Feat/ add CI-EX connector #5959
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rapcmia
approved these changes
Jan 6, 2023
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LGTM
- Test valid and invalid api, ok
- Balance and asset allocation displayed ok
- Test connector using Pure market making strategy
- Orders are created and cancelled successfully
- Managed to run multiple orders on low and high refresh time
- Ran for couple of hours and observed behavior,
- There are noticeable delays for orders and confirmed expected
- Setup has spreads tight enough for trade execution only got 1 trade, still LGTM
- Trade data recorded on csv and history
- Tested on both source and docker build
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A description of the changes proposed in the pull request:
Adds CI-EX connector into Foundation
Foundation PRP link
Tests performed by the developer:
Modified
ExchangePyBaseto allow for connectors that lacksUserStreamDataSource.Adds all connector components for CI-EX
Tips for QA testing:
Ensure that the connector runs as intended.
Note: CI-EX API does not support any private user streams, as such it is expected that order and trade updates are not received immediately.