ATAS.DataFeedsCore.OptionRequestGuard Class Reference

Connector-level limit on option requests that come past the budgeted options API. More...

Classes
struct	BudgetedScope
	Ends the budgeted scope entered by EnterBudgetedScope. More...

Public Member Functions
	OptionRequestGuard (ILoggerSource logger, SubscriptionStatistics statistics, TimeProvider timeProvider)
bool	TryAdmitSubscribe (Security option, SubscriptionType subscriptionTypes, bool sendsRequest, out Exception? error)
	Decides whether the current caller may subscribe the option to the types and, when it may, records the holding under the caller's origin.
void	Remove (Security option, SubscriptionType subscriptionTypes)
	The current caller unsubscribed the option from the types. The holding is taken from the caller's origin; types the origin does not hold are taken from the other one (a caller that subscribed and unsubscribes under different scopes).
void	RemoveRejected (Security option, SubscriptionType subscriptionTypes)
	The broker rejected the registration of the types, reported on whatever thread: the holding is taken from the budgeted side first. When the options API and a direct caller share the option, the rejected request is the options API's more often than not, and a direct place is never given back on a guess.
bool	TryAdmitResubscribe (Security option, SubscriptionType countedTypes, out Exception? error)
	Decides whether an option still counted as subscribed after a reconnect may be searched and subscribed at the broker again. An option held only inside budgeted scopes passes; an option a direct caller holds costs a direct token. A refused option is forgotten: the connector drops its subscription.
bool	TryAdmitLookup (string request, out Exception? error)
	Decides whether an option series or chain lookup may reach the broker.
void	Release (Security option)
	The option has no active subscription left at the connector: every holding of it is forgotten and a direct place is given back.

Static Public Member Functions
static BudgetedScope	EnterBudgetedScope ()
	Marks the option connector calls of the current thread as already budgeted by the caller until the returned scope is disposed. Only for code that keeps its own per-connector budget (the options API) or whose volume is bounded by the account (position subscriptions). The scope must be entered and disposed on the same thread around the synchronous part of the call, for subscribes and unsubscribes alike.

Static Public Attributes
const int	MaxDirectOptions = 200
	Options a direct caller may hold subscribed at once per connector.
const int	DirectSubscribeBurst = 200
	Largest burst of direct option subscribe requests per connector.
const double	DirectSubscribeRefillPerSecond = 0.5
	Sustained direct option subscribe requests per second per connector (30 per minute).
const int	DirectLookupBurst = 10
	Largest burst of direct option series/chain lookups per connector.
const double	DirectLookupRefillPerSecond = 1.0 / 30
	Sustained direct option series/chain lookups per second per connector (two per minute).

Properties
static bool	IsBudgeted [get]
	The calls of the current thread are budgeted by their caller and pass unlimited.
int	DirectOptions [get]
	Options held by direct callers at the moment.

Detailed Description

Connector-level limit on option requests that come past the budgeted options API.

The options API (OptionsSubscriptionService behind IOptionsDataProvider and the Options Board, PLAT-5011) budgets its own subscriptions and lookups per connector and marks its connector calls with EnterBudgetedScope. Everything else that reaches a connector for options - a chart or DOM opened on an option, or a third-party indicator that took the connector itself instead of the provider - is a direct caller. Direct callers get a small allowance meant for a person opening option charts, not for a program walking a whole option chain: at most MaxDirectOptions options held at once (an option shared with the options API counts too), a token bucket for the subscribe requests they send to the broker (a subscription restored after a reconnect costs a token too) and one for series/chain lookups. A request over the allowance is refused locally and never reaches the broker. The unattended server hosts (IDataFeedConnector.ReconnectOnFirstConnect) are our own infrastructure; the base connector does not consult the guard for them.

The holdings are counted per origin and per subscription type, mirroring the connector's subscription counter: the budgeted and the direct holders of one option are tracked apart, so a direct caller cannot ride on a subscription of the options API and keep it after the API released it. The connector serialises the guard with its own counter (see BaseConnector); the guard's own lock only protects its state.

Background: on 2026-09-28 Rithmic blocked clients of 8.0.15.271 that ran an indicator subscribing ~4 000 option strikes straight through the connector, around the budget of the options API, and re-subscribing all of them after every reconnect.

The scope is a guard against bugs, not a security boundary: indicators run in-process with full trust.

