wehub-resource-sync
63 lines
2.4 KiB
C#
63 lines
2.4 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 QuantConnect.Util;
|
|
|
|
namespace QuantConnect.Orders.Serialization
|
|
{
|
|
/// <summary>
|
|
/// Defines how OrderEvents should be serialized to json
|
|
/// </summary>
|
|
public class OrderEventJsonConverter : TypeChangeJsonConverter<OrderEvent, SerializedOrderEvent>
|
|
{
|
|
private readonly string _algorithmId;
|
|
|
|
/// <summary>
|
|
/// True will populate TResult object returned by <see cref="Convert(SerializedOrderEvent)"/> with json properties
|
|
/// </summary>
|
|
protected override bool PopulateProperties => false;
|
|
|
|
/// <summary>
|
|
/// Creates a new instance
|
|
/// </summary>
|
|
/// <param name="algorithmId">The associated algorithm id, required when serializing</param>
|
|
public OrderEventJsonConverter(string algorithmId = null)
|
|
{
|
|
_algorithmId = algorithmId;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Convert the input value to a value to be serialzied
|
|
/// </summary>
|
|
/// <param name="value">The input value to be converted before serialziation</param>
|
|
/// <returns>A new instance of TResult that is to be serialzied</returns>
|
|
protected override SerializedOrderEvent Convert(OrderEvent value)
|
|
{
|
|
return new SerializedOrderEvent(value, _algorithmId);
|
|
}
|
|
|
|
/// <summary>
|
|
/// Converts the input value to be deserialized
|
|
/// </summary>
|
|
/// <param name="value">The deserialized value that needs to be converted to <see cref="OrderEvent"/></param>
|
|
/// <returns>The converted value</returns>
|
|
protected override OrderEvent Convert(SerializedOrderEvent value)
|
|
{
|
|
return OrderEvent.FromSerialized(value);
|
|
}
|
|
}
|
|
}
|