/// <summary>
/// Constructor for the Crypto security
/// </summary>
/// <param name="symbol">The security's symbol</param>
/// <param name="exchangeHours">Defines the hours this exchange is open</param>
/// <param name="quoteCurrency">The cash object that represent the quote currency</param>
/// <param name="symbolProperties">The symbol properties for this security</param>
public Crypto(Symbol symbol, SecurityExchangeHours exchangeHours, Cash quoteCurrency, SymbolProperties symbolProperties)
: base(symbol,
quoteCurrency,
symbolProperties,
new CryptoExchange(exchangeHours),
new ForexCache(),
new SecurityPortfolioModel(),
new ImmediateFillModel(),
new ConstantFeeModel(0),
new ConstantSlippageModel(0),
new ImmediateSettlementModel(),
Securities.VolatilityModel.Null,
new SecurityMarginModel(50m),
new ForexDataFilter(),
new SecurityPriceVariationModel()
)
{
Holdings = new CryptoHolding(this);
// decompose the symbol into each currency pair
string baseCurrencySymbol, quoteCurrencySymbol;
Forex.Forex.DecomposeCurrencyPair(symbol.Value, out baseCurrencySymbol, out quoteCurrencySymbol);
BaseCurrencySymbol = baseCurrencySymbol;
}
/// <summary>
/// Constructor for the Crypto security
/// </summary>
/// <param name="symbol">The security's symbol</param>
/// <param name="exchangeHours">Defines the hours this exchange is open</param>
/// <param name="quoteCurrency">The cash object that represent the quote currency</param>
/// <param name="symbolProperties">The symbol properties for this security</param>
/// <param name="currencyConverter">Currency converter used to convert <see cref="CashAmount"/>
/// instances into units of the account currency</param>
/// <param name="registeredTypes">Provides all data types registered in the algorithm</param>
/// <param name="securityCache">Cache to store <see cref="Security"/> data</param>
public Crypto(Symbol symbol,
SecurityExchangeHours exchangeHours,
Cash quoteCurrency,
SymbolProperties symbolProperties,
ICurrencyConverter currencyConverter,
IRegisteredSecurityDataTypesProvider registeredTypes,
SecurityCache securityCache)
: base(symbol,
quoteCurrency,
symbolProperties,
new CryptoExchange(exchangeHours),
securityCache,
new SecurityPortfolioModel(),
new ImmediateFillModel(),
new GDAXFeeModel(),
new ConstantSlippageModel(0),
new ImmediateSettlementModel(),
Securities.VolatilityModel.Null,
new CashBuyingPowerModel(),
new ForexDataFilter(),
new SecurityPriceVariationModel(),
currencyConverter,
registeredTypes
)
{
Holdings = new CryptoHolding(this, currencyConverter);
// decompose the symbol into each currency pair
string quoteCurrencySymbol, baseCurrencySymbol;
DecomposeCurrencyPair(symbol, symbolProperties, out baseCurrencySymbol, out quoteCurrencySymbol);
BaseCurrencySymbol = baseCurrencySymbol;
}
/// <summary>
/// Constructor for the Crypto security
/// </summary>
/// <param name="exchangeHours">Defines the hours this exchange is open</param>
/// <param name="quoteCurrency">The cash object that represent the quote currency</param>
/// <param name="config">The subscription configuration for this security</param>
/// <param name="symbolProperties">The symbol properties for this security</param>
/// <param name="currencyConverter">Currency converter used to convert <see cref="CashAmount"/>
/// instances into units of the account currency</param>
public Crypto(SecurityExchangeHours exchangeHours, Cash quoteCurrency, SubscriptionDataConfig config, SymbolProperties symbolProperties, ICurrencyConverter currencyConverter)
: base(config,
quoteCurrency,
symbolProperties,
new CryptoExchange(exchangeHours),
new ForexCache(),
new SecurityPortfolioModel(),
new ImmediateFillModel(),
new GDAXFeeModel(),
new ConstantSlippageModel(0),
new ImmediateSettlementModel(),
Securities.VolatilityModel.Null,
new CashBuyingPowerModel(),
new ForexDataFilter(),
new SecurityPriceVariationModel(),
currencyConverter
)
{
Holdings = new CryptoHolding(this, currencyConverter);
// decompose the symbol into each currency pair
string baseCurrencySymbol, quoteCurrencySymbol;
Forex.Forex.DecomposeCurrencyPair(config.Symbol.Value, out baseCurrencySymbol, out quoteCurrencySymbol);
BaseCurrencySymbol = baseCurrencySymbol;
}
