--- title: "Tastytrade" description: "This page explains the default security-level models and markets of the TastytradeBrokerageModel." canonical: https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/brokerages/supported-models/tastytrade markdown: https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/brokerages/supported-models/tastytrade.md language: python source: https://github.com/QuantConnect/Documentation/tree/master/03%20Writing%20Algorithms/24%20Reality%20Modeling/05%20Brokerages/02%20Supported%20Models/04%20Tastytrade modified: 2026-10-29 index: https://www.quantconnect.com/llms.txt --- # Tastytrade [Documentation](https://www.quantconnect.com/docs/v2.md) > [Writing Algorithms](https://www.quantconnect.com/docs/v2/writing-algorithms.md) > Reality Modeling > Brokerages > [Supported Models](https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/brokerages/supported-models.md) > Tastytrade > Code examples are shown in Python. Append `?lang=csharp` to this URL for the C# version of this page. ## Introduction This page explains the `TastytradeBrokerageModel`, including the asset classes it supports, its default [security-level models](https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/key-concepts.md#02-Security-Level-Models), and its default markets. ```python self.set_brokerage_model(BrokerageName.TASTYTRADE, AccountType.CASH) self.set_brokerage_model(BrokerageName.TASTYTRADE, AccountType.MARGIN) ``` For more information about this model, see the [class reference](https://www.lean.io/docs/v2/lean-engine/class-reference/py/QuantConnect/Brokerages/TastytradeBrokerageModel/) and [implementation](https://github.com/QuantConnect/Lean/blob/master/Common/Brokerages/TastytradeBrokerageModel.cs). ## Asset Classes The `TastytradeBrokerageModel` supports the following asset classes: - [US Equities](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/us-equity.md) - [Equity Options](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/equity-options.md) - [Futures](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/futures.md) - [Future Options](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/future-options.md) - [Indices](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/index.md) - [Index Options](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/index-options.md) ## Orders The `TastytradeBrokerageModel` supports several order types, order properties, and order updates. ### Order Types The following table describes the available order types for each asset class that the `TastytradeBrokerageModel` supports: | Order Type | Equity | Equity Options | Futures | Future Options | Index Options | | --- | --- | --- | --- | --- | --- | | [Market](https://www.quantconnect.com/docs/v2/writing-algorithms/trading-and-orders/order-types/market-orders.md) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | | [Limit](https://www.quantconnect.com/docs/v2/writing-algorithms/trading-and-orders/order-types/limit-orders.md) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | | [Stop market](https://www.quantconnect.com/docs/v2/writing-algorithms/trading-and-orders/order-types/stop-market-orders.md) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | | [Stop limit](https://www.quantconnect.com/docs/v2/writing-algorithms/trading-and-orders/order-types/stop-limit-orders.md) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | | [Combo limit](https://www.quantconnect.com/docs/v2/writing-algorithms/trading-and-orders/order-types/combo-limit-orders.md) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) | ### Order Properties The `TastytradeBrokerageModel` supports custom order properties. The following table describes the members of the `TastytradeOrderProperties` object that you can set to customize order execution. | Property | Data Type | Description | Default Value | | --- | --- | --- | --- | | `time_in_force` | `TimeInForce` | A [TimeInForce](https://www.quantconnect.com/docs/v2/writing-algorithms/trading-and-orders/order-properties.md#03-Time-In-Force) instruction to apply to the order. The following instructions are supported: `DAY` `GOOD_TIL_CANCELED` `good_til_date` | `TimeInForce.GOOD_TIL_CANCELED` | ```python def initialize(self) -> None: # Set the default order properties self.default_order_properties = TastytradeOrderProperties() self.default_order_properties.time_in_force = TimeInForce.GOOD_TIL_CANCELED def on_data(self, slice: Slice) -> None: # Use default order order properties self.limit_order(self._symbol, quantity, limit_price) # Override the default order properties order_properties = TastytradeOrderProperties() order_properties.time_in_force = TimeInForce.DAY self.limit_order(self._symbol, quantity, limit_price, order_properties=order_properties) ``` ### Updates