When IContext.setSubscribedInstruments is called, is there an implication that all other instruments may be unsubscribed?
For example, if a strategy calls, in this order...
- setSubscribedInstruments(EnumSet.of(A));
- setSubscribedInstruments(EnumSet.of(B));
- setSubscribedInstruments(EnumSet.of(C));
... is this the same as ...
- setSubscribedInstruments(EnumSet.of(A,B,C));
... or is it the same as ...
- setSubscribedInstruments(EnumSet.of(C));