/* * 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 QuantConnect.Orders; using QuantConnect.Securities; using QuantConnect.Orders.Fees; using System.Collections.Generic; namespace QuantConnect.Brokerages { /// /// RBI Brokerage model /// public class RBIBrokerageModel : DefaultBrokerageModel { /// /// Array's RBI supports security types /// private readonly HashSet _supportSecurityTypes = new (new [] { SecurityType.Equity }); /// /// Array's RBI supports order types /// private readonly HashSet _supportOrderTypes = new(new [] { OrderType.Market, OrderType.Limit, OrderType.StopMarket, OrderType.StopLimit }); /// /// Constructor for RBI brokerage model /// /// Cash or Margin public RBIBrokerageModel(AccountType accountType = AccountType.Margin) : base(accountType) { } /// /// Returns true if the brokerage could accept this order. This takes into account /// order type, security type, and order size limits. /// /// /// For example, a brokerage may have no connectivity at certain times, or an order rate/size limit /// /// The security of the order /// The order to be processed /// If this function returns false, a brokerage message detailing why the order may not be submitted /// True if the brokerage could process the order, false otherwise public override bool CanSubmitOrder(Security security, Order order, out BrokerageMessageEvent message) { if (!IsValidOrderSize(security, order.Quantity, out message)) { return false; } message = null; if (!_supportSecurityTypes.Contains(security.Type)) { message = new BrokerageMessageEvent(BrokerageMessageType.Warning, "NotSupported", Messages.DefaultBrokerageModel.UnsupportedSecurityType(this, security)); return false; } if (!_supportOrderTypes.Contains(order.Type)) { message = new BrokerageMessageEvent(BrokerageMessageType.Warning, "NotSupported", Messages.RBIBrokerageModel.UnsupportedOrderType(order)); return false; } return base.CanSubmitOrder(security, order, out message); } /// /// RBI supports UpdateOrder /// /// Security /// Order that should be updated /// Update request /// Outgoing message /// True if the brokerage would allow updating the order, false otherwise public override bool CanUpdateOrder(Security security, Order order, UpdateOrderRequest request, out BrokerageMessageEvent message) { message = null; return true; } /// /// Provides RBI fee model /// /// Security /// RBI fee model public override IFeeModel GetFeeModel(Security security) { return new RBIFeeModel(); } } }