/* * 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 System.Collections.Generic; using QuantConnect.Logging; using QuantConnect.Orders; using QuantConnect.Orders.Fees; using QuantConnect.Orders.TimeInForces; using QuantConnect.Securities; namespace QuantConnect.Brokerages { /// /// Represents a brokerage model specific to Webull. /// public class WebullBrokerageModel : DefaultBrokerageModel { /// /// Flag to track if we've already logged a message about market orders only supporting Day TIF. We only want to log this once to avoid spamming the logs. /// private bool _marketOrderDayTimeInForceLogged; /// /// Maps each supported security type to the order types Webull allows for it. /// private static readonly Dictionary> _supportedOrderTypesBySecurityType = new Dictionary> { { SecurityType.Equity, new HashSet { OrderType.Market, OrderType.Limit, OrderType.StopMarket, OrderType.StopLimit, OrderType.TrailingStop } }, { SecurityType.Option, new HashSet { OrderType.Market, OrderType.Limit, OrderType.StopMarket, OrderType.StopLimit } }, { SecurityType.IndexOption, new HashSet { OrderType.Market, OrderType.Limit, OrderType.StopMarket, OrderType.StopLimit } } }; /// /// Constructor for Webull brokerage model. /// /// Cash or Margin public WebullBrokerageModel(AccountType accountType = AccountType.Margin) : base(accountType) { } /// /// Provides the Webull fee model. /// /// Security /// Webull fee model public override IFeeModel GetFeeModel(Security security) { return new WebullFeeModel(); } /// /// Returns true if the brokerage could accept this order. This takes into account /// order type, security type, and order size limits. /// /// /// For example, a brokerage may have no connectivity at certain times, or an order rate/size limit. /// /// 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 (!_supportedOrderTypesBySecurityType.TryGetValue(security.Type, out var supportedOrderTypes)) { message = new BrokerageMessageEvent(BrokerageMessageType.Warning, "NotSupported", Messages.DefaultBrokerageModel.UnsupportedSecurityType(this, security)); return false; } if (!supportedOrderTypes.Contains(order.Type)) { message = new BrokerageMessageEvent(BrokerageMessageType.Warning, "NotSupported", Messages.DefaultBrokerageModel.UnsupportedOrderType(this, order, supportedOrderTypes)); return false; } if (!_marketOrderDayTimeInForceLogged && order.Type == OrderType.Market && order.TimeInForce is not DayTimeInForce) { _marketOrderDayTimeInForceLogged = true; Log.Trace("WebullBrokerageModel.CanSubmitOrder: Market orders support only Day TIF, which is set automatically by the brokerage."); } // Options and IndexOptions have per-direction TimeInForce restrictions. // https://developer.webull.com/apis/docs/trade-api/options#time-in-force // - Sell orders: Day only if (security.Type == SecurityType.Option || security.Type == SecurityType.IndexOption) { if (order.Direction == OrderDirection.Sell && order.TimeInForce is not DayTimeInForce) { message = new BrokerageMessageEvent(BrokerageMessageType.Warning, "NotSupported", Messages.WebullBrokerageModel.InvalidTimeInForceForOptionSellOrder(order)); return false; } } if (order.Properties is WebullOrderProperties { OutsideRegularTradingHours: true }) { if (security.Type is not SecurityType.Equity) { message = new BrokerageMessageEvent(BrokerageMessageType.Warning, "NotSupported", Messages.WebullBrokerageModel.OutsideRegularTradingHoursNotSupportedForSecurityType(security)); return false; } if (order.Type == OrderType.Market) { message = new BrokerageMessageEvent(BrokerageMessageType.Warning, "NotSupported", Messages.WebullBrokerageModel.MarketOrdersNotSupportedOutsideRegularTradingHours()); return false; } } return base.CanSubmitOrder(security, order, out message); } } }