GDAX Brokerage updates #4635
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GDAX Brokerage updates #4635
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Martin-Molinero
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Aug 27, 2020
| var orderFee = new OrderFee(new CashAmount( | ||
| GetFillFee(_algorithm.UtcTime, fillPrice, fillQuantity, isMaker), | ||
| currency)); | ||
| var orderFee = new OrderFee(new CashAmount(fill.Fee, currency)); |
| @@ -89,50 +94,9 @@ internal enum GdaxEndpointType { Public, Private } | |||
| _priceProvider = priceProvider; | |||
| _aggregator = aggregator; | |||
|
|
|||
| WebSocket.Open += (sender, args) => | |||
| { | |||
| var tickers = new[] | |||
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- Replaced fill detection from trade stream with monitor task - Order fees for fills are now the real fees paid (previously they were calculated by the brokerage model) - All unit and integration tests are green
- Remove unnecessary signals - Add "gdax-fill-monitor-timeout" config setting
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Description
Related Issue
n/a
Motivation and Context
Live trading stability
Requires Documentation Change
No.
How Has This Been Tested?
Types of changes
Checklist: