QuantConnect.Brokerages.GDAXBrokerageModel Class Reference
Provides GDAX specific properties More...
Inheritance diagram for QuantConnect.Brokerages.GDAXBrokerageModel:
Public Member Functions | |
| GDAXBrokerageModel (AccountType accountType=AccountType.Cash) | |
| Initializes a new instance of the GDAXBrokerageModel class More... | |
 Public Member Functions inherited from QuantConnect.Brokerages.CoinbaseBrokerageModel | |
| CoinbaseBrokerageModel (AccountType accountType=AccountType.Cash) | |
| Initializes a new instance of the CoinbaseBrokerageModel class More... | |
| override decimal | GetLeverage (Security security) |
| Coinbase global leverage rule More... | |
| override IBenchmark | GetBenchmark (SecurityManager securities) |
| Get the benchmark for this model More... | |
| override IFeeModel | GetFeeModel (Security security) |
| Provides Coinbase fee model More... | |
| override bool | CanUpdateOrder (Security security, Order order, UpdateOrderRequest request, out BrokerageMessageEvent message) |
| Determines whether the brokerage supports updating an existing order for the specified security. More... | |
| override bool | CanSubmitOrder (Security security, Order order, out BrokerageMessageEvent message) |
| Evaluates whether exchange will accept order. Will reject order update More... | |
| override 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... | |
| 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 IShortableProvider | GetShortableProvider (Security security) |
| Gets the shortable provider 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... | |
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.CoinbaseBrokerageModel | |
| override IReadOnlyDictionary< SecurityType, string > | DefaultMarkets => GetDefaultMarkets(Market.Coinbase) |
| 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 inherited from QuantConnect.Brokerages.DefaultBrokerageModel | |
| static readonly IReadOnlyDictionary< SecurityType, string > | DefaultMarketMap |
| The default markets for the backtesting brokerage More... | |
| Protected Member Functions inherited from QuantConnect.Brokerages.CoinbaseBrokerageModel | |
| virtual bool | IsOrderSizeLargeEnough (Security security, decimal orderQuantity) |
| Returns true if the order size is large enough for the given security. More... | |
| Static Protected Member Functions inherited from QuantConnect.Brokerages.CoinbaseBrokerageModel | |
| static IReadOnlyDictionary< SecurityType, string > | GetDefaultMarkets (string marketName) |
| Gets the default markets for different security types, with an option to override the market name for Crypto securities. 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 GDAX specific properties
Definition at line 24 of file GDAXBrokerageModel.cs.
Constructor & Destructor Documentation
◆ GDAXBrokerageModel()
| QuantConnect.Brokerages.GDAXBrokerageModel.GDAXBrokerageModel | ( | AccountType | accountType = AccountType.Cash | ) |
Initializes a new instance of the GDAXBrokerageModel class
- Parameters
-
accountType The type of account to be modelled, defaults to AccountType.Cash
Definition at line 31 of file GDAXBrokerageModel.cs.
The documentation for this class was generated from the following file:
- Common/Brokerages/GDAXBrokerageModel.cs
