chore: import upstream snapshot with attribution

Common/Orders/StopLimitOrder.cs

@@ -0,0 +1,148 @@
+/*
+ * 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 System;
+using Newtonsoft.Json;
+using QuantConnect.Interfaces;
+using QuantConnect.Securities;
+
+namespace QuantConnect.Orders
+{
+    /// <summary>
+    /// Stop Market Order Type Definition
+    /// </summary>
+    public class StopLimitOrder : Order
+    {
+        /// <summary>
+        /// Stop price for this stop market order.
+        /// </summary>
+        [JsonProperty(PropertyName = "stopPrice")]
+        public decimal StopPrice { get; internal set; }
+
+        /// <summary>
+        /// Signal showing the "StopLimitOrder" has been converted into a Limit Order
+        /// </summary>
+        [JsonProperty(PropertyName = "stopTriggered")]
+        public bool StopTriggered { get; internal set; }
+
+        /// <summary>
+        /// Limit price for the stop limit order
+        /// </summary>
+        [JsonProperty(PropertyName = "limitPrice")]
+        public decimal LimitPrice { get; internal set; }
+
+        /// <summary>
+        /// StopLimit Order Type
+        /// </summary>
+        public override OrderType Type
+        {
+            get { return OrderType.StopLimit; }
+        }
+
+        /// <summary>
+        /// Default constructor for JSON Deserialization:
+        /// </summary>
+        public StopLimitOrder()
+        {
+        }
+
+        /// <summary>
+        /// New Stop Market Order constructor -
+        /// </summary>
+        /// <param name="symbol">Symbol asset we're seeking to trade</param>
+        /// <param name="quantity">Quantity of the asset we're seeking to trade</param>
+        /// <param name="limitPrice">Maximum price to fill the order</param>
+        /// <param name="time">Time the order was placed</param>
+        /// <param name="stopPrice">Price the order should be filled at if a limit order</param>
+        /// <param name="tag">User defined data tag for this order</param>
+        /// <param name="properties">The order properties for this order</param>
+        public StopLimitOrder(Symbol symbol, decimal quantity, decimal stopPrice, decimal limitPrice, DateTime time, string tag = "", IOrderProperties properties = null)
+            : base(symbol, quantity, time, tag, properties)
+        {
+            StopPrice = stopPrice;
+            LimitPrice = limitPrice;
+        }
+
+        /// <summary>
+        /// Gets the default tag for this order
+        /// </summary>
+        /// <returns>The default tag</returns>
+        public override string GetDefaultTag()
+        {
+            return Messages.StopLimitOrder.Tag(this);
+        }
+
+        /// <summary>
+        /// Gets the order value in units of the security's quote currency
+        /// </summary>
+        /// <param name="security">The security matching this order's symbol</param>
+        protected override decimal GetValueImpl(Security security)
+        {
+            // selling, so higher price will be used
+            if (Quantity < 0)
+            {
+                return Quantity * Math.Max(LimitPrice, security.Price);
+            }
+
+            // buying, so lower price will be used
+            if (Quantity > 0)
+            {
+                return Quantity * Math.Min(LimitPrice, security.Price);
+            }
+
+            return 0m;
+        }
+
+        /// <summary>
+        /// Modifies the state of this order to match the update request
+        /// </summary>
+        /// <param name="request">The request to update this order object</param>
+        public override void ApplyUpdateOrderRequest(UpdateOrderRequest request)
+        {
+            base.ApplyUpdateOrderRequest(request);
+            if (request.StopPrice.HasValue)
+            {
+                StopPrice = request.StopPrice.Value;
+            }
+            if (request.LimitPrice.HasValue)
+            {
+                LimitPrice = request.LimitPrice.Value;
+            }
+        }
+
+        /// <summary>
+        /// Returns a string that represents the current object.
+        /// </summary>
+        /// <returns>
+        /// A string that represents the current object.
+        /// </returns>
+        /// <filterpriority>2</filterpriority>
+        public override string ToString()
+        {
+            return Messages.StopLimitOrder.ToString(this);
+        }
+
+        /// <summary>
+        /// Creates a deep-copy clone of this order
+        /// </summary>
+        /// <returns>A copy of this order</returns>
+        public override Order Clone()
+        {
+            var order = new StopLimitOrder { StopPrice = StopPrice, LimitPrice = LimitPrice, StopTriggered = StopTriggered };
+            CopyTo(order);
+            return order;
+        }
+    }
+}