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2026-07-13 13:02:50 +08:00

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1.6 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.
*
*/
namespace QuantConnect.Orders
{
/// <summary>
/// Represents the properties of an order in Public.com.
/// </summary>
public class PublicOrderProperties : OrderProperties
{
/// <summary>
/// If set to <c>true</c>, allows the order to trigger or fill outside of regular trading hours
/// (the extended session).
/// </summary>
/// <remarks>
/// Applicable to day time-in-force equity orders only.
/// </remarks>
public bool OutsideRegularTradingHours { get; set; }
/// <summary>
/// Controls the buying power used by the order.
/// <c>true</c> uses margin buying power when the account allows it; <c>false</c> uses cash-only buying power.
/// When left <c>null</c>, the brokerage model fills it in from the account type before the order is sent.
/// </summary>
public bool? UseMargin { get; set; }
}
}