EtoroBrokerageModel

QuantConnect.Brokerages.EtoroBrokerageModel

EtoroBrokerageModel(account_type: AccountType = ...)

Bases: DefaultBrokerageModel

Represents a brokerage model specific to eToro.

Constructor for eToro brokerage model

Parameters:

Name	Type	Description	Default
`account_type`	`AccountType`	Cash or Margin; a cash account gives every security leverage 1 and takes no other, a margin account starts at the leverage of get_leverage and takes another with SetLeverage	`...`

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_markets

default_markets: Dict[SecurityType, str]

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

DEFAULT_MARKET_MAP

DEFAULT_MARKET_MAP: Dict[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]

Returns true if the brokerage could accept this order. This takes into account order type, security type.

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]

Returns true for a price change of a stop market or a limit order, the stop loss or the take profit of a position, which eToro moves on the position; the order may come without its entry, read from the position after a restart. The new price is checked as at submission, see IsExitPriceSupported. Any other update is refused, eToro has no order update; an order is cancelled and placed again instead.

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 for a price change of an exit order, false otherwise.

get_fee_model

get_fee_model(security: Security) -> IFeeModel

Provides the eToro fee model

Parameters:

Name	Type	Description	Default
`security`	`Security`	Security	required

Returns:

Type	Description
`IFeeModel`	eToro fee model.

get_leverage

get_leverage(security: Security) -> float

Gets the leverage a security starts at: 1 on a cash account; on a margin account 30 on a currency pair, the highest eToro offers, and Lean's default elsewhere, 2 on equities and 1 on crypto, inside what eToro offers.

Parameters:

Name	Type	Description	Default
`security`	`Security`	The security	required

Returns:

Type	Description
`float`	The leverage the security starts at.

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_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_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_settlement_model

get_settlement_model(
    security: Security,
) -> 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

Returns:

Type	Description
`ISettlementModel`	The settlement 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.

unsupported_contingent_orders_shape

unsupported_contingent_orders_shape(
    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(
    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
`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(
    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
`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.

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.