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 Newtonsoft.Json;
+
+namespace QuantConnect.Orders
+{
+    /// <summary>
+    /// The purpose of this class is to store time and price information
+    /// available at the time an order was submitted.
+    /// </summary>
+    public class OrderSubmissionData
+    {
+        /// <summary>
+        /// The bid price at order submission time
+        /// </summary>
+        [JsonProperty(PropertyName = "bidPrice")]
+        public decimal BidPrice { get; }
+
+        /// <summary>
+        /// The ask price at order submission time
+        /// </summary>
+        [JsonProperty(PropertyName = "askPrice")]
+        public decimal AskPrice { get; }
+
+        /// <summary>
+        /// The current price at order submission time
+        /// </summary>
+        [JsonProperty(PropertyName = "lastPrice")]
+        public decimal LastPrice { get; }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="OrderSubmissionData"/> class
+        /// </summary>
+        /// <remarks>This method is currently only used for testing.</remarks>
+        public OrderSubmissionData(decimal bidPrice, decimal askPrice, decimal lastPrice)
+        {
+            BidPrice = bidPrice;
+            AskPrice = askPrice;
+            LastPrice = lastPrice;
+        }
+
+        /// <summary>
+        /// Return a new instance clone of this object
+        /// </summary>
+        public OrderSubmissionData Clone()
+        {
+            return (OrderSubmissionData)MemberwiseClone();
+        }
+    }
+}