Lean  $LEAN_TAG$
QuantConnect.Brokerages Namespace Reference

Classes

class  AlphaStreamsBrokerageModel
 Provides properties specific to Alpha Streams More...
 
class  AxosClearingBrokerageModel
 Provides the Axos clearing brokerage model specific properties More...
 
class  BaseWebsocketsBrokerage
 Provides shared brokerage websockets implementation More...
 
class  BestBidAskUpdatedEventArgs
 Event arguments class for the DefaultOrderBook.BestBidAskUpdated event More...
 
class  BinanceBrokerageModel
 Provides Binance specific properties More...
 
class  BinanceCoinFuturesBrokerageModel
 Provides Binance Coin Futures specific properties More...
 
class  BinanceFuturesBrokerageModel
 Provides Binance Futures specific properties More...
 
class  BinanceUSBrokerageModel
 Provides Binance.US specific properties More...
 
class  BitfinexBrokerageModel
 Provides Bitfinex specific properties More...
 
class  Brokerage
 Represents the base Brokerage implementation. This provides logging on brokerage events. More...
 
class  BrokerageConcurrentMessageHandler
 Brokerage helper class to lock message stream while executing an action, for example placing an order More...
 
class  BrokerageException
 Represents an error retuned from a broker's server More...
 
class  BrokerageExtensions
 Provides extension methods for handling brokerage operations. More...
 
class  BrokerageFactory
 Provides a base implementation of IBrokerageFactory that provides a helper for reading data from a job's brokerage data dictionary More...
 
class  BrokerageFactoryAttribute
 Represents the brokerage factory type required to load a data queue handler More...
 
class  BrokerageMessageEvent
 Represents a message received from a brokerage More...
 
class  BrokerageModel
 Provides factory method for creating an IBrokerageModel from the BrokerageName enum More...
 
class  BrokerageMultiWebSocketEntry
 Helper class for BrokerageMultiWebSocketSubscriptionManager More...
 
class  BrokerageMultiWebSocketSubscriptionManager
 Handles brokerage data subscriptions with multiple websocket connections, with optional symbol weighting More...
 
class  CoinbaseBrokerageModel
 Represents a brokerage model for interacting with the Coinbase exchange. This class extends the default brokerage model. More...
 
class  DefaultBrokerageMessageHandler
 Provides a default implementation o IBrokerageMessageHandler that will forward messages as follows: Information -> IResultHandler.Debug Warning -> IResultHandler.Error && IApi.SendUserEmail Error -> IResultHandler.Error && IAlgorithm.RunTimeError More...
 
class  DefaultBrokerageModel
 Provides a default implementation of IBrokerageModel that allows all orders and uses the default transaction models More...
 
class  DefaultConnectionHandler
 A default implementation of IConnectionHandler which signals disconnection if no data is received for a given time span and attempts to reconnect automatically. More...
 
class  DefaultOrderBook
 Represents a full order book for a security. It contains prices and order sizes for each bid and ask level. The best bid and ask prices are also kept up to date. More...
 
class  DelistingNotificationEventArgs
 Event arguments class for the IBrokerage.DelistingNotification event More...
 
class  DowngradeErrorCodeToWarningBrokerageMessageHandler
 Provides an implementation of IBrokerageMessageHandler that converts specified error codes into warnings More...
 
class  ExanteBrokerageModel
 Exante Brokerage Model Implementation for Back Testing. More...
 
class  EzeBrokerageModel
 Provides Eze specific properties More...
 
class  FTXBrokerageModel
 FTX Brokerage model More...
 
class  FTXUSBrokerageModel
 FTX.US Brokerage model More...
 
class  FxcmBrokerageModel
 Provides FXCM specific properties More...
 
class  GDAXBrokerageModel
 Provides GDAX specific properties More...
 
interface  IBrokerageMessageHandler
 Provides an plugin point to allow algorithms to directly handle the messages that come from their brokerage More...
 
interface  IBrokerageModel
 Models brokerage transactions, fees, and order More...
 
interface  IConnectionHandler
 Provides handling of a brokerage or data feed connection More...
 
class  InteractiveBrokersBrokerageModel
 Provides properties specific to interactive brokers More...
 
interface  IOrderBookUpdater
 Represents an orderbook updater interface for a security. Provides the ability to update orderbook price level and to be alerted about updates More...
 
interface  ISymbolMapper
 Provides the mapping between Lean symbols and brokerage specific symbols. More...
 
interface  IWebSocket
 Wrapper for WebSocket4Net to enhance testability More...
 
class  KrakenBrokerageModel
 Kraken Brokerage model More...
 
class  NewBrokerageOrderNotificationEventArgs
 Event arguments class for the IBrokerage.NewBrokerageOrderNotification event More...
 
class  OandaBrokerageModel
 Oanda Brokerage Model Implementation for Back Testing. More...
 
class  OptionNotificationEventArgs
 Event arguments class for the IBrokerage.OptionNotification event More...
 
class  RBIBrokerageModel
 RBI Brokerage model More...
 
class  SamcoBrokerageModel
 Brokerage Model implementation for Samco More...
 
class  SymbolPropertiesDatabaseSymbolMapper
 Provides the mapping between Lean symbols and brokerage symbols using the symbol properties database More...
 
