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Feature implement ExchangeInfoDownloader #6213
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Martin-Molinero
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Feb 22, 2022
Merged
Feature implement ExchangeInfoDownloader #6213
Martin-Molinero
merged 35 commits into
QuantConnect:master
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rjra2611:feature-implement-IExchangeInfoDownloader-gdax
Feb 22, 2022
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Martin-Molinero
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Cool! Leaving couple minor comments
Tests/Brokerages/Bitfinex/BitfinexBrokerageExchangeInfoTests.cs
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Cool! Leaving minor comments
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* 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
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Description
IExchangeInfoDownloader
for GDAX brokerageGDAXExchangeInfoDownloader
Extensions.DownloadData
to accept custom headersRelated Issue
Motivation and Context
Automate the process to update the symbol properties database
Requires Documentation Change
No
How Has This Been Tested?
Tests have been added
Types of changes
Checklist:
bug-<issue#>-<description>
orfeature-<issue#>-<description>