chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
5008 changed files with 910633 additions and 0 deletions
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+/*
+ * 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 System;
+
+namespace QuantConnect.Brokerages.CrossZero
+{
+    /// <summary>
+    /// Represents a first request to cross zero order.
+    /// </summary>
+    public class CrossZeroFirstOrderRequest
+    {
+        /// <summary>
+        /// Gets the original lean order.
+        /// </summary>
+        public Order LeanOrder { get; }
+
+        /// <summary>
+        /// Gets the type of the order.
+        /// </summary>
+        public OrderType OrderType { get; }
+
+        /// <summary>
+        /// Gets the quantity of the order.
+        /// </summary>
+        public decimal OrderQuantity { get; }
+
+        /// <summary>
+        /// Gets the absolute quantity of the order.
+        /// </summary>
+        public decimal AbsoluteOrderQuantity => Math.Abs(OrderQuantity);
+
+        /// <summary>
+        /// Gets the current holding quantity of the order's symbol.
+        /// </summary>
+        public decimal OrderQuantityHolding { get; }
+
+        /// <summary>
+        /// Gets the position of the order.
+        /// </summary>
+        /// <value>
+        /// The position of the order, which depends on the <see cref="OrderQuantityHolding"/>.
+        /// </value>
+        public OrderPosition OrderPosition { get; }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="CrossZeroFirstOrderRequest"/> struct.
+        /// </summary>
+        /// <param name="leanOrder">The lean order.</param>
+        /// <param name="orderType">The type of the order.</param>
+        /// <param name="orderQuantity">The quantity of the order.</param>
+        /// <param name="orderQuantityHolding">The current holding quantity of the order's symbol.</param>
+        /// <param name="orderPosition">The position of the order, which depends on the <paramref name="orderQuantityHolding"/>.</param>
+        public CrossZeroFirstOrderRequest(Order leanOrder, OrderType orderType, decimal orderQuantity, decimal orderQuantityHolding, OrderPosition orderPosition)
+        {
+            LeanOrder = leanOrder;
+            OrderType = orderType;
+            OrderQuantity = orderQuantity;
+            OrderPosition = orderPosition;
+            OrderQuantityHolding = orderQuantityHolding;
+        }
+    }
+}