class  TDAmeritradeBrokerageModel
 TDAmeritrade More...
 
class  TradeStationBrokerageModel
 Represents a brokerage model specific to TradeStation. More...
 
class  TradierBrokerageModel
 Provides tradier specific properties More...
 
class  TradingTechnologiesBrokerageModel
 Provides properties specific to Trading Technologies More...
 
class  WebSocketClientWrapper
 Wrapper for System.Net.Websockets.ClientWebSocket to enhance testability More...
 
class  WebSocketCloseData
 Defines data returned from a web socket close event More...
 
class  WebSocketError
 Defines data returned from a web socket error More...
 
class  WebSocketMessage
 Defines a message received at a web socket More...
 
class  WolverineBrokerageModel
 Wolverine Brokerage model More...
 
class  ZerodhaBrokerageModel
 Brokerage Model implementation for Zerodha More...
 

Enumerations

enum  BrokerageMessageType {
  BrokerageMessageType.Information, BrokerageMessageType.Warning, BrokerageMessageType.Error, BrokerageMessageType.Reconnect,
  BrokerageMessageType.Disconnect
}
 Specifies the type of message received from an IBrokerage implementation More...
 
enum  BrokerageName {
  BrokerageName.Default, BrokerageName.QuantConnectBrokerage = Default, BrokerageName.InteractiveBrokersBrokerage, BrokerageName.TradierBrokerage,
  BrokerageName.OandaBrokerage, BrokerageName.FxcmBrokerage, BrokerageName.Bitfinex, BrokerageName.Binance,
  BrokerageName.GDAX = 12, BrokerageName.Alpaca, BrokerageName.AlphaStreams, BrokerageName.Zerodha,
  BrokerageName.Samco, BrokerageName.Atreyu, BrokerageName.TradingTechnologies, BrokerageName.Kraken,
  BrokerageName.FTX, BrokerageName.FTXUS, BrokerageName.Exante, BrokerageName.BinanceUS,
  BrokerageName.Wolverine, BrokerageName.TDAmeritrade, BrokerageName.BinanceFutures, BrokerageName.BinanceCoinFutures,
  BrokerageName.RBI, BrokerageName.Bybit, BrokerageName.Eze, BrokerageName.Axos,
  BrokerageName.Coinbase, BrokerageName.TradeStation, BrokerageName.TerminalLink
}
 Specifices what transaction model and submit/execution rules to use More...
 

Enumeration Type Documentation

◆ BrokerageMessageType

Specifies the type of message received from an IBrokerage implementation

Enumerator
Information 

Informational message (0)

Warning 

Warning message (1)

Error 

Fatal error message, the algo will be stopped (2)

Reconnect 

Brokerage reconnected with remote server (3)

Disconnect 

Brokerage disconnected from remote server (4)

Definition at line 21 of file BrokerageMessageType.cs.

◆ BrokerageName

Specifices what transaction model and submit/execution rules to use

Enumerator
Default 

Transaction and submit/execution rules will be the default as initialized

QuantConnectBrokerage 

Transaction and submit/execution rules will be the default as initialized Alternate naming for default brokerage

InteractiveBrokersBrokerage 

Transaction and submit/execution rules will use interactive brokers models

TradierBrokerage 

Transaction and submit/execution rules will use tradier models

OandaBrokerage 

Transaction and submit/execution rules will use oanda models

FxcmBrokerage 

Transaction and submit/execution rules will use fxcm models

Bitfinex 

Transaction and submit/execution rules will use bitfinex models

Binance 

Transaction and submit/execution rules will use binance models

GDAX 

Transaction and submit/execution rules will use gdax models

Alpaca 

Transaction and submit/execution rules will use alpaca models

AlphaStreams 

Transaction and submit/execution rules will use AlphaStream models

Zerodha 

Transaction and submit/execution rules will use Zerodha models

Samco 

Transaction and submit/execution rules will use Samco models

Atreyu 

Transaction and submit/execution rules will use atreyu models

TradingTechnologies 

Transaction and submit/execution rules will use TradingTechnologies models

Kraken 

Transaction and submit/execution rules will use Kraken models

FTX 

Transaction and submit/execution rules will use ftx models

FTXUS 

Transaction and submit/execution rules will use ftx us models

Exante 

Transaction and submit/execution rules will use Exante models

BinanceUS 

Transaction and submit/execution rules will use Binance.US models

Wolverine 

Transaction and submit/execution rules will use Wolverine models

TDAmeritrade 

Transaction and submit/execution rules will use TDameritrade models

BinanceFutures 

Binance Futures USDⓈ-Margined contracts are settled and collateralized in their quote cryptocurrency, USDT or BUSD

BinanceCoinFutures 

Binance Futures COIN-Margined contracts are settled and collateralized in their based cryptocurrency.

RBI 

Transaction and submit/execution rules will use RBI models

Bybit 

Transaction and submit/execution rules will use Bybit models

Eze 

Transaction and submit/execution rules will use Eze models

Axos 

Transaction and submit/execution rules will use Axos models

Coinbase 

Transaction and submit/execution rules will use Coinbase broker's model

TradeStation 

Transaction and submit/execution rules will use TradeStation models

TerminalLink 

Transaction and submit/execution rules will use Terminal link models

Definition at line 23 of file BrokerageName.cs.