RESTRICTED CASH AND DUE TO BROKER - Summary of Restricted Cash Balances (Details) - USD ($)		Dec. 31, 2017		Dec. 31, 2016		Dec. 31, 2015
Restricted Cash and Cash Equivalents Items [Line Items]
Due to broker	[1]	$ (1,123,463)		$ (4,244,678)
Restricted cash		11,275,263	[1]	10,355,222	[1]	$ 8,174,638
Total		10,151,800		6,110,544
Broker counterparties for derivatives trading
Restricted Cash and Cash Equivalents Items [Line Items]
Due to broker		(1,123,463)		(4,244,678)
Repurchase counterparties as restricted collateral
Restricted Cash and Cash Equivalents Items [Line Items]
Restricted cash		$ 11,275,263		$ 10,355,222

[1] Our consolidated balance sheets include assets and liabilities of consolidated variable interest entities (“VIE's) as the Company is the primary beneficiary of these VIEs. As of December 31, 2017 and December 31, 2016, assets of consolidated VIEs totaled $1,255,404,335 and $1,369,120,941, respectively, and the liabilities of consolidated VIEs totaled $1,228,295,517 and $1,344,404,080, respectively