chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
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+/*
+ * 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.Data;
+using QuantConnect.Data.Market;
+using QuantConnect.Orders.Fees;
+using QuantConnect.Orders.Fills;
+using QuantConnect.Orders.Slippage;
+using QuantConnect.Securities.Forex;
+using System;
+
+namespace QuantConnect.Securities.Crypto
+{
+    /// <summary>
+    /// Crypto Security Object Implementation for Crypto Assets
+    /// </summary>
+    /// <seealso cref="Security"/>
+    public class Crypto : Security, IBaseCurrencySymbol
+    {
+        /// <summary>
+        /// Gets the currency acquired by going long this currency pair
+        /// </summary>
+        /// <remarks>
+        /// For example, the EUR/USD has a base currency of the euro, and as a result
+        /// of going long the EUR/USD a trader is acquiring euros in exchange for US dollars
+        /// </remarks>
+        public Cash BaseCurrency { get; protected set; }
+
+        /// <summary>
+        /// Constructor for the Crypto security
+        /// </summary>
+        /// <param name="exchangeHours">Defines the hours this exchange is open</param>
+        /// <param name="quoteCurrency">The cash object that represent the quote currency</param>
+        /// <param name="baseCurrency">The cash object that represent the base currency</param>
+        /// <param name="config">The subscription configuration for this security</param>
+        /// <param name="symbolProperties">The symbol properties for this security</param>
+        /// <param name="currencyConverter">Currency converter used to convert <see cref="CashAmount"/>
+        /// instances into units of the account currency</param>
+        /// <param name="registeredTypes">Provides all data types registered in the algorithm</param>
+        public Crypto(SecurityExchangeHours exchangeHours,
+            Cash quoteCurrency,
+            Cash baseCurrency,
+            SubscriptionDataConfig config,
+            SymbolProperties symbolProperties,
+            ICurrencyConverter currencyConverter,
+            IRegisteredSecurityDataTypesProvider registeredTypes)
+            : base(config,
+                quoteCurrency,
+                symbolProperties,
+                new CryptoExchange(exchangeHours),
+                new ForexCache(),
+                new SecurityPortfolioModel(),
+                new ImmediateFillModel(),
+                new GDAXFeeModel(),
+                NullSlippageModel.Instance,
+                new ImmediateSettlementModel(),
+                Securities.VolatilityModel.Null,
+                new CashBuyingPowerModel(),
+                new ForexDataFilter(),
+                new SecurityPriceVariationModel(),
+                currencyConverter,
+                registeredTypes,
+                Securities.MarginInterestRateModel.Null
+                )
+        {
+            BaseCurrency = baseCurrency;
+            Holdings = new CryptoHolding(this, currencyConverter);
+        }
+
+        /// <summary>
+        /// Constructor for the Crypto security
+        /// </summary>
+        /// <param name="symbol">The security's symbol</param>
+        /// <param name="exchangeHours">Defines the hours this exchange is open</param>
+        /// <param name="quoteCurrency">The cash object that represent the quote currency</param>
+        /// <param name="baseCurrency">The cash object that represent the base currency</param>
+        /// <param name="symbolProperties">The symbol properties for this security</param>
+        /// <param name="currencyConverter">Currency converter used to convert <see cref="CashAmount"/>
+        /// instances into units of the account currency</param>
+        /// <param name="registeredTypes">Provides all data types registered in the algorithm</param>
+        /// <param name="securityCache">Cache to store <see cref="Security"/> data</param>
+        public Crypto(Symbol symbol,
+            SecurityExchangeHours exchangeHours,
+            Cash quoteCurrency,
+            Cash baseCurrency,
+            SymbolProperties symbolProperties,
+            ICurrencyConverter currencyConverter,
+            IRegisteredSecurityDataTypesProvider registeredTypes,
+            SecurityCache securityCache)
+            : base(symbol,
+                quoteCurrency,
+                symbolProperties,
+                new CryptoExchange(exchangeHours),
+                securityCache,
+                new SecurityPortfolioModel(),
+                new ImmediateFillModel(),
+                new GDAXFeeModel(),
+                NullSlippageModel.Instance,
+                new ImmediateSettlementModel(),
+                Securities.VolatilityModel.Null,
+                new CashBuyingPowerModel(),
+                new ForexDataFilter(),
+                new SecurityPriceVariationModel(),
+                currencyConverter,
+                registeredTypes,
+                Securities.MarginInterestRateModel.Null
+                )
+        {
+            BaseCurrency = baseCurrency;
+            Holdings = new CryptoHolding(this, currencyConverter);
+        }
+
+        /// <summary>
+        /// Get the current value of the security.
+        /// </summary>
+        public override decimal Price => Cache.GetData<TradeBar>()?.Close ?? Cache.Price;
+
+        /// <summary>
+        /// Decomposes the specified currency pair into a base and quote currency provided as out parameters
+        /// </summary>
+        /// <param name="symbol">The input symbol to be decomposed</param>
+        /// <param name="symbolProperties">The symbol properties for this security</param>
+        /// <param name="baseCurrency">The output base currency</param>
+        /// <param name="quoteCurrency">The output quote currency</param>
+        public static void DecomposeCurrencyPair(Symbol symbol, SymbolProperties symbolProperties, out string baseCurrency, out string quoteCurrency)
+        {
+            quoteCurrency = symbolProperties.QuoteCurrency;
+            if (symbol.Value.EndsWith(quoteCurrency))
+            {
+                baseCurrency = symbol.Value.RemoveFromEnd(quoteCurrency);
+            }
+            else
+            {
+                throw new InvalidOperationException($"symbol doesn't end with {quoteCurrency}");
+            }
+        }
+
+        /// <summary>
+        /// Returns the securities symbol
+        /// </summary>
+        public static implicit operator Symbol(Crypto security) => security.Symbol;
+    }
+}