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Feature: support MarketOnOpen and MarketOnClose (#8340)
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* remove: not used proxy config TradeStation

* feat: missed config of TradeStation in Launcher

* feat: support new OrderTypes in TradeStationBrokerageModel
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Romazes authored Sep 24, 2024
1 parent a0055a3 commit 71540f5
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Showing 2 changed files with 19 additions and 8 deletions.
2 changes: 2 additions & 0 deletions Common/Brokerages/TradeStationBrokerageModel.cs
Original file line number Diff line number Diff line change
Expand Up @@ -50,6 +50,8 @@ public class TradeStationBrokerageModel : DefaultBrokerageModel
OrderType.StopLimit,
OrderType.ComboMarket,
OrderType.ComboLimit,
OrderType.MarketOnOpen,
OrderType.MarketOnClose
});

/// <summary>
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25 changes: 17 additions & 8 deletions Launcher/config.json
Original file line number Diff line number Diff line change
Expand Up @@ -208,18 +208,13 @@
"tt-log-fix-messages": false,

// Trade Station configuration
"trade-station-api-key": "",
"trade-station-api-secret": "",
"trade-station-code-from-url": "",
"trade-station-client-id": "",
"trade-station-client-secret": "",
"trade-station-redirect-url": "http://localhost",
"trade-station-refresh-token": "",
"trade-station-api-url": "https://sim-api.tradestation.com",
"trade-station-account-type": "Cash|Margin|Futures",
// [Optional] Trade Station Proxy Settings
"trade-station-use-proxy": false,
"trade-station-proxy-address-port": "",
"trade-station-proxy-username": "",
"trade-station-proxy-password": "",
"trade-station-account-id": "",

// Exante trading configuration
// client-id, application-id, shared-key are required to access Exante REST API
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"history-provider": [ "BrokerageHistoryProvider", "SubscriptionDataReaderHistoryProvider" ]
},

"live-trade-station": {
"live-mode": true,

// real brokerage implementations require the BrokerageTransactionHandler
"live-mode-brokerage": "TradeStationBrokerage",
"data-queue-handler": [ "TradeStationBrokerage" ],
"setup-handler": "QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler",
"result-handler": "QuantConnect.Lean.Engine.Results.LiveTradingResultHandler",
"data-feed-handler": "QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed",
"real-time-handler": "QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler",
"transaction-handler": "QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler",
"history-provider": [ "BrokerageHistoryProvider", "SubscriptionDataReaderHistoryProvider" ]
},

"live-futures-bybit": {
"live-mode": true,

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