quantconnect-stubs 17397__py3-none-any.whl → 17412__py3-none-any.whl

QuantConnect/AlgorithmFactory/Python/Wrappers/__init__.pyi

@@ -3,6 +3,7 @@ from enum import IntEnum
 import datetime
 import typing
 
+import Common.Util
 import QuantConnect
 import QuantConnect.Algorithm
 import QuantConnect.Algorithm.Framework.Alphas
@@ -372,7 +373,7 @@ class AlgorithmPythonWrapper(QuantConnect.Python.BasePythonWrapper[QuantConnect.
         """
         ...
 
-    def add_future_contract(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, leverage: float = 0, extended_market_hours: bool = False) -> QuantConnect.Securities.Future.Future:
+    def add_future_contract(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, leverage: float = 0, extended_market_hours: bool = False) -> QuantConnect.Securities.Future.Future:
         """
         Creates and adds a new single Future contract to the algorithm
         
@@ -385,7 +386,7 @@ class AlgorithmPythonWrapper(QuantConnect.Python.BasePythonWrapper[QuantConnect.
         """
         ...
 
-    def add_option_contract(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, leverage: float = 0, extended_market_hours: bool = False) -> QuantConnect.Securities.Option.Option:
+    def add_option_contract(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, leverage: float = 0, extended_market_hours: bool = False) -> QuantConnect.Securities.Option.Option:
         """
         Creates and adds a new single Option contract to the algorithm
         
@@ -416,7 +417,7 @@ class AlgorithmPythonWrapper(QuantConnect.Python.BasePythonWrapper[QuantConnect.
         ...
 
     @overload
-    def add_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, leverage: float = ..., extended_market_hours: bool = False, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: int = 0) -> QuantConnect.Securities.Security:
+    def add_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], resolution: typing.Optional[QuantConnect.Resolution] = None, fill_forward: bool = True, leverage: float = ..., extended_market_hours: bool = False, data_mapping_mode: typing.Optional[QuantConnect.DataMappingMode] = None, data_normalization_mode: typing.Optional[QuantConnect.DataNormalizationMode] = None, contract_depth_offset: int = 0) -> QuantConnect.Securities.Security:
         """
         Set a required SecurityType-symbol and resolution for algorithm
         
@@ -470,7 +471,7 @@ class AlgorithmPythonWrapper(QuantConnect.Python.BasePythonWrapper[QuantConnect.
         """
         ...
 
-    def get_last_known_price(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Data.BaseData:
+    def get_last_known_price(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Data.BaseData:
         """
         Get the last known price using the history provider.
         Useful for seeding securities with the correct price
@@ -481,7 +482,7 @@ class AlgorithmPythonWrapper(QuantConnect.Python.BasePythonWrapper[QuantConnect.
         ...
 
     @overload
-    def get_last_known_prices(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> typing.Iterable[QuantConnect.Data.BaseData]:
+    def get_last_known_prices(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> typing.Iterable[QuantConnect.Data.BaseData]:
         """
         Yields data to warmup a security for all it's subscribed data types
         
@@ -540,7 +541,7 @@ class AlgorithmPythonWrapper(QuantConnect.Python.BasePythonWrapper[QuantConnect.
         """
         ...
 
-    def get_parameters(self) -> System.Collections.Generic.IReadOnlyDictionary[str, str]:
+    def get_parameters(self) -> Common.Util.ReadOnlyExtendedDictionary[str, str]:
         """Gets a read-only dictionary with all current parameters"""
         ...
 
@@ -548,7 +549,7 @@ class AlgorithmPythonWrapper(QuantConnect.Python.BasePythonWrapper[QuantConnect.
         """Initialise the Algorithm and Prepare Required Data:"""
         ...
 
-    def liquidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None, asynchronous: bool = False, tag: str = "Liquidated", order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> typing.List[QuantConnect.Orders.OrderTicket]:
+    def liquidate(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None, asynchronous: bool = False, tag: str = "Liquidated", order_properties: QuantConnect.Interfaces.IOrderProperties = None) -> typing.List[QuantConnect.Orders.OrderTicket]:
         """
         Liquidate your portfolio holdings
         
@@ -711,7 +712,7 @@ class AlgorithmPythonWrapper(QuantConnect.Python.BasePythonWrapper[QuantConnect.
         """
         ...
 
