wehub-resource-sync
63 lines
3.0 KiB
C#
63 lines
3.0 KiB
C#
/*
|
|
* 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.Orders;
|
|
|
|
namespace QuantConnect.Brokerages.CrossZero
|
|
{
|
|
/// <summary>
|
|
/// Represents a second request to cross zero order.
|
|
/// </summary>
|
|
public class CrossZeroSecondOrderRequest : CrossZeroFirstOrderRequest
|
|
{
|
|
/// <summary>
|
|
/// Gets or sets the first part of CrossZeroOrder.
|
|
/// </summary>
|
|
public CrossZeroFirstOrderRequest FirstPartCrossZeroOrder { get; }
|
|
|
|
/// <summary>
|
|
/// Initializes a new instance of the <see cref="CrossZeroFirstOrderRequest"/> struct.
|
|
/// </summary>
|
|
/// <param name="leanOrder">The lean order.</param>
|
|
/// <param name="orderType">The type of the order.</param>
|
|
/// <param name="orderQuantity">The quantity of the order.</param>
|
|
/// <param name="orderQuantityHolding">The current holding quantity of the order's symbol.</param>
|
|
/// <param name="orderPosition">The position of the order, which depends on the <paramref name="orderQuantityHolding"/>.</param>
|
|
/// <param name="crossZeroFirstOrder">The first part of the cross zero order.</param>
|
|
public CrossZeroSecondOrderRequest(Order leanOrder, OrderType orderType, decimal orderQuantity, decimal orderQuantityHolding,
|
|
OrderPosition orderPosition, CrossZeroFirstOrderRequest crossZeroFirstOrder)
|
|
: base(leanOrder, ConvertStopCrossingOrderType(orderType), orderQuantity, orderQuantityHolding, orderPosition)
|
|
{
|
|
FirstPartCrossZeroOrder = crossZeroFirstOrder;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Converts a stop order type to its corresponding market or limit order type.
|
|
/// </summary>
|
|
/// <param name="orderType">The original order type to be converted.</param>
|
|
/// <returns>
|
|
/// The converted order type. If the original order type is <see cref="OrderType.StopMarket"/>,
|
|
/// it returns <see cref="OrderType.Market"/>. If the original order type is <see cref="OrderType.StopLimit"/>,
|
|
/// it returns <see cref="OrderType.Limit"/>. Otherwise, it returns the original order type.
|
|
/// </returns>
|
|
private static OrderType ConvertStopCrossingOrderType(OrderType orderType) => orderType switch
|
|
{
|
|
OrderType.StopMarket => OrderType.Market,
|
|
OrderType.StopLimit => OrderType.Limit,
|
|
_ => orderType
|
|
};
|
|
}
|
|
}
|