/* * 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; using QuantConnect.Benchmarks; using QuantConnect.Orders.Fees; using QuantConnect.Securities; using QuantConnect.Securities.CryptoFuture; namespace QuantConnect.Brokerages { /// /// Provides Binance Futures specific properties /// public class BinanceFuturesBrokerageModel : BinanceBrokerageModel { /// /// Creates a new instance /// public BinanceFuturesBrokerageModel(AccountType accountType) : base(accountType) { if (accountType == AccountType.Cash) { throw new InvalidOperationException($"{SecurityType.CryptoFuture} can only be traded using a {AccountType.Margin} account type"); } } /// /// Get the benchmark for this model /// /// SecurityService to create the security with if needed /// The benchmark for this brokerage public override IBenchmark GetBenchmark(SecurityManager securities) { var symbol = Symbol.Create("BTCUSDT", SecurityType.CryptoFuture, MarketName); return SecurityBenchmark.CreateInstance(securities, symbol); } /// /// Provides Binance Futures fee model /// /// The security to get a fee model for /// The new fee model for this brokerage public override IFeeModel GetFeeModel(Security security) { return new BinanceFuturesFeeModel(); } /// /// Gets a new margin interest rate model for the security /// /// The security to get a margin interest rate model for /// The margin interest rate model for this brokerage public override IMarginInterestRateModel GetMarginInterestRateModel(Security security) { // only applies for perpetual futures if (security.Symbol.SecurityType == SecurityType.CryptoFuture && security.Symbol.ID.Date == SecurityIdentifier.DefaultDate) { return new BinanceFutureMarginInterestRateModel(); } return base.GetMarginInterestRateModel(security); } } }