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
41 lines
1.5 KiB
C#
41 lines
1.5 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System;
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using QuantConnect.Data;
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namespace QuantConnect.Brokerages.LevelOneOrderBook
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{
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/// <summary>
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/// Provides data for an event that is triggered when a new <see cref="BaseData"/> is received.
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/// </summary>
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public sealed class BaseDataEventArgs : EventArgs
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{
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/// <summary>
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/// Gets the <see cref="BaseData"/> data associated with the event.
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/// </summary>
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public BaseData BaseData { get; }
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/// <summary>
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/// Initializes a new instance of the <see cref="BaseDataEventArgs"/> class with the specified <see cref="BaseData"/>.
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/// </summary>
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/// <param name="tick">The <see cref="BaseData"/> data associated with the event.</param>
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public BaseDataEventArgs(BaseData tick)
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{
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BaseData = tick;
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}
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}
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}
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