-    def remove_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], tag: str = None) -> bool:
+    def remove_security(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], tag: str = None) -> bool:
         """
         Removes the security with the specified symbol. This will cancel all
         open orders and then liquidate any existing holdings
@@ -957,7 +958,7 @@ class AlgorithmPythonWrapper(QuantConnect.Python.BasePythonWrapper[QuantConnect.
         """
         ...
 
-    def shortable(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], short_quantity: float, update_order_id: typing.Optional[int] = None) -> bool:
+    def shortable(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], short_quantity: float, update_order_id: typing.Optional[int] = None) -> bool:
         """
         Determines if the Symbol is shortable at the brokerage
         
@@ -970,7 +971,7 @@ class AlgorithmPythonWrapper(QuantConnect.Python.BasePythonWrapper[QuantConnect.
         """
         ...
 
-    def shortable_quantity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> int:
+    def shortable_quantity(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> int:
         """
         Gets the quantity shortable for the given asset
         
@@ -999,7 +1000,7 @@ class AlgorithmPythonWrapper(QuantConnect.Python.BasePythonWrapper[QuantConnect.
         """
         ...
 
-    def ticker(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
+    def ticker(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
         """
         For the given symbol will resolve the ticker it used at the current algorithm date
         

QuantConnect/Api/Serialization/__init__.pyi

@@ -6,10 +6,8 @@ import QuantConnect.Api
 import QuantConnect.Api.Serialization
 import System
 
-JsonConverter = typing.Any
 
-
-class ProductJsonConverter(JsonConverter):
+class ProductJsonConverter:
     """Provides an implementation of JsonConverter that can deserialize Product"""
 
     @property

QuantConnect/Api/__init__.pyi

@@ -2,6 +2,7 @@ from typing import overload
 from enum import IntEnum
 import datetime
 import typing
+import warnings
 
 import QuantConnect
 import QuantConnect.Algorithm.Framework.Alphas
@@ -20,26 +21,57 @@ import System.Collections.Generic
 import System.Collections.Specialized
 import System.Text.RegularExpressions
 
-JsonConverter = typing.Any
 
+class ApiUtils(System.Object):
+    """API utility methods"""
 
-class ApiConnection(System.Object):
+    @staticmethod
+    def create_json_post_request(endpoint: str, payload: typing.Any = None, json_serializer_settings: typing.Any = None) -> typing.Any:
+        """
+        Creates a POST HttpRequestMessage with the specified endpoint and payload as json body
+        
+        :param endpoint: The request endpoint
+        :param payload: The request payload
+        :param json_serializer_settings: Settings for the json serializer
+        :returns: The POST request.
+        """
+        ...
+
+    @staticmethod
+    def create_post_request(endpoint: str, payload: typing.List[System.Collections.Generic.KeyValuePair[str, str]] = None) -> typing.Any:
+        """
+        Creates a POST HttpRequestMessage with the specified endpoint and payload as form url encoded content.
+        
+        :param endpoint: The request endpoint
+        :param payload: The request payload
+        :returns: The POST request.
+        """
+        ...
+
+
+class ApiConnection(System.Object, System.IDisposable):
     """API Connection and Hash Manager"""
 
     @property
     def client(self) -> typing.Any:
-        """Authorized client to use for requests."""
-        ...
+        """
+        Authorized client to use for requests.
+        
+        
+        RestSharp is deprecated and will be removed in a future release. Please use the SetClient method or the request methods that take an HttpRequestMessage
+        """
+        warnings.warn("RestSharp is deprecated and will be removed in a future release. Please use the SetClient method or the request methods that take an HttpRequestMessage", DeprecationWarning)
 
     @client.setter
     def client(self, value: typing.Any) -> None:
-        ...
+        warnings.warn("RestSharp is deprecated and will be removed in a future release. Please use the SetClient method or the request methods that take an HttpRequestMessage", DeprecationWarning)
 
     @property
     def connected(self) -> bool:
         """Return true if connected successfully."""
         ...
 
