Defines factory types for brokerages. Every IBrokerage is expected to also implement an IBrokerageFactory. More...

Inheritance diagram for QuantConnect.Interfaces.IBrokerageFactory:

Public Member Functions
IBrokerageModel	GetBrokerageModel (IOrderProvider orderProvider)
	Gets a brokerage model that can be used to model this brokerage's unique behaviors More...

IBrokerage	CreateBrokerage (LiveNodePacket job, IAlgorithm algorithm)
	Creates a new IBrokerage instance More...

IBrokerageMessageHandler	CreateBrokerageMessageHandler (IAlgorithm algorithm, AlgorithmNodePacket job, IApi api)
	Gets a brokerage message handler More...

Properties
Type	BrokerageType `[get]`
	Gets the type of brokerage produced by this factory More...

Dictionary< string, string >	BrokerageData `[get]`
	Gets the brokerage data required to run the brokerage from configuration/disk More...

Detailed Description

Defines factory types for brokerages. Every IBrokerage is expected to also implement an IBrokerageFactory.

Definition at line 29 of file IBrokerageFactory.cs.

Member Function Documentation

◆ GetBrokerageModel()

IBrokerageModel QuantConnect.Interfaces.IBrokerageFactory.GetBrokerageModel ( IOrderProvider orderProvider )

Gets a brokerage model that can be used to model this brokerage's unique behaviors

Parameters

orderProvider The order provider

Implemented in QuantConnect.Brokerages.BrokerageFactory, QuantConnect.Brokerages.Paper.PaperBrokerageFactory, and QuantConnect.Brokerages.Backtesting.BacktestingBrokerageFactory.

◆ CreateBrokerage()

IBrokerage QuantConnect.Interfaces.IBrokerageFactory.CreateBrokerage	(	LiveNodePacket	job,
		IAlgorithm	algorithm
	)

Creates a new IBrokerage instance

Parameters

job	The job packet to create the brokerage for
algorithm	The algorithm instance

Returns: A new brokerage instance

Implemented in QuantConnect.Brokerages.BrokerageFactory, QuantConnect.Brokerages.Paper.PaperBrokerageFactory, and QuantConnect.Brokerages.Backtesting.BacktestingBrokerageFactory.

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◆ CreateBrokerageMessageHandler()

IBrokerageMessageHandler QuantConnect.Interfaces.IBrokerageFactory.CreateBrokerageMessageHandler	(	IAlgorithm	algorithm,
		AlgorithmNodePacket	job,
		IApi	api
	)

Gets a brokerage message handler

Implemented in QuantConnect.Brokerages.BrokerageFactory.

Property Documentation

◆ BrokerageType

Type QuantConnect.Interfaces.IBrokerageFactory.BrokerageType

get

Gets the type of brokerage produced by this factory

Definition at line 34 of file IBrokerageFactory.cs.

◆ BrokerageData

Dictionary<string, string> QuantConnect.Interfaces.IBrokerageFactory.BrokerageData

get

Gets the brokerage data required to run the brokerage from configuration/disk

The implementation of this property will create the brokerage data dictionary required for running live jobs. See IJobQueueHandler.NextJob

Definition at line 43 of file IBrokerageFactory.cs.

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

Common/Interfaces/IBrokerageFactory.cs

Public Member Functions

Properties