/// <summary>
/// Adds a new <see cref="Subscription"/> to provide data for the specified security.
/// </summary>
/// <param name="request">Defines the <see cref="SubscriptionRequest"/> to be added</param>
/// <returns>True if the subscription was created and added successfully, false otherwise</returns>
public bool AddSubscription(SubscriptionRequest request)
{
Subscription subscription;
if (DataFeedSubscriptions.TryGetValue(request.Configuration, out subscription))
{
// duplicate subscription request
return(subscription.AddSubscriptionRequest(request));
}
subscription = _dataFeed.CreateSubscription(request);
if (subscription == null)
{
Log.Trace($"DataManager.AddSubscription(): Unable to add subscription for: {request.Configuration}");
// subscription will be null when there's no tradeable dates for the security between the requested times, so
// don't even try to load the data
return(false);
}
if (_liveMode)
{
OnSubscriptionAdded(subscription);
}
LiveDifferentiatedLog($"DataManager.AddSubscription(): Added {request.Configuration}." +
$" Start: {request.StartTimeUtc}. End: {request.EndTimeUtc}");
return(DataFeedSubscriptions.TryAdd(subscription));
}
/// <summary>
/// Removes the subscription from the data feed, if it exists
/// </summary>
/// <param name="configuration">The configuration of the subscription to remove</param>
/// <returns>True if the subscription was successfully removed, false otherwise</returns>
public bool RemoveSubscription(SubscriptionDataConfig configuration)
{
// remove the subscription from our collection, if it exists
Subscription subscription;
if (_subscriptions.TryGetValue(configuration, out subscription))
{
if (!_subscriptions.TryRemove(configuration, out subscription))
{
Log.Error("FileSystemDataFeed.RemoveSubscription(): Unable to remove: " + configuration);
return(false);
}
// if the security is no longer a member of the universe, then mark the subscription properly
if (!subscription.Universe.Members.ContainsKey(configuration.Symbol))
{
subscription.MarkAsRemovedFromUniverse();
}
subscription.Dispose();
Log.Debug("FileSystemDataFeed.RemoveSubscription(): Removed " + configuration);
UpdateFillForwardResolution();
}
return(true);
}
/// <summary>
/// Removes the subscription from the data feed, if it exists
/// </summary>
/// <param name="configuration">The configuration of the subscription to remove</param>
/// <returns>True if the subscription was successfully removed, false otherwise</returns>
public bool RemoveSubscription(SubscriptionDataConfig configuration)
{
// remove the subscription from our collection, if it exists
Subscription subscription;
if (_subscriptions.TryGetValue(configuration, out subscription))
{
// don't remove universe subscriptions immediately, instead mark them as disposed
// so we can turn the crank one more time to ensure we emit security changes properly
if (subscription.IsUniverseSelectionSubscription && subscription.Universe.DisposeRequested)
{
// subscription syncer will dispose the universe AFTER we've run selection a final time
// and then will invoke SubscriptionFinished which will remove the universe subscription
return(false);
}
if (!_subscriptions.TryRemove(configuration, out subscription))
{
Log.Error("FileSystemDataFeed.RemoveSubscription(): Unable to remove: " + configuration);
return(false);
}
// if the security is no longer a member of the universe, then mark the subscription properly
// universe may be null for internal currency conversion feeds
// TODO : Put currency feeds in their own internal universe
if (subscription.Universe != null && !subscription.Universe.Members.ContainsKey(configuration.Symbol))
{
subscription.MarkAsRemovedFromUniverse();
}
subscription.Dispose();
Log.Debug("FileSystemDataFeed.RemoveSubscription(): Removed " + configuration);
}
return(true);
}
/// <summary>
/// Adds a new <see cref="Subscription"/> to provide data for the specified security.
