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QuantConnect.Securities.Crypto.Crypto Class Reference

Crypto Security Object Implementation for Crypto Assets More...

Inheritance diagram for QuantConnect.Securities.Crypto.Crypto:
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Public Member Functions

 Crypto (SecurityExchangeHours exchangeHours, Cash quoteCurrency, Cash baseCurrency, SubscriptionDataConfig config, SymbolProperties symbolProperties, ICurrencyConverter currencyConverter, IRegisteredSecurityDataTypesProvider registeredTypes)
 Constructor for the Crypto security More...
 
 Crypto (Symbol symbol, SecurityExchangeHours exchangeHours, Cash quoteCurrency, Cash baseCurrency, SymbolProperties symbolProperties, ICurrencyConverter currencyConverter, IRegisteredSecurityDataTypesProvider registeredTypes, SecurityCache securityCache)
 Constructor for the Crypto security More...
 
- Public Member Functions inherited from QuantConnect.Securities.Security
 Security (SecurityExchangeHours exchangeHours, SubscriptionDataConfig config, Cash quoteCurrency, SymbolProperties symbolProperties, ICurrencyConverter currencyConverter, IRegisteredSecurityDataTypesProvider registeredTypesProvider, SecurityCache cache)
 Construct a new security vehicle based on the user options. More...
 
 Security (Symbol symbol, SecurityExchangeHours exchangeHours, Cash quoteCurrency, SymbolProperties symbolProperties, ICurrencyConverter currencyConverter, IRegisteredSecurityDataTypesProvider registeredTypesProvider, SecurityCache cache)
 Construct a new security vehicle based on the user options. More...
 
BaseData GetLastData ()
 Get the last price update set to the security if any else null More...
 
virtual void SetLocalTimeKeeper (LocalTimeKeeper localTimeKeeper)
 Sets the LocalTimeKeeper to be used for this Security. This is the source of this instance's time. More...
 
void SetMarketPrice (BaseData data)
 Update any security properties based on the latest market data and time More...
 
void Update (IReadOnlyList< BaseData > data, Type dataType, bool? containsFillForwardData=null)
 Updates all of the security properties, such as price/OHLCV/bid/ask based on the data provided. Data is also stored into the security's data cache More...
 
bool IsCustomData ()
 Returns true if the security contains at least one subscription that represents custom data More...
 
void SetLeverage (decimal leverage)
 Set the leverage parameter for this security More...
 
virtual void SetDataNormalizationMode (DataNormalizationMode mode)
 Sets the data normalization mode to be used by this security More...
 
void RefreshDataNormalizationModeProperty ()
 This method will refresh the value of the DataNormalizationMode property. This is required for backward-compatibility. TODO: to be deleted with the DataNormalizationMode property More...
 
void SetFeeModel (IFeeModel feelModel)
 Sets the fee model More...
 
void SetFeeModel (PyObject feelModel)
 Sets the fee model More...
 
void SetFillModel (IFillModel fillModel)
 Sets the fill model More...
 
void SetFillModel (PyObject fillModel)
 Sets the fill model More...
 
void SetSettlementModel (ISettlementModel settlementModel)
 Sets the settlement model More...
 
void SetSettlementModel (PyObject settlementModel)
 Sets the settlement model More...
 
void SetSlippageModel (ISlippageModel slippageModel)
 Sets the slippage model More...
 
void SetSlippageModel (PyObject slippageModel)
 Sets the slippage model More...
 
void SetVolatilityModel (IVolatilityModel volatilityModel)
 Sets the volatility model More...
 
void SetVolatilityModel (PyObject volatilityModel)
 Sets the volatility model More...
 
void SetBuyingPowerModel (IBuyingPowerModel buyingPowerModel)
 Sets the buying power model More...
 
void SetBuyingPowerModel (PyObject pyObject)
 Sets the buying power model More...
 
void SetMarginInterestRateModel (IMarginInterestRateModel marginInterestRateModel)
 Sets the margin interests rate model More...
 
void SetMarginInterestRateModel (PyObject pyObject)
 Sets the margin interests rate model More...
 
void SetMarginModel (IBuyingPowerModel marginModel)
 Sets the margin model More...
 
void SetMarginModel (PyObject pyObject)
 Sets the margin model More...
 
void SetShortableProvider (PyObject pyObject)
 Set Python Shortable Provider for this Security More...
 
