Represents the base Brokerage implementation. This provides logging on brokerage events. More...

Inheritance diagram for QuantConnect.Brokerages.Brokerage:

Public Member Functions
abstract bool	PlaceOrder (Order order)
	Places a new order and assigns a new broker ID to the order More...

abstract bool	UpdateOrder (Order order)
	Updates the order with the same id More...

abstract bool	CancelOrder (Order order)
	Cancels the order with the specified ID More...

abstract void	Connect ()
	Connects the client to the broker's remote servers More...

abstract void	Disconnect ()
	Disconnects the client from the broker's remote servers More...

virtual void	Dispose ()
	Dispose of the brokerage instance More...

abstract List< Order >	GetOpenOrders ()
	Gets all open orders on the account. NOTE: The order objects returned do not have QC order IDs. More...

abstract List< Holding >	GetAccountHoldings ()
	Gets all holdings for the account More...

abstract List< CashAmount >	GetCashBalance ()
	Gets the current cash balance for each currency held in the brokerage account More...

virtual IEnumerable< BaseData >	GetHistory (HistoryRequest request)
	Gets the history for the requested security More...

virtual bool	ShouldPerformCashSync (DateTime currentTimeUtc)
	Returns whether the brokerage should perform the cash synchronization More...

virtual bool	PerformCashSync (IAlgorithm algorithm, DateTime currentTimeUtc, Func< TimeSpan > getTimeSinceLastFill)
	Synchronizes the cashbook with the brokerage account More...

Public Attributes
virtual bool	AccountInstantlyUpdated => false
	Specifies whether the brokerage will instantly update account balances More...

DateTime	LastSyncDateTimeUtc => new DateTime(Interlocked.Read(ref _lastSyncTimeTicks))
	Gets the datetime of the last sync (UTC) More...

Protected Member Functions
	Brokerage (string name)
	Creates a new Brokerage instance with the specified name More...

virtual void	OnOrderEvents (List< OrderEvent > orderEvents)
	Event invocator for the OrderFilled event More...

virtual void	OnOrderEvent (OrderEvent e)
	Event invocator for the OrderFilled event More...

virtual void	OnOrderUpdated (OrderUpdateEvent e)
	Event invocator for the OrderUpdated event More...

virtual void	OnOrderIdChangedEvent (BrokerageOrderIdChangedEvent e)
	Event invocator for the OrderIdChanged event More...

virtual void	OnOptionPositionAssigned (OrderEvent e)
	Event invocator for the OptionPositionAssigned event More...

virtual void	OnOptionNotification (OptionNotificationEventArgs e)
	Event invocator for the OptionNotification event More...

virtual void	OnNewBrokerageOrderNotification (NewBrokerageOrderNotificationEventArgs e)
	Event invocator for the NewBrokerageOrderNotification event More...

virtual void	OnDelistingNotification (DelistingNotificationEventArgs e)
	Event invocator for the DelistingNotification event More...

virtual void	OnAccountChanged (AccountEvent e)
	Event invocator for the AccountChanged event More...

virtual void	OnMessage (BrokerageMessageEvent e)
	Event invocator for the Message event More...

virtual List< Holding >	GetAccountHoldings (Dictionary< string, string > brokerageData, IEnumerable< Security > securities)
	Helper method that will try to get the live holdings from the provided brokerage data collection else will default to the algorithm state More...

virtual List< CashAmount >	GetCashBalance (Dictionary< string, string > brokerageData, CashBook cashBook)
	Helper method that will try to get the live cash balance from the provided brokerage data collection else will default to the algorithm state More...

virtual CrossZeroOrderResponse	PlaceCrossZeroOrder (CrossZeroFirstOrderRequest crossZeroOrderRequest, bool isPlaceOrderWithLeanEvent=true)
	Places an order that crosses zero (transitions from a short position to a long position or vice versa) and returns the response. This method should be overridden in a derived class to implement brokerage-specific logic for placing such orders. More...

bool?	TryCrossZeroPositionOrder (Order order, decimal holdingQuantity)
	Attempts to place an order that may cross the zero position. If the order needs to be split into two parts due to crossing zero, this method handles the split and placement accordingly. More...