+    @overload
     def __init__(self, user_id: int, token: str) -> None:
         """
         Create a new Api Connection Class.
@@ -49,6 +81,33 @@ class ApiConnection(System.Object):
         """
         ...
 
+    @overload
+    def __init__(self, user_id: int, token: str, base_url: str = None, default_headers: System.Collections.Generic.Dictionary[str, str] = None, timeout: int = 0) -> None:
+        """
+        Create a new Api Connection Class.
+        
+        :param user_id: User Id number from QuantConnect.com account. Found at www.quantconnect.com/account
+        :param token: Access token for the QuantConnect account. Found at www.quantconnect.com/account
+        :param base_url: The client's base address
+        :param default_headers: Default headers for the client
+        :param timeout: The client timeout in seconds
+        """
+        ...
+
+    def dispose(self) -> None:
+        """Disposes of the HTTP client"""
+        ...
+
+    def set_client(self, base_url: str, default_headers: System.Collections.Generic.Dictionary[str, str] = None, timeout: int = 0) -> None:
+        """
+        Overrides the current client
+        
+        :param base_url: The client's base address
+        :param default_headers: Default headers for the client
+        :param timeout: The client timeout in seconds
+        """
+        ...
+
 
 class StringRepresentation(System.Object):
     """Class to return the string representation of an API response class"""
@@ -3561,7 +3620,7 @@ class Authentication(System.Object):
         ...
 
 
-class LiveAlgorithmResultsJsonConverter(JsonConverter):
+class LiveAlgorithmResultsJsonConverter:
     """Custom JsonConverter for LiveResults data for live algorithms"""
 
     @property
@@ -3605,7 +3664,7 @@ class AuthenticationResponse(QuantConnect.Api.RestResponse):
     """Verify if the credentials are OK."""
 
 
-class ParameterSetJsonConverter(JsonConverter):
+class ParameterSetJsonConverter:
     """Json converter for ParameterSet which creates a light weight easy to consume serialized version"""
 
     def can_convert(self, object_type: typing.Type) -> bool:
@@ -3634,7 +3693,7 @@ class ParameterSetJsonConverter(JsonConverter):
         ...
 
 
-class OptimizationBacktestJsonConverter(JsonConverter):
+class OptimizationBacktestJsonConverter:
     """Json converter for OptimizationBacktest which creates a light weight easy to consume serialized version"""
 
     def can_convert(self, object_type: typing.Type) -> bool:

QuantConnect/Benchmarks/__init__.pyi

@@ -37,7 +37,7 @@ class SecurityBenchmark(System.Object, QuantConnect.Benchmarks.IBenchmark):
         ...
 
     @staticmethod
-    def create_instance(securities: QuantConnect.Securities.SecurityManager, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> QuantConnect.Benchmarks.SecurityBenchmark:
+    def create_instance(securities: QuantConnect.Securities.SecurityManager, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> QuantConnect.Benchmarks.SecurityBenchmark:
         """
         Helper function that will create a security with the given SecurityManager
         for a specific symbol and then create a SecurityBenchmark for it

QuantConnect/Brokerages/Authentication/__init__.pyi

@@ -10,7 +10,6 @@ import System
 import System.Threading
 import System.Threading.Tasks
 
-DelegatingHandler = typing.Any
 AuthenticationHeaderValue = typing.Any
 HttpResponseMessage = typing.Any
 
@@ -91,7 +90,7 @@ class TokenCredentials(System.Object):
         ...
 
 
-class TokenHandler(DelegatingHandler, metaclass=abc.ABCMeta):
+class TokenHandler(metaclass=abc.ABCMeta):
     """
     Provides base functionality for token-based HTTP request handling,
     including automatic retries and token refresh on unauthorized responses.
@@ -166,6 +165,15 @@ class OAuthTokenHandler(typing.Generic[QuantConnect_Brokerages_Authentication_OA
         """
         ...
 
