/* * 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; } } }