Files
quantconnect--lean/Algorithm.CSharp
Ronit Jain f129ab1a09
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Feature implement ExchangeInfoDownloader (#6213)
* 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
2022-02-22 13:00:54 -03:00
..