bool	TryGetUpdateCrossZeroOrderQuantity (Order leanOrder, out decimal quantity)
	Determines whether the given Lean order crosses zero quantity based on the initial order quantity. More...

bool	TryGetOrRemoveCrossZeroOrder (string brokerageOrderId, OrderStatus leanOrderStatus, out Order leanOrder)
	Attempts to retrieve or remove a cross-zero order based on the brokerage order ID and its filled status. More...

bool	TryHandleRemainingCrossZeroOrder (Order leanOrder, OrderEvent orderEvent)
	Attempts to handle any remaining orders that cross the zero boundary. More...

Static Protected Member Functions
static OrderPosition	GetOrderPosition (OrderDirection orderDirection, decimal holdingsQuantity)
	Gets the position that might result given the specified order direction and the current holdings quantity. This is useful for brokerages that require more specific direction information than provided by the OrderDirection enum (e.g. Tradier differentiates Buy/Sell and BuyToOpen/BuyToCover/SellShort/SellToClose) More...

Protected Attributes
DateTime	LastSyncDate => LastSyncDateTimeUtc.ConvertFromUtc(TimeZones.NewYork).Date
	Gets the date of the last sync (New York time zone) More...

Properties
string	Name `[get]`
	Gets the name of the brokerage More...

abstract bool	IsConnected `[get]`
	Returns true if we're currently connected to the broker More...

virtual string	AccountBaseCurrency `[get, protected set]`
	Returns the brokerage account's base currency More...

ConcurrentDictionary< string, Order >	LeanOrderByZeroCrossBrokerageOrderId = new() `[get]`
	A thread-safe dictionary that maps brokerage order IDs to their corresponding Order objects. More...

Properties inherited from QuantConnect.Interfaces.IBrokerage
string	Name `[get]`
	Gets the name of the brokerage More...

bool	IsConnected `[get]`
	Returns true if we're currently connected to the broker More...

bool	AccountInstantlyUpdated `[get]`
	Specifies whether the brokerage will instantly update account balances More...

string	AccountBaseCurrency `[get]`
	Returns the brokerage account's base currency More...

Properties inherited from QuantConnect.Interfaces.IBrokerageCashSynchronizer
DateTime	LastSyncDateTimeUtc `[get]`
	Gets the datetime of the last sync (UTC) More...

Events
EventHandler< BrokerageOrderIdChangedEvent >	OrderIdChanged
	Event that fires each time the brokerage order id changes More...

EventHandler< List< OrderEvent > >	OrdersStatusChanged
	Event that fires each time the status for a list of orders change More...

EventHandler< OrderUpdateEvent >	OrderUpdated
	Event that fires each time an order is updated in the brokerage side More...

EventHandler< OrderEvent >	OptionPositionAssigned
	Event that fires each time a short option position is assigned More...

EventHandler< OptionNotificationEventArgs >	OptionNotification
	Event that fires each time an option position has changed More...

EventHandler< NewBrokerageOrderNotificationEventArgs >	NewBrokerageOrderNotification
	Event that fires each time there's a brokerage side generated order More...

EventHandler< DelistingNotificationEventArgs >	DelistingNotification
	Event that fires each time a delisting occurs More...

EventHandler< AccountEvent >	AccountChanged
	Event that fires each time a user's brokerage account is changed More...

EventHandler< BrokerageMessageEvent >	Message
	Event that fires when an error is encountered in the brokerage More...

Events inherited from QuantConnect.Interfaces.IBrokerage
EventHandler< BrokerageOrderIdChangedEvent >	OrderIdChanged
	Event that fires each time the brokerage order id changes More...

EventHandler< List< OrderEvent > >	OrdersStatusChanged
	Event that fires each time the status for a list of orders change More...

EventHandler< OrderUpdateEvent >	OrderUpdated
	Event that fires each time an order is updated in the brokerage side More...

EventHandler< OrderEvent >	OptionPositionAssigned
	Event that fires each time a short option position is assigned More...

EventHandler< OptionNotificationEventArgs >	OptionNotification
	Event that fires each time an option position has changed More...

