Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
* Handles Data Subscriptions with One Security Type
Polygon sells data subscriptions for security types separately, so we should not test whether the users have all three subscriptions, Equity, Forex, and Crypto. Users just need the type they will use.
Adds new crypto markets, and unit tests for them. Adapt unit test.
* Fixes ToolBox Downloader
Adds `--api-key` argument.
Closes#6687
* Address reviews
Co-authored-by: Martin-Molinero <martin@quantconnect.com>
* 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
* Add tick type to data downloader get (price data) call in order for api's with rate limits to handle not making an api call at all.
* Added DTO object to pass into data downloader get
* Added missing header for new file
* Address review. Minor tweaks
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>
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* websocket-refactor for websocket message as text and binary
Initial commit
websocket support for text and binary messageData
code style fixes
test fix
* delete un-used file
* zerodha websocket textMessage parse
* messageData class abscration
* Empty
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
Martin-Molinero