wehub-resource-sync
77 lines
2.9 KiB
C#
77 lines
2.9 KiB
C#
/*
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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.Orders;
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using System;
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namespace QuantConnect.Brokerages.CrossZero
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{
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/// <summary>
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/// Represents a first request to cross zero order.
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/// </summary>
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public class CrossZeroFirstOrderRequest
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{
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/// <summary>
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/// Gets the original lean order.
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/// </summary>
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public Order LeanOrder { get; }
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/// <summary>
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/// Gets the type of the order.
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/// </summary>
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public OrderType OrderType { get; }
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/// <summary>
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/// Gets the quantity of the order.
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/// </summary>
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public decimal OrderQuantity { get; }
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/// <summary>
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/// Gets the absolute quantity of the order.
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/// </summary>
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public decimal AbsoluteOrderQuantity => Math.Abs(OrderQuantity);
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/// <summary>
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/// Gets the current holding quantity of the order's symbol.
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/// </summary>
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public decimal OrderQuantityHolding { get; }
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/// <summary>
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/// Gets the position of the order.
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/// </summary>
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/// <value>
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/// The position of the order, which depends on the <see cref="OrderQuantityHolding"/>.
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/// </value>
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public OrderPosition OrderPosition { get; }
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/// <summary>
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/// Initializes a new instance of the <see cref="CrossZeroFirstOrderRequest"/> struct.
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/// </summary>
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/// <param name="leanOrder">The lean order.</param>
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/// <param name="orderType">The type of the order.</param>
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/// <param name="orderQuantity">The quantity of the order.</param>
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/// <param name="orderQuantityHolding">The current holding quantity of the order's symbol.</param>
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/// <param name="orderPosition">The position of the order, which depends on the <paramref name="orderQuantityHolding"/>.</param>
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public CrossZeroFirstOrderRequest(Order leanOrder, OrderType orderType, decimal orderQuantity, decimal orderQuantityHolding, OrderPosition orderPosition)
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{
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LeanOrder = leanOrder;
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OrderType = orderType;
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OrderQuantity = orderQuantity;
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OrderPosition = orderPosition;
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OrderQuantityHolding = orderQuantityHolding;
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}
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}
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}
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