Balamurali Pandranki
c22a538bad
Indian stock markets support & Zerodha brokerage implementation (#4873)
* Indian stock markets & Samco and Zerodha brokerage implementations
* Build fixes & Implement multi leg orders (BracketOrder & CoverOrder)
* Build fixes
* Clean & refactor
* Clean up & remove samco brokerage
* Clean up & remove samco brokerage
* Fix Nifty, BankNifty & Sensex Index futures expiry time functions
* Fix Nifty, BankNifty & Sensex Index futures expiry time functions
* Fix Futures Expiry Testcases
* Fix Futures Expiry Testcases
* Refactor Zerodha Symbol Mapper
* Refactor Zerodha Symbol Mapper
* Add Future symbols to symbol prop db csv
* Fix Symbol Mapper context
* Fix Market Hours Database
* Fix OrderJsonConverter
* Add Zerodha AccountBaseCurrency
* Add QuantConnect License headers to new source files
* cleanup config.json formatting & tick aggregator implementation
* cleanup config.json formatting & tick aggregator implementation
* Refactor ZerodhaBrokerageModel
* Fix
* Build Fixes
* Refactor
* Refactor Brokerage class & remove TextFieldParser
* Refactor Brokerage FeeModel
* Add ZerodhaOrderProperties
* Add Refactor HistoryProvider
* Refactor CanExecuteOrder
* Refactor SymbolMapper
* Refactor market names
* Refactor & remove Zerodha subscription manager
* Refactor & remove ZerodhaWebSocketChannels
* Refactor & remove ZerodhaWebSocketChannels
* Refactor ZerodhaBrokerage
* Refactor symbol prop db
* zerodha update downloader ticker data using symbol name
* 1 Zerodha mapper class update to get instruments based on Market. 2 Zerodha Getholdings data fetch fix.
* Update market-hours-database.json
* Implement basic testcases for ZerodhaBrokerage
* Update market-hours-database.json
* Update Market.cs
* 1 Fix for Zerodha subscriber and unsubscribe 2 User of CSVHelper to read instrument list
* Rename Zerodha DataQueueHandler class implementation
* Changes related to TradeBar and emit tick
* Fix DataQueueUniverseProvider & Handle Timezone conversion in WS EmitQuotes
* Emit Order Fixes
* DataQueueHandler refactoring and build fix
* Update config.json
* Removal of IHistoryProvider impplementation
* Reverting timezone logic as already taken care by BrokerImplementation using Unix time
* Place, modify and cancel order implementation
* fix zerodha test cases
* Updating get quotes and restricting getHoldings to MIS
* Testcase Fixes
* Testcase Fixes
* Testcase Fixes
* Updating emitFillOrder
* Add ProductType to ZerodhaOrderProperties
* Addition of ZerodhaProduct Type property and test update
* Fix for unit tests and minor changes for place and update order
* Unit test fix for Zerodha
* Addition of the product type and trading segment configs
* PR review fixes
* Addition of trading segment and product type configs
* Nuget Fixes
* Fix ZerodhaBrokerage DataQueueHandler
* Cleanup OrderTypes & rm global.json
* Update UpdateOrderRequest.cs
* Removal of custom csvreader
* Implementing additional method CanPerformSelection
* Add LiveOptionChainProvider
* Clean up and add QC license headers
* Quick cleanup
* Update ZerodhaBrokerage.cs
* Fix OrderEvent timezone conversions
* use item.Unrealised for Intraday position holdings
* Refactor Option chain get instruments calls
* Refactor Option chain get instruments calls
* Review fixes
* Remove whitespaces
* Updating options strike price
* Undo time stamp change
* Optional gethistory
* Addition of comments and minor changes
* Build Fixes
* Add comments for LogType enums
* Options fix
* Fix json name in CsvInstrument
* Update tick generation in DataQueueHandler
- Use Timestamp field for both trades and quotes
- Fix incorrect bid/ask sizes
- Avoid reading depth on each tick to find top quote
- Use new Tick constructors
- Remove unnecessary locking
* Add missing null check in Utils.StringToDate
* Order fixes
- Include TriggerPending orders in GetOpenOrders
- Remove unnecessary invalid check in PlaceOrder
- Fix GetOrderPrice and GetOrderTriggerPrice
* Zerodha account balance fetch
* Removal of Futures and Options
* Remove Futures & Options Support
* Update ZerodhaBrokerage.cs
* Update ZerodhaBrokerage.cs
* Add License headers
* Add License Headers
* Refactor
* historical TradeBar & security fee calculation fixes
* fix brokerage test case
* Update ZerodhaBrokerage.cs
* Update ZerodhaBrokerageHistoryProviderTests.cs
Co-authored-by: Aman Ray <ray.aman9876@gmail.com>
Co-authored-by: Stefano Raggi <stefano.raggi67@gmail.com>
2021-03-08 18:51:54 -03:00
..
2021-02-18 17:13:11 -03:00
2021-02-03 11:45:29 -03:00
2021-03-08 18:51:54 -03:00
2021-02-18 18:32:07 -03:00
2021-02-22 19:24:05 -03:00