/// <summary>
/// Initializes a new instance of the <see cref="PolygonDataQueueHandler"/> class
/// </summary>
public PolygonDataQueueHandler(bool streamingEnabled)
{
if (streamingEnabled)
{
foreach (var securityType in new[] { SecurityType.Equity, SecurityType.Forex, SecurityType.Crypto })
{
var client = new PolygonWebSocketClientWrapper(_apiKey, _symbolMapper, securityType, OnMessage);
_webSocketClientWrappers.Add(securityType, client);
}
}
var subscriber = new EventBasedDataQueueHandlerSubscriptionManager(t => t.ToString());
subscriber.SubscribeImpl += Subscribe;
subscriber.UnsubscribeImpl += Unsubscribe;
_subscriptionManager = subscriber;
}
/// <summary>
/// Initializes a new instance of the <see cref="FuncDataQueueHandler"/> class
/// </summary>
/// <param name="getNextTicksFunction">The functional implementation to get ticks function</param>
/// <param name="timeProvider">The time provider to use</param>
public FuncDataQueueHandler(Func <FuncDataQueueHandler, IEnumerable <BaseData> > getNextTicksFunction, ITimeProvider timeProvider)
{
_subscriptions = new HashSet <SubscriptionDataConfig>();
_cancellationTokenSource = new CancellationTokenSource();
_aggregationManager = new TestAggregationManager(timeProvider);
_subscriptionManager = new FakeDataQueuehandlerSubscriptionManager((t) => "quote-trade");
Task.Factory.StartNew(() =>
{
while (!_cancellationTokenSource.IsCancellationRequested)
{
var emitted = false;
try
{
foreach (var baseData in getNextTicksFunction(this))
{
if (_cancellationTokenSource.IsCancellationRequested)
{
break;
}
emitted = true;
_aggregationManager.Update(baseData);
}
}
catch (Exception exception)
{
if (exception is ObjectDisposedException)
{
return;
}
Log.Error(exception);
}
if (!emitted)
{
Thread.Sleep(50);
}
else
{
Thread.Sleep(10);
}
}
}, TaskCreationOptions.LongRunning);
}
public void SetUp()
{
_subscriptionManager = new FakeDataQueuehandlerSubscriptionManager((t) => "quote-trade");
}