+    def dispose(self, disposing: bool) -> None:
+        """
+        Disposes of resources
+        
+        
+        This codeEntityType is protected.
+        """
+        ...
+
     def get_access_token(self, cancellation_token: System.Threading.CancellationToken) -> QuantConnect.Brokerages.Authentication.TokenCredentials:
         """
         Retrieves a valid access token from the Lean platform.

QuantConnect/Brokerages/LevelOneOrderBook/__init__.pyi

@@ -7,6 +7,7 @@ import QuantConnect
 import QuantConnect.Brokerages.LevelOneOrderBook
 import QuantConnect.Data
 import QuantConnect.Data.Market
+import QuantConnect.Securities
 import System
 
 QuantConnect_Brokerages_LevelOneOrderBook__EventContainer_Callable = typing.TypeVar("QuantConnect_Brokerages_LevelOneOrderBook__EventContainer_Callable")
@@ -51,7 +52,7 @@ class LevelOneServiceManager(System.Object, System.IDisposable):
         """
         ...
 
-    def handle_last_trade(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], trade_date_time_utc: typing.Optional[datetime.datetime], last_quantity: typing.Optional[float], last_price: typing.Optional[float], sale_condition: str = ..., exchange: str = ...) -> None:
+    def handle_last_trade(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], trade_date_time_utc: typing.Optional[datetime.datetime], last_quantity: typing.Optional[float], last_price: typing.Optional[float], sale_condition: str = ..., exchange: str = ...) -> None:
         """
         Handles incoming last trade data for a symbol and routes it to the corresponding LevelOneMarketData instance.
         
@@ -64,7 +65,7 @@ class LevelOneServiceManager(System.Object, System.IDisposable):
         """
         ...
 
-    def handle_open_interest(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], open_interest_date_time_utc: typing.Optional[datetime.datetime], open_interest: typing.Optional[float]) -> None:
+    def handle_open_interest(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], open_interest_date_time_utc: typing.Optional[datetime.datetime], open_interest: typing.Optional[float]) -> None:
         """
         Handles open interest updates for the specified symbol.
         If the symbol is subscribed, forwards the open interest data to the corresponding
@@ -76,7 +77,7 @@ class LevelOneServiceManager(System.Object, System.IDisposable):
         """
         ...
 
-    def handle_quote(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], quote_date_time_utc: typing.Optional[datetime.datetime], bid_price: typing.Optional[float], bid_size: typing.Optional[float], ask_price: typing.Optional[float], ask_size: typing.Optional[float]) -> None:
+    def handle_quote(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], quote_date_time_utc: typing.Optional[datetime.datetime], bid_price: typing.Optional[float], bid_size: typing.Optional[float], ask_price: typing.Optional[float], ask_size: typing.Optional[float]) -> None:
         """
         Handles incoming quote data for a symbol.
         Deduplicates updates and routes changes to the relevant LevelOneMarketData instance.
@@ -90,7 +91,7 @@ class LevelOneServiceManager(System.Object, System.IDisposable):
         """
         ...
 
-    def set_ignore_zero_size_updates(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], ignore_zero_size_updates: bool) -> None:
+    def set_ignore_zero_size_updates(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], ignore_zero_size_updates: bool) -> None:
         """
         Sets the LevelOneMarketData.ignore_zero_size_updates flag for the specified symbol,
         controlling how zero-sized quote updates are handled for that symbol's market data stream.
@@ -216,7 +217,7 @@ class LevelOneMarketData(System.Object):
     def ignore_zero_size_updates(self, value: bool) -> None:
         ...
 
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
         """
         Initializes a new instance of the LevelOneMarketData class for a given symbol.
         

QuantConnect/Brokerages/__init__.pyi

@@ -34,7 +34,7 @@ QuantConnect_Brokerages__EventContainer_ReturnType = typing.TypeVar("QuantConnec
 class ISymbolMapper(metaclass=abc.ABCMeta):
     """Provides the mapping between Lean symbols and brokerage specific symbols."""
 
