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Hello,
Fees, fill models, slippage models, are predefined in the brokerage models (DefaultBrokerageModel), Interactive Brokers (InteractiveBrokersBrokerageModel), FXCM (FxcmBrokerageModel), OANDA (OandaBrokerageModel), Coinbase Pro (GDAXBrokerageinefinex), and Bitfinefinex?
I see the data very well explained for AlphaStreams model here (https://www.quantconnect.com/docs/v2/alpha-streams/user-guides/alpha-fee-models) but it doesn't apply to the others.
Thanks!
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Derek Melchin
Hi J Viq,
We are currently in the process of updating our documentation. We'll be sure to add this information to the new docs. For now, the source code of each brokerage model is available here.
Best,
Derek Melchin
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Javier V.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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