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

57 lines
1.9 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.Orders;
namespace QuantConnect.Packets
{
/// <summary>
/// Order event packet for passing updates on the state of an order to the portfolio.
/// </summary>
/// <remarks>As an order is updated in pieces/partial fills the order fill price is passed back to the Algorithm Portfolio method</remarks>
public class OrderEventPacket : Packet
{
/// <summary>
/// Order event object
/// </summary>
public OrderEvent Event { get; set; }
/// <summary>
/// Algorithm id for this order event
/// </summary>
public string AlgorithmId { get; set; }
/// <summary>
/// Default constructor for JSON
/// </summary>
public OrderEventPacket()
: base (PacketType.OrderEvent)
{ }
/// <summary>
/// Create a new instance of the order event packet
/// </summary>
public OrderEventPacket(string algorithmId, OrderEvent eventOrder)
: base(PacketType.OrderEvent)
{
AlgorithmId = algorithmId;
Event = eventOrder;
}
} // End Order Event Packet:
} // End of Namespace: