wehub-resource-sync
139 lines
4.1 KiB
C#
139 lines
4.1 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System.Collections.Generic;
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using System.Linq;
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namespace QuantConnect.Brokerages
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{
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/// <summary>
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/// Helper class for <see cref="BrokerageMultiWebSocketSubscriptionManager"/>
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/// </summary>
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public class BrokerageMultiWebSocketEntry
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{
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private readonly Dictionary<Symbol, int> _symbolWeights;
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private readonly List<Symbol> _symbols;
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private readonly object _locker = new();
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/// <summary>
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/// Gets the web socket instance
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/// </summary>
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public IWebSocket WebSocket { get; }
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/// <summary>
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/// Gets the sum of symbol weights for this web socket
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/// </summary>
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public int TotalWeight { get; private set; }
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/// <summary>
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/// Gets the number of symbols subscribed
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/// </summary>
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public int SymbolCount
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{
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get
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{
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lock (_locker)
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{
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return _symbols.Count;
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}
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}
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}
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/// <summary>
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/// Returns whether the symbol is subscribed
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/// </summary>
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/// <param name="symbol"></param>
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/// <returns></returns>
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public bool Contains(Symbol symbol)
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{
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lock (_locker)
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{
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return _symbols.Contains(symbol);
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}
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}
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/// <summary>
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/// Returns the list of subscribed symbols
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/// </summary>
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/// <returns></returns>
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public IReadOnlyCollection<Symbol> Symbols
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{
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get
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{
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lock (_locker)
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{
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return _symbols.ToList();
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}
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}
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="BrokerageMultiWebSocketEntry"/> class
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/// </summary>
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/// <param name="symbolWeights">A dictionary of symbol weights</param>
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/// <param name="webSocket">The web socket instance</param>
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public BrokerageMultiWebSocketEntry(Dictionary<Symbol, int> symbolWeights, IWebSocket webSocket)
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{
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_symbolWeights = symbolWeights;
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_symbols = new List<Symbol>();
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WebSocket = webSocket;
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="BrokerageMultiWebSocketEntry"/> class
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/// </summary>
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/// <param name="webSocket">The web socket instance</param>
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public BrokerageMultiWebSocketEntry(IWebSocket webSocket)
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: this(null, webSocket)
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{
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}
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/// <summary>
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/// Adds a symbol to the entry
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/// </summary>
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/// <param name="symbol">The symbol to add</param>
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public void AddSymbol(Symbol symbol)
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{
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lock (_locker)
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{
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_symbols.Add(symbol);
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}
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if (_symbolWeights != null && _symbolWeights.TryGetValue(symbol, out var weight))
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{
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TotalWeight += weight;
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}
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}
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/// <summary>
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/// Removes a symbol from the entry
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/// </summary>
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/// <param name="symbol">The symbol to remove</param>
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public void RemoveSymbol(Symbol symbol)
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{
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lock (_locker)
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{
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_symbols.Remove(symbol);
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}
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if (_symbolWeights != null && _symbolWeights.TryGetValue(symbol, out var weight))
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{
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TotalWeight -= weight;
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}
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}
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}
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}
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