Brokerage interface that defines the operations all brokerages must implement. The IBrokerage implementation must have a matching IBrokerageFactory implementation. More...

Inheritance diagram for QuantConnect.Interfaces.IBrokerage:

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Public Member Functions
List< Order >	GetOpenOrders ()
	Gets all open orders on the account More...

List< Holding >	GetAccountHoldings ()
	Gets all holdings for the account More...

List< CashAmount >	GetCashBalance ()
	Gets the current cash balance for each currency held in the brokerage account More...

bool	PlaceOrder (Order order)
	Places a new order and assigns a new broker ID to the order More...

bool	UpdateOrder (Order order)
	Updates the order with the same id More...

bool	CancelOrder (Order order)
	Cancels the order with the specified ID More...

void	Connect ()
	Connects the client to the broker's remote servers More...

void	Disconnect ()
	Disconnects the client from the broker's remote servers More...

IEnumerable< BaseData >	GetHistory (HistoryRequest request)
	Gets the history for the requested security More...

Public Member Functions inherited from QuantConnect.Interfaces.IBrokerageCashSynchronizer
bool	ShouldPerformCashSync (DateTime currentTimeUtc)
	Returns whether the brokerage should perform the cash synchronization More...

bool	PerformCashSync (IAlgorithm algorithm, DateTime currentTimeUtc, Func< TimeSpan > getTimeSinceLastFill)
	Synchronizes the cashbook with the brokerage account More...

Properties
string	Name `[get]`
	Gets the name of the brokerage More...

bool	IsConnected `[get]`
	Returns true if we're currently connected to the broker More...

bool	AccountInstantlyUpdated `[get]`
	Specifies whether the brokerage will instantly update account balances More...

string	AccountBaseCurrency `[get]`
	Returns the brokerage account's base currency More...

Properties inherited from QuantConnect.Interfaces.IBrokerageCashSynchronizer
DateTime	LastSyncDateTimeUtc `[get]`
	Gets the datetime of the last sync (UTC) More...

Events
EventHandler< BrokerageOrderIdChangedEvent >	OrderIdChanged
	Event that fires each time the brokerage order id changes More...

EventHandler< List< OrderEvent > >	OrdersStatusChanged
	Event that fires each time the status for a list of orders change More...

EventHandler< OrderUpdateEvent >	OrderUpdated
	Event that fires each time an order is updated in the brokerage side More...

EventHandler< OrderEvent >	OptionPositionAssigned
	Event that fires each time a short option position is assigned More...

EventHandler< OptionNotificationEventArgs >	OptionNotification
	Event that fires each time an option position has changed More...

EventHandler< NewBrokerageOrderNotificationEventArgs >	NewBrokerageOrderNotification
	Event that fires each time there's a brokerage side generated order More...

EventHandler< DelistingNotificationEventArgs >	DelistingNotification
	Event that fires each time a delisting occurs More...

EventHandler< AccountEvent >	AccountChanged
	Event that fires each time a user's brokerage account is changed More...

EventHandler< BrokerageMessageEvent >	Message
	Event that fires when a message is received from the brokerage More...

Detailed Description

Brokerage interface that defines the operations all brokerages must implement. The IBrokerage implementation must have a matching IBrokerageFactory implementation.

Definition at line 29 of file IBrokerage.cs.

Member Function Documentation

◆ GetOpenOrders()

List<Order> QuantConnect.Interfaces.IBrokerage.GetOpenOrders ( )

Gets all open orders on the account

Returns: The open orders returned from IB

Implemented in QuantConnect.Brokerages.Brokerage, and QuantConnect.Brokerages.Backtesting.BacktestingBrokerage.

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◆ GetAccountHoldings()

List<Holding> QuantConnect.Interfaces.IBrokerage.GetAccountHoldings ( )

Gets all holdings for the account

Returns: The current holdings from the account

Implemented in QuantConnect.Brokerages.Brokerage, QuantConnect.Brokerages.Backtesting.BacktestingBrokerage, and QuantConnect.Brokerages.Paper.PaperBrokerage.

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◆ GetCashBalance()

List<CashAmount> QuantConnect.Interfaces.IBrokerage.GetCashBalance ( )

Gets the current cash balance for each currency held in the brokerage account

Returns: The current cash balance for each currency available for trading

Implemented in QuantConnect.Brokerages.Brokerage, QuantConnect.Brokerages.Backtesting.BacktestingBrokerage, and QuantConnect.Brokerages.Paper.PaperBrokerage.

◆ PlaceOrder()

bool QuantConnect.Interfaces.IBrokerage.PlaceOrder ( Order order )

Places a new order and assigns a new broker ID to the order

Parameters

order The order to be placed

Returns: True if the request for a new order has been placed, false otherwise

Implemented in QuantConnect.Brokerages.Backtesting.BacktestingBrokerage, and QuantConnect.Brokerages.Brokerage.

◆ UpdateOrder()

bool QuantConnect.Interfaces.IBrokerage.UpdateOrder ( Order order )

Updates the order with the same id

Parameters

order The new order information

Returns: True if the request was made for the order to be updated, false otherwise

Implemented in QuantConnect.Brokerages.Backtesting.BacktestingBrokerage, and QuantConnect.Brokerages.Brokerage.

