/*
* 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();
}
}