-    def get_brokerage_symbol(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
+    def get_brokerage_symbol(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
         """
         Converts a Lean symbol instance to a brokerage symbol
         
@@ -86,7 +86,7 @@ class BestBidAskUpdatedEventArgs(System.EventArgs):
         """Gets the new best ask size"""
         ...
 
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], best_bid_price: float, best_bid_size: float, best_ask_price: float, best_ask_size: float) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], best_bid_price: float, best_bid_size: float, best_ask_price: float, best_ask_size: float) -> None:
         """
         Initializes a new instance of the BestBidAskUpdatedEventArgs class
         
@@ -522,7 +522,7 @@ class DefaultOrderBook(System.Object, QuantConnect.Brokerages.IOrderBookUpdater[
         """The best ask size"""
         ...
 
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
         """
         Initializes a new instance of the DefaultOrderBook class
         
@@ -1214,7 +1214,7 @@ class OptionNotificationEventArgs(System.EventArgs):
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], position: float) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], position: float) -> None:
         """
         Initializes a new instance of the OptionNotificationEventArgs class
         
@@ -1224,7 +1224,7 @@ class OptionNotificationEventArgs(System.EventArgs):
         ...
 
     @overload
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract], position: float, tag: str) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security], position: float, tag: str) -> None:
         """
         Initializes a new instance of the OptionNotificationEventArgs class
         
@@ -1247,7 +1247,7 @@ class DelistingNotificationEventArgs(System.Object):
         """Gets the option symbol which has received a notification"""
         ...
 
-    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
+    def __init__(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
         """
         Initializes a new instance of the DelistingNotificationEventArgs class
         
@@ -1947,7 +1947,7 @@ class BrokerageMultiWebSocketEntry(System.Object):
         """
         ...
 
-    def add_symbol(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
+    def add_symbol(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
         """
         Adds a symbol to the entry
         
@@ -1955,7 +1955,7 @@ class BrokerageMultiWebSocketEntry(System.Object):
         """
         ...
 
-    def contains(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
+    def contains(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
         """
         Returns whether the symbol is subscribed
         
@@ -1963,7 +1963,7 @@ class BrokerageMultiWebSocketEntry(System.Object):
         """
         ...
 
-    def remove_symbol(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
+    def remove_symbol(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
         """
         Removes a symbol from the entry
         
@@ -2041,7 +2041,7 @@ class SymbolPropertiesDatabaseSymbolMapper(System.Object, QuantConnect.Brokerage
         """
         ...
 
-    def get_brokerage_symbol(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> str:
+    def get_brokerage_symbol(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> str:
         """
         Converts a Lean symbol instance to a brokerage symbol
         
@@ -2073,7 +2073,7 @@ class SymbolPropertiesDatabaseSymbolMapper(System.Object, QuantConnect.Brokerage
         """
         ...
 
-    def is_known_lean_symbol(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> bool:
+    def is_known_lean_symbol(self, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> bool:
         """
         Checks if the Lean symbol is supported by the brokerage
         
@@ -2290,6 +2290,74 @@ class DefaultBrokerageModel(System.Object, QuantConnect.Brokerages.IBrokerageMod
         ...
 