void SetShortableProvider (IShortableProvider shortableProvider)
 Set Shortable Provider for this Security More...
 
void SetDataFilter (PyObject pyObject)
 Set Security Data Filter More...
 
void SetDataFilter (ISecurityDataFilter dataFilter)
 Set Security Data Filter More...
 
override bool TryGetMember (GetMemberBinder binder, out object result)
 This is a DynamicObject override. Not meant for external use. More...
 
override bool TrySetMember (SetMemberBinder binder, object value)
 This is a DynamicObject override. Not meant for external use. More...
 
override bool TryInvokeMember (InvokeMemberBinder binder, object[] args, out object result)
 This is a DynamicObject override. Not meant for external use. More...
 
void Add (string key, object value)
 Adds the specified custom property. This allows us to use the security object as a dynamic object for quick storage. More...
 
bool TryGet< T > (string key, out T value)
 Gets the specified custom property More...
 
Get< T > (string key)
 Gets the specified custom property More...
 
bool Remove (string key)
 Removes a custom property. More...
 
bool Remove< T > (string key, out T value)
 Removes a custom property. More...
 
void Clear ()
 Removes every custom property that had been set. More...
 
override string ToString ()
 Returns a string that represents the current object. More...
 

Static Public Member Functions

static void DecomposeCurrencyPair (Symbol symbol, SymbolProperties symbolProperties, out string baseCurrency, out string quoteCurrency)
 Decomposes the specified currency pair into a base and quote currency provided as out parameters More...
 

Public Attributes

override decimal Price => Cache.GetData<TradeBar>()?.Close ?? Cache.Price
 Get the current value of the security. More...
 
- Public Attributes inherited from QuantConnect.Securities.Security
SecurityType Type => Symbol.ID.SecurityType
 Type of the security. More...
 
bool HasData => GetLastData() != null
 There has been at least one datapoint since our algorithm started running for us to determine price. More...
 
virtual bool HoldStock => Holdings.HoldStock
 Read only property that checks if we currently own stock in the company. More...
 
virtual bool Invested => HoldStock
 Alias for HoldStock - Do we have any of this security More...
 
virtual decimal Price => Cache.Price
 Get the current value of the security. More...
 
virtual decimal Leverage => Holdings.Leverage
 Leverage for this Security. More...
 
virtual decimal High => Cache.High == 0 ? Price : Cache.High
 If this uses tradebar data, return the most recent high. More...
 
virtual decimal Low => Cache.Low == 0 ? Price : Cache.Low
 If this uses tradebar data, return the most recent low. More...
 
virtual decimal Close => Cache.Close == 0 ? Price : Cache.Close
 If this uses tradebar data, return the most recent close. More...
 
virtual decimal Open => Cache.Open == 0 ? Price : Cache.Open
 If this uses tradebar data, return the most recent open. More...
 
virtual decimal Volume => Cache.Volume
 Access to the volume of the equity today More...
 
virtual decimal BidPrice => Cache.BidPrice == 0 ? Price : Cache.BidPrice
 Gets the most recent bid price if available More...
 
virtual decimal BidSize => Cache.BidSize
 Gets the most recent bid size if available More...
 
virtual decimal AskPrice => Cache.AskPrice == 0 ? Price : Cache.AskPrice
 Gets the most recent ask price if available More...
 
virtual decimal AskSize => Cache.AskSize
 Gets the most recent ask size if available More...
 
virtual long OpenInterest => Cache.OpenInterest
 Access to the open interest of the security today More...
 

Properties

Cash BaseCurrency [get, protected set]
 Gets the currency acquired by going long this currency pair More...
 
- Properties inherited from QuantConnect.Securities.Security
IShortableProvider ShortableProvider [get]
 This securities IShortableProvider More...
 
IEnumerable< SubscriptionDataConfigSubscriptions [get]
 Gets all the subscriptions for this security More...
 
Symbol Symbol [get]
 Symbol for the asset. More...
 
Cash QuoteCurrency [get]
 Gets the Cash object used for converting the quote currency to the account currency More...
 
SymbolProperties SymbolProperties [get]
 Gets the symbol properties for this security More...
 
