/// <summary>
/// Create the Brokerage instance
/// </summary>
/// <param name="job"></param>
/// <param name="algorithm"></param>
/// <returns></returns>
public override IBrokerage CreateBrokerage(Packets.LiveNodePacket job, IAlgorithm algorithm)
{
var required = new[] { "binance-api-secret", "binance-api-key", "binance-api-url", "binance-websocket-url" };
foreach (var item in required)
{
if (string.IsNullOrEmpty(job.BrokerageData[item]))
{
throw new ArgumentException($"BinanceBrokerageFactory.CreateBrokerage: Missing {item} in config.json");
}
}
var brokerage = new BinanceBrokerage(
job.BrokerageData["binance-api-key"],
job.BrokerageData["binance-api-secret"],
job.BrokerageData["binance-api-url"],
job.BrokerageData["binance-websocket-url"],
algorithm,
Composer.Instance.GetExportedValueByTypeName <IDataAggregator>(Config.Get("data-aggregator", "QuantConnect.Lean.Engine.DataFeeds.AggregationManager"), forceTypeNameOnExisting: false),
job);
Composer.Instance.AddPart <IDataQueueHandler>(brokerage);
return(brokerage);
}
/// <summary>
/// Create the Brokerage instance
/// </summary>
/// <param name="job"></param>
/// <param name="algorithm"></param>
/// <returns></returns>
public override IBrokerage CreateBrokerage(Packets.LiveNodePacket job, IAlgorithm algorithm)
{
var required = new[] { "bitfinex-rest", "bitfinex-url", "bitfinex-api-secret", "bitfinex-api-key" };
foreach (var item in required)
{
if (string.IsNullOrEmpty(job.BrokerageData[item]))
{
throw new Exception($"BitfinexBrokerageFactory.CreateBrokerage: Missing {item} in config.json");
}
}
var priceProvider = new ApiPriceProvider(job.UserId, job.UserToken);
var brokerage = new BitfinexBrokerage(
job.BrokerageData["bitfinex-url"],
job.BrokerageData["bitfinex-rest"],
job.BrokerageData["bitfinex-api-key"],
job.BrokerageData["bitfinex-api-secret"],
algorithm,
priceProvider,
Composer.Instance.GetExportedValueByTypeName <IDataAggregator>(Config.Get("data-aggregator", "QuantConnect.Lean.Engine.DataFeeds.AggregationManager")));
Composer.Instance.AddPart <IDataQueueHandler>(brokerage);
return(brokerage);
}
/// <summary>
/// Create the Brokerage instance
/// </summary>
/// <param name="job"></param>
/// <param name="algorithm"></param>
/// <returns></returns>
public override IBrokerage CreateBrokerage(Packets.LiveNodePacket job, IAlgorithm algorithm)
{
var required = new[] { "bitfinex-rest", "bitfinex-url", "bitfinex-api-secret", "bitfinex-api-key" };
foreach (var item in required)
{
if (string.IsNullOrEmpty(job.BrokerageData[item]))
{
throw new Exception($"BitfinexBrokerageFactory.CreateBrokerage: Missing {item} in config.json");
}
}
var priceProvider = new ApiPriceProvider(job.UserId, job.UserToken);
var brokerage = new BitfinexBrokerage(
job.BrokerageData["bitfinex-url"],
job.BrokerageData["bitfinex-rest"],
job.BrokerageData["bitfinex-api-key"],
job.BrokerageData["bitfinex-api-secret"],
algorithm,
priceProvider);
Composer.Instance.AddPart <IDataQueueHandler>(brokerage);
return(brokerage);
}
/// <summary>
/// Create the Brokerage instance
/// </summary>
/// <param name="job"></param>
/// <param name="algorithm"></param>
/// <returns></returns>
public override IBrokerage CreateBrokerage(Packets.LiveNodePacket job, IAlgorithm algorithm)
{
var required = new[] { "zerodha-api-key", "zerodha-access-token", "zerodha-trading-segment", "zerodha-product-type" };
foreach (var item in required)
{
if (string.IsNullOrEmpty(job.BrokerageData[item]))
{
throw new Exception($"ZerodhaBrokerageFactory.CreateBrokerage: Missing {item} in config.json");
}
}
var brokerage = new ZerodhaBrokerage(
job.BrokerageData["zerodha-trading-segment"],
job.BrokerageData["zerodha-product-type"],
job.BrokerageData["zerodha-api-key"],
job.BrokerageData["zerodha-access-token"],
algorithm,
algorithm.Portfolio,
Composer.Instance.GetExportedValueByTypeName <IDataAggregator>(Config.Get("data-aggregator", "QuantConnect.Lean.Engine.DataFeeds.AggregationManager"))
);
//Add the brokerage to the composer to ensure its accessible to the live data feed.