◆ CancelOrder()

bool QuantConnect.Interfaces.IBrokerage.CancelOrder ( Order order )

Cancels the order with the specified ID

Parameters

order The order to cancel

Returns: True if the request was made for the order to be canceled, false otherwise

Implemented in QuantConnect.Brokerages.Backtesting.BacktestingBrokerage, and QuantConnect.Brokerages.Brokerage.

◆ Connect()

void QuantConnect.Interfaces.IBrokerage.Connect ( )

Connects the client to the broker's remote servers

Implemented in QuantConnect.Brokerages.Backtesting.BacktestingBrokerage, QuantConnect.Brokerages.Brokerage, and QuantConnect.Brokerages.BaseWebsocketsBrokerage.

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◆ Disconnect()

void QuantConnect.Interfaces.IBrokerage.Disconnect ( )

Disconnects the client from the broker's remote servers

Implemented in QuantConnect.Brokerages.Backtesting.BacktestingBrokerage, and QuantConnect.Brokerages.Brokerage.

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◆ GetHistory()

IEnumerable<BaseData> QuantConnect.Interfaces.IBrokerage.GetHistory ( HistoryRequest request )

Gets the history for the requested security

Parameters

request The historical data request

Returns: An enumerable of bars covering the span specified in the request

Implemented in QuantConnect.Brokerages.Brokerage.

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Property Documentation

◆ Name

string QuantConnect.Interfaces.IBrokerage.Name

get

Gets the name of the brokerage

Definition at line 83 of file IBrokerage.cs.

◆ IsConnected

bool QuantConnect.Interfaces.IBrokerage.IsConnected

get

Returns true if we're currently connected to the broker

Definition at line 88 of file IBrokerage.cs.

◆ AccountInstantlyUpdated

bool QuantConnect.Interfaces.IBrokerage.AccountInstantlyUpdated

get

Specifies whether the brokerage will instantly update account balances

Definition at line 142 of file IBrokerage.cs.

◆ AccountBaseCurrency

string QuantConnect.Interfaces.IBrokerage.AccountBaseCurrency

get

Returns the brokerage account's base currency

Definition at line 147 of file IBrokerage.cs.

Event Documentation

◆ OrderIdChanged

EventHandler<BrokerageOrderIdChangedEvent> QuantConnect.Interfaces.IBrokerage.OrderIdChanged

Event that fires each time the brokerage order id changes

Definition at line 34 of file IBrokerage.cs.

◆ OrdersStatusChanged

EventHandler<List<OrderEvent> > QuantConnect.Interfaces.IBrokerage.OrdersStatusChanged

Event that fires each time the status for a list of orders change

Definition at line 39 of file IBrokerage.cs.

◆ OrderUpdated

EventHandler<OrderUpdateEvent> QuantConnect.Interfaces.IBrokerage.OrderUpdated

Event that fires each time an order is updated in the brokerage side

These are not status changes but mainly price changes, like the stop price of a trailing stop order

Definition at line 47 of file IBrokerage.cs.

◆ OptionPositionAssigned

EventHandler<OrderEvent> QuantConnect.Interfaces.IBrokerage.OptionPositionAssigned

Event that fires each time a short option position is assigned

Definition at line 52 of file IBrokerage.cs.

◆ OptionNotification

EventHandler<OptionNotificationEventArgs> QuantConnect.Interfaces.IBrokerage.OptionNotification

Event that fires each time an option position has changed

Definition at line 57 of file IBrokerage.cs.

◆ NewBrokerageOrderNotification

EventHandler<NewBrokerageOrderNotificationEventArgs> QuantConnect.Interfaces.IBrokerage.NewBrokerageOrderNotification

Event that fires each time there's a brokerage side generated order

Definition at line 62 of file IBrokerage.cs.

◆ DelistingNotification

EventHandler<DelistingNotificationEventArgs> QuantConnect.Interfaces.IBrokerage.DelistingNotification

Event that fires each time a delisting occurs

TODO: Wire brokerages to call this event to process delistings

Definition at line 68 of file IBrokerage.cs.

◆ AccountChanged

EventHandler<AccountEvent> QuantConnect.Interfaces.IBrokerage.AccountChanged

Event that fires each time a user's brokerage account is changed

Definition at line 73 of file IBrokerage.cs.

◆ Message

EventHandler<BrokerageMessageEvent> QuantConnect.Interfaces.IBrokerage.Message

Event that fires when a message is received from the brokerage

Definition at line 78 of file IBrokerage.cs.

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

Common/Interfaces/IBrokerage.cs

Public Member Functions

Properties

Events

Detailed Description

Member Function Documentation

◆ GetOpenOrders()

◆ GetAccountHoldings()

◆ GetCashBalance()

◆ PlaceOrder()

◆ UpdateOrder()

◆ CancelOrder()

◆ Connect()

◆ Disconnect()

◆ GetHistory()

Property Documentation

◆ Name

◆ IsConnected

◆ AccountInstantlyUpdated

◆ AccountBaseCurrency

Event Documentation

◆ OrderIdChanged

◆ OrdersStatusChanged

◆ OrderUpdated

◆ OptionPositionAssigned

◆ OptionNotification

◆ NewBrokerageOrderNotification

◆ DelistingNotification

◆ AccountChanged

◆ Message