Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Alpaca live enhancements #14

Merged
merged 1 commit into from
Aug 19, 2024
Merged

Alpaca live enhancements #14

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
2 changes: 1 addition & 1 deletion QuantConnect.AlpacaBrokerage.Tests/AlpacaBrokerageDataQueueHandlerTests.cs
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -36,7 +36,7 @@ private static TestCaseData[] TestParameters
new TestCaseData(Symbols.ETHUSD, Resolution.Tick, false),
new TestCaseData(Symbols.AAPL, Resolution.Minute, false),
new TestCaseData(Symbols.AAPL, Resolution.Second, false),
new TestCaseData(Symbol.CreateOption(Symbols.AAPL, Symbols.AAPL.ID.Market, OptionStyle.American, OptionRight.Call, 230, new DateTime(2024, 12, 20)), Resolution.Second, false).Explicit("TODO"),
new TestCaseData(Symbol.CreateOption(Symbols.AAPL, Symbols.AAPL.ID.Market, OptionStyle.American, OptionRight.Call, 230, new DateTime(2024, 12, 20)), Resolution.Second, false),
};
}
}
Expand Down
5 changes: 4 additions & 1 deletion QuantConnect.AlpacaBrokerage.Tests/QuantConnect.AlpacaBrokerage.Tests.csproj
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -37,5 +37,8 @@
<Content Include="config.json">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</Content>
</ItemGroup>
<Reference Include="Alpaca.Markets">
<HintPath>..\QuantConnect.AlpacaBrokerage\Alpaca.Markets.dll</HintPath>
</Reference>
</ItemGroup>
</Project>
288 changes: 288 additions & 0 deletions QuantConnect.AlpacaBrokerage/Alpaca.Markets.deps.json
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -0,0 +1,288 @@
{
"runtimeTarget": {
"name": ".NETCoreApp,Version=v6.0",
"signature": ""
},
"compilationOptions": {},
"targets": {
".NETCoreApp,Version=v6.0": {
"Alpaca.Markets/7.1.0": {
"dependencies": {
"IsExternalInit": "1.0.3",
"JetBrains.Annotations": "2023.3.0",
"MessagePack": "2.5.172",
"Microsoft.CodeAnalysis.PublicApiAnalyzers": "3.3.4",
"Microsoft.NET.ILLink.Analyzers": "7.0.100-1.23401.1",
"Microsoft.NET.ILLink.Tasks": "7.0.100-1.23401.1",
"Microsoft.SourceLink.GitHub": "8.0.0",
"Newtonsoft.Json": "13.0.3",
"Polly": "8.3.1",
"System.IO.Pipelines": "8.0.0",
"System.Threading.Channels": "8.0.0"
},
"runtime": {
"Alpaca.Markets.dll": {}
}
},
"IsExternalInit/1.0.3": {},
"JetBrains.Annotations/2023.3.0": {},
"MessagePack/2.5.172": {
"dependencies": {
"MessagePack.Annotations": "2.5.172",
"Microsoft.NET.StringTools": "17.6.3"
},
"runtime": {
"lib/net6.0/MessagePack.dll": {
"assemblyVersion": "2.5.0.0",
"fileVersion": "2.5.172.9839"
}
}
},
"MessagePack.Annotations/2.5.172": {
"runtime": {
"lib/netstandard2.0/MessagePack.Annotations.dll": {
"assemblyVersion": "2.5.0.0",
"fileVersion": "2.5.172.9839"