EventHandler< NewBrokerageOrderNotificationEventArgs >	NewBrokerageOrderNotification
	Event that fires each time there's a brokerage side generated order More...

EventHandler< DelistingNotificationEventArgs >	DelistingNotification
	Event that fires each time a delisting occurs More...

EventHandler< AccountEvent >	AccountChanged
	Event that fires each time a user's brokerage account is changed More...

EventHandler< BrokerageMessageEvent >	Message
	Event that fires when a message is received from the brokerage More...

Detailed Description

Represents the base Brokerage implementation. This provides logging on brokerage events.

Definition at line 36 of file Brokerage.cs.

Constructor & Destructor Documentation

◆ Brokerage()

QuantConnect.Brokerages.Brokerage.Brokerage ( string name )

protected

Creates a new Brokerage instance with the specified name

Parameters

name	The name of the brokerage

Definition at line 107 of file Brokerage.cs.

Member Function Documentation

◆ PlaceOrder()

abstract bool QuantConnect.Brokerages.Brokerage.PlaceOrder ( Order order )

pure virtual

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

Parameters

order The order to be placed

Returns: True if the request for a new order has been placed, false otherwise

Implements QuantConnect.Interfaces.IBrokerage.

Implemented in QuantConnect.Brokerages.Backtesting.BacktestingBrokerage.

◆ UpdateOrder()

abstract bool QuantConnect.Brokerages.Brokerage.UpdateOrder ( Order order )

pure virtual

Updates the order with the same id

Parameters

order The new order information

Returns: True if the request was made for the order to be updated, false otherwise

Implements QuantConnect.Interfaces.IBrokerage.

Implemented in QuantConnect.Brokerages.Backtesting.BacktestingBrokerage.

◆ CancelOrder()

abstract bool QuantConnect.Brokerages.Brokerage.CancelOrder ( Order order )

pure virtual

Cancels the order with the specified ID

Parameters

order The order to cancel

Returns: True if the request was made for the order to be canceled, false otherwise

Implements QuantConnect.Interfaces.IBrokerage.

Implemented in QuantConnect.Brokerages.Backtesting.BacktestingBrokerage.

◆ Connect()

abstract void QuantConnect.Brokerages.Brokerage.Connect ( )

pure virtual

Connects the client to the broker's remote servers

Implements QuantConnect.Interfaces.IBrokerage.

Implemented in QuantConnect.Brokerages.Backtesting.BacktestingBrokerage, and QuantConnect.Brokerages.BaseWebsocketsBrokerage.

◆ Disconnect()

abstract void QuantConnect.Brokerages.Brokerage.Disconnect ( )

pure virtual

Disconnects the client from the broker's remote servers

Implements QuantConnect.Interfaces.IBrokerage.

Implemented in QuantConnect.Brokerages.Backtesting.BacktestingBrokerage.

◆ Dispose()

virtual void QuantConnect.Brokerages.Brokerage.Dispose ( )

virtual

Dispose of the brokerage instance

Definition at line 146 of file Brokerage.cs.

◆ OnOrderEvents()

virtual void QuantConnect.Brokerages.Brokerage.OnOrderEvents ( List< OrderEvent > orderEvents )

protectedvirtual

Event invocator for the OrderFilled event

Parameters

orderEvents The list of order events

Reimplemented in QuantConnect.Brokerages.Backtesting.BacktestingBrokerage.

Definition at line 155 of file Brokerage.cs.

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◆ OnOrderEvent()

virtual void QuantConnect.Brokerages.Brokerage.OnOrderEvent ( OrderEvent e )

protectedvirtual

Event invocator for the OrderFilled event

Parameters

e	The order event

Definition at line 171 of file Brokerage.cs.

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◆ OnOrderUpdated()

virtual void QuantConnect.Brokerages.Brokerage.OnOrderUpdated ( OrderUpdateEvent e )

protectedvirtual

Event invocator for the OrderUpdated event

Parameters

e	The update event

Definition at line 180 of file Brokerage.cs.

