feature: add public.com brokerage integration

Common/Brokerages/BrokerageName.cs

@@ -202,6 +202,11 @@ public enum BrokerageName
         /// <summary>
         /// Transaction and submit/execution rules will use Webull models
         /// </summary>
-        Webull
+        Webull,
+
+        /// <summary>
+        /// Transaction and submit/execution rules will use Public.com models
+        /// </summary>
+        Public
     }
 }

Common/Brokerages/IBrokerageModel.cs

@@ -294,6 +294,9 @@ public static IBrokerageModel Create(IOrderProvider orderProvider, BrokerageName
                 case BrokerageName.Webull:
                     return new WebullBrokerageModel(accountType);
 
+                case BrokerageName.Public:
+                    return new PublicBrokerageModel(accountType);
+
                 default:
                     throw new ArgumentOutOfRangeException(nameof(brokerage), brokerage, null);
             }
@@ -400,6 +403,9 @@ public static BrokerageName GetBrokerageName(IBrokerageModel brokerageModel)
                 case WebullBrokerageModel:
                     return BrokerageName.Webull;
 
+                case PublicBrokerageModel:
+                    return BrokerageName.Public;
+
                 case DefaultBrokerageModel _:
                     return BrokerageName.Default;
 

Common/Brokerages/PublicBrokerageModel.cs

@@ -0,0 +1,125 @@
+/*
+ * 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 QuantConnect.Orders;
+using QuantConnect.Orders.Fees;
+using QuantConnect.Securities;
+using System.Collections.Generic;
+
+namespace QuantConnect.Brokerages
+{
+    /// <summary>
+    /// Represents a brokerage model specific to Public.com.
+    /// </summary>
+    public class PublicBrokerageModel : DefaultBrokerageModel
+    {
+        /// <summary>
+        /// The security types supported by Public.com.
+        /// </summary>
+        private readonly HashSet<SecurityType> _supportSecurityTypes = new(
+            new[]
+            {
+                SecurityType.Equity,
+                SecurityType.Option,
+                SecurityType.IndexOption,
+                SecurityType.Crypto
+            });
+
+        /// <summary>
+        /// The order types supported by the <see cref="CanSubmitOrder"/> operation in Public.com.
+        /// Multi-leg combos are limit only.
+        /// </summary>
+        private readonly HashSet<OrderType> _supportOrderTypes = new(
+            new[]
+            {
+                OrderType.Market,
+                OrderType.Limit,
+                OrderType.StopMarket,
+                OrderType.StopLimit,
+                OrderType.ComboLimit
+            });
+
+        /// <summary>
+        /// Constructor for Public.com brokerage model
+        /// </summary>
+        /// <param name="accountType">Cash or Margin</param>
+        public PublicBrokerageModel(AccountType accountType = AccountType.Margin)
+            : base(accountType)
+        {
+        }
+
+        /// <summary>
+        /// Provides the Public.com fee model
+        /// </summary>
+        /// <param name="security">Security</param>
+        /// <returns>Public.com fee model</returns>
+        public override IFeeModel GetFeeModel(Security security)
+        {
+            return new PublicFeeModel();
+        }
+
+        /// <summary>
+        /// Returns true if the brokerage could accept this order. This takes into account order type, security type.
+        /// </summary>
+        /// <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 (!_supportSecurityTypes.Contains(security.Type))
+            {
+                message = new BrokerageMessageEvent(BrokerageMessageType.Warning, "NotSupported",
+                    Messages.DefaultBrokerageModel.UnsupportedSecurityType(this, security));
+                return false;
+            }
+
+            if (!_supportOrderTypes.Contains(order.Type))
+            {
+                message = new BrokerageMessageEvent(BrokerageMessageType.Warning, "NotSupported",
+                    Messages.DefaultBrokerageModel.UnsupportedOrderType(this, order, _supportOrderTypes));
+                return false;
+            }
+
+            // Public.com handles crossing a zero position natively, so the order is not split or rejected here.
+            return base.CanSubmitOrder(security, order, out message);
+        }
+
+        /// <summary>
+        /// Returns true if the brokerage would allow updating the order as specified by the request.
+        /// Public.com has no multi-leg replace endpoint, so combo orders cannot be updated.
+        /// </summary>
+        /// <param name="security">The security of the order</param>
+        /// <param name="order">The order to be updated</param>
+        /// <param name="request">The requested update to be made to the order</param>
+        /// <param name="message">If this function returns false, a brokerage message detailing why the order may not be updated</param>
+        /// <returns>True if the brokerage would allow updating the order, false otherwise</returns>
+        public override bool CanUpdateOrder(Security security, Order order, UpdateOrderRequest request, out BrokerageMessageEvent message)
+        {
+            if (order.GroupOrderManager != null)
+            {
+                message = new BrokerageMessageEvent(BrokerageMessageType.Warning, "NotSupported",
+                    "Public.com does not support updating combo (multi-leg) orders.");
+                return false;
+            }
+
+            message = null;
+            return true;
+        }
+    }
+}