}
}
},
"Microsoft.Bcl.AsyncInterfaces/6.0.0": {
"runtime": {
"lib/netstandard2.1/Microsoft.Bcl.AsyncInterfaces.dll": {
"assemblyVersion": "6.0.0.0",
"fileVersion": "6.0.21.52210"
}
}
},
"Microsoft.Bcl.TimeProvider/8.0.0": {
"dependencies": {
"Microsoft.Bcl.AsyncInterfaces": "6.0.0"
},
"runtime": {
"lib/netstandard2.0/Microsoft.Bcl.TimeProvider.dll": {
"assemblyVersion": "8.0.0.0",
"fileVersion": "8.0.23.53103"
}
}
},
"Microsoft.Build.Tasks.Git/8.0.0": {},
"Microsoft.CodeAnalysis.PublicApiAnalyzers/3.3.4": {},
"Microsoft.NET.ILLink.Analyzers/7.0.100-1.23401.1": {},
"Microsoft.NET.ILLink.Tasks/7.0.100-1.23401.1": {},
"Microsoft.NET.StringTools/17.6.3": {
"dependencies": {
"System.Memory": "4.5.5",
"System.Runtime.CompilerServices.Unsafe": "6.0.0"
},
"runtime": {
"lib/netstandard2.0/Microsoft.NET.StringTools.dll": {
"assemblyVersion": "1.0.0.0",
"fileVersion": "17.6.3.22601"
}
}
},
"Microsoft.SourceLink.Common/8.0.0": {},
"Microsoft.SourceLink.GitHub/8.0.0": {
"dependencies": {
"Microsoft.Build.Tasks.Git": "8.0.0",
"Microsoft.SourceLink.Common": "8.0.0"
}
},
"Newtonsoft.Json/13.0.3": {
"runtime": {
"lib/net6.0/Newtonsoft.Json.dll": {
"assemblyVersion": "13.0.0.0",
"fileVersion": "13.0.3.27908"
}
}
},
"Polly/8.3.1": {
"dependencies": {
"Polly.Core": "8.3.1"
},
"runtime": {
"lib/net6.0/Polly.dll": {
"assemblyVersion": "8.0.0.0",
"fileVersion": "8.3.1.3207"
}
}
},
"Polly.Core/8.3.1": {
"dependencies": {
"Microsoft.Bcl.TimeProvider": "8.0.0"
},
"runtime": {
"lib/net6.0/Polly.Core.dll": {
"assemblyVersion": "8.0.0.0",
"fileVersion": "8.3.1.3207"
}
}
},
"System.IO.Pipelines/8.0.0": {
"runtime": {
"lib/net6.0/System.IO.Pipelines.dll": {
"assemblyVersion": "8.0.0.0",
"fileVersion": "8.0.23.53103"
}
}
},
"System.Memory/4.5.5": {},
"System.Runtime.CompilerServices.Unsafe/6.0.0": {},
"System.Threading.Channels/8.0.0": {
"runtime": {
"lib/net6.0/System.Threading.Channels.dll": {
"assemblyVersion": "8.0.0.0",
"fileVersion": "8.0.23.53103"
}
}
}
}
},
"libraries": {
"Alpaca.Markets/7.1.0": {
"type": "project",
"serviceable": false,
"sha512": ""
},
"IsExternalInit/1.0.3": {
"type": "package",
"serviceable": true,
"sha512": "sha512-jcdN7vpDwjnV7U9KGCv/oNIWHJ/RIbyrpVsLQL2qbj6Cbi5U3iafKsaMn1rP+qCbkLbkB0v6oAwbVEkqrUnlyg==",
"path": "isexternalinit/1.0.3",
"hashPath": "isexternalinit.1.0.3.nupkg.sha512"
},
"JetBrains.Annotations/2023.3.0": {
"type": "package",
"serviceable": true,
"sha512": "sha512-PHfnvdBUdGaTVG9bR/GEfxgTwWM0Z97Y6X3710wiljELBISipSfF5okn/vz+C2gfO+ihoEyVPjaJwn8ZalVukA==",
"path": "jetbrains.annotations/2023.3.0",
"hashPath": "jetbrains.annotations.2023.3.0.nupkg.sha512"
},
"MessagePack/2.5.172": {
"type": "package",
"serviceable": true,
