Subscription Lifecycle

Subscriptions in StockSharp go through specific lifecycle stages. The ISubscriptionProvider interface provides events for tracking each stage.

Lifecycle Events

SubscriptionStarted

event Action<Subscription> SubscriptionStarted;

Called when a subscription has been successfully started -- the adapter has accepted the request and begun transmitting data. For historical subscriptions, this means data loading has begun. For live subscriptions -- that the server has accepted the request.

SubscriptionOnline

event Action<Subscription> SubscriptionOnline;

Called when the subscription has transitioned to real-time mode. For live subscriptions, this means that the historical catch-up (if any) has completed and data is now arriving in real time. This is an important signal for strategies to understand that indicators are "warmed up" and trading can begin.

SubscriptionStopped

event Action<Subscription, Exception> SubscriptionStopped;

Called when the subscription has ended. The Exception parameter contains the reason for stopping:

• null -- normal completion (user unsubscribed or historical data finished).
• An exception object -- an error (connection loss, server-side error, etc.).

SubscriptionFailed

event Action<Subscription, Exception, bool> SubscriptionFailed;

Called on a subscription error. The third bool parameter indicates whether this was a subscribe (true) or unsubscribe (false) operation.

Event Order

Typical sequence for a live subscription:

1. Call Subscribe(subscription)
2. SubscriptionStarted -- subscription accepted
3. Data arriving (candles, order books, trades, etc.)
4. SubscriptionOnline -- transition to real-time mode
5. Continued data arrival in real time
6. Call UnSubscribe(subscription) or connection loss
7. SubscriptionStopped -- subscription ended

For a historical subscription (with a specified date range):

1. Call Subscribe(subscription)
2. SubscriptionStarted -- subscription accepted
3. Historical data arriving
4. SubscriptionStopped with null -- all data received

SubscriptionsOnConnect

The Connector.SubscriptionsOnConnect property defines the set of subscriptions that are automatically sent on connection:

ISet<Subscription> SubscriptionsOnConnect { get; }

By default, subscriptions for security lookups, portfolio lookups, and order lookups are included:

SubscriptionsOnConnect.Add(SecurityLookup);
SubscriptionsOnConnect.Add(PortfolioLookup);
SubscriptionsOnConnect.Add(OrderLookup);

You can add your own subscriptions that will be automatically started on each connection:

// Add automatic Level1 data subscription
var l1Sub = new Subscription(DataType.Level1, security);
connector.SubscriptionsOnConnect.Add(l1Sub);

// Remove automatic order lookup on connection
connector.SubscriptionsOnConnect.Remove(connector.OrderLookup);

Per-Adapter Connection Events

When working with multiple connections (multiple adapters), events indicating which specific adapter connected or disconnected are useful:

ConnectedEx

event Action<IMessageAdapter> ConnectedEx;

Called on successful connection of a specific adapter. The parameter is the adapter that initiated the event.

DisconnectedEx

event Action<IMessageAdapter> DisconnectedEx;

Called on disconnection of a specific adapter.

ConnectionErrorEx

event Action<IMessageAdapter, Exception> ConnectionErrorEx;

Called on a connection error for a specific adapter.

Aggregated events Connected, Disconnected, and ConnectionError are also available, which fire without specifying a particular adapter.

Example

private readonly Connector _connector = new();

public void SetupSubscriptionTracking()
{
    // Track subscription lifecycle
    _connector.SubscriptionStarted += subscription =>
    {
        Console.WriteLine($"Subscription started: {subscription.DataType}, " +
            $"Security: {subscription.SecurityId}");
    };

    _connector.SubscriptionOnline += subscription =>
    {
        Console.WriteLine($"Subscription online: {subscription.DataType}");
    };

    _connector.SubscriptionStopped += (subscription, error) =>
    {
        if (error == null)
            Console.WriteLine($"Subscription completed: {subscription.DataType}");
        else
            Console.WriteLine($"Subscription interrupted: {subscription.DataType}, " +
                $"Error: {error.Message}");
    };

    // Track individual adapter connections
    _connector.ConnectedEx += adapter =>
    {
        Console.WriteLine($"Adapter connected: {adapter.Name}");
    };

    _connector.DisconnectedEx += adapter =>
    {
        Console.WriteLine($"Adapter disconnected: {adapter.Name}");
    };

    _connector.ConnectionErrorEx += (adapter, error) =>
    {
        Console.WriteLine($"Adapter connection error {adapter.Name}: {error.Message}");
    };

    // Connect
    _connector.Connect();

    // After connection -- create a subscription
    _connector.Connected += () =>
    {
        var subscription = new Subscription(DataType.Ticks, security);
        _connector.Subscribe(subscription);
    };
}

See Also

Connection