Provides Binance Futures specific properties More...

Inheritance diagram for QuantConnect.Brokerages.BinanceFuturesBrokerageModel:

Public Member Functions
	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	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...