wehub-resource-sync
81 lines
3.3 KiB
C#
81 lines
3.3 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System;
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using QuantConnect.Orders.Fees;
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using QuantConnect.Orders.Slippage;
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using QuantConnect.Securities;
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namespace QuantConnect.Brokerages
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{
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/// <summary>
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/// Provides properties specific to Alpha Streams
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/// </summary>
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public class AlphaStreamsBrokerageModel : DefaultBrokerageModel
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{
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/// <summary>
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/// Initializes a new instance of the <see cref="AlphaStreamsBrokerageModel"/> class
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/// </summary>
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/// <param name="accountType">The type of account to be modeled, defaults to <see cref="AccountType.Margin"/> does not accept <see cref="AccountType.Cash"/>.</param>
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public AlphaStreamsBrokerageModel(AccountType accountType = AccountType.Margin)
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: base(accountType)
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{
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if (accountType == AccountType.Cash)
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{
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throw new ArgumentException(Messages.AlphaStreamsBrokerageModel.UnsupportedAccountType, nameof(accountType));
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}
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}
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/// <summary>
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/// Gets a new fee model that represents this brokerage's fee structure
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/// </summary>
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/// <param name="security">The security to get a fee model for</param>
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/// <returns>The new fee model for this brokerage</returns>
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public override IFeeModel GetFeeModel(Security security) => new AlphaStreamsFeeModel();
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/// <summary>
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/// Gets a new slippage model that represents this brokerage's fill slippage behavior
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/// </summary>
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/// <param name="security">The security to get a slippage model for</param>
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/// <returns>The new slippage model for this brokerage</returns>
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public override ISlippageModel GetSlippageModel(Security security) => new AlphaStreamsSlippageModel();
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/// <summary>
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/// Gets the brokerage's leverage for the specified security
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/// </summary>
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/// <param name="security">The security's whose leverage we seek</param>
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/// <returns>The leverage for the specified security</returns>
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public override decimal GetLeverage(Security security)
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{
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switch (security.Type)
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{
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case SecurityType.Forex:
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case SecurityType.Cfd:
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return 10m;
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default:
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return 1m;
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}
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}
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/// <summary>
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/// Gets a new settlement model for the security
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/// </summary>
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/// <param name="security">The security to get a settlement model for</param>
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/// <returns>The settlement model for this brokerage</returns>
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public override ISettlementModel GetSettlementModel(Security security) => new ImmediateSettlementModel();
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}
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}
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