wehub-resource-sync
58 lines
2.3 KiB
C#
58 lines
2.3 KiB
C#
/*
|
|
* 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
|
|
{
|
|
/// <summary>
|
|
/// Specifies data channel settings
|
|
/// </summary>
|
|
public class DataChannelProvider : IDataChannelProvider
|
|
{
|
|
/// <summary>
|
|
/// Initializes the instance with an algorithm node packet
|
|
/// </summary>
|
|
/// <param name="packet">Algorithm node packet</param>
|
|
public virtual void Initialize(AlgorithmNodePacket packet)
|
|
{
|
|
}
|
|
|
|
/// <summary>
|
|
/// True if this subscription request should be streamed
|
|
/// </summary>
|
|
public virtual bool ShouldStreamSubscription(SubscriptionDataConfig config)
|
|
{
|
|
return IsStreamingType(config) || !config.IsCustomData && config.Type != typeof(CoarseFundamental) && config.Type != typeof(Fundamental) && config.Type != typeof(MarginInterestRate);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Returns true if the data type for the given subscription configuration supports streaming
|
|
/// </summary>
|
|
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;
|
|
}
|
|
}
|
|
}
|