QuantConnect.Brokerages Namespace Reference

Classes
class	AlpacaBrokerageModel
	Provides an implementation of the DefaultBrokerageModel specific to Alpaca brokerage. More...
class	AlphaStreamsBrokerageModel
	Provides properties specific to Alpha Streams More...
class	AxosClearingBrokerageModel
	Provides the Axos clearing brokerage model specific properties More...
class	BaseWebsocketsBrokerage
	Provides shared brokerage websockets implementation More...
class	BestBidAskUpdatedEventArgs
	Event arguments class for the DefaultOrderBook.BestBidAskUpdated event More...
class	BinanceBrokerageModel
	Provides Binance specific properties More...
class	BinanceCoinFuturesBrokerageModel
	Provides Binance Coin Futures specific properties More...
class	BinanceFuturesBrokerageModel
	Provides Binance Futures specific properties More...
class	BinanceUSBrokerageModel
	Provides Binance.US specific properties More...
class	BitfinexBrokerageModel
	Provides Bitfinex specific properties More...
class	Brokerage
	Represents the base Brokerage implementation. This provides logging on brokerage events. More...
class	BrokerageConcurrentMessageHandler
	Brokerage helper class to lock message stream while executing an action, for example placing an order More...
class	BrokerageException
	Represents an error retuned from a broker's server More...
class	BrokerageExtensions
	Provides extension methods for handling brokerage operations. More...
class	BrokerageFactory
	Provides a base implementation of IBrokerageFactory that provides a helper for reading data from a job's brokerage data dictionary More...
class	BrokerageFactoryAttribute
	Represents the brokerage factory type required to load a data queue handler More...
class	BrokerageMessageEvent
	Represents a message received from a brokerage More...
class	BrokerageModel
	Provides factory method for creating an IBrokerageModel from the BrokerageName enum More...
class	BrokerageMultiWebSocketEntry
	Helper class for BrokerageMultiWebSocketSubscriptionManager More...
class	BrokerageMultiWebSocketSubscriptionManager
	Handles brokerage data subscriptions with multiple websocket connections, with optional symbol weighting More...
class	CharlesSchwabBrokerageModel
	Represents a brokerage model specific to Charles Schwab. More...
class	CoinbaseBrokerageModel
	Represents a brokerage model for interacting with the Coinbase exchange. This class extends the default brokerage model. More...
class	DefaultBrokerageMessageHandler
	Provides a default implementation o IBrokerageMessageHandler that will forward messages as follows: Information -> IResultHandler.Debug Warning -> IResultHandler.Error && IApi.SendUserEmail Error -> IResultHandler.Error && IAlgorithm.RunTimeError More...
class	DefaultBrokerageModel
	Provides a default implementation of IBrokerageModel that allows all orders and uses the default transaction models More...
class	DefaultConnectionHandler
	A default implementation of IConnectionHandler which signals disconnection if no data is received for a given time span and attempts to reconnect automatically. More...
class	DefaultOrderBook
	Represents a full order book for a security. It contains prices and order sizes for each bid and ask level. The best bid and ask prices are also kept up to date. More...
class	DelistingNotificationEventArgs
	Event arguments class for the IBrokerage.DelistingNotification event More...
class	DowngradeErrorCodeToWarningBrokerageMessageHandler
	Provides an implementation of IBrokerageMessageHandler that converts specified error codes into warnings More...
class	ExanteBrokerageModel
	Exante Brokerage Model Implementation for Back Testing. More...
class	EzeBrokerageModel
	Provides Eze specific properties More...
class	FTXBrokerageModel
	FTX Brokerage model More...
class	FTXUSBrokerageModel
	FTX.US Brokerage model More...
class	FxcmBrokerageModel
	Provides FXCM specific properties More...
class	GDAXBrokerageModel
	Provides GDAX specific properties More...
interface	IBrokerageMessageHandler
	Provides an plugin point to allow algorithms to directly handle the messages that come from their brokerage More...
interface	IBrokerageModel
	Models brokerage transactions, fees, and order More...
interface	IConnectionHandler
	Provides handling of a brokerage or data feed connection More...
class	InteractiveBrokersBrokerageModel
	Provides properties specific to interactive brokers More...
interface	IOrderBookUpdater
	Represents an orderbook updater interface for a security. Provides the ability to update orderbook price level and to be alerted about updates More...
interface	ISymbolMapper
	Provides the mapping between Lean symbols and brokerage specific symbols. More...
interface	IWebSocket
	Wrapper for WebSocket4Net to enhance testability More...
class	KrakenBrokerageModel
	Kraken Brokerage model More...
class	NewBrokerageOrderNotificationEventArgs
	Event arguments class for the IBrokerage.NewBrokerageOrderNotification event More...
class	OandaBrokerageModel
	Oanda Brokerage Model Implementation for Back Testing. More...
class	OptionNotificationEventArgs
	Event arguments class for the IBrokerage.OptionNotification event More...
class	RBIBrokerageModel
	RBI Brokerage model More...
class	SamcoBrokerageModel
	Brokerage Model implementation for Samco More...
class	SymbolPropertiesDatabaseSymbolMapper
	Provides the mapping between Lean symbols and brokerage symbols using the symbol properties database More...
class	TDAmeritradeBrokerageModel
	TDAmeritrade More...
class	TradeStationBrokerageModel
	Represents a brokerage model specific to TradeStation. More...
class	TradierBrokerageModel
	Provides tradier specific properties More...
class	TradingTechnologiesBrokerageModel
	Provides properties specific to Trading Technologies More...
class	WebSocketClientWrapper
	Wrapper for System.Net.Websockets.ClientWebSocket to enhance testability More...
class	WebSocketCloseData
	Defines data returned from a web socket close event More...
class	WebSocketError
	Defines data returned from a web socket error More...
class	WebSocketMessage
	Defines a message received at a web socket More...
class	WolverineBrokerageModel
	Wolverine Brokerage model More...
class	ZerodhaBrokerageModel
	Brokerage Model implementation for Zerodha More...

