Supported Models

Coinbase Pro

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.

Fees

The GDAXBrokerageModel uses the GDAXFeeModel.

Buying Power

The GDAXBrokerageModel uses the CashBuyingPowerModel. The brokerage model doesn't currently support margin trading.

Settlement

The GDAXBrokerageModel uses the ImmediateSettlementModel.

Default Markets

The default market of the GDAXBrokerageModel is Market.GDAX.

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