github-featured / quantconnect--lean

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    Feature implement ExchangeInfoDownloader (#6213)

    frostbyte_neo 发布于 2022-02-22 16:00:54 +00:00 | 1983 次提交 在此版本后已推送到 master

    • add gdax exchange info downloader

    • add downloader method to program]

    • fetch currency description

    • change definition to include headers

    • use extension method to make request

    • remove log from test

    • replace WebRequest

    • cleanup

    • use relevant name

    • implement IExchangeInfoDownloader for bitfinex, initial commit

    • add default values

    • use default market value

    • use correct attribute for lotsize

    • don't skip missing values

    • handle multiple downloaders

    • add gdax and bitfinex exchange downloader

    • follow LEAN data directory structure

    • update SPDB

    • order tickers

    • order tickers

    • add exchange info downloader test template

    • delete files

    • update SPDB

    • use currency mapping

    • update bitfinex symbols

    • update currency mapping

    • sort result after old currency symbols are used

    • use market of the respective brokerage

    • no more unknown symbol

    • change minimum order size value

    • direct conversion possible

    • update bitfinex symbols

    • change user-agent

    • add test for indirect conversion

    • update stats

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