BybitBrokerageModel Class Reference

Provides Bybit specific properties More...

Inheritance diagram for BybitBrokerageModel:

Public Member Functions
	BybitBrokerageModel (AccountType accountType=AccountType.Cash)
	Initializes a new instance of the BybitBrokerageModel class More...
override decimal	GetLeverage (Security security)
	Bybit global leverage rule More...
override IFeeModel	GetFeeModel (Security security)
	Provides Bybit fee model More...
override IMarginInterestRateModel	GetMarginInterestRateModel (Security security)
	Gets a new margin interest rate model for the security More...
override IBenchmark	GetBenchmark (SecurityManager securities)
	Get the benchmark for this model More...
override bool	CanUpdateOrder (Security security, Order order, UpdateOrderRequest request, out BrokerageMessageEvent message)
	Returns true if the brokerage could accept this order update. This takes into account order type, security type, and order size limits. Bybit can only update inverse, linear, and option orders More...
override bool	CanSubmitOrder (Security security, Order order, out BrokerageMessageEvent message)
	Returns true if the brokerage could accept this order. This takes into account order type, security type, and order size limits. More...

Protected Member Functions
virtual bool	IsOrderSizeLargeEnough (Security security, decimal orderQuantity)
	Returns true if the order size is large enough for the given security. More...

Protected Attributes
virtual string	MarketName => Market.Bybit
	Market name More...

Properties
override IReadOnlyDictionary< SecurityType, string >	DefaultMarkets = GetDefaultMarkets(Market.Bybit) [get]
	Gets a map of the default markets to be used for each security type More...

Detailed Description

Provides Bybit specific properties

Definition at line 30 of file BybitBrokerageModel.cs.

Constructor & Destructor Documentation

BybitBrokerageModel()

BybitBrokerageModel.BybitBrokerageModel

(

AccountType

accountType = AccountType.Cash

)

Initializes a new instance of the BybitBrokerageModel class

Parameters

accountType

The type of account to be modeled, defaults to AccountType.Cash

Definition at line 46 of file BybitBrokerageModel.cs.

Member Function Documentation

GetLeverage()

override decimal BybitBrokerageModel.GetLeverage

(

Security

security

)

Bybit global leverage rule

Parameters

security

Returns

Definition at line 55 of file BybitBrokerageModel.cs.

GetFeeModel()

override IFeeModel BybitBrokerageModel.GetFeeModel

(

Security

security

)

Provides Bybit fee model

Parameters

security

Returns

Definition at line 70 of file BybitBrokerageModel.cs.

GetMarginInterestRateModel()

override IMarginInterestRateModel BybitBrokerageModel.GetMarginInterestRateModel

(

Security

security

)

Gets a new margin interest rate model for the security

Parameters

security

The security to get a margin interest rate model for

Returns

The margin interest rate model for this brokerage

Definition at line 86 of file BybitBrokerageModel.cs.

GetBenchmark()

override IBenchmark BybitBrokerageModel.GetBenchmark

(

SecurityManager

securities

)

Get the benchmark for this model

Parameters

securities

SecurityService to create the security with if needed

Returns

The benchmark for this brokerage

Definition at line 103 of file BybitBrokerageModel.cs.

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CanUpdateOrder()

override bool BybitBrokerageModel.CanUpdateOrder	(	Security	security,
		Order	order,
		UpdateOrderRequest	request,
		out BrokerageMessageEvent	message
	)

Returns true if the brokerage could accept this order update. This takes into account order type, security type, and order size limits. Bybit can only update inverse, linear, and option orders

Parameters

security	The security of the order
order	The order to be updated
request	The requested update to be made to the order
message	If this function returns false, a brokerage message detailing why the order may not be updated

Returns

True if the brokerage could update the order, false otherwise

Definition at line 119 of file BybitBrokerageModel.cs.

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CanSubmitOrder()

override bool BybitBrokerageModel.CanSubmitOrder	(	Security	security,
		Order	order,
		out BrokerageMessageEvent	message
	)

Returns true if the brokerage could accept this order. This takes into account order type, security type, and order size limits.

For example, a brokerage may have no connectivity at certain times, or an order rate/size limit

Parameters

security	The security of the order
order	The order to be processed
message	If this function returns false, a brokerage message detailing why the order may not be submitted

Returns

True if the brokerage could process the order, false otherwise

Definition at line 159 of file BybitBrokerageModel.cs.

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IsOrderSizeLargeEnough()

virtual bool BybitBrokerageModel.IsOrderSizeLargeEnough ( Security  security, decimal  orderQuantity  )

protectedvirtual

Returns true if the order size is large enough for the given security.

Parameters

security	The security of the order
orderQuantity	The order quantity

Returns

True if the order size is large enough, false otherwise

Definition at line 204 of file BybitBrokerageModel.cs.

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Member Data Documentation

MarketName

virtual string BybitBrokerageModel.MarketName => Market.Bybit

protected

Market name

Definition at line 35 of file BybitBrokerageModel.cs.

Property Documentation

DefaultMarkets

override IReadOnlyDictionary<SecurityType, string> BybitBrokerageModel.DefaultMarkets = GetDefaultMarkets(Market.Bybit)

get

Gets a map of the default markets to be used for each security type

Definition at line 40 of file BybitBrokerageModel.cs.

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The documentation for this class was generated from the following file:

• Common/Brokerages/BybitBrokerageModel.cs