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.