/* * 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.Orders.Fees; using QuantConnect.Securities; namespace QuantConnect.Brokerages { /// /// FTX.US Brokerage model /// public class FTXUSBrokerageModel : FTXBrokerageModel { /// /// Market name /// protected override string MarketName => Market.FTXUS; /// /// Gets a map of the default markets to be used for each security type /// public override IReadOnlyDictionary DefaultMarkets { get; } = GetDefaultMarkets(Market.FTXUS); /// /// Creates an instance of class /// /// Cash or Margin public FTXUSBrokerageModel(AccountType accountType = AccountType.Margin) : base(accountType) { } /// /// Provides FTX.US fee model /// /// The security to get a fee model for /// The new fee model for this brokerage public override IFeeModel GetFeeModel(Security security) => new FTXUSFeeModel(); } }