BrokerageExtensions

QuantConnect.Brokerages.BrokerageExtensions

Bases: Object

Provides extension methods for handling brokerage operations.

get_order_position

get_order_position(
    order_direction: OrderDirection,
    holdings_quantity: float,
) -> OrderPosition

Gets the position that might result given the specified order direction and the current holdings quantity. This is useful for brokerages that require more specific direction information than provided by the OrderDirection enum (e.g. Tradier differentiates Buy/Sell and BuyToOpen/BuyToCover/SellShort/SellToClose)

Parameters:

Name	Type	Description	Default
order_direction	OrderDirection	The order direction	required
holdings_quantity	float	The current holdings quantity	required

Returns:

Type	Description
OrderPosition	The order position.

order_crosses_zero

order_crosses_zero(
    holding_quantity: float, order_quantity: float
) -> bool

Determines if executing the specified order will cross the zero holdings threshold.

Parameters:

Name	Type	Description	Default
holding_quantity	float	The current quantity of holdings.	required
order_quantity	float	The quantity of the order to be evaluated.	required

Returns:

Type	Description
bool	true if the order will change the holdings from positive to negative or vice versa; otherwise, false.

remove_locate_from_non_short_order

remove_locate_from_non_short_order(
    properties: IOrderProperties,
    quantity: float,
    holdings_quantity: float,
) -> IOrderProperties

Removes the locate from an order that does not open a short position. A locate belongs only on short sells; brokers reject it on any other order. A position side set in the properties wins over the holdings check. The edit goes into a copy; the given instance is never touched.

Parameters:

Name	Type	Description	Default
properties	IOrderProperties	The order properties to check	required
quantity	float	The order quantity; the sign gives the order direction	required
holdings_quantity	float	The current holdings quantity	required

Returns:

Type	Description
IOrderProperties	A copy of the properties without the locate; null when there is nothing to remove.

unsupported_contingent_orders_shape

unsupported_contingent_orders_shape(
    brokerage_model: IBrokerageModel, reason: str
) -> BrokerageMessageEvent

Helper to create the message of a set of contingent orders with a shape not supported by the brokerage

validate_contingent_order

validate_contingent_order(
    brokerage_model: IBrokerageModel,
    order: Order,
    supported_contingency_types: IReadOnlySet[
        ContingencyType
    ],
    message: Optional[BrokerageMessageEvent],
    supports_combo_orders: bool = True,
    supports_multiple_symbols: bool = True,
    supports_nesting: bool = True,
    maximum_order_count: int = ...,
) -> Tuple[bool, BrokerageMessageEvent]

Validates the contingencies of the given order are of a type supported by the brokerage

Parameters:

Name	Type	Description	Default
brokerage_model	IBrokerageModel	The brokerage model	required
order	Order	The order to validate	required
supported_contingency_types	IReadOnlySet[ContingencyType]	The contingency types supported by the brokerage	required
message	Optional[BrokerageMessageEvent]	If this function returns false, a brokerage message detailing why the order may not be submitted	required
supports_combo_orders	bool	True if combo orders can be part of a set of contingent orders	True
supports_multiple_symbols	bool	True if the orders in the set can be for different symbols	True
supports_nesting	bool	True if an order triggered by another can trigger others in turn	True
maximum_order_count	int	The maximum number of orders in the set	...

Returns:

Type	Description
Tuple[bool, BrokerageMessageEvent]	True if the order is not a contingent order or all its contingencies are supported.

validate_contingent_orders_not_supported

validate_contingent_orders_not_supported(
    brokerage_model: IBrokerageModel,
    order: Order,
    message: Optional[BrokerageMessageEvent],
) -> Tuple[bool, BrokerageMessageEvent]

Rejects contingent orders (OCO, OTO, OUO, brackets), for the brokerage models of brokerages which don't support them

Parameters:

Name	Type	Description	Default
brokerage_model	IBrokerageModel	The brokerage model	required
order	Order	The order to validate	required
message	Optional[BrokerageMessageEvent]	If this function returns false, a brokerage message detailing why the order may not be submitted	required

Returns:

Type	Description
Tuple[bool, BrokerageMessageEvent]	False if the order is a contingent order.

validate_cross_zero_order

validate_cross_zero_order(
    brokerage_model: IBrokerageModel,
    security: Security,
    order: Order,
    message: Optional[BrokerageMessageEvent],
    not_supported_types: IReadOnlySet[OrderType] = None,
) -> Tuple[bool, BrokerageMessageEvent]

Determines whether an order that crosses zero holdings is permitted for the specified brokerage model and order type.

Parameters:

Name	Type	Description	Default
brokerage_model	IBrokerageModel	The brokerage model performing the validation.	required
security	Security	The security associated with the order.	required
order	Order	The order to validate.	required
not_supported_types	IReadOnlySet[OrderType]	The set of order types that cannot cross zero holdings.	None
message	Optional[BrokerageMessageEvent]	When the method returns false, contains a BrokerageMessageEvent explaining why the order is not supported; otherwise null.	required

Returns:

Type	Description
Tuple[bool, BrokerageMessageEvent]	true if the order is valid to submit; false if crossing zero is not supported for the given order type.

validate_market_on_open_order

validate_market_on_open_order(
    security: Security,
    order: Order,
    get_market_on_open_allowed_window: Callable[
        [MarketHoursSegment], ValueTuple[TimeOnly, TimeOnly]
    ],
    supported_security_types: IReadOnlySet[SecurityType],
    message: Optional[BrokerageMessageEvent],
) -> Tuple[bool, BrokerageMessageEvent]

Validates whether a OrderType.MARKET_ON_OPEN order.

Parameters:

Name	Type	Description	Default
security	Security	The security associated with the order.	required
order	Order	The order to validate.	required
get_market_on_open_allowed_window	Callable[[MarketHoursSegment], ValueTuple[TimeOnly, TimeOnly]]	A delegate that takes a MarketHoursSegment and returns the allowed Market-on-Open submission window as a TimeOnly tuple (start, end).	required
supported_security_types	IReadOnlySet[SecurityType]	The set of SecurityType values allowed for OrderType.MARKET_ON_OPEN orders.	required
message	Optional[BrokerageMessageEvent]	An output BrokerageMessageEvent containing the reason the order is invalid if the check fails; otherwise null.	required

Returns:

Type	Description
Tuple[bool, BrokerageMessageEvent]	true if the order may be submitted within the given window; otherwise false.