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◆ OnOrderIdChangedEvent()

virtual void QuantConnect.Brokerages.Brokerage.OnOrderIdChangedEvent ( BrokerageOrderIdChangedEvent e )

protectedvirtual

Event invocator for the OrderIdChanged event

Parameters

e	The BrokerageOrderIdChangedEvent

Definition at line 196 of file Brokerage.cs.

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◆ OnOptionPositionAssigned()

virtual void QuantConnect.Brokerages.Brokerage.OnOptionPositionAssigned ( OrderEvent e )

protectedvirtual

Event invocator for the OptionPositionAssigned event

Parameters

e	The OrderEvent

Definition at line 212 of file Brokerage.cs.

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◆ OnOptionNotification()

virtual void QuantConnect.Brokerages.Brokerage.OnOptionNotification ( OptionNotificationEventArgs e )

protectedvirtual

Event invocator for the OptionNotification event

Parameters

e	The OptionNotification event arguments

Definition at line 230 of file Brokerage.cs.

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◆ OnNewBrokerageOrderNotification()

virtual void QuantConnect.Brokerages.Brokerage.OnNewBrokerageOrderNotification ( NewBrokerageOrderNotificationEventArgs e )

protectedvirtual

Event invocator for the NewBrokerageOrderNotification event

Parameters

e	The NewBrokerageOrderNotification event arguments

Definition at line 248 of file Brokerage.cs.

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◆ OnDelistingNotification()

virtual void QuantConnect.Brokerages.Brokerage.OnDelistingNotification ( DelistingNotificationEventArgs e )

protectedvirtual

Event invocator for the DelistingNotification event

Parameters

e	The DelistingNotification event arguments

Definition at line 266 of file Brokerage.cs.

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◆ OnAccountChanged()

virtual void QuantConnect.Brokerages.Brokerage.OnAccountChanged ( AccountEvent e )

protectedvirtual

Event invocator for the AccountChanged event

Parameters

e	The AccountEvent

Definition at line 284 of file Brokerage.cs.

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◆ OnMessage()

virtual void QuantConnect.Brokerages.Brokerage.OnMessage ( BrokerageMessageEvent e )

protectedvirtual

Event invocator for the Message event

Parameters

e The error

Definition at line 302 of file Brokerage.cs.

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◆ GetAccountHoldings() [1/2]

virtual List<Holding> QuantConnect.Brokerages.Brokerage.GetAccountHoldings	(	Dictionary< string, string >	brokerageData,
		IEnumerable< Security >	securities
	)

protectedvirtual

Helper method that will try to get the live holdings from the provided brokerage data collection else will default to the algorithm state

Holdings will removed from the provided collection on the first call, since this method is expected to be called only once on initialize, after which the algorithm should use Lean accounting

Definition at line 328 of file Brokerage.cs.

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◆ GetCashBalance() [1/2]

virtual List<CashAmount> QuantConnect.Brokerages.Brokerage.GetCashBalance	(	Dictionary< string, string >	brokerageData,
		CashBook	cashBook
	)

protectedvirtual

Helper method that will try to get the live cash balance from the provided brokerage data collection else will default to the algorithm state

Cash balance will removed from the provided collection on the first call, since this method is expected to be called only once on initialize, after which the algorithm should use Lean accounting

Definition at line 357 of file Brokerage.cs.

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◆ GetOpenOrders()

abstract List<Order> QuantConnect.Brokerages.Brokerage.GetOpenOrders ( )

pure virtual

Gets all open orders on the account. NOTE: The order objects returned do not have QC order IDs.

Returns: The open orders returned from IB

Implements QuantConnect.Interfaces.IBrokerage.

Implemented in QuantConnect.Brokerages.Backtesting.BacktestingBrokerage.

◆ GetAccountHoldings() [2/2]

abstract List<Holding> QuantConnect.Brokerages.Brokerage.GetAccountHoldings ( )

pure virtual

Gets all holdings for the account

Returns: The current holdings from the account

Implements QuantConnect.Interfaces.IBrokerage.

Implemented in QuantConnect.Brokerages.Backtesting.BacktestingBrokerage, and QuantConnect.Brokerages.Paper.PaperBrokerage.