/// </summary>
/// <param name="request">Defines the <see cref="SubscriptionRequest"/> to be added</param>
/// <returns>True if the subscription was created and added successfully, false otherwise</returns>
public bool AddSubscription(SubscriptionRequest request)
{
// guarantee the configuration is present in our config collection
// this is related to GH issue 3877: where we added a configuration which we also removed
_subscriptionManagerSubscriptions.TryAdd(request.Configuration, request.Configuration);
Subscription subscription;
if (DataFeedSubscriptions.TryGetValue(request.Configuration, out subscription))
{
// duplicate subscription request
subscription.AddSubscriptionRequest(request);
// only result true if the existing subscription is internal, we actually added something from the users perspective
return(subscription.Configuration.IsInternalFeed);
}
// before adding the configuration to the data feed let's assert it's valid
_dataPermissionManager.AssertConfiguration(request.Configuration, request.StartTimeLocal, request.EndTimeLocal);
subscription = _dataFeed.CreateSubscription(request);
if (subscription == null)
{
Log.Trace($"DataManager.AddSubscription(): Unable to add subscription for: {request.Configuration}");
// subscription will be null when there's no tradeable dates for the security between the requested times, so
// don't even try to load the data
return(false);
}
if (_liveMode)
{
OnSubscriptionAdded(subscription);
Log.Trace($"DataManager.AddSubscription(): Added {request.Configuration}." +
$" Start: {request.StartTimeUtc}. End: {request.EndTimeUtc}");
}
else if (Log.DebuggingEnabled)
{
// for performance lets not create the message string if debugging is not enabled
// this can be executed many times and its in the algorithm thread
Log.Debug($"DataManager.AddSubscription(): Added {request.Configuration}." +
$" Start: {request.StartTimeUtc}. End: {request.EndTimeUtc}");
}
return(DataFeedSubscriptions.TryAdd(subscription));
}
/// <summary>
/// Adds a new <see cref="Subscription"/> to provide data for the specified security.
/// </summary>
/// <param name="request">Defines the <see cref="SubscriptionRequest"/> to be added</param>
/// <returns>True if the subscription was created and added successfully, false otherwise</returns>
public bool AddSubscription(SubscriptionRequest request)
{
Subscription subscription;
if (DataFeedSubscriptions.TryGetValue(request.Configuration, out subscription))
{
// duplicate subscription request
return(subscription.AddSubscriptionRequest(request));
}
subscription = _dataFeed.CreateSubscription(request);
if (subscription == null)
{
Log.Trace($"DataManager.AddSubscription(): Unable to add subscription for: {request.Configuration}");
// subscription will be null when there's no tradeable dates for the security between the requested times, so
// don't even try to load the data
return(false);
}
if (_liveMode)
{
OnSubscriptionAdded(subscription);
Log.Trace($"DataManager.AddSubscription(): Added {request.Configuration}." +
$" Start: {request.StartTimeUtc}. End: {request.EndTimeUtc}");
}
else if (Log.DebuggingEnabled)
{
// for performance lets not create the message string if debugging is not enabled
// this can be executed many times and its in the algorithm thread
Log.Debug($"DataManager.AddSubscription(): Added {request.Configuration}." +
$" Start: {request.StartTimeUtc}. End: {request.EndTimeUtc}");
}
return(DataFeedSubscriptions.TryAdd(subscription));
}
/// <summary>
/// Removes the subscription from the data feed, if it exists
/// </summary>
/// <param name="configuration">The configuration of the subscription to remove</param>
/// <returns>True if the subscription was successfully removed, false otherwise</returns>
public bool RemoveSubscription(SubscriptionDataConfig configuration)
{
// remove the subscription from our collection, if it exists
Subscription subscription;
if (_subscriptions.TryGetValue(configuration, out subscription))
{
if (!_subscriptions.TryRemove(configuration, out subscription))
{
Log.Error("FileSystemDataFeed.RemoveSubscription(): Unable to remove: " + configuration);
return(false);
}
subscription.Dispose();
Log.Debug("FileSystemDataFeed.RemoveSubscription(): Removed " + configuration);
UpdateFillForwardResolution();
}
return(true);
}
