QuantConnect.Brokerages
Classes
| Class | Description |
|---|---|
| AlpacaBrokerageModel | Provides an implementation of the DefaultBrokerageModel specific to Alpaca brokerage. |
| AlphaStreamsBrokerageModel | Provides properties specific to Alpha Streams |
| AxosClearingBrokerageModel | Provides the Axos clearing brokerage model specific properties |
| BaseWebsocketsBrokerage | Provides shared brokerage websockets implementation |
| BestBidAskUpdatedEventArgs | Event arguments class for the DefaultOrderBook.best_bid_ask_updated event |
| BinanceBrokerageModel | Provides Binance specific properties |
| BinanceCoinFuturesBrokerageModel | Provides Binance Coin Futures specific properties |
| BinanceFuturesBrokerageModel | Provides Binance Futures specific properties |
| BinanceUSBrokerageModel | Provides Binance.US specific properties |
| BitfinexBrokerageModel | Provides Bitfinex specific properties |
| Brokerage | Represents the base Brokerage implementation. This provides logging on brokerage events. |
| BrokerageConcurrentMessageHandler | Brokerage helper class to lock message stream while executing an action, for example placing an order |
| BrokerageException | Represents an error retuned from a broker's server |
| BrokerageExtensions | Provides extension methods for handling brokerage operations. |
| BrokerageFactory | Provides a base implementation of IBrokerageFactory that provides a helper for reading data from a job's brokerage data dictionary |
| BrokerageFactoryAttribute | Represents the brokerage factory type required to load a data queue handler |
| BrokerageMessageEvent | Represents a message received from a brokerage |
| BrokerageModel | Provides factory method for creating an IBrokerageModel from the BrokerageName enum |
| BrokerageMultiWebSocketEntry | Helper class for BrokerageMultiWebSocketSubscriptionManager |
| BrokerageMultiWebSocketSubscriptionManager | Handles brokerage data subscriptions with multiple websocket connections, with optional symbol weighting |
| BybitBrokerageModel | Provides Bybit specific properties |
| CharlesSchwabBrokerageModel | Represents a brokerage model specific to Charles Schwab. |
| CoinbaseBrokerageModel | Represents a brokerage model for interacting with the Coinbase exchange.... |
| DefaultBrokerageMessageHandler | Provides a default implementation o IBrokerageMessageHandler that will forward... |
| DefaultBrokerageModel | Provides a default implementation of IBrokerageModel that allows all orders and uses... |
| DefaultConnectionHandler | A default implementation of IConnectionHandler... |
| DefaultOrderBook | Represents a full order book for a security.... |
| DelistingNotificationEventArgs | Event arguments class for the IBrokerage.delisting_notification event |
| DowngradeErrorCodeToWarningBrokerageMessageHandler | Provides an implementation of IBrokerageMessageHandler that converts specified error codes into warnings |
| ExanteBrokerageModel | Exante Brokerage Model Implementation for Back Testing. |
| EzeBrokerageModel | Provides Eze specific properties |
| FTXBrokerageModel | FTX Brokerage model |
| FTXUSBrokerageModel | FTX.US Brokerage model |
| FxcmBrokerageModel | Provides FXCM specific properties |
| GDAXBrokerageModel | Provides GDAX specific properties... |
| IBrokerageMessageHandler | Provides an plugin point to allow algorithms to directly handle the messages... |
| IBrokerageModel | Models brokerage transactions, fees, and order |
| IConnectionHandler | Provides handling of a brokerage or data feed connection |
| InteractiveBrokersBrokerageModel | Provides properties specific to interactive brokers |
| InteractiveBrokersFixModel | Provides properties specific to interactive brokers |
| IOrderBookUpdater | Represents an orderbook updater interface for a security.... |
| ISymbolMapper | Provides the mapping between Lean symbols and brokerage specific symbols. |
| IWebSocket | Wrapper for WebSocket4Net to enhance testability |
| KrakenBrokerageModel | Kraken Brokerage model |
| NewBrokerageOrderNotificationEventArgs | Event arguments class for the IBrokerage.new_brokerage_order_notification event |
| OandaBrokerageModel | Oanda Brokerage Model Implementation for Back Testing. |
| OptionNotificationEventArgs | Event arguments class for the IBrokerage.option_notification event |
| RBIBrokerageModel | RBI Brokerage model |
| SamcoBrokerageModel | Brokerage Model implementation for Samco |
