Commit 8e9992c
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dYdX Brokerage basics (#2)
* add macOS-specific files to gitignore
* rename TemplateBrokerage to dYdXBrokerage
* implement preliminary dYdXBrokerage functionality including API clients and configuration
* wip: GetAccountHoldings & GetExchangeInfo
* skip symbols with commas in ticker in dYdXExchangeInfoDownloader
* fixup naming
* fix cs project file
* Place & Cancel orders (#2)
* add proto files, create a wallet
* update dYdXBrokerage to support both REST and gRPC endpoints for node API and improve configuration usage
* add gRPC proto files and implement basic gRPC client functionality for dYdX order broadcasts
* refactor dYdXBrokerage with wallet-centric architecture; update API client methods to enhance flexibility and alignment with dYdX chain model
* wip: sort usings
* fetch public key id
* get Gaz limit from order properties or default value
* wip: add Market
* update dYdXBrokerage to improve API client functionality, refine order processing, and enhance alignment with dYdX chain model
* refactor dYdXBrokerage to implement order cancellation, improve order placement handling, and enhance resource cleanup with proper disposal patterns
* Stream address data (#3)
* Add WebSocket support for dYdX indexer, implement subscription/unsubscription functionality, and enhance dYdXBrokerage for live market data handling.
* Refactor and enhance market subscription handling, improve WebSocket message processing, and introduce support for real-time oracle price updates.
* Remove locks as ws messages handled in proper order and in thread safe manner.
* change market ticker in csv file, use proper ticker name, bot ids
* Refactor `dYdXBrokerage` to support open order retrieval, enhance order parsing, and improve market handling with string-based tickers.
* Refactor `dYdXBrokerage` with improved order handling, add block height tracking, update market refresh logic, and introduce subaccount message processing.
* Enhance `dYdXBrokerage` order handling: refine fills, improve order status parsing, handle additional fields in message processing, and update DTOs for compatibility.
* add defaults for dydx node
* add validation for dYdX subscription
* Update project files for dYdXBrokerage integration, including proper naming and project references
* Remove mnemonic-based wallet support in `dYdXBrokerage` and associated tests and refactor.
* remove frommnemonic builder method
* remove unused IDataQueueUniverseProvider
* Refactor `dYdXBrokerage`: improve logging, enhance `IDataAggregator` dependency resolution, update configuration defaults for mainnet, and add metadata file for dYdX integration.
* Refactor `dYdXBrokerage`: improve order handling by extracting gas limit earlier, enhance fill processing with additional validations, and update fee property handling.
* Refactor `dYdXBrokerage`: replace lazy initialization with direct instantiation to simplify client creation, add validation for chainId and enhanced DTOs, and improve resource cleanup logic.1 parent 120fa2d commit 8e9992c
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105 files changed
+7181
-638
lines changed- QuantConnect.TemplateBrokerage.Tests
- QuantConnect.TemplateBrokerage.ToolBox
- QuantConnect.TemplateBrokerage
- QuantConnect.dYdXBrokerage.Tests
- QuantConnect.dYdXBrokerage.ToolBox
- QuantConnect.dYdXBrokerage
- Api
- Domain
- Enums
- Models
- Enums
- WebSockets
- Protos
- amino
- cosmos_proto
- cosmos
- base
- abci/v1beta1
- query/v1beta1
- tendermint/v1beta1
- v1beta1
- crypto
- multisig/v1beta1
- secp256k1
- msg/v1
- tx
- signing/v1beta1
- v1beta1
- dydxprotocol
- clob
- subaccounts
- gogoproto
- google/api
- tendermint
- abci
- crypto
- p2p
- types
- version
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