subscribe

* Remove deprecated

* Minor fix for deserializing data queue handler

Co-authored-by: Martin-Molinero <martin@quantconnect.com>
2021-12-03 16:18:41 -03:00
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