Composer.Instance.AddPart <IDataQueueHandler>(brokerage);
return(brokerage);
}
/// <summary>
/// Create the Brokerage instance
/// </summary>
/// <param name="job"></param>
/// <param name="algorithm"></param>
/// <returns></returns>
public override IBrokerage CreateBrokerage(Packets.LiveNodePacket job, IAlgorithm algorithm)
{
var required = new[] { "gdax-url", "gdax-api-secret", "gdax-api-key", "gdax-passphrase" };
foreach (var item in required)
{
if (string.IsNullOrEmpty(job.BrokerageData[item]))
{
throw new Exception($"GDAXBrokerageFactory.CreateBrokerage: Missing {item} in config.json");
}
}
var restApi = BrokerageData["gdax-rest-api"];
if (job.BrokerageData.ContainsKey("gdax-rest-api"))
{
restApi = job.BrokerageData["gdax-rest-api"];
}
var restClient = new RestClient(restApi);
var webSocketClient = new WebSocketClientWrapper();
var priceProvider = new ApiPriceProvider(job.UserId, job.UserToken);
var aggregator = Composer.Instance.GetExportedValueByTypeName <IDataAggregator>(Config.Get("data-aggregator", "QuantConnect.Lean.Engine.DataFeeds.AggregationManager"), forceTypeNameOnExisting: false);
IBrokerage brokerage;
if (job.DataQueueHandler.Contains("GDAXDataQueueHandler"))
{
var dataQueueHandler = new GDAXDataQueueHandler(job.BrokerageData["gdax-url"], webSocketClient,
restClient, job.BrokerageData["gdax-api-key"], job.BrokerageData["gdax-api-secret"],
job.BrokerageData["gdax-passphrase"], algorithm, priceProvider, aggregator, job);
Composer.Instance.AddPart <IDataQueueHandler>(dataQueueHandler);
brokerage = dataQueueHandler;
}
else
{
brokerage = new GDAXBrokerage(job.BrokerageData["gdax-url"], webSocketClient,
restClient, job.BrokerageData["gdax-api-key"], job.BrokerageData["gdax-api-secret"],
job.BrokerageData["gdax-passphrase"], algorithm, priceProvider, aggregator, job);
}
return(brokerage);
}
/// <summary>
/// Create the Brokerage instance
/// </summary>
/// <param name="job"></param>
/// <param name="algorithm"></param>
/// <returns></returns>
public override Interfaces.IBrokerage CreateBrokerage(Packets.LiveNodePacket job, Interfaces.IAlgorithm algorithm)
{
var required = new[] { "gdax-url", "gdax-api-secret", "gdax-api-key", "gdax-passphrase" };
foreach (var item in required)
{
if (string.IsNullOrEmpty(job.BrokerageData[item]))
{
throw new Exception(string.Format("GDAXBrokerageFactory.CreateBrokerage: Missing {0} in config.json", item));
}
}
var restClient = new RestClient("https://api.gdax.com");
var webSocketClient = new WebSocketWrapper();
var brokerage = new GDAXBrokerage(job.BrokerageData["gdax-url"], webSocketClient, restClient, job.BrokerageData["gdax-api-key"], job.BrokerageData["gdax-api-secret"],
job.BrokerageData["gdax-passphrase"], algorithm);
Composer.Instance.AddPart <IDataQueueHandler>(brokerage);
return(brokerage);
}
/// <summary>
/// Create the Brokerage instance
/// </summary>
/// <param name="job"></param>
/// <param name="algorithm"></param>
/// <returns></returns>
public override IBrokerage CreateBrokerage(Packets.LiveNodePacket job, IAlgorithm algorithm)
{
var required = new[] { "gdax-url", "gdax-api-secret", "gdax-api-key", "gdax-passphrase" };
foreach (var item in required)
{
if (string.IsNullOrEmpty(job.BrokerageData[item]))
{
throw new Exception($"GDAXBrokerageFactory.CreateBrokerage: Missing {item} in config.json");
}
}
var restClient = new RestClient("https://api.pro.coinbase.com");
var webSocketClient = new WebSocketWrapper();
var priceProvider = new ApiPriceProvider(job.UserId, job.UserToken);
IBrokerage brokerage;
if (job.DataQueueHandler.EndsWith("GDAXDataQueueHandler"))
{
var dataQueueHandler = new GDAXDataQueueHandler(job.BrokerageData["gdax-url"], webSocketClient,
restClient, job.BrokerageData["gdax-api-key"], job.BrokerageData["gdax-api-secret"],
job.BrokerageData["gdax-passphrase"], algorithm, priceProvider);
Composer.Instance.AddPart <IDataQueueHandler>(dataQueueHandler);
brokerage = dataQueueHandler;
}
else
{
brokerage = new GDAXBrokerage(job.BrokerageData["gdax-url"], webSocketClient,
restClient, job.BrokerageData["gdax-api-key"], job.BrokerageData["gdax-api-secret"],
job.BrokerageData["gdax-passphrase"], algorithm, priceProvider);
}
return(brokerage);
}