IBrokerage

QuantConnect.Interfaces.IBrokerage

Bases: IBrokerageCashSynchronizer, IDisposable

Brokerage interface that defines the operations all brokerages must implement. The IBrokerage implementation must have a matching IBrokerageFactory implementation.

order_id_changed

order_id_changed: _EventContainer[
    Callable[[Object, BrokerageOrderIdChangedEvent], Any],
    Any,
]

Event that fires each time the brokerage order id changes

orders_status_changed

orders_status_changed: _EventContainer[
    Callable[[Object, List[OrderEvent]], Any], Any
]

Event that fires each time the status for a list of orders change

order_updated

order_updated: _EventContainer[
    Callable[[Object, OrderUpdateEvent], Any], Any
]

Event that fires each time an order is updated in the brokerage side

option_position_assigned

option_position_assigned: _EventContainer[
    Callable[[Object, OrderEvent], Any], Any
]

Event that fires each time a short option position is assigned

option_notification

option_notification: _EventContainer[
    Callable[[Object, OptionNotificationEventArgs], Any],
    Any,
]

Event that fires each time an option position has changed

new_brokerage_order_notification

new_brokerage_order_notification: _EventContainer[
    Callable[
        [Object, NewBrokerageOrderNotificationEventArgs],
        Any,
    ],
    Any,
]

Event that fires each time there's a brokerage side generated order

delisting_notification

delisting_notification: _EventContainer[
    Callable[[Object, DelistingNotificationEventArgs], Any],
    Any,
]

Event that fires each time a delisting occurs

account_changed

account_changed: _EventContainer[
    Callable[[Object, AccountEvent], Any], Any
]

Event that fires each time a user's brokerage account is changed

message

message: _EventContainer[
    Callable[[Object, BrokerageMessageEvent], Any], Any
]

Event that fires when a message is received from the brokerage

name

name: str

Gets the name of the brokerage

is_connected

is_connected: bool

Returns true if we're currently connected to the broker

account_instantly_updated

account_instantly_updated: bool

Specifies whether the brokerage will instantly update account balances

account_base_currency

account_base_currency: str

Returns the brokerage account's base currency

concurrency_enabled

concurrency_enabled: bool

Enables or disables concurrent processing of messages to and from the brokerage.

last_sync_date_time_utc

last_sync_date_time_utc: datetime

Gets the datetime of the last sync (UTC)

cancel_order

cancel_order(order: Order) -> bool

Cancels the order with the specified ID

Parameters:

Name	Type	Description	Default
order	Order	The order to cancel	required

Returns:

Type	Description
bool	True if the request was made for the order to be canceled, false otherwise.

connect

connect() -> None

Connects the client to the broker's remote servers

disconnect

disconnect() -> None

Disconnects the client from the broker's remote servers

get_account_holdings

get_account_holdings() -> List[Holding]

Gets all holdings for the account

Returns:

Type	Description
List[Holding]	The current holdings from the account.

get_cash_balance

get_cash_balance() -> List[CashAmount]

Gets the current cash balance for each currency held in the brokerage account

Returns:

Type	Description
List[CashAmount]	The current cash balance for each currency available for trading.

get_history

get_history(request: HistoryRequest) -> Iterable[BaseData]

Gets the history for the requested security

Parameters:

Name	Type	Description	Default
request	HistoryRequest	The historical data request	required

Returns:

Type	Description
Iterable[BaseData]	An enumerable of bars covering the span specified in the request.

get_open_orders

get_open_orders() -> List[Order]

Gets all open orders on the account

Returns:

Type	Description
List[Order]	The open orders returned from IB.

place_order

place_order(order: Order) -> bool

Places a new order and assigns a new broker ID to the order

Parameters:

Name	Type	Description	Default
order	Order	The order to be placed	required

Returns:

Type	Description
bool	True if the request for a new order has been placed, false otherwise.

update_order

update_order(order: Order) -> bool

Updates the order with the same id

Parameters:

Name	Type	Description	Default
order	Order	The new order information	required

Returns:

Type	Description
bool	True if the request was made for the order to be updated, false otherwise.

perform_cash_sync

perform_cash_sync(
    algorithm: IAlgorithm,
    current_time_utc: Union[datetime, date],
    get_time_since_last_fill: Callable[[], timedelta],
) -> bool

Synchronizes the cashbook with the brokerage account

Parameters:

Name	Type	Description	Default
algorithm	IAlgorithm	The algorithm instance	required
current_time_utc	Union[datetime, date]	The current time (UTC)	required
get_time_since_last_fill	Callable[[], timedelta]	A function which returns the time elapsed since the last fill	required

Returns:

Type	Description
bool	True if the cash sync was performed successfully.

should_perform_cash_sync

should_perform_cash_sync(
    current_time_utc: Union[datetime, date],
) -> bool

Returns whether the brokerage should perform the cash synchronization

Parameters:

Name	Type	Description	Default
current_time_utc	Union[datetime, date]	The current time (UTC)	required

Returns:

Type	Description
bool	True if the cash sync should be performed.