/// <summary>
/// Gets existing or adds new <see cref="SubscriptionDataConfig" />
/// </summary>
/// <returns>Returns the SubscriptionDataConfig instance used</returns>
public SubscriptionDataConfig SubscriptionManagerGetOrAdd(SubscriptionDataConfig newConfig)
{
var config = _subscriptionManagerSubscriptions.GetOrAdd(newConfig, newConfig);
// if the reference is not the same, means it was already there and we did not add anything new
if (!ReferenceEquals(config, newConfig))
{
Log.Debug("DataManager.SubscriptionManagerGetOrAdd(): subscription already added: " + config);
}
else
{
// count data subscriptions by symbol, ignoring multiple data types
var uniqueCount = SubscriptionManagerSubscriptions
.Where(x => !x.Symbol.IsCanonical())
// TODO should limit subscriptions or unique securities
.DistinctBy(x => x.Symbol.Value)
.Count();
if (uniqueCount > _algorithmSettings.DataSubscriptionLimit)
{
throw new Exception(
$"The maximum number of concurrent market data subscriptions was exceeded ({_algorithmSettings.DataSubscriptionLimit})." +
"Please reduce the number of symbols requested or increase the limit using Settings.DataSubscriptionLimit.");
}
// add the time zone to our time keeper
_timeKeeper.AddTimeZone(newConfig.ExchangeTimeZone);
// if is custom data, sets HasCustomData to true
HasCustomData = HasCustomData || newConfig.IsCustomData;
}
return(config);
}
/// <summary>
/// Gets existing or adds new <see cref="SubscriptionDataConfig" />
/// </summary>
/// <returns>Returns the SubscriptionDataConfig instance used</returns>
public SubscriptionDataConfig SubscriptionManagerGetOrAdd(SubscriptionDataConfig newConfig)
{
var config = _subscriptionManagerSubscriptions.GetOrAdd(newConfig, newConfig);
// if the reference is not the same, means it was already there and we did not add anything new
if (!ReferenceEquals(config, newConfig))
{
// 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
if (Log.DebuggingEnabled)
{
Log.Debug("DataManager.SubscriptionManagerGetOrAdd(): subscription already added: " + config);
}
}
else
{
// for performance, only count if we are above the limit
if (SubscriptionManagerCount() > _algorithmSettings.DataSubscriptionLimit)
{
// count data subscriptions by symbol, ignoring multiple data types.
// this limit was added due to the limits IB places on number of subscriptions
var uniqueCount = SubscriptionManagerSubscriptions
.Where(x => !x.Symbol.IsCanonical())
.DistinctBy(x => x.Symbol.Value)
.Count();
if (uniqueCount > _algorithmSettings.DataSubscriptionLimit)
{
throw new Exception(
$"The maximum number of concurrent market data subscriptions was exceeded ({_algorithmSettings.DataSubscriptionLimit})." +
"Please reduce the number of symbols requested or increase the limit using Settings.DataSubscriptionLimit.");
}
}
// add the time zone to our time keeper
_timeKeeper.AddTimeZone(newConfig.ExchangeTimeZone);
// if is custom data, sets HasCustomData to true
HasCustomData = HasCustomData || newConfig.IsCustomData;
}
return(config);
}