wehub-resource-sync
50 lines
1.8 KiB
C#
50 lines
1.8 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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namespace QuantConnect.Orders
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{
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/// <summary>
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/// Basic order leg
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/// </summary>
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public class Leg
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{
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/// <summary>
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/// The legs symbol
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/// </summary>
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public Symbol Symbol { get; set; }
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/// <summary>
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/// Quantity multiplier used to specify proper scale (and direction) of the leg within the strategy
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/// </summary>
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public int Quantity { get; set; }
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/// <summary>
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/// Order limit price of the leg in case limit order is sent to the market on strategy execution
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/// </summary>
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public decimal? OrderPrice { get; set; }
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/// <summary>
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/// Creates a new instance
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/// </summary>
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/// <param name="symbol">The symbol</param>
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/// <param name="quantity">The quantity</param>
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/// <param name="limitPrice">Associated limit price if any</param>
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public static Leg Create(Symbol symbol, int quantity, decimal? limitPrice = null)
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{
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return new Leg { Symbol = symbol, Quantity = quantity, OrderPrice= limitPrice};
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}
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}
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}
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