wehub-resource-sync
104 lines
4.3 KiB
C#
104 lines
4.3 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.Benchmarks;
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using QuantConnect.Orders.Fees;
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using QuantConnect.Securities;
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using QuantConnect.Securities.CryptoFuture;
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namespace QuantConnect.Brokerages
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{
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/// <summary>
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/// Provides Binance Futures specific properties
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/// </summary>
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public class BinanceFuturesBrokerageModel : BinanceBrokerageModel
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{
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/// <summary>
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/// Creates a new instance
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/// </summary>
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public BinanceFuturesBrokerageModel(AccountType accountType) : base(accountType)
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{
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if (accountType == AccountType.Cash)
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{
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throw new InvalidOperationException($"{SecurityType.CryptoFuture} can only be traded using a {AccountType.Margin} account type");
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}
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}
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/// <summary>
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/// Get the benchmark for this model
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/// </summary>
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/// <param name="securities">SecurityService to create the security with if needed</param>
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/// <returns>The benchmark for this brokerage</returns>
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public override IBenchmark GetBenchmark(SecurityManager securities)
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{
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var symbol = Symbol.Create("BTCUSDT", SecurityType.CryptoFuture, MarketName);
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return SecurityBenchmark.CreateInstance(securities, symbol);
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}
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/// <summary>
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/// Provides Binance Futures fee model
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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)
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{
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return new BinanceFuturesFeeModel();
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}
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/// <summary>
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/// Gets a new margin interest rate model for the security
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/// </summary>
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/// <param name="security">The security to get a margin interest rate model for</param>
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/// <returns>The margin interest rate model for this brokerage</returns>
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public override IMarginInterestRateModel GetMarginInterestRateModel(Security security)
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{
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// only applies for perpetual futures
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if (security.Symbol.SecurityType == SecurityType.CryptoFuture && security.Symbol.ID.Date == SecurityIdentifier.DefaultDate)
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{
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return new BinanceFutureMarginInterestRateModel();
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}
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return base.GetMarginInterestRateModel(security);
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}
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/// <summary>
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/// Gets a new buying power model for the security.
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/// For <see cref="SecurityType.CryptoFuture"/>, returns a <see cref="BinanceCryptoFutureMarginModel"/>
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/// that recognizes supplementary stable coin collateral (e.g. BNFCR for EU Credits Trading Mode).
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/// </summary>
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/// <param name="security">The security to get a buying power model for</param>
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/// <returns>The buying power model for this brokerage/security</returns>
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public override IBuyingPowerModel GetBuyingPowerModel(Security security)
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{
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if (security?.Type == SecurityType.CryptoFuture)
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{
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return CreateCryptoFutureMarginModel(security);
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}
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return base.GetBuyingPowerModel(security);
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}
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/// <summary>
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/// Creates the crypto future margin model for the given security
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/// </summary>
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/// <param name="security">The security to create the margin model for</param>
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/// <returns>The margin model instance</returns>
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protected virtual IBuyingPowerModel CreateCryptoFutureMarginModel(Security security)
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{
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return new BinanceCryptoFutureMarginModel(GetLeverage(security));
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}
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}
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}
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