/// <summary>
/// Removes the <see cref="Subscription"/>, if it exists
/// </summary>
/// <param name="configuration">The <see cref="SubscriptionDataConfig"/> of the subscription to remove</param>
/// <param name="universe">Universe requesting to remove <see cref="Subscription"/>.
/// Default value, null, will remove all universes</param>
/// <returns>True if the subscription was successfully removed, false otherwise</returns>
public bool RemoveSubscription(SubscriptionDataConfig configuration, Universe universe = null)
{
// remove the subscription from our collection, if it exists
Subscription subscription;
if (DataFeedSubscriptions.TryGetValue(configuration, out subscription))
{
// we remove the subscription when there are no other requests left
if (subscription.RemoveSubscriptionRequest(universe))
{
if (!DataFeedSubscriptions.TryRemove(configuration, out subscription))
{
Log.Error($"DataManager.RemoveSubscription(): Unable to remove {configuration}");
return(false);
}
_dataFeed.RemoveSubscription(subscription);
if (_liveMode)
{
OnSubscriptionRemoved(subscription);
}
subscription.Dispose();
RemoveSubscriptionDataConfig(subscription);
if (_liveMode)
{
Log.Trace($"DataManager.RemoveSubscription(): Removed {configuration}");
}
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.RemoveSubscription(): Removed {configuration}");
}
return(true);
}
}
else if (universe != null)
{
// a universe requested removal of a subscription which wasn't present anymore, this can happen when a subscription ends
// it will get removed from the data feed subscription list, but the configuration will remain until the universe removes it
// why? the effect I found is that the fill models are using these subscriptions to determine which data they could use
SubscriptionDataConfig config;
_subscriptionManagerSubscriptions.TryRemove(configuration, out config);
}
return(false);
}
/// <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)
{
Subscription subscription;
if (!_subscriptions.TryRemove(configuration, out subscription))
{
Log.Error("FileSystemDataFeed.RemoveSubscription(): Unable to remove: " + configuration.ToString());
return(false);
}
subscription.Dispose();
Log.Debug("FileSystemDataFeed.RemoveSubscription(): Removed " + configuration.ToString());
UpdateFillForwardResolution();
return(true);
}
/// <summary>
/// Removes the <see cref="Subscription"/>, if it exists
/// </summary>
/// <param name="configuration">The <see cref="SubscriptionDataConfig"/> of the subscription to remove</param>
/// <param name="universe">Universe requesting to remove <see cref="Subscription"/>.
/// Default value, null, will remove all universes</param>
/// <returns>True if the subscription was successfully removed, false otherwise</returns>
public bool RemoveSubscription(SubscriptionDataConfig configuration, Universe universe = null)
{
// remove the subscription from our collection, if it exists
Subscription subscription;
if (DataFeedSubscriptions.TryGetValue(configuration, out subscription))
{
// we remove the subscription when there are no other requests left
if (subscription.RemoveSubscriptionRequest(universe))
{
if (!DataFeedSubscriptions.TryRemove(configuration, out subscription))
{
Log.Error($"DataManager.RemoveSubscription(): Unable to remove {configuration}");
return(false);
}
_dataFeed.RemoveSubscription(subscription);
if (_liveMode)
{
OnSubscriptionRemoved(subscription);
}
subscription.Dispose();
RemoveSubscriptionDataConfig(subscription);
if (_liveMode)
{
Log.Trace($"DataManager.RemoveSubscription(): Removed {configuration}");
}
else if (Log.DebuggingEnabled)
{
// for performance lets not create the message string if debugging is not enabled
// this can be executed many times and its in the algorithm thread
Log.Debug($"DataManager.RemoveSubscription(): Removed {configuration}");
}
return(true);
}
}
return(false);
}
/// <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);
}
/// <summary>
/// Removes the <see cref="Subscription"/>, if it exists
/// </summary>
/// <param name="configuration">The <see cref="SubscriptionDataConfig"/> 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 (DataFeedSubscriptions.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 (!DataFeedSubscriptions.TryRemove(configuration, out subscription))
{
Log.Error($"DataManager.RemoveSubscription(): Unable to remove {configuration}");
return(false);
}
_dataFeed.RemoveSubscription(subscription);
// if the security is no longer a member of the universe, then mark the subscription properly
// universe may be null for internal currency conversion feeds
// TODO : Put currency feeds in their own internal universe
if (subscription.Universe != null && !subscription.Universe.Members.ContainsKey(configuration.Symbol))
{
subscription.MarkAsRemovedFromUniverse();
}
subscription.Dispose();
Log.Debug($"DataManager.RemoveSubscription(): Removed {configuration}");
return(true);
}
return(false);
}
/// <summary>
/// Removes the <see cref="Subscription"/>, if it exists
/// </summary>
/// <param name="configuration">The <see cref="SubscriptionDataConfig"/> of the subscription to remove</param>
/// <param name="universe">Universe requesting to remove <see cref="Subscription"/>.
/// Default value, null, will remove all universes</param>
/// <returns>True if the subscription was successfully removed, false otherwise</returns>
public bool RemoveSubscription(SubscriptionDataConfig configuration, Universe universe = null)
{
// remove the subscription from our collection, if it exists
Subscription subscription;
if (DataFeedSubscriptions.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.Universes.Single().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);
}
// we remove the subscription when there are no other requests left
if (subscription.RemoveSubscriptionRequest(universe))
{
if (!DataFeedSubscriptions.TryRemove(configuration, out subscription))
{
Log.Error($"DataManager.RemoveSubscription(): Unable to remove {configuration}");
return(false);
}
_dataFeed.RemoveSubscription(subscription);
subscription.Dispose();
RemoveSubscriptionDataConfig(configuration);
LiveDifferentiatedLog($"DataManager.RemoveSubscription(): Removed {configuration}");
return(true);
}
}
return(false);
}