chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
5008 changed files with 910633 additions and 0 deletions
@@ -0,0 +1,138 @@
+/*
+ * 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.Collections.Generic;
+using System.Linq;
+
+namespace QuantConnect.Brokerages
+{
+    /// <summary>
+    /// Helper class for <see cref="BrokerageMultiWebSocketSubscriptionManager"/>
+    /// </summary>
+    public class BrokerageMultiWebSocketEntry
+    {
+        private readonly Dictionary<Symbol, int> _symbolWeights;
+        private readonly List<Symbol> _symbols;
+        private readonly object _locker = new();
+
+        /// <summary>
+        /// Gets the web socket instance
+        /// </summary>
+        public IWebSocket WebSocket { get; }
+
+        /// <summary>
+        /// Gets the sum of symbol weights for this web socket
+        /// </summary>
+        public int TotalWeight { get; private set; }
+
+        /// <summary>
+        /// Gets the number of symbols subscribed
+        /// </summary>
+        public int SymbolCount
+        {
+            get
+            {
+                lock (_locker)
+                {
+                    return _symbols.Count;
+                }
+            }
+        }
+
+        /// <summary>
+        /// Returns whether the symbol is subscribed
+        /// </summary>
+        /// <param name="symbol"></param>
+        /// <returns></returns>
+        public bool Contains(Symbol symbol)
+        {
+            lock (_locker)
+            {
+                return _symbols.Contains(symbol);
+            }
+        }
+
+        /// <summary>
+        /// Returns the list of subscribed symbols
+        /// </summary>
+        /// <returns></returns>
+        public IReadOnlyCollection<Symbol> Symbols
+        {
+            get
+            {
+                lock (_locker)
+                {
+                    return _symbols.ToList();
+                }
+            }
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="BrokerageMultiWebSocketEntry"/> class
+        /// </summary>
+        /// <param name="symbolWeights">A dictionary of symbol weights</param>
+        /// <param name="webSocket">The web socket instance</param>
+        public BrokerageMultiWebSocketEntry(Dictionary<Symbol, int> symbolWeights, IWebSocket webSocket)
+        {
+            _symbolWeights = symbolWeights;
+            _symbols = new List<Symbol>();
+
+            WebSocket = webSocket;
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="BrokerageMultiWebSocketEntry"/> class
+        /// </summary>
+        /// <param name="webSocket">The web socket instance</param>
+        public BrokerageMultiWebSocketEntry(IWebSocket webSocket)
+            : this(null, webSocket)
+        {
+        }
+
+        /// <summary>
+        /// Adds a symbol to the entry
+        /// </summary>
+        /// <param name="symbol">The symbol to add</param>
+        public void AddSymbol(Symbol symbol)
+        {
+            lock (_locker)
+            {
+                _symbols.Add(symbol);
+            }
+
+            if (_symbolWeights != null && _symbolWeights.TryGetValue(symbol, out var weight))
+            {
+                TotalWeight += weight;
+            }
+        }
+
+        /// <summary>
+        /// Removes a symbol from the entry
+        /// </summary>
+        /// <param name="symbol">The symbol to remove</param>
+        public void RemoveSymbol(Symbol symbol)
+        {
+            lock (_locker)
+            {
+                _symbols.Remove(symbol);
+            }
+
+            if (_symbolWeights != null && _symbolWeights.TryGetValue(symbol, out var weight))
+            {
+                TotalWeight -= weight;
+            }
+        }
+    }
+}