/// <summary>
/// Initializes a new instance of the <see cref="FuturesChainUniverseSubscriptionEnumeratorFactory"/> class
/// </summary>
/// <param name="symbolUniverse">Symbol universe provider of the data queue</param>
public FuturesChainUniverseSubscriptionEnumeratorFactory(IDataQueueUniverseProvider symbolUniverse, ITimeProvider timeProvider)
{
_isLiveMode = true;
_symbolUniverse = symbolUniverse;
_timeProvider = timeProvider;
_enumeratorConfigurator = (sr, input) => input;
}
/// <summary>
/// Initializes a new instance of the <see cref="OptionChainUniverseSubscriptionEnumeratorFactory"/> class
/// </summary>
/// <param name="enumeratorConfigurator">Function used to configure the sub-enumerators before sync (fill-forward/filter/ect...)</param>
/// <param name="symbolUniverse">Symbol universe provider of the data queue</param>
/// <param name="timeProvider">The time provider instance used to determine when bars are completed and can be emitted</param>
public OptionChainUniverseSubscriptionEnumeratorFactory(Func <SubscriptionRequest, IEnumerator <BaseData> > enumeratorConfigurator,
IDataQueueUniverseProvider symbolUniverse, ITimeProvider timeProvider)
{
_isLiveMode = true;
_symbolUniverse = symbolUniverse;
_timeProvider = timeProvider;
_enumeratorConfigurator = enumeratorConfigurator;
}
/// <summary>
/// Initializes a new instance of the <see cref="DataQueueFuturesChainUniverseDataCollectionEnumerator"/> class.
/// </summary>
/// <param name="subscriptionRequest">The subscription request to be used</param>
/// <param name="universeProvider">Symbol universe provider of the data queue</param>
/// <param name="timeProvider">The time provider to be used</param>
public DataQueueFuturesChainUniverseDataCollectionEnumerator(
SubscriptionRequest subscriptionRequest,
IDataQueueUniverseProvider universeProvider,
ITimeProvider timeProvider)
{
_subscriptionRequest = subscriptionRequest;
_universeProvider = universeProvider;
_timeProvider = timeProvider;
_needNewCurrent = true;
}
/// <summary>
/// Initializes a new instance of the <see cref="DataQueueOptionChainUniverseDataCollectionEnumerator"/> class.
/// </summary>
/// <param name="subscriptionRequest">The subscription request to be used</param>
/// <param name="underlying">Underlying enumerator</param>
/// <param name="universeProvider">Symbol universe provider of the data queue</param>
/// <param name="timeProvider">The time provider to be used</param>
public DataQueueOptionChainUniverseDataCollectionEnumerator(
SubscriptionRequest subscriptionRequest,
IEnumerator <BaseData> underlying,
IDataQueueUniverseProvider universeProvider,
ITimeProvider timeProvider)
{
_subscriptionRequest = subscriptionRequest;
Underlying = underlying;
_universeProvider = universeProvider;
_timeProvider = timeProvider;
_needNewCurrent = true;
}
