StatArb: .NET Async Refresh – IReceivableSourceBlock
Moving the StatArb ETF codebase to the latest Async CTP wasn’t as bad as I thought. Here’s a summary of what I did:
- Used IReceivableSourceBlock instead of ISourceBlock in a coupled of places – with the obvious method renames
- Had to add “using System.Threading.Tasks.Dataflow” to a few files
- Fix up a few renames elsewhere e.g. CompletionTask with Completion
- Correct code that leveraged ITargetBlock.OfferMessage due to the additional parameter introduced
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