Remove: deprecated IPriceProvider (#15)

* remove: deprecated interface PriceProvider * fix: history test (it has not captured for 1 min trades)
QuantConnect · Jan 9, 2024 · a8190ae · a8190ae
1 parent 4abd087
commit a8190ae
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Showing 6 changed files with 8 additions and 20 deletions.
diff --git a/QuantConnect.BitfinexBrokerage.Tests/BitfinexBrokerageAdditionalTests.cs b/QuantConnect.BitfinexBrokerage.Tests/BitfinexBrokerageAdditionalTests.cs
@@ -37,8 +37,6 @@ public class BitfinexBrokerageAdditionalTests
         [SetUp]
         public void Setup()
         {
-            var priceProvider = new Mock<IPriceProvider>();
-            priceProvider.Setup(x => x.GetLastPrice(It.IsAny<Symbol>())).Returns(1.234m);
             var aggregator = new Mock<IDataAggregator>();
 
             _brokerage = new BitfinexBrokerage(
@@ -47,7 +45,6 @@ public void Setup()
                 "apikey",
                 "apisecret",
                 _algorithm,
-                priceProvider.Object,
                 aggregator.Object,
                 null);
 

diff --git a/QuantConnect.BitfinexBrokerage.Tests/BitfinexBrokerageHistoryProviderTests.cs b/QuantConnect.BitfinexBrokerage.Tests/BitfinexBrokerageHistoryProviderTests.cs
@@ -39,7 +39,7 @@ private static TestCaseData[] History()
             return new[]
             {
                 // valid
-                new TestCaseData(StaticSymbol, Resolution.Minute, Time.OneMinute, false, false, TickType.Trade),
+                new TestCaseData(StaticSymbol, Resolution.Minute, TimeSpan.FromMinutes(2), false, false, TickType.Trade),
                 new TestCaseData(StaticSymbol, Resolution.Hour, Time.OneDay, false, false, TickType.Trade),
                 new TestCaseData(StaticSymbol, Resolution.Daily, TimeSpan.FromDays(15), false, false, TickType.Trade),
 
@@ -75,7 +75,7 @@ public void GetsHistory(Symbol symbol, Resolution resolution, TimeSpan period, b
 
                 var historyProvider = new BrokerageHistoryProvider();
                 historyProvider.SetBrokerage(brokerage);
-                historyProvider.Initialize(new HistoryProviderInitializeParameters(null, null, null, null, null, null, null, false, new DataPermissionManager()));
+                historyProvider.Initialize(new HistoryProviderInitializeParameters(null, null, null, null, null, null, null, false, new DataPermissionManager(), null));
 
                 var now = DateTime.UtcNow;
 

diff --git a/QuantConnect.BitfinexBrokerage.Tests/BitfinexBrokerageTests.cs b/QuantConnect.BitfinexBrokerage.Tests/BitfinexBrokerageTests.cs
@@ -44,20 +44,17 @@ protected override IBrokerage CreateBrokerage(IOrderProvider orderProvider, ISec
 
             var transactions = new SecurityTransactionManager(null, securities);
             transactions.SetOrderProcessor(new FakeOrderProcessor());
+            var algorithmSettings = new AlgorithmSettings();
 
             var algorithm = new Mock<IAlgorithm>();
             algorithm.Setup(a => a.Transactions).Returns(transactions);
             algorithm.Setup(a => a.BrokerageModel).Returns(new BitfinexBrokerageModel());
-            algorithm.Setup(a => a.Portfolio).Returns(new SecurityPortfolioManager(securities, transactions));
-
-            var priceProvider = new Mock<IPriceProvider>();
-            priceProvider.Setup(a => a.GetLastPrice(It.IsAny<Symbol>())).Returns(1.234m);
+            algorithm.Setup(a => a.Portfolio).Returns(new SecurityPortfolioManager(securities, transactions, algorithmSettings));
 
             return new BitfinexBrokerage(
                     Config.Get("bitfinex-api-key"),
                     Config.Get("bitfinex-api-secret"),
                     algorithm.Object,
-                    priceProvider.Object,
                     new AggregationManager(),
                     null
                 );