Enumerations
enum	BrokerageMessageType {   BrokerageMessageType.Information, BrokerageMessageType.Warning, BrokerageMessageType.Error, BrokerageMessageType.Reconnect,   BrokerageMessageType.Disconnect }
	Specifies the type of message received from an IBrokerage implementation More...
enum	BrokerageName {   BrokerageName.Default, BrokerageName.QuantConnectBrokerage = Default, BrokerageName.InteractiveBrokersBrokerage, BrokerageName.TradierBrokerage,   BrokerageName.OandaBrokerage, BrokerageName.FxcmBrokerage, BrokerageName.Bitfinex, BrokerageName.Binance,   BrokerageName.GDAX = 12, BrokerageName.Alpaca, BrokerageName.AlphaStreams, BrokerageName.Zerodha,   BrokerageName.Samco, BrokerageName.Atreyu, BrokerageName.TradingTechnologies, BrokerageName.Kraken,   BrokerageName.FTX, BrokerageName.FTXUS, BrokerageName.Exante, BrokerageName.BinanceUS,   BrokerageName.Wolverine, BrokerageName.TDAmeritrade, BrokerageName.BinanceFutures, BrokerageName.BinanceCoinFutures,   BrokerageName.RBI, BrokerageName.Bybit, BrokerageName.Eze, BrokerageName.Axos,   BrokerageName.Coinbase, BrokerageName.TradeStation, BrokerageName.TerminalLink, BrokerageName.CharlesSchwab }
	Specifices what transaction model and submit/execution rules to use More...

Enumeration Type Documentation

BrokerageMessageType

enum QuantConnect.Brokerages.BrokerageMessageType

strong

Specifies the type of message received from an IBrokerage implementation

Enumerator
Information	Informational message (0)
Warning	Warning message (1)
Error	Fatal error message, the algo will be stopped (2)
Reconnect	Brokerage reconnected with remote server (3)
Disconnect	Brokerage disconnected from remote server (4)

Definition at line 21 of file BrokerageMessageType.cs.

BrokerageName

enum QuantConnect.Brokerages.BrokerageName

strong

Specifices what transaction model and submit/execution rules to use

Enumerator
Default	Transaction and submit/execution rules will be the default as initialized
QuantConnectBrokerage	Transaction and submit/execution rules will be the default as initialized Alternate naming for default brokerage
InteractiveBrokersBrokerage	Transaction and submit/execution rules will use interactive brokers models
TradierBrokerage	Transaction and submit/execution rules will use tradier models
OandaBrokerage	Transaction and submit/execution rules will use oanda models
FxcmBrokerage	Transaction and submit/execution rules will use fxcm models
Bitfinex	Transaction and submit/execution rules will use bitfinex models
Binance	Transaction and submit/execution rules will use binance models
GDAX	Transaction and submit/execution rules will use gdax models
Alpaca	Transaction and submit/execution rules will use alpaca models
AlphaStreams	Transaction and submit/execution rules will use AlphaStream models
Zerodha	Transaction and submit/execution rules will use Zerodha models
Samco	Transaction and submit/execution rules will use Samco models
Atreyu	Transaction and submit/execution rules will use atreyu models
TradingTechnologies	Transaction and submit/execution rules will use TradingTechnologies models
Kraken	Transaction and submit/execution rules will use Kraken models
FTX	Transaction and submit/execution rules will use ftx models
FTXUS	Transaction and submit/execution rules will use ftx us models
Exante	Transaction and submit/execution rules will use Exante models
BinanceUS	Transaction and submit/execution rules will use Binance.US models
Wolverine	Transaction and submit/execution rules will use Wolverine models
TDAmeritrade	Transaction and submit/execution rules will use TDameritrade models
BinanceFutures	Binance Futures USDⓈ-Margined contracts are settled and collateralized in their quote cryptocurrency, USDT or BUSD
BinanceCoinFutures	Binance Futures COIN-Margined contracts are settled and collateralized in their based cryptocurrency.
RBI	Transaction and submit/execution rules will use RBI models
Bybit	Transaction and submit/execution rules will use Bybit models
Eze	Transaction and submit/execution rules will use Eze models
Axos	Transaction and submit/execution rules will use Axos models
Coinbase	Transaction and submit/execution rules will use Coinbase broker's model
TradeStation	Transaction and submit/execution rules will use TradeStation models
TerminalLink	Transaction and submit/execution rules will use Terminal link models
CharlesSchwab	Transaction and submit/execution rules will use Charles Schwab models

Definition at line 23 of file BrokerageName.cs.