Constructor & Destructor Documentation

OptionRequestGuard()

ATAS.DataFeedsCore.OptionRequestGuard.OptionRequestGuard	(	ILoggerSource	logger,
		SubscriptionStatistics	statistics,
		TimeProvider	timeProvider
	)

Member Function Documentation

EnterBudgetedScope()

static BudgetedScope ATAS.DataFeedsCore.OptionRequestGuard.EnterBudgetedScope ( )

static

Marks the option connector calls of the current thread as already budgeted by the caller until the returned scope is disposed. Only for code that keeps its own per-connector budget (the options API) or whose volume is bounded by the account (position subscriptions). The scope must be entered and disposed on the same thread around the synchronous part of the call, for subscribes and unsubscribes alike.

Release()

void ATAS.DataFeedsCore.OptionRequestGuard.Release

(

Security

option

)

The option has no active subscription left at the connector: every holding of it is forgotten and a direct place is given back.

Remove()

void ATAS.DataFeedsCore.OptionRequestGuard.Remove	(	Security	option,
		SubscriptionType	subscriptionTypes
	)

The current caller unsubscribed the option from the types. The holding is taken from the caller's origin; types the origin does not hold are taken from the other one (a caller that subscribed and unsubscribes under different scopes).

RemoveRejected()

void ATAS.DataFeedsCore.OptionRequestGuard.RemoveRejected	(	Security	option,
		SubscriptionType	subscriptionTypes
	)

The broker rejected the registration of the types, reported on whatever thread: the holding is taken from the budgeted side first. When the options API and a direct caller share the option, the rejected request is the options API's more often than not, and a direct place is never given back on a guess.

TryAdmitLookup()

bool ATAS.DataFeedsCore.OptionRequestGuard.TryAdmitLookup	(	string	request,
		out Exception?	error
	)

Decides whether an option series or chain lookup may reach the broker.

TryAdmitResubscribe()

bool ATAS.DataFeedsCore.OptionRequestGuard.TryAdmitResubscribe	(	Security	option,
		SubscriptionType	countedTypes,
		out Exception?	error
	)

Decides whether an option still counted as subscribed after a reconnect may be searched and subscribed at the broker again. An option held only inside budgeted scopes passes; an option a direct caller holds costs a direct token. A refused option is forgotten: the connector drops its subscription.

Parameters

option	The option.
countedTypes	The types the connector counts for the option; recorded as a direct holding when the guard does not know the option.
error	The reason of a refusal.

TryAdmitSubscribe()

bool ATAS.DataFeedsCore.OptionRequestGuard.TryAdmitSubscribe	(	Security	option,
		SubscriptionType	subscriptionTypes,
		bool	sendsRequest,
		out Exception?	error
	)

Decides whether the current caller may subscribe the option to the types and, when it may, records the holding under the caller's origin.

Parameters

option	The option.
subscriptionTypes	The types the caller subscribes to.
sendsRequest	The subscription sends a request to the broker (it adds a type nobody holds yet and the connector is connected); only such a subscription costs a token.
error	The reason of a refusal.

Member Data Documentation

DirectLookupBurst

const int ATAS.DataFeedsCore.OptionRequestGuard.DirectLookupBurst = 10

static

Largest burst of direct option series/chain lookups per connector.

DirectLookupRefillPerSecond

const double ATAS.DataFeedsCore.OptionRequestGuard.DirectLookupRefillPerSecond = 1.0 / 30

static

Sustained direct option series/chain lookups per second per connector (two per minute).

DirectSubscribeBurst

const int ATAS.DataFeedsCore.OptionRequestGuard.DirectSubscribeBurst = 200

static

Largest burst of direct option subscribe requests per connector.

DirectSubscribeRefillPerSecond

const double ATAS.DataFeedsCore.OptionRequestGuard.DirectSubscribeRefillPerSecond = 0.5

static

Sustained direct option subscribe requests per second per connector (30 per minute).

MaxDirectOptions

const int ATAS.DataFeedsCore.OptionRequestGuard.MaxDirectOptions = 200

static

Options a direct caller may hold subscribed at once per connector.

Property Documentation

DirectOptions

int ATAS.DataFeedsCore.OptionRequestGuard.DirectOptions

get

Options held by direct callers at the moment.

IsBudgeted

bool ATAS.DataFeedsCore.OptionRequestGuard.IsBudgeted

staticget

The calls of the current thread are budgeted by their caller and pass unlimited.

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The documentation for this class was generated from the following file:

• OptionRequestGuard.cs