Lean
$LEAN_TAG$
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Provides Binance Coin Futures specific properties More...
Public Member Functions | |
BinanceCoinFuturesBrokerageModel (AccountType accountType) | |
Creates a new instance More... | |
override IBenchmark | GetBenchmark (SecurityManager securities) |
Get the benchmark for this model More... | |
override IFeeModel | GetFeeModel (Security security) |
Provides Binance Coin Futures fee model More... | |
Public Member Functions inherited from QuantConnect.Brokerages.BinanceFuturesBrokerageModel | |
BinanceFuturesBrokerageModel (AccountType accountType) | |
Creates a new instance More... | |
override IBenchmark | GetBenchmark (SecurityManager securities) |
Get the benchmark for this model More... | |
override IFeeModel | GetFeeModel (Security security) |
Provides Binance Futures fee model More... | |
override IMarginInterestRateModel | GetMarginInterestRateModel (Security security) |
Gets a new margin interest rate model for the security More... | |
Public Member Functions inherited from QuantConnect.Brokerages.BinanceBrokerageModel | |
BinanceBrokerageModel (AccountType accountType=AccountType.Cash) | |
Initializes a new instance of the BinanceBrokerageModel class More... | |
override decimal | GetLeverage (Security security) |
Binance global leverage rule More... | |
override bool | CanUpdateOrder (Security security, Order order, UpdateOrderRequest request, out BrokerageMessageEvent message) |
Binance does not support update of orders More... | |
override bool | CanSubmitOrder (Security security, Order order, out BrokerageMessageEvent message) |
Returns true if the brokerage could accept this order. This takes into account order type, security type, and order size limits. 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 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 IShortableProvider | GetShortableProvider (Security security) |
Gets the shortable provider More... | |
IBuyingPowerModel | GetBuyingPowerModel (Security security, AccountType accountType) |
Gets a new buying power model for the security 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... | |
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 inherited from QuantConnect.Brokerages.DefaultBrokerageModel | |
static readonly IReadOnlyDictionary< SecurityType, string > | DefaultMarketMap |
The default markets for the backtesting brokerage More... | |
Static Protected Member Functions inherited from QuantConnect.Brokerages.BinanceBrokerageModel | |
static IReadOnlyDictionary< SecurityType, string > | GetDefaultMarkets (string marketName) |
Returns a readonly dictionary of binance default markets More... | |
Protected Attributes inherited from QuantConnect.Brokerages.BinanceBrokerageModel | |
virtual string | BaseApiEndpoint => "https://api.binance.com/api/v3" |
The base Binance API endpoint URL. More... | |
virtual string | MarketName => Market.Binance |
Market name More... | |
Properties inherited from QuantConnect.Brokerages.BinanceBrokerageModel | |
override IReadOnlyDictionary< SecurityType, string > | DefaultMarkets = GetDefaultMarkets(Market.Binance) [get] |
Gets a map of the default markets to be used for each security type 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... | |
Provides Binance Coin Futures specific properties
Definition at line 25 of file BinanceCoinFuturesBrokerageModel.cs.
QuantConnect.Brokerages.BinanceCoinFuturesBrokerageModel.BinanceCoinFuturesBrokerageModel | ( | AccountType | accountType | ) |
Creates a new instance
Definition at line 30 of file BinanceCoinFuturesBrokerageModel.cs.
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virtual |
Get the benchmark for this model
securities | SecurityService to create the security with if needed |
Reimplemented from QuantConnect.Brokerages.BinanceBrokerageModel.
Definition at line 39 of file BinanceCoinFuturesBrokerageModel.cs.
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virtual |
Provides Binance Coin Futures fee model
security | The security to get a fee model for |
Reimplemented from QuantConnect.Brokerages.BinanceBrokerageModel.
Definition at line 50 of file BinanceCoinFuturesBrokerageModel.cs.