Stefano Raggi d7e543736f GDAX Brokerage updates (#4635) ...

* GDAX Brokerage updates

- Replaced fill detection from trade stream with monitor task
- Order fees for fills are now the real fees paid (previously they were calculated by the brokerage model)
- All unit and integration tests are green

* Address review

- Remove unnecessary signals
- Add "gdax-fill-monitor-timeout" config setting

* Remove user channel

2020-09-09 16:18:10 -03:00

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00010101_05_example_psychsignal_testdata.csv

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20151224_quote_american.zip

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aapl_fine_fundamental.json

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arms_data.txt

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CashTestingStrategy.csv

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daily-stock-picker-backtest.csv

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daily-stock-picker-live.csv

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eurusd_candle_patterns.txt

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ewz_candle_patterns.txt

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FillForwardBars.zip

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frama.txt

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FredVixData.json

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FuturesExpiryFunctionsTestData.xml

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fxVolumeDaily.csv

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fxVolumeHourly.csv

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fxVolumeMinute.csv

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gdax_accounts.txt

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gdax_fill.txt

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gdax_holding.txt

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gdax_openOrders.txt

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gdax_order.txt

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gdax_orderById.txt

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gdax_pollTick.txt

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gdax_tick.txt

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gdax_ticker.txt

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multizip.zip

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quandl_future_chris_cme_es1.csv

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quandl_future_chris_cme_es2.csv

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SampleMarketHoursDatabase.json

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sec_report_raw_multiple.xml

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sec_report_raw_single.xml

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spy_10_min.txt

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spy_acceleration_bands_20_4.txt

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spy_ad_osc.txt

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spy_ad.txt

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spy_alma.txt

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spy_apo.txt

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spy_aroon_oscillator.txt

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spy_atr_wilder.txt

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spy_atr.txt

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spy_bollinger_bands.txt

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spy_bop.txt

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spy_candle_patterns.txt

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spy_cmo.txt

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spy_coppock_curve.csv

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spy_dema.txt

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spy_dpo.csv

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spy_emv.txt

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spy_heikin_ashi.txt

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spy_hma.txt

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spy_kama.txt

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spy_logr14.txt

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spy_mass_index_25.txt

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spy_max.txt

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spy_mfi.txt

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spy_midpoint.txt

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spy_midprice.txt

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spy_min.txt

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spy_natr.txt

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spy_ohlcv.txt

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spy_parabolic_SAR.txt

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spy_ppo.txt

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spy_rocr.txt

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spy_stc.txt

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spy_swiss.txt

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spy_t3.txt

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spy_tema.txt

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spy_tr.txt

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spy_trima.txt

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spy_trix.txt

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spy_ultosc.txt

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spy_var.txt

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spy_with_adx.txt

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spy_with_cci.txt

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spy_with_don50.txt

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spy_with_fisher.txt

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spy_with_ichimoku.csv

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spy_with_ichimoku.ods

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spy_with_indicators.txt

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spy_with_keltner.csv

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spy_with_macd.txt

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spy_with_obv.txt

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spy_with_roc50.txt

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spy_with_rocp50.txt

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spy_with_stoch12k3.txt

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spy_with_vwap.txt

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spy_with_williamsR14.txt

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stock_prices.csv

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test_cash_equity.xml

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test_cash_fills.xml

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test_forex_equity.xml

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test_forex_fills_jwb_quantity.xml

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test_forex_fills_mch_quantity.xml

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test_forex_fills.xml

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