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 +1,110 @@
+/*
+ * 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.IO;
+using System.Net.Http;
+using QuantConnect.Interfaces;
+using QuantConnect.Logging;
+
+namespace QuantConnect.Lean.Engine.DataFeeds.Transport
+{
+    /// <summary>
+    /// Represents a stream reader capable of polling a rest client
+    /// </summary>
+    public class RestSubscriptionStreamReader : IStreamReader
+    {
+        private static readonly HttpClient _client = new HttpClient();
+
+        private readonly string _baseUrl;
+        private readonly Dictionary<string, string> _headers;
+        private readonly bool _isLiveMode;
+        private bool _delivered;
+
+        /// <summary>
+        /// Gets whether or not this stream reader should be rate limited
+        /// </summary>
+        public bool ShouldBeRateLimited => _isLiveMode;
+
+        /// <summary>
+        /// Direct access to the StreamReader instance
+        /// </summary>
+        public StreamReader StreamReader => null;
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="RestSubscriptionStreamReader"/> class.
+        /// </summary>
+        /// <param name="source">The source url to poll with a GET</param>
+        /// <param name="headers">Defines header values to add to the request</param>
+        /// <param name="isLiveMode">True for live mode, false otherwise</param>
+        public RestSubscriptionStreamReader(string source, IEnumerable<KeyValuePair<string, string>> headers, bool isLiveMode)
+        {
+            _baseUrl = source;
+            if (headers != null)
+            {
+                _headers = new Dictionary<string, string>(headers);
+            }
+            _isLiveMode = isLiveMode;
+            _delivered = false;
+        }
+
+        /// <summary>
+        /// Gets <see cref="SubscriptionTransportMedium.Rest"/>
+        /// </summary>
+        public SubscriptionTransportMedium TransportMedium
+        {
+            get { return SubscriptionTransportMedium.Rest; }
+        }
+
+        /// <summary>
+        /// Gets whether or not there's more data to be read in the stream
+        /// </summary>
+        public bool EndOfStream
+        {
+            get { return !_isLiveMode && _delivered; }
+        }
+
+        /// <summary>
+        /// Gets the next line/batch of content from the stream
+        /// </summary>
+        public string ReadLine()
+        {
+            try
+            {
+                if (_client.TryDownloadData(_baseUrl, out string data, out _, _headers))
+                {
+                    _delivered = true;
+                    return data;
+                }
+            }
+            catch (Exception err)
+            {
+                Log.Error(err);
+            }
+
+            return string.Empty;
+        }
+
+        /// <summary>
+        /// This stream reader doesn't require disposal
+        /// </summary>
+        public void Dispose()
+        {
+            _client.Dispose();
+        }
+    }
+}