The `TastytradeBrokerageModel` supports [order updates](https://www.quantconnect.com/docs/v2/writing-algorithms/trading-and-orders/order-management/order-tickets.md#04-Update-Orders). ### Handling Splits If you're using raw [data normalization](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/us-equity/requesting-data.md#11-Data-Normalization) and you have active orders with a limit, stop, or trigger price in the market for a US Equity when a [stock split](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/us-equity/corporate-actions.md#02-Splits) occurs, the following properties of your orders automatically adjust to reflect the stock split: - Quantity - Limit price - Stop price - Trigger price ## Fills The following table shows the [fill model](https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/trade-fills/key-concepts.md) that the `TastytradeBrokerageModel` uses for each `SecurityType`: | `SecurityType` | Fill Model | | --- | --- | | `Equity` | [EquityFillModel](https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/trade-fills/supported-models/equity-model.md) | | `Future` | [FutureFillModel](https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/trade-fills/supported-models/future-model.md) | | `FutureOption` | [FutureOptionFillModel](https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/trade-fills/supported-models/future-option-model.md) | | Remaining `SecurityType` values | [ImmediateFillModel](https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/trade-fills/supported-models/immediate-model.md) | ## Slippage The `TastytradeBrokerageModel` uses the [NullSlippageModel](https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/slippage/supported-models.md#02-Null-Model). ## Fees The `TastytradeBrokersBrokerageModel` uses the [TastytradeFeeModel](https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/transaction-fees/supported-models.md#17-Tastytrade-Model) with the default argument values. We model current [Tastytrade](https://qnt.co/tastytrade) fees on all assets. ## Buying Power The `TastytradeBrokerageModel` sets the buying power model based on the asset class of the security. The following table shows the default buying power model of each asset class: | Asset Class | Model | | --- | --- | | Equities | `SecurityMarginModel` | | Futures | `FutureMarginModel` | | All Options Types | `OptionMarginModel` | If you have a margin account, the `TastytradeBrokerageModel` allows 2x leverage for Equities. The remaining asset classes are derivatives. ## Settlement The following table shows which [settlement model](https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/settlement/key-concepts.md) the `TastytradeBrokerageModel` uses based on the security type and your account type: | Security Type | Account Type | Settlement Model | | --- | --- | --- | | Equity | Cash | [DelayedSettlementModel](https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/settlement/supported-models.md#03-Delayed-Model) with the [default settlement rules](https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/settlement/key-concepts.md#03-Default-Behavior) | | Option | Cash | [DelayedSettlementModel](https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/settlement/supported-models.md#03-Delayed-Model) with the [default settlement rules](https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/settlement/key-concepts.md#03-Default-Behavior) | | Future | Any | [FutureSettlementModel](https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/settlement/supported-models.md#05-Future-Model) | For all other cases, the `TastytradeBrokerageModel` uses the [ImmediateSettlementModel](https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/settlement/supported-models.md#02-Immediate-Model). ```python # For US Equities with a cash account: security.set_settlement_model(DelayedSettlementModel(Equity.DEFAULT_SETTLEMENT_DAYS, Equity.DEFAULT_SETTLEMENT_TIME)) # For Equity Options with a cash account: security.set_settlement_model(DelayedSettlementModel(Option.DEFAULT_SETTLEMENT_DAYS, Option.DEFAULT_SETTLEMENT_TIME)) # For Futures security.set_settlement_model(FutureSettlementModel()) # For remaining cases: security.set_settlement_model(ImmediateSettlementModel()) ``` ## Margin Interest Rate The `TastytradeBrokerageModel` uses the [NullMarginInterestRateModel](https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/margin-interest-rate/supported-models.md#02-Null-Model). ## Default Markets The following table describes the default markets of each `SecurityType` for the `TastytradeBrokerageModel`: | `SecurityType` | `Market` | | --- | --- | | `Equity` | `USA` | | `Option` | `USA` | | `Future` | `CME` | | `FutureOption` | `CME` | | `Index` | `USA` | | `IndexOption` | `USA` |