/*
* 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;
using System.Collections.Generic;
using System.Linq;
using QuantConnect.Logging;
namespace QuantConnect.Data
{
///
/// Overrides methods using events
///
public class EventBasedDataQueueHandlerSubscriptionManager : DataQueueHandlerSubscriptionManager
{
///
/// Creates an instance of with a single channel name
///
public EventBasedDataQueueHandlerSubscriptionManager() : this(t => Channel.Single) {}
///
/// Creates an instance of
///
/// Convert TickType into string
public EventBasedDataQueueHandlerSubscriptionManager(Func getChannelName)
{
_getChannelName = getChannelName;
}
///
/// Subscription method implementation
///
public Func, TickType, bool> SubscribeImpl { get; set; }
///
/// Unsubscription method implementation
///
public Func, TickType, bool> UnsubscribeImpl { get; set; }
///
/// Socket channel name
///
private Func _getChannelName;
///
/// The way Brokerage subscribes to symbol tickers
///
/// Symbols to subscribe
/// Type of tick data
///
protected override bool Subscribe(IEnumerable symbols, TickType tickType)
{
Log.Trace("EventBasedDataQueueHandlerSubscriptionManager.Subscribe(): {0}", string.Join(",", symbols.Select(x => x.Value)));
return SubscribeImpl?.Invoke(symbols, tickType) == true;
}
///
/// The way Brokerage unsubscribes from symbol tickers
///
/// Symbols to unsubscribe
/// Type of tick data
///
protected override bool Unsubscribe(IEnumerable symbols, TickType tickType)
{
Log.Trace("EventBasedDataQueueHandlerSubscriptionManager.Unsubscribe(): {0}", string.Join(",", symbols.Select(x => x.Value)));
return UnsubscribeImpl?.Invoke(symbols, tickType) == true;
}
///
/// Channel name
///
/// Type of tick data
/// Returns Socket channel name corresponding
protected override string ChannelNameFromTickType(TickType tickType)
{
return _getChannelName?.Invoke(tickType);
}
}
}