Provides the Axos clearing brokerage model specific properties More...

Inheritance diagram for QuantConnect.Brokerages.AxosClearingBrokerageModel:

Public Member Functions
	AxosClearingBrokerageModel (AccountType accountType=AccountType.Margin)
	Creates a new instance More...

override IFeeModel	GetFeeModel (Security security)
	Provides Axos fee model More...

override IShortableProvider	GetShortableProvider (Security security)
	Gets the shortable provider More...

override IBenchmark	GetBenchmark (SecurityManager securities)
	Get the benchmark for this model More...

override bool	CanSubmitOrder (Security security, Order order, out BrokerageMessageEvent message)
	Returns true if the brokerage could accept this order. More...

override bool	CanUpdateOrder (Security security, Order order, UpdateOrderRequest request, out BrokerageMessageEvent message)
	Returns true if the brokerage would allow updating the order as specified by the request More...

Public Member Functions inherited from QuantConnect.Brokerages.DefaultBrokerageModel
	DefaultBrokerageModel (AccountType accountType=AccountType.Margin)
	Initializes a new instance of the DefaultBrokerageModel class More...

virtual bool	CanExecuteOrder (Security security, Order order)
	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. More...

virtual void	ApplySplit (List< OrderTicket > tickets, Split split)
	Applies the split to the specified order ticket More...

virtual decimal	GetLeverage (Security security)
	Gets the brokerage's leverage for the specified security More...

virtual IFillModel	GetFillModel (Security security)
	Gets a new fill model that represents this brokerage's fill behavior More...

virtual ISlippageModel	GetSlippageModel (Security security)
	Gets a new slippage model that represents this brokerage's fill slippage behavior More...

virtual ISettlementModel	GetSettlementModel (Security security)
	Gets a new settlement model for the security More...

ISettlementModel	GetSettlementModel (Security security, AccountType accountType)
	Gets a new settlement model for the security More...

virtual IBuyingPowerModel	GetBuyingPowerModel (Security security)
	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. More...

virtual IMarginInterestRateModel	GetMarginInterestRateModel (Security security)
	Gets a new margin interest rate model for the security More...

IBuyingPowerModel	GetBuyingPowerModel (Security security, AccountType accountType)
	Gets a new buying power model for the security More...

Public Attributes
override IReadOnlyDictionary< SecurityType, string >	DefaultMarkets => DefaultMarketMap
	Gets a map of the default markets to be used for each security type More...

Public Attributes inherited from QuantConnect.Brokerages.DefaultBrokerageModel
virtual decimal	RequiredFreeBuyingPowerPercent => 0m
	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. More...

Static Public Attributes
static new readonly IReadOnlyDictionary< SecurityType, string >	DefaultMarketMap
	The default markets for Trading Technologies More...

Static Public Attributes inherited from QuantConnect.Brokerages.DefaultBrokerageModel
static readonly IReadOnlyDictionary< SecurityType, string >	DefaultMarketMap
	The default markets for the backtesting brokerage More...

Additional Inherited Members
Static Public Member Functions inherited from QuantConnect.Brokerages.DefaultBrokerageModel
static bool	IsValidOrderSize (Security security, decimal orderQuantity, out BrokerageMessageEvent message)
	Checks if the order quantity is valid, it means, the order size is bigger than the minimum size allowed More...

Properties inherited from QuantConnect.Brokerages.DefaultBrokerageModel
virtual AccountType	AccountType `[get]`
	Gets or sets the account type used by this model More...

virtual IReadOnlyDictionary< SecurityType, string >	DefaultMarkets `[get]`
	Gets a map of the default markets to be used for each security type More...

Properties inherited from QuantConnect.Brokerages.IBrokerageModel
AccountType	AccountType `[get]`
	Gets the account type used by this model More...

decimal	RequiredFreeBuyingPowerPercent `[get]`
	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. More...

IReadOnlyDictionary< SecurityType, string >	DefaultMarkets `[get]`
	Gets a map of the default markets to be used for each security type More...

Detailed Description

Provides the Axos clearing brokerage model specific properties

Definition at line 32 of file AxosClearingBrokerageModel.cs.

