Roman Yavnikov
45cc12a5c0
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* 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 * feat: create un-subscribe wrapper in LevelOneServiceManager refactor: TryGetLevelOneMarketData feat: validate the same Quote data in LevelOneMarketData * feat: handle nullable value in levelOneMarketData * feat: handle nullable value in LevelOneServiceManager * refactor: change location of LevelOneMarketData Service test:feat: test of LevelOneMarketData * feat: add SetIgnoreZeroSizeUpdates * refactor: use ignoreZeroSizeUpdates internally in TryResolvePriceSize * refactor: position add symbols in collection in LevelOneServiceManager * fix: validation of IgnoreZeroSizeUpdates setting in LevelOneMarketData * test:feat: validate UpdateLastTrade with IgnoreZeroSizeUpdates setting test:refactor: use global DateTime in testCases * fix:test: missed calculation value in QuoteBar