63 lines
2.1 KiB
C#
63 lines
2.1 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 Newtonsoft.Json;
|
|
using QuantConnect.Interfaces;
|
|
|
|
namespace QuantConnect.Orders
|
|
{
|
|
/// <summary>
|
|
/// Contains additional properties and settings for an order
|
|
/// </summary>
|
|
public class OrderProperties : IOrderProperties
|
|
{
|
|
/// <summary>
|
|
/// Defines the length of time over which an order will continue working before it is cancelled
|
|
/// </summary>
|
|
public TimeInForce TimeInForce { get; set; }
|
|
|
|
/// <summary>
|
|
/// Defines the exchange name for a particular market
|
|
/// </summary>
|
|
[JsonProperty(DefaultValueHandling = DefaultValueHandling.Ignore)]
|
|
public Exchange Exchange { get; set; }
|
|
|
|
/// <summary>
|
|
/// Initializes a new instance of the <see cref="OrderProperties"/> class
|
|
/// </summary>
|
|
public OrderProperties()
|
|
{
|
|
TimeInForce = TimeInForce.GoodTilCanceled;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Initializes a new instance of the <see cref="OrderProperties"/> class, with exchange param
|
|
///<param name="exchange">Exchange name for market</param>
|
|
/// </summary>
|
|
public OrderProperties(Exchange exchange) : this()
|
|
{
|
|
Exchange = exchange;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Returns a new instance clone of this object
|
|
/// </summary>
|
|
public virtual IOrderProperties Clone()
|
|
{
|
|
return (OrderProperties)MemberwiseClone();
|
|
}
|
|
}
|
|
}
|