◆ GetCashBalance() [2/2]

abstract List<CashAmount> QuantConnect.Brokerages.Brokerage.GetCashBalance ( )

pure virtual

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

Returns: The current cash balance for each currency available for trading

Implements QuantConnect.Interfaces.IBrokerage.

Implemented in QuantConnect.Brokerages.Backtesting.BacktestingBrokerage, and QuantConnect.Brokerages.Paper.PaperBrokerage.

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◆ GetHistory()

virtual IEnumerable<BaseData> QuantConnect.Brokerages.Brokerage.GetHistory ( HistoryRequest request )

virtual

Gets the history for the requested security

Parameters

request The historical data request

Returns: An enumerable of bars covering the span specified in the request

Implements QuantConnect.Interfaces.IBrokerage.

Definition at line 413 of file Brokerage.cs.

◆ GetOrderPosition()

static OrderPosition QuantConnect.Brokerages.Brokerage.GetOrderPosition	(	OrderDirection	orderDirection,
		decimal	holdingsQuantity
	)

staticprotected

Gets the position that might result given the specified order direction and the current holdings quantity. This is useful for brokerages that require more specific direction information than provided by the OrderDirection enum (e.g. Tradier differentiates Buy/Sell and BuyToOpen/BuyToCover/SellShort/SellToClose)

Parameters

orderDirection	The order direction
holdingsQuantity	The current holdings quantity

Returns: The order position

Definition at line 426 of file Brokerage.cs.

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◆ ShouldPerformCashSync()

virtual bool QuantConnect.Brokerages.Brokerage.ShouldPerformCashSync ( DateTime currentTimeUtc )

virtual

Returns whether the brokerage should perform the cash synchronization

Parameters

currentTimeUtc The current time (UTC)

Returns: True if the cash sync should be performed

Implements QuantConnect.Interfaces.IBrokerageCashSynchronizer.

Definition at line 453 of file Brokerage.cs.

◆ PerformCashSync()

virtual bool QuantConnect.Brokerages.Brokerage.PerformCashSync	(	IAlgorithm	algorithm,
		DateTime	currentTimeUtc,
		Func< TimeSpan >	getTimeSinceLastFill
	)

virtual

Synchronizes the cashbook with the brokerage account

Parameters

algorithm	The algorithm instance
currentTimeUtc	The current time (UTC)
getTimeSinceLastFill	A function which returns the time elapsed since the last fill

Returns: True if the cash sync was performed successfully

Implements QuantConnect.Interfaces.IBrokerageCashSynchronizer.

Definition at line 472 of file Brokerage.cs.

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◆ PlaceCrossZeroOrder()

virtual CrossZeroOrderResponse QuantConnect.Brokerages.Brokerage.PlaceCrossZeroOrder	(	CrossZeroFirstOrderRequest	crossZeroOrderRequest,
		bool	isPlaceOrderWithLeanEvent = `true`
	)

protectedvirtual

Places an order that crosses zero (transitions from a short position to a long position or vice versa) and returns the response. This method should be overridden in a derived class to implement brokerage-specific logic for placing such orders.

Parameters

crossZeroOrderRequest	The request object containing details of the cross zero order to be placed.
isPlaceOrderWithLeanEvent	A boolean indicating whether the order should be placed with triggering a Lean event. Default is `true`, meaning Lean events will be triggered.

Returns: A CrossZeroOrderResponse object indicating the result of the order placement.

Exceptions

NotImplementedException Thrown if the method is not overridden in a derived class.

Definition at line 610 of file Brokerage.cs.

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◆ TryCrossZeroPositionOrder()

bool? QuantConnect.Brokerages.Brokerage.TryCrossZeroPositionOrder	(	Order	order,
		decimal	holdingQuantity
	)

protected

Attempts to place an order that may cross the zero position. If the order needs to be split into two parts due to crossing zero, this method handles the split and placement accordingly.

Parameters

order	The order to be placed. Must not be `null`.
holdingQuantity	The current holding quantity of the order's symbol.

Returns: true if the order crosses zero and the first part was successfully placed;

false if the first part of the order could not be placed;

null if the order does not cross zero.

Exceptions

ArgumentNullException Thrown if order is null.

