feature: add webull brokerage core integration#9362
Open
Romazes wants to merge 5 commits intoQuantConnect:masterfrom
Open
feature: add webull brokerage core integration#9362Romazes wants to merge 5 commits intoQuantConnect:masterfrom
Romazes wants to merge 5 commits intoQuantConnect:masterfrom
Conversation
- add BrokerageName.Webull enum value - add WebullBrokerageModel supporting Equity, Option, IndexOption - add WebullFeeModel with zero commission for equity/option, tiered index option fees (SPX, SPXW, VIX/VIXW, XSP, DJX, NDX/NDXP), 0.6% crypto fee - register Webull in IBrokerageModel factory switch and GetBrokerageName - add webull config keys and live-webull environment to Launcher/config.json - add WebullBrokerageModelTests (CanSubmitOrder, GetFeeModel) - add WebullFeeModelTests covering all index option tiers and crypto
- replace flat _supportSecurityTypes/_supportOrderTypes with _supportedOrderTypesBySecurityType dictionary - options and index options: Limit, StopMarket, StopLimit only - equity, future, crypto: Market, Limit, StopMarket, StopLimit, TrailingStop - add WebullOrderProperties with OutsideRegularTradingHours flag - add messages for unsupported order type validation
6 tasks
- merge per-tier and per-symbol [Test] methods into [TestCase]/[TestCaseSource] parameterized tests in WebullFeeModelTests - replace CreateIndexOptionSecurity/CreateOptionSecurity/CreateCryptoSecurity with single CreateSecurity(SecurityType, decimal, string) helper - rename test methods to PascalCase (drop underscores) in WebullBrokerageModelTests - remove section-separator comments from WebullBrokerageModelTests - update Launcher/config.json for local Webull UAT environment
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
1 participant
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Description
Adds Webull brokerage core integration to Lean:
WebullBrokerageModel,WebullFeeModel,WebullOrderProperties, and supporting tests.Related PR(s)
Related Issue
N/A
Motivation and Context
Webull is a popular retail brokerage. This PR wires it into Lean's brokerage infrastructure so the upcoming Webull plugin can rely on a first-class model and fee schedule.
Requires Documentation Change
No
How Has This Been Tested?
WebullBrokerageModelTests— CanSubmitOrder per security/order type matrix (Equity, Option, IndexOption, Crypto, Future), GetFeeModelWebullFeeModelTests— all index option tiers (SPX, SPXW, VIX/VIXW, XSP, DJX, NDX/NDXP), equity zero commission, crypto 0.6%Types of changes
Checklist:
bug-<issue#>-<description>orfeature-<issue#>-<description>