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    Indian stock markets support & Zerodha brokerage implementation (#4873)

    frostbyte_neo 发布于 2021-03-08 21:51:54 +00:00 | 2490 次提交 在此版本后已推送到 master

    • Indian stock markets & Samco and Zerodha brokerage implementations

    • Build fixes & Implement multi leg orders (BracketOrder & CoverOrder)

    • Build fixes

    • Clean & refactor

    • Clean up & remove samco brokerage

    • Clean up & remove samco brokerage

    • Fix Nifty, BankNifty & Sensex Index futures expiry time functions

    • Fix Nifty, BankNifty & Sensex Index futures expiry time functions

    • Fix Futures Expiry Testcases

    • Fix Futures Expiry Testcases

    • Refactor Zerodha Symbol Mapper

    • Refactor Zerodha Symbol Mapper

    • Add Future symbols to symbol prop db csv

    • Fix Symbol Mapper context

    • Fix Market Hours Database

    • Fix OrderJsonConverter

    • Add Zerodha AccountBaseCurrency

    • Add QuantConnect License headers to new source files

    • cleanup config.json formatting & tick aggregator implementation

    • cleanup config.json formatting & tick aggregator implementation

    • Refactor ZerodhaBrokerageModel

    • Fix

    • Build Fixes

    • Refactor

    • Refactor Brokerage class & remove TextFieldParser

    • Refactor Brokerage FeeModel

    • Add ZerodhaOrderProperties

    • Add Refactor HistoryProvider

    • Refactor CanExecuteOrder

    • Refactor SymbolMapper

    • Refactor market names

    • Refactor & remove Zerodha subscription manager

    • Refactor & remove ZerodhaWebSocketChannels

    • Refactor & remove ZerodhaWebSocketChannels

    • Refactor ZerodhaBrokerage

    • Refactor symbol prop db

    • zerodha update downloader ticker data using symbol name

    • 1 Zerodha mapper class update to get instruments based on Market. 2 Zerodha Getholdings data fetch fix.

    • Update market-hours-database.json

    • Implement basic testcases for ZerodhaBrokerage

    • Update market-hours-database.json

    • Update Market.cs

    • 1 Fix for Zerodha subscriber and unsubscribe 2 User of CSVHelper to read instrument list

    • Rename Zerodha DataQueueHandler class implementation

    • Changes related to TradeBar and emit tick

    • Fix DataQueueUniverseProvider & Handle Timezone conversion in WS EmitQuotes

    • Emit Order Fixes

    • DataQueueHandler refactoring and build fix

    • Update config.json

    • Removal of IHistoryProvider impplementation

    • Reverting timezone logic as already taken care by BrokerImplementation using Unix time

    • Place, modify and cancel order implementation

    • fix zerodha test cases

    • Updating get quotes and restricting getHoldings to MIS

    • Testcase Fixes

    • Testcase Fixes

    • Testcase Fixes

    • Updating emitFillOrder

    • Add ProductType to ZerodhaOrderProperties

    • Addition of ZerodhaProduct Type property and test update

    • Fix for unit tests and minor changes for place and update order

    • Unit test fix for Zerodha

    • Addition of the product type and trading segment configs

    • PR review fixes

    • Addition of trading segment and product type configs

    • Nuget Fixes

    • Fix ZerodhaBrokerage DataQueueHandler

    • Cleanup OrderTypes & rm global.json

    • Update UpdateOrderRequest.cs

    • Removal of custom csvreader

    • Implementing additional method CanPerformSelection

    • Add LiveOptionChainProvider

    • Clean up and add QC license headers

    • Quick cleanup

    • Update ZerodhaBrokerage.cs

    • Fix OrderEvent timezone conversions

    • use item.Unrealised for Intraday position holdings

    • Refactor Option chain get instruments calls

    • Refactor Option chain get instruments calls

    • Review fixes

    • Remove whitespaces

    • Updating options strike price

    • Undo time stamp change

    • Optional gethistory

    • Addition of comments and minor changes

    • Build Fixes

    • Add comments for LogType enums

    • Options fix

    • Fix json name in CsvInstrument

    • Update tick generation in DataQueueHandler

    • Use Timestamp field for both trades and quotes
    • Fix incorrect bid/ask sizes
    • Avoid reading depth on each tick to find top quote
    • Use new Tick constructors
    • Remove unnecessary locking

    • Add missing null check in Utils.StringToDate

    • Order fixes

    • Include TriggerPending orders in GetOpenOrders
    • Remove unnecessary invalid check in PlaceOrder
    • Fix GetOrderPrice and GetOrderTriggerPrice

    • Zerodha account balance fetch

    • Removal of Futures and Options

    • Remove Futures & Options Support

    • Update ZerodhaBrokerage.cs

    • Update ZerodhaBrokerage.cs

    • Add License headers

    • Add License Headers

    • Refactor

    • historical TradeBar & security fee calculation fixes

    • fix brokerage test case

    • Update ZerodhaBrokerage.cs

    • Update ZerodhaBrokerageHistoryProviderTests.cs

    Co-authored-by: Aman Ray ray.aman9876@gmail.com
    Co-authored-by: Stefano Raggi stefano.raggi67@gmail.com

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