FTXUSBrokerageModel

QuantConnect.Brokerages.FTXUSBrokerageModel

FTXUSBrokerageModel(account_type: AccountType = ...)

Bases: FTXBrokerageModel

FTX.US Brokerage model

Creates an instance of FTXUSBrokerageModel class

Parameters:

Name	Type	Description	Default
account_type	AccountType	Cash or Margin	...

market_name

market_name: str

Market name

This codeEntityType is protected.

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

get_fee_model

get_fee_model(security: Security) -> IFeeModel

Provides FTX.US fee model

Parameters:

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

Returns:

Type	Description
IFeeModel	The new fee model for this brokerage.

get_buying_power_model

get_buying_power_model(
    security: Security,
) -> IBuyingPowerModel

get_buying_power_model(
    security: Security, account_type: AccountType
) -> IBuyingPowerModel

Signature descriptions:

• 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.

• Gets a new buying power model for the security

Parameters:

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

Returns:

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

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.

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, and order size limits.

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]

Please note that the order's queue priority will be reset, and the order ID of the modified order will be different from that of the original order. Also note: this is implemented as cancelling and replacing your order. There's a chance that the order meant to be cancelled gets filled and its replacement still gets placed.

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 would allow updating the order, 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_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_leverage

get_leverage(security: Security) -> float

Gets the brokerage's leverage for the specified security

Parameters:

Name	Type	Description	Default
security	Security	The security's whose leverage we seek	required

Returns:

Type	Description
float	The leverage for the specified security.

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.

get_default_markets

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

Returns a readonly dictionary of FTX default markets

This codeEntityType is protected.