/*
* 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);
}
}
}