| SymbolPropertiesDatabaseSymbolMapper | Provides the mapping between Lean symbols and brokerage symbols using the symbol properties database |
| TastytradeBrokerageModel | Represents a brokerage model specific to Tastytrade. |
| TDAmeritradeBrokerageModel | TDAmeritrade |
| TradeStationBrokerageModel | Represents a brokerage model specific to TradeStation. |
| TradierBrokerageModel | Provides tradier specific properties |
| TradingTechnologiesBrokerageModel | Provides properties specific to Trading Technologies |
| WebSocketClientWrapper | Wrapper for System.Net.Websockets.ClientWebSocket to enhance testability |
| WebSocketCloseData | Defines data returned from a web socket close event |
| WebSocketError | Defines data returned from a web socket error |
| WebSocketMessage | Defines a message received at a web socket |
| WolverineBrokerageModel | Wolverine Brokerage model |
| ZerodhaBrokerageModel | Brokerage Model implementation for Zerodha |
Enumerations
Bases: IntEnum
Specifies the type of message received from an IBrokerage implementation
INFORMATION = 0
Informational message (0)
WARNING = 1
Warning message (1)
ERROR = 2
Fatal error message, the algo will be stopped (2)
RECONNECT = 3
Brokerage reconnected with remote server (3)
DISCONNECT = 4
Brokerage disconnected from remote server (4)
ACTION_REQUIRED = 5
Action required by the user (5)
Bases: IntEnum
Specifices what transaction model and submit/execution rules to use
DEFAULT = 0
Transaction and submit/execution rules will be the default as initialized
QUANT_CONNECT_BROKERAGE = ...
Transaction and submit/execution rules will be the default as initialized Alternate naming for default brokerage
INTERACTIVE_BROKERS_BROKERAGE = 2
Transaction and submit/execution rules will use interactive brokers models
TRADIER_BROKERAGE = 3
Transaction and submit/execution rules will use tradier models
OANDA_BROKERAGE = 4
Transaction and submit/execution rules will use oanda models
FXCM_BROKERAGE = 5
Transaction and submit/execution rules will use fxcm models
BITFINEX = 6
Transaction and submit/execution rules will use bitfinex models
BINANCE = 7
Transaction and submit/execution rules will use binance models
GDAX = 12
Transaction and submit/execution rules will use gdax models
GDAX brokerage name is deprecated. Use Coinbase instead.
ALPACA = 9
Transaction and submit/execution rules will use alpaca models
ALPHA_STREAMS = 10
Transaction and submit/execution rules will use AlphaStream models
ZERODHA = 11
Transaction and submit/execution rules will use Zerodha models
SAMCO = 12
Transaction and submit/execution rules will use Samco models
ATREYU = 13
Transaction and submit/execution rules will use atreyu models
TRADING_TECHNOLOGIES = 14
Transaction and submit/execution rules will use TradingTechnologies models
KRAKEN = 15
Transaction and submit/execution rules will use Kraken models
FTX = 16
Transaction and submit/execution rules will use ftx models
FTXUS = 17
Transaction and submit/execution rules will use ftx us models
EXANTE = 18
Transaction and submit/execution rules will use Exante models
BINANCE_US = 19
Transaction and submit/execution rules will use Binance.US models
WOLVERINE = 20
Transaction and submit/execution rules will use Wolverine models
TD_AMERITRADE = 21
Transaction and submit/execution rules will use TDameritrade models
BINANCE_FUTURES = 22
Binance Futures USDⓈ-Margined contracts are settled and collateralized in their quote cryptocurrency, USDT or BUSD
BINANCE_COIN_FUTURES = 23
Binance Futures COIN-Margined contracts are settled and collateralized in their based cryptocurrency.
RBI = 24
Transaction and submit/execution rules will use RBI models
BYBIT = 25
Transaction and submit/execution rules will use Bybit models
EZE = 26
Transaction and submit/execution rules will use Eze models
AXOS = 27
Transaction and submit/execution rules will use Axos models
COINBASE = 28
Transaction and submit/execution rules will use Coinbase broker's model
TRADE_STATION = 29
Transaction and submit/execution rules will use TradeStation models
TERMINAL_LINK = 30
Transaction and submit/execution rules will use Terminal link models
CHARLES_SCHWAB = 31
Transaction and submit/execution rules will use Charles Schwab models
TASTYTRADE = 32
Transaction and submit/execution rules will use Tastytrade models
INTERACTIVE_BROKERS_FIX = 33
Transaction and submit/execution rules will use interactive brokers Fix models