/*
* 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 QuantConnect.Data;
using QuantConnect.Packets;
using QuantConnect.Interfaces;
using QuantConnect.Data.Market;
using QuantConnect.Data.Fundamental;
using QuantConnect.Data.UniverseSelection;
namespace QuantConnect.Lean.Engine.DataFeeds
{
///
/// Specifies data channel settings
///
public class DataChannelProvider : IDataChannelProvider
{
///
/// Initializes the instance with an algorithm node packet
///
/// Algorithm node packet
public virtual void Initialize(AlgorithmNodePacket packet)
{
}
///
/// True if this subscription request should be streamed
///
public virtual bool ShouldStreamSubscription(SubscriptionDataConfig config)
{
return IsStreamingType(config) || !config.IsCustomData && config.Type != typeof(CoarseFundamental) && config.Type != typeof(Fundamental) && config.Type != typeof(MarginInterestRate);
}
///
/// Returns true if the data type for the given subscription configuration supports streaming
///
protected static bool IsStreamingType(SubscriptionDataConfig configuration)
{
var dataTypeInstance = configuration.Type.GetBaseDataInstance();
var source = dataTypeInstance.GetSource(configuration, DateTime.UtcNow, true);
return source != null && source.TransportMedium == SubscriptionTransportMedium.Streaming;
}
}
}