feature: add bloomberg fix brokerage model#9494
Open
Romazes wants to merge 2 commits into
Open
Conversation
- supports Equity, Option, Future - Market, Limit, StopMarket, StopLimit order types - margin-only account type
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Description
Add a
BloombergFixBrokerageModelfor 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
Checklist:
bug-<issue#>-<description>orfeature-<issue#>-<description>