* initial commit
* Follow IDQH implementation
* Expect a list of data handlers from LiveNodePacket
* Return null if can not subscribe
* refctor to add check for subscription
* initialze null
* Add tests
* Check subscribe retuns null/not-null
* cleanup
* Read all required IDQH credentails to job
* Use CDQH to handle all IDQH instances
* constructor abstraction to call from setjob
* use flag
* remove redundant because derived will call initialize on it
* abstract and initialize from setjob
* handle null enumerators
* get creds from data handlers
* handle single data handler value from data-queue-handler
* Fix to support a json array
* Fix missed constructor call
* change access modifier to access from Tests files
* Add test to get brokerageFactory from dataQueueHandler
* Fix init flag to handle all conditions
* Add docs
* initialize from setjob
* Check if websocket open before using
* change defination of initialzie to include tradier
* clean up
* change defination
* fix wrong api key name
* return empty enumerator
* check websocket open before sending request
* check connection before subscribing
* fix to include more cases
* check websocket open before sending request
* Minor refactoring
* reafctor and use IsConnected
* remove unused
* clean up
* Fix test cases
* reverse change
* include config changes
* connect to websocket from setjob
* check websocket connection from setjob
* clean up
* include condition for IDQH that are not brokerage
* Address review
* Add market check condition before subscribe
* Remove deprecated
* Minor fix for deserializing data queue handler
Co-authored-by: Martin-Molinero <martin@quantconnect.com>
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* More logging for BinanceRestApiClient
* Changing LogLevel to Debug for history providers : Binance, Polygon
* Minor fixes
Co-authored-by: Martin-Molinero <martin@quantconnect.com>
Build & Test Lean / build (push) Has been cancelled
* 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>
* 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
Ronit Jain