"sha512": "sha512-tO/SIeix4UjmHo0J7Z1IRMvHEfqLlN9FAQCzwGcoG50mt7gPyYsAuMU9Ngu9iDSv0ak/YZOyobs0BidFde+gDw==",
"path": "messagepack/2.5.172",
"hashPath": "messagepack.2.5.172.nupkg.sha512"
},
"MessagePack.Annotations/2.5.172": {
"type": "package",
"serviceable": true,
"sha512": "sha512-LJWMr5BDpvLaIfsUXufFWQW3VRFg7EKnGAHjArbwCaSeTIWEXaRoClkQtPaXvtVPZk5ZIpc9SBQd/WJD/m99Ww==",
"path": "messagepack.annotations/2.5.172",
"hashPath": "messagepack.annotations.2.5.172.nupkg.sha512"
},
"Microsoft.Bcl.AsyncInterfaces/6.0.0": {
"type": "package",
"serviceable": true,
"sha512": "sha512-UcSjPsst+DfAdJGVDsu346FX0ci0ah+lw3WRtn18NUwEqRt70HaOQ7lI72vy3+1LxtqI3T5GWwV39rQSrCzAeg==",
"path": "microsoft.bcl.asyncinterfaces/6.0.0",
"hashPath": "microsoft.bcl.asyncinterfaces.6.0.0.nupkg.sha512"
},
"Microsoft.Bcl.TimeProvider/8.0.0": {
"type": "package",
"serviceable": true,
"sha512": "sha512-f5Kr5JepAbiGo7uDmhgvMqhntwxqXNn6/IpTBSSI4cuHhgnJGrLxFRhMjVpRkLPp6zJXO0/G0l3j9p9zSJxa+w==",
"path": "microsoft.bcl.timeprovider/8.0.0",
"hashPath": "microsoft.bcl.timeprovider.8.0.0.nupkg.sha512"
},
"Microsoft.Build.Tasks.Git/8.0.0": {
"type": "package",
"serviceable": true,
"sha512": "sha512-bZKfSIKJRXLTuSzLudMFte/8CempWjVamNUR5eHJizsy+iuOuO/k2gnh7W0dHJmYY0tBf+gUErfluCv5mySAOQ==",
"path": "microsoft.build.tasks.git/8.0.0",
"hashPath": "microsoft.build.tasks.git.8.0.0.nupkg.sha512"
},
"Microsoft.CodeAnalysis.PublicApiAnalyzers/3.3.4": {
"type": "package",
"serviceable": true,
"sha512": "sha512-kNLTfXtXUWDHVt5iaPkkiPuyHYlMgLI6SOFT4w88bfeI2vqSeGgHunFkdvlaCM8RDfcY0t2+jnesQtidRJJ/DA==",
"path": "microsoft.codeanalysis.publicapianalyzers/3.3.4",
"hashPath": "microsoft.codeanalysis.publicapianalyzers.3.3.4.nupkg.sha512"
},
"Microsoft.NET.ILLink.Analyzers/7.0.100-1.23401.1": {
"type": "package",
"serviceable": true,
"sha512": "sha512-XirkjOLc5Vc3HsXRc2Z6ZbQv6l0RvWgJa/31w7XqZ914MoSi3H3OCNRMWFw7H2EYfsnKbokFfhCcysAmUcEOgw==",
"path": "microsoft.net.illink.analyzers/7.0.100-1.23401.1",
"hashPath": "microsoft.net.illink.analyzers.7.0.100-1.23401.1.nupkg.sha512"
},
"Microsoft.NET.ILLink.Tasks/7.0.100-1.23401.1": {
"type": "package",
"serviceable": true,
"sha512": "sha512-mI6vCdPEhluLtMn/GV0texEWg5oAPQWCCE4LWspM+Bmy75Nd4EQsziQXrdOFqNeSBQMrxDX9C/O5Xi3kpKSMIw==",
"path": "microsoft.net.illink.tasks/7.0.100-1.23401.1",
"hashPath": "microsoft.net.illink.tasks.7.0.100-1.23401.1.nupkg.sha512"
},
"Microsoft.NET.StringTools/17.6.3": {
"type": "package",
"serviceable": true,
"sha512": "sha512-N0ZIanl1QCgvUumEL1laasU0a7sOE5ZwLZVTn0pAePnfhq8P7SvTjF8Axq+CnavuQkmdQpGNXQ1efZtu5kDFbA==",
"path": "microsoft.net.stringtools/17.6.3",
"hashPath": "microsoft.net.stringtools.17.6.3.nupkg.sha512"
},
"Microsoft.SourceLink.Common/8.0.0": {
