Stefano Raggi
375f192f07
* Add PolygonDataQueueHandler * Add history provider and downloader for Polygon * Add aggregator to PolygonDataQueueHandler * 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 * Remove unnecessary locks * Add Polygon history for all resolutions - Equity: trades and quotes - Forex: quotes only - Crypto: trades only
35 lines
1.1 KiB
C#
35 lines
1.1 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using Newtonsoft.Json;
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namespace QuantConnect.ToolBox.Polygon.WebSocket
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{
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public class BaseQuoteMessage : BaseMessage
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{
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[JsonProperty("bp")]
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public decimal BidPrice { get; set; }
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[JsonProperty("bs")]
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public decimal BidSize { get; set; }
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[JsonProperty("ap")]
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public decimal AskPrice { get; set; }
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[JsonProperty("as")]
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public decimal AskSize { get; set; }
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}
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}
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