feature: add webull brokerage core integration

Common/Brokerages/BrokerageName.cs

@@ -197,6 +197,11 @@ public enum BrokerageName
         /// <summary>
         /// Transaction and submit/execution rules will use dYdX models
         /// </summary>
-        DYDX
+        DYDX,
+
+        /// <summary>
+        /// Transaction and submit/execution rules will use Webull models
+        /// </summary>
+        Webull
     }
 }

Common/Brokerages/IBrokerageModel.cs

@@ -291,6 +291,9 @@ public static IBrokerageModel Create(IOrderProvider orderProvider, BrokerageName
                 case BrokerageName.DYDX:
                     return new dYdXBrokerageModel(accountType);
 
+                case BrokerageName.Webull:
+                    return new WebullBrokerageModel(accountType);
+
                 default:
                     throw new ArgumentOutOfRangeException(nameof(brokerage), brokerage, null);
             }
@@ -394,6 +397,9 @@ public static BrokerageName GetBrokerageName(IBrokerageModel brokerageModel)
                 case TastytradeBrokerageModel:
                     return BrokerageName.Tastytrade;
 
+                case WebullBrokerageModel:
+                    return BrokerageName.Webull;
+
                 case DefaultBrokerageModel _:
                     return BrokerageName.Default;
 

Common/Brokerages/WebullBrokerageModel.cs

@@ -0,0 +1,163 @@
+/*
+ * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+ * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+*/
+
+using System.Collections.Generic;
+using QuantConnect.Orders;
+using QuantConnect.Orders.Fees;
+using QuantConnect.Orders.TimeInForces;
+using QuantConnect.Securities;
+
+namespace QuantConnect.Brokerages
+{
+    /// <summary>
+    /// Represents a brokerage model specific to Webull.
+    /// </summary>
+    public class WebullBrokerageModel : DefaultBrokerageModel
+    {
+        /// <summary>
+        /// Maps each supported security type to the order types Webull allows for it.
+        /// </summary>
+        private static readonly Dictionary<SecurityType, HashSet<OrderType>> _supportedOrderTypesBySecurityType =
+            new Dictionary<SecurityType, HashSet<OrderType>>
+            {
+                {
+                    SecurityType.Equity, new HashSet<OrderType>
+                    {
+                        OrderType.Market,
+                        OrderType.Limit,
+                        OrderType.StopMarket,
+                        OrderType.StopLimit,
+                        OrderType.TrailingStop
+                    }
+                },
+                {
+                    SecurityType.Option, new HashSet<OrderType>
+                    {
+                        OrderType.Market,
+                        OrderType.Limit,
+                        OrderType.StopMarket,
+                        OrderType.StopLimit
+                    }
+                },
+                {
+                    SecurityType.IndexOption, new HashSet<OrderType>
+                    {
+                        OrderType.Market,
+                        OrderType.Limit,
+                        OrderType.StopMarket,
+                        OrderType.StopLimit
+                    }
+                },
+                {
+                    SecurityType.Future, new HashSet<OrderType>
+                    {
+                        OrderType.Market,
+                        OrderType.Limit,
+                        OrderType.StopMarket,
+                        OrderType.StopLimit,
+                        OrderType.TrailingStop
+                    }
+                },
+                {
+                    SecurityType.Crypto, new HashSet<OrderType>
+                    {
+                        OrderType.Market,
+                        OrderType.Limit,
+                        OrderType.StopLimit
+                    }
+                }
+            };
+
+        /// <summary>
+        /// Constructor for Webull brokerage model.
+        /// </summary>
+        /// <param name="accountType">Cash or Margin</param>
+        public WebullBrokerageModel(AccountType accountType = AccountType.Margin)
+            : base(accountType)
+        {
+        }
+
+        /// <summary>
+        /// Provides the Webull fee model.
+        /// </summary>
+        /// <param name="security">Security</param>
+        /// <returns>Webull fee model</returns>
+        public override IFeeModel GetFeeModel(Security security)
+        {
+            return new WebullFeeModel();
+        }
+
+        /// <summary>
+        /// Returns true if the brokerage could accept this order. This takes into account
+        /// order type, security type, and order size limits.
+        /// </summary>
+        /// <remarks>
+        /// For example, a brokerage may have no connectivity at certain times, or an order rate/size limit.
+        /// </remarks>
+        /// <param name="security">The security of the order</param>
+        /// <param name="order">The order to be processed</param>
+        /// <param name="message">If this function returns false, a brokerage message detailing why the order may not be submitted</param>
+        /// <returns>True if the brokerage could process the order, false otherwise</returns>
+        public override bool CanSubmitOrder(Security security, Order order, out BrokerageMessageEvent message)
+        {
+            message = default;
+
+            if (!_supportedOrderTypesBySecurityType.TryGetValue(security.Type, out var supportedOrderTypes))
+            {
+                message = new BrokerageMessageEvent(BrokerageMessageType.Warning, "NotSupported",
+                    Messages.DefaultBrokerageModel.UnsupportedSecurityType(this, security));
+                return false;
+            }
+
+            if (!supportedOrderTypes.Contains(order.Type))
+            {
+                message = new BrokerageMessageEvent(BrokerageMessageType.Warning, "NotSupported",
+                    Messages.DefaultBrokerageModel.UnsupportedOrderType(this, order, supportedOrderTypes));
+                return false;
+            }
+
+            // Options and IndexOptions have per-direction TimeInForce restrictions.
+            // https://developer.webull.com/apis/docs/trade-api/options#time-in-force
+            // - Sell orders: Day only
+            // - Buy orders: GoodTilCanceled only
+            if (security.Type == SecurityType.Option || security.Type == SecurityType.IndexOption)
+            {
+                if (order.Direction == OrderDirection.Sell && order.TimeInForce is not DayTimeInForce)
+                {
+                    message = new BrokerageMessageEvent(BrokerageMessageType.Warning, "NotSupported",
+                        Messages.WebullBrokerageModel.InvalidTimeInForceForOptionSellOrder(order));
+                    return false;
+                }
+
+                if (order.Direction == OrderDirection.Buy && order.TimeInForce is not GoodTilCanceledTimeInForce)
+                {
+                    message = new BrokerageMessageEvent(BrokerageMessageType.Warning, "NotSupported",
+                        Messages.WebullBrokerageModel.InvalidTimeInForceForOptionBuyOrder(order));
+                    return false;
+                }
+            }
+
+            if (order.Properties is WebullOrderProperties { OutsideRegularTradingHours: true } &&
+                security.Type != SecurityType.Equity)
+            {
+                message = new BrokerageMessageEvent(BrokerageMessageType.Warning, "NotSupported",
+                    Messages.WebullBrokerageModel.OutsideRegularTradingHoursNotSupportedForSecurityType(security));
+                return false;
+            }
+
+            return base.CanSubmitOrder(security, order, out message);
+        }
+    }
+}

