/* * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. * */ using QuantConnect.Orders; using QuantConnect.Orders.Fees; using QuantConnect.Securities; using System.Collections.Generic; namespace QuantConnect.Brokerages { /// /// Represents a brokerage model specific to Public.com. /// public class PublicBrokerageModel : DefaultBrokerageModel { /// /// The security types supported by Public.com. /// private readonly HashSet _supportSecurityTypes = new( new[] { SecurityType.Equity, SecurityType.Option, SecurityType.IndexOption, SecurityType.Crypto }); /// /// The order types supported by the operation in Public.com. /// Multi-leg combos are limit only. /// private readonly HashSet _supportOrderTypes = new( new[] { OrderType.Market, OrderType.Limit, OrderType.StopMarket, OrderType.StopLimit, OrderType.ComboLimit }); /// /// Constructor for Public.com brokerage model /// /// Cash or Margin public PublicBrokerageModel(AccountType accountType = AccountType.Margin) : base(accountType) { } /// /// Provides the Public.com fee model /// /// Security /// Public.com fee model public override IFeeModel GetFeeModel(Security security) { return new PublicFeeModel(); } /// /// Returns true if the brokerage could accept this order. This takes into account order type, security type. /// /// The security of the order /// The order to be processed /// If this function returns false, a brokerage message detailing why the order may not be submitted /// True if the brokerage could process the order, false otherwise public override bool CanSubmitOrder(Security security, Order order, out BrokerageMessageEvent message) { message = default; if (!_supportSecurityTypes.Contains(security.Type)) { message = new BrokerageMessageEvent(BrokerageMessageType.Warning, "NotSupported", Messages.DefaultBrokerageModel.UnsupportedSecurityType(this, security)); return false; } if (!_supportOrderTypes.Contains(order.Type)) { message = new BrokerageMessageEvent(BrokerageMessageType.Warning, "NotSupported", Messages.DefaultBrokerageModel.UnsupportedOrderType(this, order, _supportOrderTypes)); return false; } // Public.com only accepts Limit orders in the extended (outside regular trading hours) session. if (order.Properties is PublicOrderProperties { OutsideRegularTradingHours: true } && order.Type != OrderType.Limit) { message = new BrokerageMessageEvent(BrokerageMessageType.Warning, "NotSupported", Messages.PublicBrokerageModel.ExtendedMarketOrderMustBeLimit(order)); return false; } if (order.Properties is PublicOrderProperties publicOrderProperties) { // A cash account has no margin buying power, so margin is always off there. // On a margin account, keep an explicit choice and otherwise use margin by default. publicOrderProperties.UseMargin = AccountType != AccountType.Cash && (publicOrderProperties.UseMargin ?? true); } // Public.com handles crossing a zero position natively, so the order is not split or rejected here. return base.CanSubmitOrder(security, order, out message); } /// /// Returns true if the brokerage would allow updating the order as specified by the request. /// Public.com has no multi-leg replace endpoint, so combo orders cannot be updated. /// /// The security of the order /// The order to be updated /// The requested update to be made to the order /// If this function returns false, a brokerage message detailing why the order may not be updated /// True if the brokerage would allow updating the order, false otherwise public override bool CanUpdateOrder(Security security, Order order, UpdateOrderRequest request, out BrokerageMessageEvent message) { if (order.GroupOrderManager != null) { message = new BrokerageMessageEvent(BrokerageMessageType.Warning, "NotSupported", "Public.com does not support updating combo (multi-leg) orders."); return false; } message = null; return true; } } }