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ATAS.DataFeedsCore.ConnectorWebsocket Namespace Reference

Classes

class  ConnectorWebsocket
 
interface  IRequestSerializer
 
class  SnapshotMessageThrottle
 Drops snapshot-type websocket messages that arrive for the same key more often than Period. The first message for a key and every message received after the period has elapsed pass through, so the consumer always sees a fresh full snapshot and nothing is lost for channels where every message carries the complete state (exchange tickers pushed by a timer). Must not be used for delta channels (order book updates, delta tickers), where every message matters. More...
 
class  TaskQueue
 
class  WebsocketException