Common/Messages/Messages.Brokerages.cs

@@ -595,6 +595,39 @@ public static string UnsupportedOrderType(Orders.Order order)
             }
         }
 
+        /// <summary>
+        /// Provides user-facing messages for the <see cref="Brokerages.WebullBrokerageModel"/> class and its consumers or related classes
+        /// </summary>
+        public static class WebullBrokerageModel
+        {
+            /// <summary>
+            /// Returns a message explaining that Options and IndexOptions sell orders only support Day time in force.
+            /// </summary>
+            [MethodImpl(MethodImplOptions.AggressiveInlining)]
+            public static string InvalidTimeInForceForOptionSellOrder(Orders.Order order)
+            {
+                return Invariant($"{order.Symbol.SecurityType} sell orders only support {nameof(DayTimeInForce)} time in force, but {order.TimeInForce.GetType().Name} was specified.");
+            }
+
+            /// <summary>
+            /// Returns a message explaining that Options and IndexOptions buy orders only support GoodTilCanceled time in force.
+            /// </summary>
+            [MethodImpl(MethodImplOptions.AggressiveInlining)]
+            public static string InvalidTimeInForceForOptionBuyOrder(Orders.Order order)
+            {
+                return Invariant($"{order.Symbol.SecurityType} buy orders only support {nameof(GoodTilCanceledTimeInForce)} time in force, but {order.TimeInForce.GetType().Name} was specified.");
+            }
+
+            /// <summary>
+            /// Returns a message explaining that OutsideRegularTradingHours is only supported for Equity orders.
+            /// </summary>
+            [MethodImpl(MethodImplOptions.AggressiveInlining)]
+            public static string OutsideRegularTradingHoursNotSupportedForSecurityType(Securities.Security security)
+            {
+                return Invariant($"{nameof(WebullOrderProperties.OutsideRegularTradingHours)} is only supported for {nameof(SecurityType.Equity)} orders, but {security.Type} was specified.");
+            }
+        }
+
         /// <summary>
         /// Provides user-facing messages for the <see cref="Brokerages.RBIBrokerageModel"/> class and its consumers or related classes
         /// </summary>