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  • 12443 0c4e577885

    BitfinexBrokerage updates (#5787)

    frostbyte_neo 发布于 2021-07-28 14:10:12 +00:00 | 2243 次提交 在此版本后已推送到 master

    • Update BinanceBrokerage to handle more than 512 symbols

    • Address review

    • fetch symbol weights only if required
    • remove code duplication
    • Add rate limiting for new connections

    • Update WebSocketMessage to include the websocket instance

    • Handle resubscriptions on reconnect

    • Address review

    • Address review

    • Remove unnecessary locking

    • WebSocketClientWrapper updates

    • remove allocation of receive buffer on each message
    • add missing lock in Close method
    • log message data when message type is Close
    • fix race condition after unexpected websocket close
    • Set WebSocketClientWrapper task to LongRunning

    • Add missing check in GetHistory

    • Fix exceptions with Binance downloader

    • Update Bitfinex symbols in symbol properties database

    • Update BitfinexBrokerage to use BrokerageMultiWebSocketSubscriptionManager

    • Address review

    • Remove unnecessary locking

    • Remove old channels on resubscription

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