Definition at line 630 of file Brokerage.cs.

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◆ TryGetUpdateCrossZeroOrderQuantity()

bool QuantConnect.Brokerages.Brokerage.TryGetUpdateCrossZeroOrderQuantity	(	Order	leanOrder,
		out decimal	quantity
	)

protected

Determines whether the given Lean order crosses zero quantity based on the initial order quantity.

Parameters

leanOrder	The Lean order to check.
quantity	The quantity to be updated based on whether the order crosses zero.

Returns: true if the Lean order does not cross zero quantity; otherwise, false.

Exceptions

ArgumentNullException Thrown when the leanOrder is null.

Definition at line 697 of file Brokerage.cs.

◆ TryGetOrRemoveCrossZeroOrder()

bool QuantConnect.Brokerages.Brokerage.TryGetOrRemoveCrossZeroOrder	(	string	brokerageOrderId,
		OrderStatus	leanOrderStatus,
		out Order	leanOrder
	)

protected

Attempts to retrieve or remove a cross-zero order based on the brokerage order ID and its filled status.

Parameters

brokerageOrderId	The unique identifier of the brokerage order.
leanOrderStatus	The updated status of the order received from the brokerage
leanOrder	When this method returns, contains the Order object associated with the given brokerage order ID, if the operation was successful; otherwise, null. This parameter is passed uninitialized.

Returns: true if the method successfully retrieves or removes the order; otherwise, false.

The method locks on a private object to ensure thread safety while accessing the collection of orders. If the order is filled, it is removed from the collection. If the order is partially filled, it is retrieved but not removed. If the order is not found, the method returns false.

Definition at line 741 of file Brokerage.cs.

◆ TryHandleRemainingCrossZeroOrder()

bool QuantConnect.Brokerages.Brokerage.TryHandleRemainingCrossZeroOrder	(	Order	leanOrder,
		OrderEvent	orderEvent
	)

protected

Attempts to handle any remaining orders that cross the zero boundary.

Parameters

leanOrder	The order object that needs to be processed.
orderEvent	The event object containing order event details.

Definition at line 767 of file Brokerage.cs.

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Member Data Documentation

◆ AccountInstantlyUpdated

virtual bool QuantConnect.Brokerages.Brokerage.AccountInstantlyUpdated => false

Specifies whether the brokerage will instantly update account balances

Definition at line 401 of file Brokerage.cs.

◆ LastSyncDate

DateTime QuantConnect.Brokerages.Brokerage.LastSyncDate => LastSyncDateTimeUtc.ConvertFromUtc(TimeZones.NewYork).Date

protected

Gets the date of the last sync (New York time zone)

Definition at line 441 of file Brokerage.cs.

◆ LastSyncDateTimeUtc

DateTime QuantConnect.Brokerages.Brokerage.LastSyncDateTimeUtc => new DateTime(Interlocked.Read(ref _lastSyncTimeTicks))

Gets the datetime of the last sync (UTC)

Definition at line 446 of file Brokerage.cs.

Property Documentation

◆ Name

string QuantConnect.Brokerages.Brokerage.Name

get

Gets the name of the brokerage

Definition at line 96 of file Brokerage.cs.

◆ IsConnected

abstract bool QuantConnect.Brokerages.Brokerage.IsConnected

get

Returns true if we're currently connected to the broker

Definition at line 101 of file Brokerage.cs.

◆ AccountBaseCurrency

virtual string QuantConnect.Brokerages.Brokerage.AccountBaseCurrency

getprotected set

Returns the brokerage account's base currency

Definition at line 406 of file Brokerage.cs.

◆ LeanOrderByZeroCrossBrokerageOrderId

ConcurrentDictionary<string, Order> QuantConnect.Brokerages.Brokerage.LeanOrderByZeroCrossBrokerageOrderId = new()

getprotected

A thread-safe dictionary that maps brokerage order IDs to their corresponding Order objects.

This ConcurrentDictionary is used to maintain a mapping between Zero Cross brokerage order IDs and Lean Order objects. The dictionary is protected and read-only, ensuring that it can only be modified by the class that declares it and cannot be assigned a new instance after initialization.

