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    Bug 5904 minimum order size rejected order (#5949)

    frostbyte_neo 发布于 2021-09-30 21:30:04 +00:00 | 2145 次提交 在此版本后已推送到 master

      • Update symbol-properties-database.csv, SymbolPropertiesDatabase.cs and SymbolProperties.cs with a new column for MinimumOrderSize parameter for Crypto type
    • Change CanSubmitOrder() method implementation in GDAXBrokerageModel.cs to get the MinimumOrderSize from the security SymbolProperties directly
    • Add CanSubmitOrder() method in Binance, Bitfinex and Kraken Brokerages models
    • Add tests to check if CanSubmitOrder() method is working as expected in Binance, Bitfinex, Kraken and GDAX brokerages models
    • Add tests to check if MinimumOrderSize parameter is loading correctly from symbol-properties-database.csv
    • Revert "- Update symbol-properties-database.csv, SymbolPropertiesDatabase.cs and SymbolProperties.cs with a new column for MinimumOrderSize parameter for Crypto type"

    This reverts commit e0fd66a5fa5215a6fccb98b64d4e3bf709007fdf.

    • Revert "Revert "- Update symbol-properties-database.csv, SymbolPropertiesDatabase.cs and SymbolProperties.cs with a new column for MinimumOrderSize parameter for Crypto type""

    This reverts commit b0f37935fc334ba8ff3b8ab09b7d979e4e731526.

    • Requested changes in Crypto brokerage models
    • Remove unnecessary commas in symbols-properties-database.csv
    • Add TestHelpers class to reuse GetSecurity() method
    • Add IsValidOrderSize() method in DefaultBrokerageModel class
    • Remove unnecessary classes for brokerage models test helpers
    • Nit change
    • Remove unnecessary attribute from DefaultBrokerageModel.cs

    • Nit change

    • Nit changes and Regression test

    • Add Bitfinex BTCUSD hourly data for 2 days
    • Add regression test BuyBTCWithLessThanOneDollarAlgorithm.cs to test that the order size is taking into account when placing or updating an order
    • Nit changes
    • Change CanUpdateOrder() implementation
    • CanUpdateOrder() now checks if the requested quantity value is valid
    • Requested Changes
    • Change regression algorithm BuyBTCWithLessThanOneDollar.cs name and implementation
    • Nit changes
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