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BitfinexBrokerage updates (#5787)
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
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Address review
- fetch symbol weights only if required
- remove code duplication
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Add rate limiting for new connections
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Update WebSocketMessage to include the websocket instance
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Handle resubscriptions on reconnect
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Address review
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Address review
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Remove unnecessary locking
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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
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Set WebSocketClientWrapper task to LongRunning
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Add missing check in GetHistory
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Fix exceptions with Binance downloader
- closes #5794
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Update Bitfinex symbols in symbol properties database
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Update BitfinexBrokerage to use BrokerageMultiWebSocketSubscriptionManager
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Address review
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Remove unnecessary locking
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Remove old channels on resubscription
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