chore: import upstream snapshot with attribution

Common/Orders/OrderTypes.cs

@@ -0,0 +1,185 @@
+/*
+ * 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.
+*/
+
+namespace QuantConnect.Orders
+{
+    /// <summary>
+    /// Type of the order: market, limit or stop
+    /// </summary>
+    public enum OrderType
+    {
+        /// <summary>
+        /// Market Order Type (0)
+        /// </summary>
+        Market,
+
+        /// <summary>
+        /// Limit Order Type (1)
+        /// </summary>
+        Limit,
+
+        /// <summary>
+        /// Stop Market Order Type - Fill at market price when break target price (2)
+        /// </summary>
+        StopMarket,
+
+        /// <summary>
+        /// Stop limit order type - trigger fill once pass the stop price; but limit fill to limit price (3)
+        /// </summary>
+        StopLimit,
+
+        /// <summary>
+        /// Market on open type - executed on exchange open (4)
+        /// </summary>
+        MarketOnOpen,
+
+        /// <summary>
+        /// Market on close type - executed on exchange close (5)
+        /// </summary>
+        MarketOnClose,
+
+        /// <summary>
+        /// Option Exercise Order Type (6)
+        /// </summary>
+        OptionExercise,
+
+        /// <summary>
+        ///  Limit if Touched Order Type - a limit order to be placed after first reaching a trigger value (7)
+        /// </summary>
+        LimitIfTouched,
+
+        /// <summary>
+        ///  Combo Market Order Type - (8)
+        /// </summary>
+        ComboMarket,
+
+        /// <summary>
+        ///  Combo Limit Order Type - (9)
+        /// </summary>
+        ComboLimit,
+
+        /// <summary>
+        ///  Combo Leg Limit Order Type - (10)
+        /// </summary>
+        ComboLegLimit,
+
+        /// <summary>
+        /// Trailing Stop Order Type - (11)
+        /// </summary>
+        TrailingStop
+    }
+
+    /// <summary>
+    /// Direction of the order
+    /// </summary>
+    public enum OrderDirection
+    {
+        /// <summary>
+        /// Buy Order (0)
+        /// </summary>
+        Buy,
+
+        /// <summary>
+        /// Sell Order (1)
+        /// </summary>
+        Sell,
+
+        /// <summary>
+        /// Default Value - No Order Direction (2)
+        /// </summary>
+        /// <remarks>
+        /// Unfortunately this does not have a value of zero because
+        /// there are backtests saved that reference the values in this order
+        /// </remarks>
+        Hold
+    }
+
+    /// <summary>
+    /// Position of the order
+    /// </summary>
+    public enum OrderPosition
+    {
+        /// <summary>
+        /// Indicates the buy order will result in a long position, starting either from zero or an existing long position (0)
+        /// </summary>
+        BuyToOpen,
+
+        /// <summary>
+        /// Indicates the buy order is starting from an existing short position, resulting in a closed or long position (1)
+        /// </summary>
+        BuyToClose,
+
+        /// <summary>
+        /// Indicates the sell order will result in a short position, starting either from zero or an existing short position (2)
+        /// </summary>
+        SellToOpen,
+
+        /// <summary>
+        /// Indicates the sell order is starting from an existing long position, resulting in a closed or short position (3)
+        /// </summary>
+        SellToClose,
+    }
+
+    /// <summary>
+    /// Fill status of the order class.
+    /// </summary>
+    public enum OrderStatus
+    {
+        /// <summary>
+        /// New order pre-submission to the order processor (0)
+        /// </summary>
+        New = 0,
+
+        /// <summary>
+        /// Order submitted to the market (1)
+        /// </summary>
+        Submitted = 1,
+
+        /// <summary>
+        /// Partially filled, In Market Order (2)
+        /// </summary>
+        PartiallyFilled = 2,
+
+        /// <summary>
+        /// Completed, Filled, In Market Order (3)
+        /// </summary>
+        Filled = 3,
+
+        /// <summary>
+        /// Order cancelled before it was filled (5)
+        /// </summary>
+        Canceled = 5,
+
+        /// <summary>
+        /// No Order State Yet (6)
+        /// </summary>
+        None = 6,
+
+        /// <summary>
+        /// Order invalidated before it hit the market (e.g. insufficient capital) (7)
+        /// </summary>
+        Invalid = 7,
+
+        /// <summary>
+        /// Order waiting for confirmation of cancellation (8)
+        /// </summary>
+        CancelPending = 8,
+
+        /// <summary>
+        /// Order update submitted to the market (9)
+        /// </summary>
+        UpdateSubmitted = 9
+    }
+}