From 71540f50154dc495a62252882994134756a40d6f Mon Sep 17 00:00:00 2001 From: Roman Yavnikov <45608740+Romazes@users.noreply.github.com> Date: Tue, 24 Sep 2024 21:11:36 +0300 Subject: [PATCH] Feature: support MarketOnOpen and MarketOnClose (#8340) * remove: not used proxy config TradeStation * feat: missed config of TradeStation in Launcher * feat: support new OrderTypes in TradeStationBrokerageModel --- .../Brokerages/TradeStationBrokerageModel.cs | 2 ++ Launcher/config.json | 25 +++++++++++++------ 2 files changed, 19 insertions(+), 8 deletions(-) diff --git a/Common/Brokerages/TradeStationBrokerageModel.cs b/Common/Brokerages/TradeStationBrokerageModel.cs index a4e97a0be93f..91d4f185b118 100644 --- a/Common/Brokerages/TradeStationBrokerageModel.cs +++ b/Common/Brokerages/TradeStationBrokerageModel.cs @@ -50,6 +50,8 @@ public class TradeStationBrokerageModel : DefaultBrokerageModel OrderType.StopLimit, OrderType.ComboMarket, OrderType.ComboLimit, + OrderType.MarketOnOpen, + OrderType.MarketOnClose }); /// diff --git a/Launcher/config.json b/Launcher/config.json index a0f99ca28832..c219ffd42d38 100644 --- a/Launcher/config.json +++ b/Launcher/config.json @@ -208,18 +208,13 @@ "tt-log-fix-messages": false, // Trade Station configuration - "trade-station-api-key": "", - "trade-station-api-secret": "", - "trade-station-code-from-url": "", + "trade-station-client-id": "", + "trade-station-client-secret": "", "trade-station-redirect-url": "http://localhost", "trade-station-refresh-token": "", "trade-station-api-url": "https://sim-api.tradestation.com", "trade-station-account-type": "Cash|Margin|Futures", - // [Optional] Trade Station Proxy Settings - "trade-station-use-proxy": false, - "trade-station-proxy-address-port": "", - "trade-station-proxy-username": "", - "trade-station-proxy-password": "", + "trade-station-account-id": "", // Exante trading configuration // client-id, application-id, shared-key are required to access Exante REST API @@ -532,6 +527,20 @@ "history-provider": [ "BrokerageHistoryProvider", "SubscriptionDataReaderHistoryProvider" ] }, + "live-trade-station": { + "live-mode": true, + + // real brokerage implementations require the BrokerageTransactionHandler + "live-mode-brokerage": "TradeStationBrokerage", + "data-queue-handler": [ "TradeStationBrokerage" ], + "setup-handler": "QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler", + "result-handler": "QuantConnect.Lean.Engine.Results.LiveTradingResultHandler", + "data-feed-handler": "QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed", + "real-time-handler": "QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler", + "transaction-handler": "QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler", + "history-provider": [ "BrokerageHistoryProvider", "SubscriptionDataReaderHistoryProvider" ] + }, + "live-futures-bybit": { "live-mode": true,