Roman Yavnikov
24afc50dbe
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* feature: add webull brokerage core integration - add BrokerageName.Webull enum value - add WebullBrokerageModel supporting Equity, Option, IndexOption - add WebullFeeModel with zero commission for equity/option, tiered index option fees (SPX, SPXW, VIX/VIXW, XSP, DJX, NDX/NDXP), 0.6% crypto fee - register Webull in IBrokerageModel factory switch and GetBrokerageName - add webull config keys and live-webull environment to Launcher/config.json - add WebullBrokerageModelTests (CanSubmitOrder, GetFeeModel) - add WebullFeeModelTests covering all index option tiers and crypto * refactor: split webull supported order types per security type - replace flat _supportSecurityTypes/_supportOrderTypes with _supportedOrderTypesBySecurityType dictionary - options and index options: Limit, StopMarket, StopLimit only - equity, future, crypto: Market, Limit, StopMarket, StopLimit, TrailingStop - add WebullOrderProperties with OutsideRegularTradingHours flag - add messages for unsupported order type validation * fix: add market order type to option and index option supported orders * chore: add webull crypto symbols to symbol-properties-database * test: consolidate webull fee model and brokerage model tests - merge per-tier and per-symbol [Test] methods into [TestCase]/[TestCaseSource] parameterized tests in WebullFeeModelTests - replace CreateIndexOptionSecurity/CreateOptionSecurity/CreateCryptoSecurity with single CreateSecurity(SecurityType, decimal, string) helper - rename test methods to PascalCase (drop underscores) in WebullBrokerageModelTests - remove section-separator comments from WebullBrokerageModelTests - update Launcher/config.json for local Webull UAT environment * remove: restriction GTC for Option and Buy side only * refactor: limit webull to equity and options - remove crypto and future support from order types and tests - remove crypto fee logic and crypto symbol-properties rows - reject market orders with outsideRth on equity - log info when market order uses non-day tif
35 lines
1.3 KiB
C#
35 lines
1.3 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*
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*/
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namespace QuantConnect.Orders
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{
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/// <summary>
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/// Represents the properties of an order in Webull.
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/// </summary>
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public class WebullOrderProperties : OrderProperties
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{
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/// <summary>
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/// If set to <c>true</c>, allows the order to trigger or fill outside of regular trading hours
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/// (pre-market and after-hours sessions).
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/// </summary>
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/// <remarks>
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/// Applicable to Equity orders only. Extended-hours trading carries additional risks,
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/// including lower liquidity and wider bid/ask spreads.
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/// </remarks>
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public bool OutsideRegularTradingHours { get; set; }
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}
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}
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