Supported Models
Coinbase
Introduction
This page explains the default security-level models and markets of the GDAXBrokerageModel.
SetBrokerageModel(BrokerageName.GDAX, AccountType.Cash);
self.SetBrokerageModel(BrokerageName.GDAX, AccountType.Cash)
To view the implementation of this model, see the LEAN GitHub repository.
Fills
The GDAXBrokerageModel uses the ImmediateFillModel.
Slippage
The GDAXBrokerageModel uses the ConstantSlippageModel with zero slippage.
security.SetSlippageModel(new ConstantSlippageModel(0));
security.SetSlippageModel(ConstantSlippageModel(0))
Fees
The GDAXBrokerageModel uses the GDAXFeeModel.
Settlement
The GDAXBrokerageModel uses the ImmediateSettlementModel.
Margin Interest Rate
The GDAXBrokerageModel uses the NullMarginInterestRateModel.
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