wehub-resource-sync
97 lines
3.6 KiB
C#
97 lines
3.6 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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using System;
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namespace QuantConnect.Orders
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{
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/// <summary>
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/// Defines a request to update an order's values
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/// </summary>
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public class UpdateOrderRequest : OrderRequest
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{
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/// <summary>
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/// Gets <see cref="Orders.OrderRequestType.Update"/>
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/// </summary>
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public override OrderRequestType OrderRequestType
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{
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get { return OrderRequestType.Update; }
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}
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/// <summary>
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/// Gets the new quantity of the order, null to not change the quantity
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/// </summary>
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public decimal? Quantity { get; private set; }
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/// <summary>
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/// Gets the new limit price of the order, null to not change the limit price
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/// </summary>
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public decimal? LimitPrice { get; private set; }
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/// <summary>
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/// Gets the new stop price of the order, null to not change the stop price
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/// </summary>
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public decimal? StopPrice { get; private set; }
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/// <summary>
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/// Gets the new trigger price of the order, null to not change the trigger price
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/// </summary>
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public decimal? TriggerPrice { get; private set; }
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/// <summary>
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/// The trailing stop order trailing amount
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/// </summary>
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public decimal? TrailingAmount { get; private set; }
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/// <summary>
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/// Initializes a new instance of the <see cref="UpdateOrderRequest"/> class
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/// </summary>
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/// <param name="time">The time the request was submitted</param>
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/// <param name="orderId">The order id to be updated</param>
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/// <param name="fields">The fields defining what should be updated</param>
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public UpdateOrderRequest(DateTime time, int orderId, UpdateOrderFields fields)
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: base(time, orderId, fields.Tag)
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{
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Quantity = fields.Quantity;
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LimitPrice = fields.LimitPrice;
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StopPrice = fields.StopPrice;
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TriggerPrice = fields.TriggerPrice;
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TrailingAmount = fields.TrailingAmount;
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}
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/// <summary>
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/// Returns a string that represents the current object.
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/// </summary>
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/// <returns>
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/// A string that represents the current object.
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/// </returns>
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/// <filterpriority>2</filterpriority>
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public override string ToString()
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{
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return Messages.UpdateOrderRequest.ToString(this);
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}
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/// <summary>
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/// Checks whether the update request is allowed for a closed order.
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/// Only tag updates are allowed on closed orders.
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/// </summary>
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/// <returns>True if the update request is allowed for a closed order</returns>
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public bool IsAllowedForClosedOrder()
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{
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return !Quantity.HasValue && !LimitPrice.HasValue && !StopPrice.HasValue && !TriggerPrice.HasValue & !TrailingAmount.HasValue;
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}
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}
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}
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