Roman Yavnikov
9b2a793709
* fix: support BNFCR alternative collateral in CryptoFutureMarginModel for Binance (#9339) * refactor: use classic switch in BinanceFuturesBrokerageModel.GetBuyingPowerModel * fix: CryptoFutureMarginModel in BinanceCoinFuturesBrokerageModel * refactor: simplify BinanceCryptoFutureMarginModel collateral conversion * fix: restore IsCryptoCoinFuture guard in BinanceCryptoFutureMarginModel * refactor: simplify BinanceCryptoFutureMarginModel to direct BNFCR lookup Replace IsStableCoinWithoutPair foreach loop with a single TryGetValue check for BNFCR. BNFCR is EU/EEA-only (MiCA Credits Trading Mode) so the lookup is a no-op for all other users. Amount reflects availableBalance from the Binance API — the total cross-margin pool already aggregated by Binance — making the > 0 guard correct and avoiding CashBook iteration. * feat: add regression algorithm for BNFCR as sole collateral on Binance USDⓈ-M futures Asserts end-to-end that EU/MiCA accounts with zero USDT and BNFCR as the only collateral can open ADAUSDT positions. Verifies buying power, holdings AbsoluteHoldingsCost, TotalSaleVolume, TotalMarginUsed, maintenance margin consistency and TotalUnrealizedProfit accuracy. * refactor: BNFCR presence gate with CashBook iteration for supplementary collateral Replace IsStableCoinWithoutPair and hardcoded asset list with CashBook iteration gated by BNFCR presence. Binance controls which assets are in the account — all with non-zero walletBalance are valid collateral. Add tests for BNFCR zero balance and BTC collateral conversion. * refactor: aggregate all collateral without reference equality check * fix: shared collateral deduction across quote currencies for EU/MiCA BNFCR mode - Extract virtual SharesCollateral in CryptoFutureMarginModel - Override in BinanceCryptoFutureMarginModel: BNFCR present → all USDⓈ-M share pool - Add BNFCRCurrency const - Add SharedCollateralDeductsMaintenanceMarginAcrossQuoteCurrencies unit test - Refactor regression algorithm to assert shared collateral across ADAUSDT/ETHUSDC * refactor: remove dead IsCryptoCoinFuture guard from BinanceCryptoFutureMarginModel - Remove IsCryptoCoinFuture() check (coin futures use BinanceCoinFuturesBrokerageModel, not this model) - Call base.GetTotalCollateralAmount() instead of duplicating primaryCollateral.Amount - Remove CoinFutureDoesNotIncludeBnfcrAsCollateral test (tested wrong margin model) * refactor: make GetCollateralCash private in CryptoFutureMarginModel - No longer accessed by subclasses after removing direct collateral checks from BinanceCryptoFutureMarginModel
QuantConnect Testing
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