wehub-resource-sync
87 lines
3.0 KiB
C#
87 lines
3.0 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 QuantConnect.Interfaces;
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namespace QuantConnect.Orders
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{
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/// <summary>
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/// Contains additional properties and settings for an order submitted to Binance brokerage
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/// </summary>
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public class dYdXOrderProperties : OrderProperties
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{
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/// <summary>
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/// This flag will ensure the order executes only as a maker (no fee) order.
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/// If part of the order results in taking liquidity rather than providing,
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/// it will be rejected and no part of the order will execute.
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/// Note: this flag is only applied to Limit orders.
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/// </summary>
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public bool PostOnly
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{
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get;
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set
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{
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if (value && IOC)
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{
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throw new System.InvalidOperationException("Cannot set PostOnly when IOC is already set. Only one execution type can be active at a time.");
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}
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field = value;
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}
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}
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/// <summary>
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/// Enforces that an order only be placed
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/// on the book as a maker order. Note this means that validators will cancel
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/// any newly placed post only orders that would cross with other maker
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/// orders.
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/// </summary>
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public bool IOC
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{
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get;
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set
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{
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if (value && PostOnly)
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{
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throw new System.InvalidOperationException("Cannot set IOC when PostOnly is already set. Only one execution type can be active at a time.");
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}
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field = value;
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}
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}
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/// <summary>
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/// The maximum amount of gas to use for the order.
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/// </summary>
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public ulong GasLimit { get; set; } = 1_000_000;
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/// <summary>
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/// If you send a reduce-only order, it will only trade if it decreases your position size.
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/// </summary>
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public bool ReduceOnly { get; set; }
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/// <summary>
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/// The block height at which the order expires.
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/// </summary>
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public uint GoodTilBlockOffset { get; set; } = 20;
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/// <summary>
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/// Returns a new instance clone of this object
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/// </summary>
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public override IOrderProperties Clone()
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{
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return (dYdXOrderProperties)MemberwiseClone();
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}
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}
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}
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