Martin Molinero
bcc67d2457
- DataPermissionManager will be used by the history provider - Moving interfaces from Engine to Common
47 lines
1.8 KiB
C#
47 lines
1.8 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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using QuantConnect.Interfaces;
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using QuantConnect.Packets;
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namespace QuantConnect.Lean.Engine.DataFeeds
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{
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/// <summary>
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/// Specifies data channel settings
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/// </summary>
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public class DataChannelProvider : IDataChannelProvider
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{
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/// <summary>
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/// True if this subscription request should be streamed
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/// </summary>
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public virtual bool ShouldStreamSubscription(LiveNodePacket job, SubscriptionDataConfig config)
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{
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return IsStreamingType(config) || !config.IsCustomData;
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}
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/// <summary>
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/// Returns true if the data type for the given subscription configuration supports streaming
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/// </summary>
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protected static bool IsStreamingType(SubscriptionDataConfig configuration)
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{
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var dataTypeInstance = configuration.Type.GetBaseDataInstance();
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return dataTypeInstance.GetSource(configuration, DateTime.UtcNow, true)
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.TransportMedium == SubscriptionTransportMedium.Streaming;
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}
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}
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}
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