Constructor & Destructor Documentation

◆ AxosClearingBrokerageModel()

QuantConnect.Brokerages.AxosClearingBrokerageModel.AxosClearingBrokerageModel ( AccountType accountType = AccountType.Margin )

Creates a new instance

Definition at line 52 of file AxosClearingBrokerageModel.cs.

Member Function Documentation

◆ GetFeeModel()

override IFeeModel QuantConnect.Brokerages.AxosClearingBrokerageModel.GetFeeModel ( Security security )

virtual

Provides Axos fee model

Parameters

security The security to get a fee model for

Returns: The new fee model for this brokerage

Reimplemented from QuantConnect.Brokerages.DefaultBrokerageModel.

Definition at line 66 of file AxosClearingBrokerageModel.cs.

◆ GetShortableProvider()

override IShortableProvider QuantConnect.Brokerages.AxosClearingBrokerageModel.GetShortableProvider ( Security security )

virtual

Gets the shortable provider

Returns: Shortable provider

Reimplemented from QuantConnect.Brokerages.DefaultBrokerageModel.

Definition at line 75 of file AxosClearingBrokerageModel.cs.

◆ GetBenchmark()

override IBenchmark QuantConnect.Brokerages.AxosClearingBrokerageModel.GetBenchmark ( SecurityManager securities )

virtual

Get the benchmark for this model

Parameters

securities SecurityService to create the security with if needed

Returns: The benchmark for this brokerage

Reimplemented from QuantConnect.Brokerages.DefaultBrokerageModel.

Definition at line 89 of file AxosClearingBrokerageModel.cs.

◆ CanSubmitOrder()

override bool QuantConnect.Brokerages.AxosClearingBrokerageModel.CanSubmitOrder	(	Security	security,
		Order	order,
		out BrokerageMessageEvent	message
	)

virtual

Returns true if the brokerage could accept this order.

Parameters

security	The security being ordered
order	The order to be processed
message	If this function returns false, a brokerage message detailing why the order may not be submitted

Returns: True if the brokerage could process the order, false otherwise

Reimplemented from QuantConnect.Brokerages.DefaultBrokerageModel.

Definition at line 102 of file AxosClearingBrokerageModel.cs.

Here is the call graph for this function:

◆ CanUpdateOrder()

override bool QuantConnect.Brokerages.AxosClearingBrokerageModel.CanUpdateOrder	(	Security	security,
		Order	order,
		UpdateOrderRequest	request,
		out BrokerageMessageEvent	message
	)

virtual

Returns true if the brokerage would allow updating the order as specified by the request

Parameters

security	The security of the order
order	The order to be updated
request	The requested update to be made to the order
message	If this function returns false, a brokerage message detailing why the order may not be updated

Returns: True if the brokerage would allow updating the order, false otherwise

Reimplemented from QuantConnect.Brokerages.DefaultBrokerageModel.

Definition at line 144 of file AxosClearingBrokerageModel.cs.

Member Data Documentation

◆ DefaultMarketMap

new readonly IReadOnlyDictionary<SecurityType, string> QuantConnect.Brokerages.AxosClearingBrokerageModel.DefaultMarketMap

static

Initial value:

= new Dictionary<SecurityType, string>
        {
            {SecurityType.Equity, Market.USA}
        }.ToReadOnlyDictionary()

The default markets for Trading Technologies

Definition at line 44 of file AxosClearingBrokerageModel.cs.

◆ DefaultMarkets

override IReadOnlyDictionary<SecurityType, string> QuantConnect.Brokerages.AxosClearingBrokerageModel.DefaultMarkets => DefaultMarketMap

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

Definition at line 59 of file AxosClearingBrokerageModel.cs.

The documentation for this class was generated from the following file:

Common/Brokerages/AxosClearingBrokerageModel.cs

Public Member Functions

Public Attributes

Static Public Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ AxosClearingBrokerageModel()

Member Function Documentation

◆ GetFeeModel()

◆ GetShortableProvider()

◆ GetBenchmark()

◆ CanSubmitOrder()

◆ CanUpdateOrder()

Member Data Documentation

◆ DefaultMarketMap

◆ DefaultMarkets