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feature: add bloomberg fix brokerage model#9494

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Romazes wants to merge 2 commits into
QuantConnect:masterfrom
Romazes:feature-bloomberg-fix-brokerage-model
Open

feature: add bloomberg fix brokerage model#9494
Romazes wants to merge 2 commits into
QuantConnect:masterfrom
Romazes:feature-bloomberg-fix-brokerage-model

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@Romazes Romazes commented May 22, 2026

Description

Add a BloombergFixBrokerageModel for the Bloomberg FixNet HUB FIX brokerage. The model lists the security types and order types Bloomberg's FixNet HUB accepts, and forces a margin account.

Related PR(s)

N/A

Related Issue

N/A

Motivation and Context

The Bloomberg FIX brokerage plugin needs a brokerage model so Lean can reject orders that Bloomberg will not accept before they reach the FIX session. This model declares the supported security types (Equity, Option, Future) and order types (Market, Limit, StopMarket, StopLimit), and requires a margin account.

Requires Documentation Change

No.

How Has This Been Tested?

  • BloombergFixBrokerageFactory.GetBrokerageModel() returns this model and tests pass in the Bloomberg FIX brokerage plugin repo.

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

Romazes added 2 commits May 22, 2026 18:45
- supports Equity, Option, Future
- Market, Limit, StopMarket, StopLimit order types
- margin-only account type
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