5 Commits

Author	SHA1	Message	Date
IlshatGaripov	7a3d8667c5	More logging for BinanceRestApiClient (#5846) ... * More logging for BinanceRestApiClient * Changing LogLevel to Debug for history providers : Binance, Polygon * Minor fixes Co-authored-by: Martin-Molinero <martin@quantconnect.com>	2021-08-18 11:25:51 -03:00
Martin-Molinero	24e3a71581	Coinapi improvements (#5672) ... - Add centralized download extension helper method - Update coinApi client	2021-06-16 20:30:51 -03:00
IlshatGaripov	d23ac25b67	Polygon IO limited aggregate bars per request. Fix. (#5363) ... * Applies a fix * Fixing the tests to cover downloader func. Fixing the queue handler * this has to be removed * -- Fixes -- [WIP] * Implements the way to upload historical bars in async fashion. [ WIP ] * Finishes GetEquityTradeTicks() impl. * Do not break iteration if result is null * Uses DisposeSafely and fixes a typo * To use IEnumerable for return type in GetHistoryAsync * Fixes GetEquityQuoteTicks() * Removes GetHistoryAsync() and reverts the associated with it changes * SubscriptionManager -> revert the changes * PolygonDataQueueHandler -> use SIP timestamp as it keeps the order * PolygonDataQueueHandler -> use Log.Trace for the no data {date} message * Fixes GetForexQuoteTicks() * Introduce ResponseSizeLimitAggregateData * Fixes up GetCryptoTradeTicks() * Small fixes for tick processing methods * Removes launchSettings.json * Refactor download data logic - Replace WebClient for HttpClient - Remove duplicated download logic and parsing for a single static method * Update PolygonDataQueueHandler.cs Remove commented code Co-authored-by: Martin-Molinero <martin@quantconnect.com>	2021-06-09 10:43:34 -03:00
Adalyat Nazirov	75eac27795	Bug 4600 brokerage unsubscribe symbol granular (#4640) ... * bitfinex unsubscribe impl * IB implementation * Alpaca Brokerage * Fxcm Brokerage * Bitfinex remake * GDAX Brokerage * move & rename DataQueueHandler subscription manager to better place for using in ToolBox * performance tuning use unified Channel class everywhere BaseWebsocketBrokerage.GetSubscribed method relies on DQHSubscriptionManager * TradierBrokerage implementation * OandaBrokerage implementation * FakeDataQueue subcription manager * Fake SubscriptionManager for testing * CoinApi implementation * IEXDataQueueHandler implementation * IQFeed Implementation * unit tests * fix SubscribeSymbols params * thread safe subscribed symbols * don't need to lock Keys prop, because it's thread safe * accurate PolygonDataQueueHandler subscribe/unsubscribe methods * Alpaca isnt DataQueueHAndler anymore * remove unused variable * remove redundant hashset * fix coin api subscribe method * disclaimer * prettify code * race condition? * fix symbol conversion * log if unsubscribed; change Channel Id type * requested changes * pass GetChannelName func as required parameter * centralized logs * use single name for all idqh with no difference in tick type * change Oanda resubscribe method * CanSubscribe doesn't change instance state - can be marked as static. * change Oanda Subscription tracking * style changes * bitfinex fix * fix spelling	2020-09-14 20:11:44 -03:00
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