/*
* 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);
}
}
}