Common/Orders/Fees/PublicFeeModel.cs

@@ -0,0 +1,131 @@
+/*
+ * 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 QuantConnect.Securities;
+
+namespace QuantConnect.Orders.Fees
+{
+    /// <summary>
+    /// Represents a fee model specific to Public.com.
+    /// </summary>
+    /// <see href="https://public.com/disclosures/fee-schedule"/>
+    /// <remarks>
+    /// Equity trades are free during regular market hours and $2.99 per trade during extended hours.
+    /// Options on stocks and ETFs are free; index options cost $0.50 per contract.
+    /// Crypto trades carry a fee that depends on the order amount in USD.
+    /// The model uses the regular member tier and does not detect OTC stocks.
+    /// </remarks>
+    public class PublicFeeModel : FeeModel
+    {
+        /// <summary>
+        /// Flat per-trade fee for US-listed equity trades placed during extended market hours.
+        /// </summary>
+        private const decimal _extendedHoursEquityFee = 2.99m;
+
+        /// <summary>
+        /// Per-contract fee for index options (regular member tier).
+        /// </summary>
+        private const decimal _indexOptionContractFee = 0.50m;
+
+        /// <summary>
+        /// Crypto fee charged on orders above the flat-tier range: 1.25% of the order amount.
+        /// </summary>
+        private const decimal _cryptoPercentFee = 0.0125m;
+
+        /// <summary>
+        /// Gets the order fee for a given security and order.
+        /// </summary>
+        /// <param name="parameters">The parameters including the security and order details.</param>
+        /// <returns>A <see cref="OrderFee"/> in USD for the order.</returns>
+        public override OrderFee GetOrderFee(OrderFeeParameters parameters)
+        {
+            var order = parameters.Order;
+            var security = parameters.Security;
+
+            decimal fee;
+            switch (security.Type)
+            {
+                case SecurityType.Equity:
+                    fee = GetEquityFee(security, order);
+                    break;
+
+                case SecurityType.IndexOption:
+                    fee = order.AbsoluteQuantity * _indexOptionContractFee;
+                    break;
+
+                case SecurityType.Crypto:
+                    fee = GetCryptoFee(security, order);
+                    break;
+
+                default:
+                    // Options on stocks and ETFs are commission-free on Public.com.
+                    return OrderFee.Zero;
+            }
+
+            return new OrderFee(new CashAmount(fee, Currencies.USD));
+        }
+
+        /// <summary>
+        /// Returns the equity fee: free during regular market hours, a flat fee during extended hours.
+        /// </summary>
+        /// <param name="security">The traded security.</param>
+        /// <param name="order">The order, whose time decides whether the trade is during regular hours.</param>
+        /// <returns>The equity fee in USD.</returns>
+        private static decimal GetEquityFee(Security security, Order order)
+        {
+            var localOrderTime = order.Time.ConvertFromUtc(security.Exchange.TimeZone);
+            var isRegularHours = security.Exchange.Hours.IsOpen(localOrderTime, extendedMarketHours: false);
+            return isRegularHours ? 0m : _extendedHoursEquityFee;
+        }
+
+        /// <summary>
+        /// Returns the crypto fee for the order, tiered by the order amount in USD.
+        /// </summary>
+        /// <param name="security">The traded security.</param>
+        /// <param name="order">The order being placed.</param>
+        /// <returns>The crypto fee in USD.</returns>
+        private static decimal GetCryptoFee(Security security, Order order)
+        {
+            var orderAmount = security.Price * security.SymbolProperties.ContractMultiplier * order.AbsoluteQuantity;
+
+            if (orderAmount <= 10m)
+            {
+                return 0.49m;
+            }
+            if (orderAmount <= 25m)
+            {
+                return 0.69m;
+            }
+            if (orderAmount <= 50m)
+            {
+                return 1.19m;
+            }
+            if (orderAmount <= 100m)
+            {
+                return 1.69m;
+            }
+            if (orderAmount <= 250m)
+            {
+                return 3.29m;
+            }
+            if (orderAmount <= 500m)
+            {
+                return 6.29m;
+            }
+            return orderAmount * _cryptoPercentFee;
+        }
+    }
+}

Launcher/config.json

@@ -269,6 +269,12 @@
   "tastytrade-password": "",
   "tastytrade-account-number": "",
 
+  // Public.com configuration
+  "public-api-url": "https://api.public.com",
+  "public-secret-key": "",
+  // Users can have multiple different accounts
+  "public-account-number": "",
+
   // Exante trading configuration
   // client-id, application-id, shared-key are required to access Exante REST API
   // Exante generates them at https://exante.eu/clientsarea/dashboard/ after adding an application
@@ -780,6 +786,21 @@
       "history-provider": [ "BrokerageHistoryProvider", "SubscriptionDataReaderHistoryProvider" ]
     },
 
+    // defines the 'live-public' environment
+    "live-public": {
+      "live-mode": true,
+
+      // real brokerage implementations require the BrokerageTransactionHandler
+      "live-mode-brokerage": "PublicBrokerage",
+      "data-queue-handler": [ "PublicBrokerage" ],
+      "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" ]
+    },
+
     // defines the 'live-dydx' environment
     "live-dydx": {
       "live-mode": true,