Resolution Resolution [get]
 Resolution of data requested for this security. More...
 
bool IsFillDataForward [get]
 Indicates the data will use previous bars when there was no trading in this time period. This was a configurable datastream setting set in initialization. More...
 
bool IsExtendedMarketHours [get]
 Indicates the security will continue feeding data after the primary market hours have closed. This was a configurable setting set in initialization. More...
 
DataNormalizationMode DataNormalizationMode [get]
 Gets the data normalization mode used for this security More...
 
SubscriptionDataConfig SubscriptionDataConfig [get]
 Gets the subscription configuration for this security More...
 
virtual bool IsTradable [get, set]
 Gets or sets whether or not this security should be considered tradable More...
 
bool IsDelisted [get, set]
 True if the security has been delisted from exchanges and is no longer tradable More...
 
SecurityCache Cache [get, set]
 Data cache for the security to store previous price information. More...
 
SecurityHolding Holdings [get, set]
 Holdings class contains the portfolio, cash and processes order fills. More...
 
SecurityExchange Exchange [get, set]
 Exchange class contains the market opening hours, along with pre-post market hours. More...
 
IFeeModel FeeModel [get, set]
 Fee model used to compute order fees for this security More...
 
IFillModel FillModel [get, set]
 Fill model used to produce fill events for this security More...
 
ISlippageModel SlippageModel [get, set]
 Slippage model use to compute slippage of market orders More...
 
ISecurityPortfolioModel PortfolioModel [get, set]
 Gets the portfolio model used by this security More...
 
IBuyingPowerModel BuyingPowerModel [get, set]
 Gets the buying power model used for this security More...
 
IBuyingPowerModel MarginModel [get, set]
 Gets the buying power model used for this security, an alias for BuyingPowerModel More...
 
IMarginInterestRateModel MarginInterestRateModel [get, set]
 Gets or sets the margin interest rate model More...
 
ISettlementModel SettlementModel [get, set]
 Gets the settlement model used for this security More...
 
IVolatilityModel VolatilityModel [get, set]
 Gets the volatility model used for this security More...
 
ISecurityDataFilter DataFilter [get, set]
 Customizable data filter to filter outlier ticks before they are passed into user event handlers. By default all ticks are passed into the user algorithms. More...
 
IPriceVariationModel PriceVariationModel [get, set]
 Customizable price variation model used to define the minimum price variation of this security. By default minimum price variation is a constant find in the symbol-properties-database. More...
 
dynamic Data [get]
 Provides dynamic access to data in the cache More...
 
virtual DateTime LocalTime [get]
 Local time for this market More...
 
Fundamental Fundamentals [get]
 Gets the fundamental data associated with the security if there is any, otherwise null. More...
 
object this[string key] [get, set]
 Gets or sets the specified custom property through the indexer. This is a wrapper around the Get<T>(string) and Add(string,object) methods. More...
 
- Properties inherited from QuantConnect.Interfaces.ISecurityPrice
decimal Price [get]
 Get the current value of the security. More...
 
decimal Close [get]
 If this uses trade bar data, return the most recent close. More...
 
decimal Volume [get]
 Access to the volume of the equity today More...
 
decimal BidPrice [get]
 Gets the most recent bid price if available More...
 
decimal BidSize [get]
 Gets the most recent bid size if available More...
 
decimal AskPrice [get]
 Gets the most recent ask price if available More...
 
decimal AskSize [get]
 Gets the most recent ask size if available More...
 
long OpenInterest [get]
 Access to the open interest of the security today More...
 
Symbol Symbol [get]
 Symbol for the asset. More...
 
SymbolProperties SymbolProperties [get]
 SymbolProperties of the symbol More...
 
- Properties inherited from QuantConnect.Securities.IBaseCurrencySymbol
Cash BaseCurrency [get]
 Gets the currency acquired by going long this currency pair More...
 

Additional Inherited Members

- Static Public Attributes inherited from QuantConnect.Securities.Security
const decimal NullLeverage = 0
 A null security leverage value More...
 
- Protected Member Functions inherited from QuantConnect.Securities.Security
 Security (Symbol symbol, Cash quoteCurrency, SymbolProperties symbolProperties, SecurityExchange exchange, SecurityCache cache, ISecurityPortfolioModel portfolioModel, IFillModel fillModel, IFeeModel feeModel, ISlippageModel slippageModel, ISettlementModel settlementModel, IVolatilityModel volatilityModel, IBuyingPowerModel buyingPowerModel, ISecurityDataFilter dataFilter, IPriceVariationModel priceVariationModel, ICurrencyConverter currencyConverter, IRegisteredSecurityDataTypesProvider registeredTypesProvider, IMarginInterestRateModel marginInterestRateModel)
 Construct a new security vehicle based on the user options. More...
 