 
+class dYdXBrokerageModel(QuantConnect.Brokerages.DefaultBrokerageModel):
+    """This class has no documentation."""
+
+    @property
+    def default_markets(self) -> System.Collections.Generic.IReadOnlyDictionary[QuantConnect.SecurityType, str]:
+        """Gets a map of the default markets to be used for each security type"""
+        ...
+
+    def __init__(self, account_type: QuantConnect.AccountType = ...) -> None:
+        """
+        Initializes a new instance of the dYdXBrokerageModel class
+        
+        :param account_type: The type of account to be modeled, defaults to AccountType.MARGIN
+        """
+        ...
+
+    def can_submit_order(self, security: QuantConnect.Securities.Security, order: QuantConnect.Orders.Order, message: typing.Optional[QuantConnect.Brokerages.BrokerageMessageEvent]) -> typing.Tuple[bool, QuantConnect.Brokerages.BrokerageMessageEvent]:
+        """
+        Returns true if the brokerage could accept this order. This takes into account
+        order type, security type, and order size limits.
+        
+        :param security: The security of the order
+        :param order: The order to be processed
+        :param message: If this function returns false, a brokerage message detailing why the order may not be submitted
+        :returns: True if the brokerage could process the order, false otherwise.
+        """
+        ...
+
+    def can_update_order(self, security: QuantConnect.Securities.Security, order: QuantConnect.Orders.Order, request: QuantConnect.Orders.UpdateOrderRequest, message: typing.Optional[QuantConnect.Brokerages.BrokerageMessageEvent]) -> typing.Tuple[bool, QuantConnect.Brokerages.BrokerageMessageEvent]:
+        """
+        Returns true if the brokerage could accept this order update. This takes into account
+        order type, security type, and order size limits. dYdX can only update inverse, linear, and option orders
+        
+        :param security: The security of the order
+        :param order: The order to be updated
+        :param request: The requested update to be made to the order
+        :param message: If this function returns false, a brokerage message detailing why the order may not be updated
+        :returns: True if the brokerage could update the order, false otherwise.
+        """
+        ...
+
+    def get_benchmark(self, securities: QuantConnect.Securities.SecurityManager) -> QuantConnect.Benchmarks.IBenchmark:
+        """
+        Get the benchmark for this model
+        
+        :param securities: SecurityService to create the security with if needed
+        :returns: The benchmark for this brokerage.
+        """
+        ...
+
+    def get_fee_model(self, security: QuantConnect.Securities.Security) -> QuantConnect.Orders.Fees.IFeeModel:
+        """
+        Provides dYdX fee model
+        
+        :param security: 
+        """
+        ...
+
+    def get_margin_interest_rate_model(self, security: QuantConnect.Securities.Security) -> QuantConnect.Securities.IMarginInterestRateModel:
+        """
+        Gets a new margin interest rate model for the security
+        
+        :param security: The security to get a margin interest rate model for
+        :returns: The margin interest rate model for this brokerage.
+        """
+        ...
+
+
 class BinanceBrokerageModel(QuantConnect.Brokerages.DefaultBrokerageModel):
     """Provides Binance specific properties"""
 
@@ -2624,6 +2692,9 @@ class BrokerageName(IntEnum):
     INTERACTIVE_BROKERS_FIX = 33
     """Transaction and submit/execution rules will use interactive brokers Fix models"""
 
+    D_YD_X = 34
+    """Transaction and submit/execution rules will use dYdX models"""
+
 
 class BrokerageModel(System.Object):
     """Provides factory method for creating an IBrokerageModel from the BrokerageName enum"""

QuantConnect/Commands/__init__.pyi

@@ -9,6 +9,7 @@ import QuantConnect.Data.Market
 import QuantConnect.Interfaces
 import QuantConnect.Orders
 import QuantConnect.Packets
+import QuantConnect.Securities
 import System
 import System.IO
 
@@ -172,7 +173,7 @@ class BaseCommand(System.Object, QuantConnect.Commands.ICommand, metaclass=abc.A
     def id(self, value: str) -> None:
         ...
 
-    def get_symbol(self, ticker: str, security_type: QuantConnect.SecurityType, market: str, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract] = None) -> QuantConnect.Symbol:
+    def get_symbol(self, ticker: str, security_type: QuantConnect.SecurityType, market: str, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security] = None) -> QuantConnect.Symbol:
         """
         Creats symbol using symbol properties.
         
@@ -552,7 +553,7 @@ class AddSecurityCommand(QuantConnect.Commands.BaseCommand):
         def symbol(self, value: QuantConnect.Symbol) -> None:
             ...
 
-        def __init__(self, command: QuantConnect.Commands.AddSecurityCommand, success: bool, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract]) -> None:
+        def __init__(self, command: QuantConnect.Commands.AddSecurityCommand, success: bool, symbol: typing.Union[QuantConnect.Symbol, str, QuantConnect.Data.Market.BaseContract, QuantConnect.Securities.Security]) -> None:
             """Initializes a new instance of the Result class"""
             ...