github-featured / quantconnect--lean

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    Simplify BaseWebSocketsBrokerage reconnection (#4758)

    frostbyte_neo 发布于 2020-09-25 16:13:33 +00:00 | 2790 次提交 在此版本后已推送到 master

    • Simplify BaseWebSocketsBrokerage reconnection
    • Gdax does not emit time pulse so when no subscription was present the
      DefaultConnectionHandler would trigger a reconnect. Replacing for
      directly resubscribing on reconnect.
    • TPV == 0 will send warning message instead of being an exception
    • Fix unit test
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