"type": "package",
"serviceable": true,
"sha512": "sha512-dk9JPxTCIevS75HyEQ0E4OVAFhB2N+V9ShCXf8Q6FkUQZDkgLI12y679Nym1YqsiSysuQskT7Z+6nUf3yab6Vw==",
"path": "microsoft.sourcelink.common/8.0.0",
"hashPath": "microsoft.sourcelink.common.8.0.0.nupkg.sha512"
},
"Microsoft.SourceLink.GitHub/8.0.0": {
"type": "package",
"serviceable": true,
"sha512": "sha512-G5q7OqtwIyGTkeIOAc3u2ZuV/kicQaec5EaRnc0pIeSnh9LUjj+PYQrJYBURvDt7twGl2PKA7nSN0kz1Zw5bnQ==",
"path": "microsoft.sourcelink.github/8.0.0",
"hashPath": "microsoft.sourcelink.github.8.0.0.nupkg.sha512"
},
"Newtonsoft.Json/13.0.3": {
"type": "package",
"serviceable": true,
"sha512": "sha512-HrC5BXdl00IP9zeV+0Z848QWPAoCr9P3bDEZguI+gkLcBKAOxix/tLEAAHC+UvDNPv4a2d18lOReHMOagPa+zQ==",
"path": "newtonsoft.json/13.0.3",
"hashPath": "newtonsoft.json.13.0.3.nupkg.sha512"
},
"Polly/8.3.1": {
"type": "package",
"serviceable": true,
"sha512": "sha512-xN9AxOudus8u4a//Tfu6Wxd5Oj7S4pjh/651S6FfIiVrbxQ8TeM+ieZC8c0y7Qto70zKBM5g8rBTqbAJnbetOA==",
"path": "polly/8.3.1",
"hashPath": "polly.8.3.1.nupkg.sha512"
},
"Polly.Core/8.3.1": {
"type": "package",
"serviceable": true,
"sha512": "sha512-b9mMAjqXuCXFCtf/RtRPwFUkAm/sz37s7G+taDvS5EqfkJsLiWfO2xO2cSISjIgIY+88oIZTGguP6UrRGRlqzg==",
"path": "polly.core/8.3.1",
"hashPath": "polly.core.8.3.1.nupkg.sha512"
},
"System.IO.Pipelines/8.0.0": {
"type": "package",
"serviceable": true,
"sha512": "sha512-FHNOatmUq0sqJOkTx+UF/9YK1f180cnW5FVqnQMvYUN0elp6wFzbtPSiqbo1/ru8ICp43JM1i7kKkk6GsNGHlA==",
"path": "system.io.pipelines/8.0.0",
"hashPath": "system.io.pipelines.8.0.0.nupkg.sha512"
},
"System.Memory/4.5.5": {
"type": "package",
"serviceable": true,
"sha512": "sha512-XIWiDvKPXaTveaB7HVganDlOCRoj03l+jrwNvcge/t8vhGYKvqV+dMv6G4SAX2NoNmN0wZfVPTAlFwZcZvVOUw==",
"path": "system.memory/4.5.5",
"hashPath": "system.memory.4.5.5.nupkg.sha512"
},
"System.Runtime.CompilerServices.Unsafe/6.0.0": {
"type": "package",
"serviceable": true,
"sha512": "sha512-/iUeP3tq1S0XdNNoMz5C9twLSrM/TH+qElHkXWaPvuNOt+99G75NrV0OS2EqHx5wMN7popYjpc8oTjC1y16DLg==",
"path": "system.runtime.compilerservices.unsafe/6.0.0",
"hashPath": "system.runtime.compilerservices.unsafe.6.0.0.nupkg.sha512"
},
"System.Threading.Channels/8.0.0": {
"type": "package",
"serviceable": true,
"sha512": "sha512-CMaFr7v+57RW7uZfZkPExsPB6ljwzhjACWW1gfU35Y56rk72B/Wu+sTqxVmGSk4SFUlPc3cjeKND0zktziyjBA==",
"path": "system.threading.channels/8.0.0",
"hashPath": "system.threading.channels.8.0.0.nupkg.sha512"
}
}
}
Binary file added QuantConnect.AlpacaBrokerage/Alpaca.Markets.dll
View file
Open in desktop
Binary file not shown.
Binary file added QuantConnect.AlpacaBrokerage/Alpaca.Markets.pdb
View file
Open in desktop
Binary file not shown.
Loading
Loading