Stefano Raggi
934128cfa0
* Binance Brokerage skeleton * Market hours * Implement Symbol Mapper - known symbols available on /api/v1/exchangeInfo - fiat currencies are pegged * Implement GetCashBalance * Implement GetAccountHoldings - there are no pre-existing currency swaps - cash balances are pulled and stored in the cashbook * Implement GetOpenOrders * Manage orders: PlaceOrder * Manage orders: UpdateOrder Update operation is not supported * Manage orders: CancelOrder * Messaging: order book * Messaging: trades * Messaging: combine streams - connect to fake /ws/open channel on init - case by channel name, but not event type * Messaging: order depth updates - ticker symbol is not enough as it pushes updates only once a second, this would be a very incomplete data stream - fetch ticker snapshot if lastUpdateId == 0 - follow Binance instructions for keeping local orderbook fresh * Messaging: user data streaming - Request userDataStream endpoint to get listenKey - keep listenkey alive - handle order close event - handle order fill event * DataDownloader: get history - we can aggregate minute candles for higher resolutions * fix data stream * Tests: FeeModel tests * Tests: base brokerage tests * Tests: download history * Tests: symbol mapper * Support StopLimit andd StopMarket orders * StopMarket orders disabled Take profit and Stop loss orders are not supported for any symbols (tested with BTCUSDT, ETHUSDT) * Tests: StopLimit order * Tests: crypto parsing * Reissue user data listen key * comment custom currency limitation * rework websocket connections * implement delayed subscription * adapt ignore message * add license banner * use better suited exception type * avoid message double parsing * support custom fee values * extract BinanceApiClient to manage the request/response between lean and binance * use api events to invoke brokerage events * do not allow to terminate session if it wasn't allocated. * update binance exchange info * tool to add or update binance exchange info * ExchangeInfo basic test * Rebase + Resharp * Binance brokerage updates - Fix sign bug in sell order fills - Fix bug in GetHistory - Remove duplicate symbol from symbol properties db * Remove unused code * Revert removal of account currency check * Update symbols properties database * Address review * Address review - Upgrade API endpoints from v1 to v3 - Updated sub/unsub for new subscription manager - Subscribe best bid/ask quotes instead of full order book - Added handling of websocket error messages - Cleanup + refactor * Update symbol properties database * Remove list from symbol mapper * Fix symbol mapper tests * Address review - Fix resubscribe after reconnect - Fix quote tick edge case * Fix EnsureCurrencyDataFeed for non-tradeable currencies * Fix check in EnsureCurrencyDataFeed * Reuse base class subscribe on reconnect Co-authored-by: Adalyat Nazirov <aenazirov@gmail.com> Co-authored-by: Martin-Molinero <martin@quantconnect.com>
QuantConnect Testing
Before starting any testing, follow the installation instructions to get LEAN running C# algorithms in your machine. For any Python related tests please ensure you have followed the setup as described here.
If the above installation, build, and initial run was succesful than we can move forward to testing.
Visual Studio:
Locating Tests
- Open Visual Studios
- Open Test Explorer ("Test" > "Test Explorer")
- The list should populate itself as it reads all the tests it found during the build process. If not, press "Run All Tests" and let VS find all of the tests.
- From here select the tests you would like to run and begin running them.
Failed Test Logs
- On a failed test, check the test for information by clicking on the desired test and selecting "Open Additional Output"
- This will show the stack trace and where the code failed to meet the testing requirements.
Common Problems
Having .NetFramework issues with testing?
- Install NUnit3TestAdapter for VS
Missing dependencies for Python Algorithm?
- Use pip or conda to install the module.