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Feature Perpetual Crypto Futures #6807

Merged
merged 9 commits into from
Dec 30, 2022
Merged

Feature Perpetual Crypto Futures #6807

merged 9 commits into from
Dec 30, 2022

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Martin-Molinero
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@Martin-Molinero Martin-Molinero commented Dec 16, 2022 •
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Description

  • Add Perpetual Crypto Futures based on binance Coin & USDT future types
  • Add support for MarginInterestRateModels
  • CoinApiDataQueueHandler CryptoFuture support

Related Issue

Closes #6002

Motivation and Context

N/A

Requires Documentation Change

N/A

How Has This Been Tested?

Unit and regression tests, live deployments

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

@Martin-Molinero Martin-Molinero mentioned this pull request Dec 16, 2022
Merged
11 tasks
@Martin-Molinero Martin-Molinero merged commit ee68393 into master Dec 30, 2022
@Martin-Molinero Martin-Molinero deleted the feature-crypto-futures branch December 30, 2022 16:58
@Martin-Molinero Martin-Molinero mentioned this pull request Jan 3, 2023
Merged
11 tasks
AlexCatarino pushed a commit that referenced this pull request Jan 3, 2023
@Martin-Molinero @AlexCatarino
Feature Perpetual Crypto Futures (#6807)
9142f02 
* WIP

* Add base currency cash

* Symbol properties and data processing

* Add basic template algorithm

* Add hourly crypto future algorithm

* Minor fixes after live trading testing

* CoinApiDataQueueHandler CryptoFuture support

* Address reviews

* Fix regression algorithms after update
@Martin-Molinero Martin-Molinero mentioned this pull request Jan 4, 2023
Merged
11 tasks
@Martin-Molinero Martin-Molinero mentioned this pull request Feb 21, 2023
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Crypto Futures support
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@Martin-Molinero