Definition at line 593 of file Brokerage.cs.

Event Documentation

◆ OrderIdChanged

EventHandler<BrokerageOrderIdChangedEvent> QuantConnect.Brokerages.Brokerage.OrderIdChanged

Event that fires each time the brokerage order id changes

Definition at line 48 of file Brokerage.cs.

◆ OrdersStatusChanged

EventHandler<List<OrderEvent> > QuantConnect.Brokerages.Brokerage.OrdersStatusChanged

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

Definition at line 53 of file Brokerage.cs.

◆ OrderUpdated

EventHandler<OrderUpdateEvent> QuantConnect.Brokerages.Brokerage.OrderUpdated

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

These are not status changes but mainly price changes, like the stop price of a trailing stop order

Definition at line 61 of file Brokerage.cs.

◆ OptionPositionAssigned

EventHandler<OrderEvent> QuantConnect.Brokerages.Brokerage.OptionPositionAssigned

Event that fires each time a short option position is assigned

Definition at line 66 of file Brokerage.cs.

◆ OptionNotification

EventHandler<OptionNotificationEventArgs> QuantConnect.Brokerages.Brokerage.OptionNotification

Event that fires each time an option position has changed

Definition at line 71 of file Brokerage.cs.

◆ NewBrokerageOrderNotification

EventHandler<NewBrokerageOrderNotificationEventArgs> QuantConnect.Brokerages.Brokerage.NewBrokerageOrderNotification

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

Definition at line 76 of file Brokerage.cs.

◆ DelistingNotification

EventHandler<DelistingNotificationEventArgs> QuantConnect.Brokerages.Brokerage.DelistingNotification

Event that fires each time a delisting occurs

Definition at line 81 of file Brokerage.cs.

◆ AccountChanged

EventHandler<AccountEvent> QuantConnect.Brokerages.Brokerage.AccountChanged

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

Definition at line 86 of file Brokerage.cs.

◆ Message

EventHandler<BrokerageMessageEvent> QuantConnect.Brokerages.Brokerage.Message

Event that fires when an error is encountered in the brokerage

Definition at line 91 of file Brokerage.cs.

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

Brokerages/Brokerage.cs

Public Member Functions

Public Attributes

Protected Member Functions

Static Protected Member Functions

Protected Attributes

Properties

Events

Detailed Description

Constructor & Destructor Documentation

◆ Brokerage()

Member Function Documentation

◆ PlaceOrder()

◆ UpdateOrder()

◆ CancelOrder()

◆ Connect()

◆ Disconnect()

◆ Dispose()

◆ OnOrderEvents()

◆ OnOrderEvent()

◆ OnOrderUpdated()

◆ OnOrderIdChangedEvent()

◆ OnOptionPositionAssigned()

◆ OnOptionNotification()

◆ OnNewBrokerageOrderNotification()

◆ OnDelistingNotification()

◆ OnAccountChanged()

◆ OnMessage()

◆ GetAccountHoldings() [1/2]

◆ GetCashBalance() [1/2]

◆ GetOpenOrders()

◆ GetAccountHoldings() [2/2]

◆ GetCashBalance() [2/2]

◆ GetHistory()

◆ GetOrderPosition()

◆ ShouldPerformCashSync()

◆ PerformCashSync()

◆ PlaceCrossZeroOrder()

◆ TryCrossZeroPositionOrder()

◆ TryGetUpdateCrossZeroOrderQuantity()

◆ TryGetOrRemoveCrossZeroOrder()

◆ TryHandleRemainingCrossZeroOrder()

Member Data Documentation

◆ AccountInstantlyUpdated

◆ LastSyncDate

◆ LastSyncDateTimeUtc

Property Documentation

◆ Name

◆ IsConnected

◆ AccountBaseCurrency

◆ LeanOrderByZeroCrossBrokerageOrderId

Event Documentation

◆ OrderIdChanged

◆ OrdersStatusChanged

◆ OrderUpdated

◆ OptionPositionAssigned

◆ OptionNotification

◆ NewBrokerageOrderNotification

◆ DelistingNotification

◆ AccountChanged

◆ Message