 Security (SubscriptionDataConfig config, Cash quoteCurrency, SymbolProperties symbolProperties, SecurityExchange exchange, SecurityCache cache, ISecurityPortfolioModel portfolioModel, IFillModel fillModel, IFeeModel feeModel, ISlippageModel slippageModel, ISettlementModel settlementModel, IVolatilityModel volatilityModel, IBuyingPowerModel buyingPowerModel, ISecurityDataFilter dataFilter, IPriceVariationModel priceVariationModel, ICurrencyConverter currencyConverter, IRegisteredSecurityDataTypesProvider registeredTypesProvider, IMarginInterestRateModel marginInterestRateModel)
 Temporary convenience constructor More...
 
virtual void UpdateConsumersMarketPrice (BaseData data)
 Update market price of this Security More...
 

Detailed Description

Crypto Security Object Implementation for Crypto Assets

See also
Security

Definition at line 30 of file Crypto.cs.

Constructor & Destructor Documentation

◆ Crypto() [1/2]

QuantConnect.Securities.Crypto.Crypto.Crypto ( SecurityExchangeHours  exchangeHours,
Cash  quoteCurrency,
Cash  baseCurrency,
SubscriptionDataConfig  config,
SymbolProperties  symbolProperties,
ICurrencyConverter  currencyConverter,
IRegisteredSecurityDataTypesProvider  registeredTypes 
)

Constructor for the Crypto security

Parameters
exchangeHoursDefines the hours this exchange is open
quoteCurrencyThe cash object that represent the quote currency
baseCurrencyThe cash object that represent the base currency
configThe subscription configuration for this security
symbolPropertiesThe symbol properties for this security
currencyConverterCurrency converter used to convert CashAmount instances into units of the account currency
registeredTypesProvides all data types registered in the algorithm

Definition at line 52 of file Crypto.cs.

◆ Crypto() [2/2]

QuantConnect.Securities.Crypto.Crypto.Crypto ( Symbol  symbol,
SecurityExchangeHours  exchangeHours,
Cash  quoteCurrency,
Cash  baseCurrency,
SymbolProperties  symbolProperties,
ICurrencyConverter  currencyConverter,
IRegisteredSecurityDataTypesProvider  registeredTypes,
SecurityCache  securityCache 
)

Constructor for the Crypto security

Parameters
symbolThe security's symbol
exchangeHoursDefines the hours this exchange is open
quoteCurrencyThe cash object that represent the quote currency
baseCurrencyThe cash object that represent the base currency
symbolPropertiesThe symbol properties for this security
currencyConverterCurrency converter used to convert CashAmount instances into units of the account currency
registeredTypesProvides all data types registered in the algorithm
securityCacheCache to store Security data

Definition at line 94 of file Crypto.cs.

Member Function Documentation

◆ DecomposeCurrencyPair()

static void QuantConnect.Securities.Crypto.Crypto.DecomposeCurrencyPair ( Symbol  symbol,
SymbolProperties  symbolProperties,
out string  baseCurrency,
out string  quoteCurrency 
)
static

Decomposes the specified currency pair into a base and quote currency provided as out parameters

Parameters
symbolThe input symbol to be decomposed
symbolPropertiesThe symbol properties for this security
baseCurrencyThe output base currency
quoteCurrencyThe output quote currency

Definition at line 137 of file Crypto.cs.

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Member Data Documentation

◆ Price

override decimal QuantConnect.Securities.Crypto.Crypto.Price => Cache.GetData<TradeBar>()?.Close ?? Cache.Price

Get the current value of the security.

Definition at line 128 of file Crypto.cs.

Property Documentation

◆ BaseCurrency

Cash QuantConnect.Securities.Crypto.Crypto.BaseCurrency
getprotected set

Gets the currency acquired by going long this currency pair

For example, the EUR/USD has a base currency of the euro, and as a result of going long the EUR/USD a trader is acquiring euros in exchange for US dollars

Definition at line 39 of file Crypto.cs.


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