wehub-resource-sync
119 lines
3.8 KiB
C#
119 lines
3.8 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 System;
|
|
|
|
namespace QuantConnect.Orders
|
|
{
|
|
/// <summary>
|
|
/// Represents a request to submit, update, or cancel an order
|
|
/// </summary>
|
|
public abstract class OrderRequest
|
|
{
|
|
/// <summary>
|
|
/// Gets the type of this order request
|
|
/// </summary>
|
|
public abstract OrderRequestType OrderRequestType
|
|
{
|
|
get;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Gets the status of this request
|
|
/// </summary>
|
|
public OrderRequestStatus Status
|
|
{
|
|
get; private set;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Gets the UTC time the request was created
|
|
/// </summary>
|
|
public DateTime Time
|
|
{
|
|
get; private set;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Gets the order id the request acts on
|
|
/// </summary>
|
|
public int OrderId
|
|
{
|
|
get; protected set;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Gets a tag for this request
|
|
/// </summary>
|
|
public string Tag
|
|
{
|
|
get; private set;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Gets the response for this request. If this request was never processed then this
|
|
/// will equal <see cref="OrderResponse.Unprocessed"/>. This value is never equal to null.
|
|
/// </summary>
|
|
public OrderResponse Response
|
|
{
|
|
get; private set;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Initializes a new instance of the <see cref="OrderRequest"/> class
|
|
/// </summary>
|
|
/// <param name="time">The time this request was created</param>
|
|
/// <param name="orderId">The order id this request acts on, specify zero for <see cref="SubmitOrderRequest"/></param>
|
|
/// <param name="tag">A custom tag for the request</param>
|
|
protected OrderRequest(DateTime time, int orderId, string tag)
|
|
{
|
|
Time = time;
|
|
OrderId = orderId;
|
|
Tag = tag;
|
|
Response = OrderResponse.Unprocessed;
|
|
Status = OrderRequestStatus.Unprocessed;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Sets the <see cref="Response"/> for this request
|
|
/// </summary>
|
|
/// <param name="response">The response to this request</param>
|
|
/// <param name="status">The current status of this request</param>
|
|
public void SetResponse(OrderResponse response, OrderRequestStatus status = OrderRequestStatus.Error)
|
|
{
|
|
if (response == null)
|
|
{
|
|
throw new ArgumentNullException(nameof(response), "Response can not be null");
|
|
}
|
|
|
|
// if the response is an error, ignore the input status
|
|
Status = response.IsError ? OrderRequestStatus.Error : status;
|
|
Response = response;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Returns a string that represents the current object.
|
|
/// </summary>
|
|
/// <returns>
|
|
/// A string that represents the current object.
|
|
/// </returns>
|
|
/// <filterpriority>2</filterpriority>
|
|
public override string ToString()
|
|
{
|
|
return Messages.OrderRequest.ToString(this);
|
|
}
|
|
}
|
|
}
|