wehub-resource-sync
63 lines
2.3 KiB
C#
63 lines
2.3 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.Interfaces;
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namespace QuantConnect.Commands
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{
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/// <summary>
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/// Represents a command to cancel a specific order by id
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/// </summary>
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public class CancelOrderCommand : BaseCommand
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{
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/// <summary>
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/// Gets or sets the order id to be cancelled
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/// </summary>
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public int OrderId { get; set; }
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/// <summary>
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/// Runs this command against the specified algorithm instance
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/// </summary>
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/// <param name="algorithm">The algorithm to run this command against</param>
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public override CommandResultPacket Run(IAlgorithm algorithm)
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{
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var ticket = algorithm.Transactions.CancelOrder(OrderId);
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return ticket.CancelRequest != null && ticket.Status != Orders.OrderStatus.Invalid
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? new Result(this, true, ticket.QuantityFilled)
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: new Result(this, false, ticket.QuantityFilled);
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}
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/// <summary>
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/// Result packet type for the <see cref="CancelOrderCommand"/> command
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/// </summary>
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public class Result : CommandResultPacket
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{
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/// <summary>
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/// Gets or sets the quantity filled on the cancelled order
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/// </summary>
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public decimal QuantityFilled { get; set; }
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/// <summary>
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/// Initializes a new instance of the <see cref="Result"/> class
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/// </summary>
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public Result(ICommand command, bool success, decimal quantityFilled)
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: base(command, success)
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{
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QuantityFilled = quantityFilled;
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}
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}
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}
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}
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