CoinbaseBrokerageModel

QuantConnect.Brokerages.CoinbaseBrokerageModel

CoinbaseBrokerageModel(account_type: AccountType = ...)

Bases: DefaultBrokerageModel

Represents a brokerage model for interacting with the Coinbase exchange. This class extends the default brokerage model.

Initializes a new instance of the CoinbaseBrokerageModel class

Parameters:

Name	Type	Description	Default
`account_type`	`AccountType`	The type of account to be modelled, defaults to AccountType.CASH	`...`

default_markets

default_markets: IReadOnlyDictionary[SecurityType, str]

Gets a map of the default markets to be used for each security type

account_type

account_type: AccountType

Gets or sets the account type used by this model

required_free_buying_power_percent

required_free_buying_power_percent: float

Gets the brokerages model percentage factor used to determine the required unused buying power for the account. From 1 to 0. Example: 0 means no unused buying power is required. 0.5 means 50% of the buying power should be left unused.

DEFAULT_MARKET_MAP

DEFAULT_MARKET_MAP: IReadOnlyDictionary[
    SecurityType, str
] = ...

The default markets for the backtesting brokerage

can_submit_order

can_submit_order(
    security: Security,
    order: Order,
    message: Optional[BrokerageMessageEvent],
) -> Tuple[bool, BrokerageMessageEvent]

Evaluates whether exchange will accept order. Will reject order update

Parameters:

Name	Type	Description	Default
`security`	`Security`	The security of the order	required
`order`	`Order`	The order to be processed	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]`	True if the brokerage could process the order, false otherwise.

can_update_order

can_update_order(
    security: Security,
    order: Order,
    request: UpdateOrderRequest,
    message: Optional[BrokerageMessageEvent],
) -> Tuple[bool, BrokerageMessageEvent]

Determines whether the brokerage supports updating an existing order for the specified security.

Parameters:

Name	Type	Description	Default
`security`	`Security`	The security of the order	required
`order`	`Order`	The order to be updated	required
`request`	`UpdateOrderRequest`	The requested update to be made to the order	required
`message`	`Optional[BrokerageMessageEvent]`	If this function returns false, a brokerage message detailing why the order may not be updated	required

Returns:

Type	Description
`Tuple[bool, BrokerageMessageEvent]`	true if the brokerage supports updating orders; otherwise, false.

get_benchmark

get_benchmark(securities: SecurityManager) -> IBenchmark

Get the benchmark for this model

Parameters:

Name	Type	Description	Default
`securities`	`SecurityManager`	SecurityService to create the security with if needed	required

Returns:

Type	Description
`IBenchmark`	The benchmark for this brokerage.

get_buying_power_model

get_buying_power_model(
    security: Security,
) -> IBuyingPowerModel

Gets a new buying power model for the security, returning the default model with the security's configured leverage. For cash accounts, leverage = 1 is used.

Parameters:

Name	Type	Description	Default
`security`	`Security`	The security to get a buying power model for	required

Returns:

Type	Description
`IBuyingPowerModel`	The buying power model for this brokerage/security.

get_default_markets

get_default_markets(
    market_name: str,
) -> IReadOnlyDictionary[SecurityType, str]

Gets the default markets for different security types, with an option to override the market name for Crypto securities.

This codeEntityType is protected.

Parameters:

Name	Type	Description	Default
`market_name`	`str`	The default market name for Crypto securities.	required

Returns:

Type	Description
`IReadOnlyDictionary[SecurityType, str]`	A read-only dictionary where the keys are SecurityType and the values are market names.

get_fee_model

get_fee_model(security: Security) -> IFeeModel

Provides Coinbase fee model

Parameters:

Name	Type	Description	Default
`security`	`Security`		required

get_leverage

get_leverage(security: Security) -> float

Coinbase global leverage rule

Parameters:

Name	Type	Description	Default
`security`	`Security`		required

is_order_size_large_enough

is_order_size_large_enough(
    security: Security, order_quantity: float
) -> bool

Returns true if the order size is large enough for the given security.

This codeEntityType is protected.

Parameters:

Name	Type	Description	Default
`security`	`Security`	The security of the order	required
`order_quantity`	`float`	The order quantity	required

Returns:

Type	Description
`bool`	True if the order size is large enough, false otherwise.

get_settlement_model

get_settlement_model(
    security: Security,
) -> ISettlementModel

get_settlement_model(
    security: Security, account_type: AccountType
) -> ISettlementModel

Gets a new settlement model for the security

Parameters:

Name	Type	Description	Default
`security`	`Security`	The security to get a settlement model for	required
`account_type`	`Optional[AccountType]`	The account type	`None`

Returns:

Type	Description
`ISettlementModel`	The settlement model for this brokerage.

apply_split

apply_split(
    tickets: List[OrderTicket], split: Split
) -> None

Applies the split to the specified order ticket

Parameters:

Name	Type	Description	Default
`tickets`	`List[OrderTicket]`	The open tickets matching the split event	required
`split`	`Split`	The split event data	required

can_execute_order

can_execute_order(security: Security, order: Order) -> bool

Returns true if the brokerage would be able to execute this order at this time assuming market prices are sufficient for the fill to take place. This is used to emulate the brokerage fills in backtesting and paper trading. For example some brokerages may not perform executions during extended market hours. This is not intended to be checking whether or not the exchange is open, that is handled in the Security.Exchange property.

Parameters:

Name	Type	Description	Default
`security`	`Security`	The security being traded	required
`order`	`Order`	The order to test for execution	required

Returns:

Type	Description
`bool`	True if the brokerage would be able to perform the execution, false otherwise.

get_fill_model

get_fill_model(security: Security) -> IFillModel

Gets a new fill model that represents this brokerage's fill behavior

Parameters:

Name	Type	Description	Default
`security`	`Security`	The security to get fill model for	required

Returns:

Type	Description
`IFillModel`	The new fill model for this brokerage.

get_margin_interest_rate_model

get_margin_interest_rate_model(
    security: Security,
) -> IMarginInterestRateModel

Gets a new margin interest rate model for the security

Parameters:

Name	Type	Description	Default
`security`	`Security`	The security to get a margin interest rate model for	required

Returns:

Type	Description
`IMarginInterestRateModel`	The margin interest rate model for this brokerage.

get_shortable_provider

get_shortable_provider(
    security: Security,
) -> IShortableProvider

Gets the shortable provider

Returns:

Type	Description
`IShortableProvider`	Shortable provider.

get_slippage_model

get_slippage_model(security: Security) -> ISlippageModel

Gets a new slippage model that represents this brokerage's fill slippage behavior

Parameters:

Name	Type	Description	Default
`security`	`Security`	The security to get a slippage model for	required

Returns:

Type	Description
`ISlippageModel`	The new slippage model for this brokerage.

is_valid_order_size

is_valid_order_size(
    security: Security,
    order_quantity: float,
    message: Optional[BrokerageMessageEvent],
) -> Tuple[bool, BrokerageMessageEvent]

Checks if the order quantity is valid, it means, the order size is bigger than the minimum size allowed

Parameters:

Name	Type	Description	Default
`security`	`Security`	The security of the order	required
`order_quantity`	`float`	The quantity of the order to be processed	required
`message`	`Optional[BrokerageMessageEvent]`	If this function returns false, a brokerage message detailing why the order may be invalid	required

Returns:

Type	Description
`Tuple[bool, BrokerageMessageEvent]`	True if the order quantity is bigger than the minimum allowed, false otherwise.