chore: import upstream snapshot with attribution
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/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using QuantConnect.Interfaces;
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using QuantConnect.Orders;
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namespace QuantConnect.Commands
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{
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/// <summary>
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/// Represents a command to update an order by id
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/// </summary>
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public class UpdateOrderCommand : BaseCommand
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{
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/// <summary>
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/// Gets or sets the id of the order to update
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/// </summary>
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public int OrderId { get; set; }
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/// <summary>
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/// Gets or sets the new quantity, specify null to not update the quantity
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/// </summary>
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public decimal? Quantity { get; set; }
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/// <summary>
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/// Gets or sets the new limit price, specify null to not update the limit price.
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/// This will only be used if the order has a limit price (Limit/StopLimit orders)
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/// </summary>
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public decimal? LimitPrice { get; set; }
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/// <summary>
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/// Gets or sets the new stop price, specify null to not update the stop price.
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/// This will onky be used if the order has a stop price (StopLimit/StopMarket orders)
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/// </summary>
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public decimal? StopPrice { get; set; }
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/// <summary>
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/// Gets or sets the new tag for the order, specify null to not update the tag
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/// </summary>
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public string Tag { get; set; }
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/// <summary>
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/// Runs this command against the specified algorithm instance
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/// </summary>
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/// <param name="algorithm">The algorithm to run this command against</param>
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public override CommandResultPacket Run(IAlgorithm algorithm)
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{
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var ticket = algorithm.Transactions.UpdateOrder(new UpdateOrderRequest(algorithm.UtcTime, OrderId, new UpdateOrderFields
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{
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Quantity = Quantity,
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LimitPrice = LimitPrice,
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StopPrice = StopPrice,
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Tag = Tag
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}));
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var response = ticket.GetMostRecentOrderResponse();
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return new CommandResultPacket(this, response.IsSuccess);
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}
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}
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}
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