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Add PolygonDataQueueHandler (#4604)
frostbyte_neo 发布于
2020-08-27 15:09:20 +00:00 | 2830 次提交 在此版本后已推送到 master-
Add PolygonDataQueueHandler
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Add history provider and downloader for Polygon
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Add aggregator to PolygonDataQueueHandler
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Address review
- Removed duplication in message classes
- Added public Subscribe/Unsubscribe methods in PolygonWebSocketClientWrapper
- Added history requests for Forex and Crypto
- Address review
- Add security type and market arguments to downloader
- Fix time zone bug in downloader
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Remove unnecessary locks
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Add Polygon history for all resolutions
- Equity: trades and quotes
- Forex: quotes only
- Crypto: trades only
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