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QuantConnect.Brokerages.FTXUSBrokerageModel Class Reference

FTX.US Brokerage model More...

Inheritance diagram for QuantConnect.Brokerages.FTXUSBrokerageModel:
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Public Member Functions

 FTXUSBrokerageModel (AccountType accountType=AccountType.Margin)
 Creates an instance of FTXUSBrokerageModel class More...
 
override IFeeModel GetFeeModel (Security security)
 Provides FTX.US fee model More...
 
- Public Member Functions inherited from QuantConnect.Brokerages.FTXBrokerageModel
 FTXBrokerageModel (AccountType accountType=AccountType.Margin)
 Creates an instance of FTXBrokerageModel class More...
 
override decimal GetLeverage (Security security)
 Gets the brokerage's leverage for the specified security More...
 
override IBenchmark GetBenchmark (SecurityManager securities)
 Get the benchmark for this model 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...
 
override bool CanUpdateOrder (Security security, Order order, UpdateOrderRequest request, out BrokerageMessageEvent message)
 Please note that the order's queue priority will be reset, and the order ID of the modified order will be different from that of the original order. Also note: this is implemented as cancelling and replacing your order. There's a chance that the order meant to be cancelled gets filled and its replacement still gets placed. More...
 
- Public Member Functions inherited from QuantConnect.Brokerages.DefaultBrokerageModel
 DefaultBrokerageModel (AccountType accountType=AccountType.Margin)
 Initializes a new instance of the DefaultBrokerageModel class More...
 
virtual bool CanExecuteOrder (Security security, Order order)
 Returns true if the brokerage would be able to execute this order at this time assuming market prices are sufficient for the fill to take place. This is used to emulate the brokerage fills in backtesting and paper trading. For example some brokerages may not perform executions during extended market hours. This is not intended to be checking whether or not the exchange is open, that is handled in the Security.Exchange property. More...
 
virtual void ApplySplit (List< OrderTicket > tickets, Split split)
 Applies the split to the specified order ticket More...
 
virtual IFillModel GetFillModel (Security security)
 Gets a new fill model that represents this brokerage's fill behavior More...
 
virtual ISlippageModel GetSlippageModel (Security security)
 Gets a new slippage model that represents this brokerage's fill slippage behavior More...
 
virtual ISettlementModel GetSettlementModel (Security security)
 Gets a new settlement model for the security More...
 
ISettlementModel GetSettlementModel (Security security, AccountType accountType)
 Gets a new settlement model for the security More...
 
virtual IBuyingPowerModel GetBuyingPowerModel (Security security)
 Gets a new buying power model for the security, returning the default model with the security's configured leverage. For cash accounts, leverage = 1 is used. More...
 
virtual IShortableProvider GetShortableProvider (Security security)
 Gets the shortable provider More...
 
virtual IMarginInterestRateModel GetMarginInterestRateModel (Security security)
 Gets a new margin interest rate model for the security More...
 
IBuyingPowerModel GetBuyingPowerModel (Security security, AccountType accountType)
 Gets a new buying power model for the security More...
 

Protected Attributes

override string MarketName => Market.FTXUS
 Market name More...
 
- Protected Attributes inherited from QuantConnect.Brokerages.FTXBrokerageModel
virtual string MarketName => Market.FTX
 market name More...
 

Properties

override IReadOnlyDictionary< SecurityType, string > DefaultMarkets = GetDefaultMarkets(Market.FTXUS) [get]
 Gets a map of the default markets to be used for each security type More...
 
- Properties inherited from QuantConnect.Brokerages.FTXBrokerageModel
override IReadOnlyDictionary< SecurityType, string > DefaultMarkets = GetDefaultMarkets(Market.FTX) [get]
 Gets a map of the default markets to be used for each security type More...
 
- Properties inherited from QuantConnect.Brokerages.DefaultBrokerageModel
virtual AccountType AccountType [get]
 Gets or sets the account type used by this model More...
 
virtual IReadOnlyDictionary< SecurityType, string > DefaultMarkets [get]
 Gets a map of the default markets to be used for each security type More...
 
- Properties inherited from QuantConnect.Brokerages.IBrokerageModel
AccountType AccountType [get]
 Gets the account type used by this model More...
 
decimal RequiredFreeBuyingPowerPercent [get]
 Gets the brokerages model percentage factor used to determine the required unused buying power for the account. From 1 to 0. Example: 0 means no unused buying power is required. 0.5 means 50% of the buying power should be left unused. More...
 
IReadOnlyDictionary< SecurityType, string > DefaultMarkets [get]
 Gets a map of the default markets to be used for each security type More...
 

Additional Inherited Members

- Static Public Member Functions inherited from QuantConnect.Brokerages.DefaultBrokerageModel
static bool IsValidOrderSize (Security security, decimal orderQuantity, out BrokerageMessageEvent message)
 Checks if the order quantity is valid, it means, the order size is bigger than the minimum size allowed More...
 
- Public Attributes inherited from QuantConnect.Brokerages.DefaultBrokerageModel
virtual decimal RequiredFreeBuyingPowerPercent => 0m
 Gets the brokerages model percentage factor used to determine the required unused buying power for the account. From 1 to 0. Example: 0 means no unused buying power is required. 0.5 means 50% of the buying power should be left unused. More...
 
- Static Public Attributes inherited from QuantConnect.Brokerages.DefaultBrokerageModel
static readonly IReadOnlyDictionary< SecurityType, string > DefaultMarketMap
 The default markets for the backtesting brokerage More...
 
- Static Protected Member Functions inherited from QuantConnect.Brokerages.FTXBrokerageModel
static IReadOnlyDictionary< SecurityType, string > GetDefaultMarkets (string market)
 

Detailed Description

FTX.US Brokerage model

Definition at line 25 of file FTXUSBrokerageModel.cs.

Constructor & Destructor Documentation

◆ FTXUSBrokerageModel()

QuantConnect.Brokerages.FTXUSBrokerageModel.FTXUSBrokerageModel ( AccountType  accountType = AccountType.Margin)

Creates an instance of FTXUSBrokerageModel class

Parameters
accountTypeCash or Margin

Definition at line 41 of file FTXUSBrokerageModel.cs.

Member Function Documentation

◆ GetFeeModel()

override IFeeModel QuantConnect.Brokerages.FTXUSBrokerageModel.GetFeeModel ( Security  security)
virtual

Provides FTX.US fee model

Parameters
securityThe security to get a fee model for
Returns
The new fee model for this brokerage

Reimplemented from QuantConnect.Brokerages.FTXBrokerageModel.

Member Data Documentation

◆ MarketName

override string QuantConnect.Brokerages.FTXUSBrokerageModel.MarketName => Market.FTXUS
protected

Market name

Definition at line 30 of file FTXUSBrokerageModel.cs.

Property Documentation

◆ DefaultMarkets

override IReadOnlyDictionary<SecurityType, string> QuantConnect.Brokerages.FTXUSBrokerageModel.DefaultMarkets = GetDefaultMarkets(Market.FTXUS)
get

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

Definition at line 35 of file FTXUSBrokerageModel.cs.


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