Files
quantconnect--lean/Common/Orders/CoinbaseOrderProperties.cs
T
Roman Yavnikov 50ccec9a01 feat: gdax -> coinbase (#7633)
* feat: gdax -> coinbase

* feat: defaultBrokerageModel gdax -> coinbase

* refactor: coinbaseBrokerageModel
fix: gdax test

* feat: add coinbase market hours

* feat: symbolPropDB gdax -> coinbase

* fix: gdax to coinbase tests

* fix: coinbase Fees data

* remove: gdax market-hours

* revert: stopMarket order Type by date + test

* fix: coinbase test (fee was changed)
revert: old test with stopMarket gdax
fix: pandas padding

* refactor: gdaxLiveTrading -> CoinbaseLiveTrading
remove: gdax configs

* remove: old gdax testdata files

* refactor: gdax route -> coinbase route
feat: add deprecated gdax info
feat: some string "gdax" -> "coinbase"

* fix: style brackets

* fix: config coinbase data-queue-handler

* revert: public StablePairsGDAX collection

* rename: GdaxBrokerageModel to CoinbaseBrokerageModel in tests
rename: gdax -> coinbase in DefaultMarketMap
rename: gdaxBrokerageModelTest to Coinbase...

* revert: coinbase changes in toolbox (deprecated)

* remove: override Clone() in GDAX\Coinbase-OrderProperties

* typo: ops missing brackets

* rename: Market.Gdax -> Coinbase in Test
remove: ref on gdax

* test: compatibility of GDAXOrderProperties

* fix: coinbase brokerageName enum number

* feat: readonly to stablePairs Gdax/Coinbase
remove: GetFeeModel() in GDAXBrokerageModel {}

* test: gdax market name compatible with coinbase

* rename: config to old ones

* feat: coinbase CanUpdateOrder()

* rename: plus to commit 4135c91

* feat: coinbase fee model + test

* fix: stable fees data

* update: coinbase symbol-properties-database.csv

* fix:  validation of MinimumOrderSize in SubmitOrder()

* feat: gdax -> coinbase

* feat: defaultBrokerageModel gdax -> coinbase

* refactor: coinbaseBrokerageModel
fix: gdax test

* feat: add coinbase market hours

* feat: symbolPropDB gdax -> coinbase

* fix: gdax to coinbase tests

* fix: coinbase Fees data

* remove: gdax market-hours

* revert: stopMarket order Type by date + test

* fix: coinbase test (fee was changed)
revert: old test with stopMarket gdax
fix: pandas padding

* refactor: gdaxLiveTrading -> CoinbaseLiveTrading
remove: gdax configs

* remove: old gdax testdata files

* refactor: gdax route -> coinbase route
feat: add deprecated gdax info
feat: some string "gdax" -> "coinbase"

* fix: style brackets

* fix: config coinbase data-queue-handler

* revert: public StablePairsGDAX collection

* rename: GdaxBrokerageModel to CoinbaseBrokerageModel in tests
rename: gdax -> coinbase in DefaultMarketMap
rename: gdaxBrokerageModelTest to Coinbase...

* revert: coinbase changes in toolbox (deprecated)

* remove: override Clone() in GDAX\Coinbase-OrderProperties

* typo: ops missing brackets

* rename: Market.Gdax -> Coinbase in Test
remove: ref on gdax

* test: compatibility of GDAXOrderProperties

* fix: coinbase brokerageName enum number

* feat: readonly to stablePairs Gdax/Coinbase
remove: GetFeeModel() in GDAXBrokerageModel {}

* test: gdax market name compatible with coinbase

* rename: config to old ones

* feat: coinbase CanUpdateOrder()

* rename: plus to commit 4135c91

* feat: coinbase fee model + test

* fix: stable fees data

* update: coinbase symbol-properties-database.csv

* fix:  validation of MinimumOrderSize in SubmitOrder()

* fix: skipped gdax name to coinbase

* feature: visible Symbol prop in DefaultOrderBook
2024-01-05 16:57:19 -03:00

39 lines
1.7 KiB
C#

/*
* 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.
*/
namespace QuantConnect.Orders
{
/// <summary>
/// Contains additional properties and settings for an order submitted to Coinbase brokerage
/// </summary>
public class CoinbaseOrderProperties : OrderProperties
{
/// <summary>
/// This flag will ensure the order executes only as a maker (no fee) order.
/// If part of the order results in taking liquidity rather than providing,
/// it will be rejected and no part of the order will execute.
/// Note: this flag is only applied to Limit orders.
/// </summary>
public bool PostOnly { get; set; }
/// <summary>
/// Gets or sets a value indicating whether self-trade prevention is enabled for this order.
/// Self-trade prevention helps prevent an order from crossing against the same user,
/// reducing the risk of unintentional trades within the same account.
/// </summary>
public bool SelfTradePreventionId { get; set; }
}
}