Commit Graph

1 Commits

Author SHA1 Message Date
Stefano Raggi 375f192f07 Add PolygonDataQueueHandler (#4604)
* Add PolygonDataQueueHandler

* Add history provider and downloader for Polygon

* Add aggregator to PolygonDataQueueHandler

* Address review

- Removed duplication in message classes
- Added public Subscribe/Unsubscribe methods in PolygonWebSocketClientWrapper
- Added history requests for Forex and Crypto

* Address review

- Add security type and market arguments to downloader
- Fix time zone bug in downloader

* Remove unnecessary locks

* Add Polygon history for all resolutions

- Equity: trades and quotes
- Forex: quotes only
- Crypto: trades only
2020-08-27 12:09:20 -03:00