/* * 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.Interfaces; namespace QuantConnect.Orders { /// /// Contains additional properties and settings for an order submitted to Binance brokerage /// public class dYdXOrderProperties : OrderProperties { /// /// This flag will ensure the order executes only as a maker (no fee) order. /// If part of the order results in taking liquidity rather than providing, /// it will be rejected and no part of the order will execute. /// Note: this flag is only applied to Limit orders. /// public bool PostOnly { get; set { if (value && IOC) { throw new System.InvalidOperationException("Cannot set PostOnly when IOC is already set. Only one execution type can be active at a time."); } field = value; } } /// /// Enforces that an order only be placed /// on the book as a maker order. Note this means that validators will cancel /// any newly placed post only orders that would cross with other maker /// orders. /// public bool IOC { get; set { if (value && PostOnly) { throw new System.InvalidOperationException("Cannot set IOC when PostOnly is already set. Only one execution type can be active at a time."); } field = value; } } /// /// The maximum amount of gas to use for the order. /// public ulong GasLimit { get; set; } = 1_000_000; /// /// If you send a reduce-only order, it will only trade if it decreases your position size. /// public bool ReduceOnly { get; set; } /// /// The block height at which the order expires. /// public uint GoodTilBlockOffset { get; set; } = 20; /// /// Returns a new instance clone of this object /// public override IOrderProperties Clone() { return (dYdXOrderProperties)MemberwiseClone(); } } }