diff --git a/QuantConnect.BitfinexBrokerage.ToolBox/BitfinexDataDownloader.cs b/QuantConnect.BitfinexBrokerage.ToolBox/BitfinexDataDownloader.cs
@@ -39,7 +39,7 @@ public class BitfinexDataDownloader : IDataDownloader, IDisposable
         /// </summary>
         public BitfinexDataDownloader()
         {
-            _brokerage = new BitfinexBrokerage(null, null, null, null, null, null);
+            _brokerage = new BitfinexBrokerage(null, null, null, null, null);
             _brokerage.Connect();
         }
 

diff --git a/QuantConnect.BitfinexBrokerage/BitfinexBrokerage.Messaging.cs b/QuantConnect.BitfinexBrokerage/BitfinexBrokerage.Messaging.cs
@@ -77,11 +77,10 @@ public BitfinexBrokerage() : base("Bitfinex")
         /// <param name="apiKey">api key</param>
         /// <param name="apiSecret">api secret</param>
         /// <param name="algorithm">the algorithm instance is required to retrieve account type</param>
-        /// <param name="priceProvider">The price provider for missing FX conversion rates</param>
         /// <param name="aggregator">consolidate ticks</param>
         /// <param name="job">The live job packet</param>
-        public BitfinexBrokerage(string apiKey, string apiSecret, IAlgorithm algorithm, IPriceProvider priceProvider, IDataAggregator aggregator, LiveNodePacket job)
-            : this(new WebSocketClientWrapper(), new RestClient(RestApiUrl), apiKey, apiSecret, algorithm, priceProvider, aggregator, job)
+        public BitfinexBrokerage(string apiKey, string apiSecret, IAlgorithm algorithm, IDataAggregator aggregator, LiveNodePacket job)
+            : this(new WebSocketClientWrapper(), new RestClient(RestApiUrl), apiKey, apiSecret, algorithm, aggregator, job)
         {
         }
 
@@ -93,10 +92,9 @@ public BitfinexBrokerage(string apiKey, string apiSecret, IAlgorithm algorithm,
         /// <param name="apiKey">api key</param>
         /// <param name="apiSecret">api secret</param>
         /// <param name="algorithm">the algorithm instance is required to retrieve account type</param>
-        /// <param name="priceProvider">The price provider for missing FX conversion rates</param>
         /// <param name="aggregator">consolidate ticks</param>
         /// <param name="job">The live job packet</param>
-        public BitfinexBrokerage(IWebSocket websocket, IRestClient restClient, string apiKey, string apiSecret, IAlgorithm algorithm, IPriceProvider priceProvider, IDataAggregator aggregator, LiveNodePacket job)
+        public BitfinexBrokerage(IWebSocket websocket, IRestClient restClient, string apiKey, string apiSecret, IAlgorithm algorithm, IDataAggregator aggregator, LiveNodePacket job)
             : base("Bitfinex")
         {
             Initialize(

diff --git a/QuantConnect.BitfinexBrokerage/BitfinexBrokerageFactory.cs b/QuantConnect.BitfinexBrokerage/BitfinexBrokerageFactory.cs
@@ -15,7 +15,6 @@
 
 using System;
 using System.Collections.Generic;
-using System.Linq;
 using QuantConnect.Configuration;
 using QuantConnect.Data;
 using QuantConnect.Interfaces;
@@ -77,13 +76,10 @@ public override IBrokerage CreateBrokerage(Packets.LiveNodePacket job, IAlgorith
                     throw new Exception($"BitfinexBrokerageFactory.CreateBrokerage: Missing {item} in config.json");
             }
 
-            var priceProvider = new ApiPriceProvider(job.UserId, job.UserToken);
-
             var brokerage = new BitfinexBrokerage(
                 job.BrokerageData["bitfinex-api-key"],
                 job.BrokerageData["bitfinex-api-secret"],
                 algorithm,
-                priceProvider,
                 Composer.Instance.GetExportedValueByTypeName<IDataAggregator>(Config.Get("data-aggregator", "QuantConnect.Lean.Engine.DataFeeds.AggregationManager"), forceTypeNameOnExisting: false),
                 job);
             Composer.Instance.AddPart<IDataQueueHandler>(brokerage);