wehub-resource-sync
122 lines
5.7 KiB
C#
122 lines
5.7 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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using System.Collections.Generic;
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using QuantConnect.Orders;
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namespace QuantConnect.Securities
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{
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/// <summary>
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/// Represents a type capable of fetching Order instances by its QC order id or by a brokerage id
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/// </summary>
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public interface IOrderProvider
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{
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/// <summary>
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/// Gets the current number of orders that have been processed
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/// </summary>
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int OrdersCount { get; }
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/// <summary>
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/// Get the order by its id
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/// </summary>
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/// <param name="orderId">Order id to fetch</param>
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/// <returns>A clone of the order with the specified id, or null if no match is found</returns>
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Order GetOrderById(int orderId);
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/// <summary>
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/// Gets the Lean orders by its brokerage id
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/// </summary>
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/// <param name="brokerageId">The brokerage id to fetch</param>
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/// <returns>The orders matching the brokerage id, or null if no match is found</returns>
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List<Order> GetOrdersByBrokerageId(string brokerageId);
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/// <summary>
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/// Gets and enumerable of <see cref="OrderTicket"/> matching the specified <paramref name="filter"/>
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/// </summary>
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/// <param name="filter">The filter predicate used to find the required order tickets. If null is specified then all tickets are returned</param>
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/// <returns>An enumerable of <see cref="OrderTicket"/> matching the specified <paramref name="filter"/></returns>
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IEnumerable<OrderTicket> GetOrderTickets(Func<OrderTicket, bool> filter = null);
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/// <summary>
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/// Gets and enumerable of opened <see cref="OrderTicket"/> matching the specified <paramref name="filter"/>
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/// </summary>
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/// <param name="filter">The filter predicate used to find the required order tickets. If null is specified then all tickets are returned</param>
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/// <returns>An enumerable of opened <see cref="OrderTicket"/> matching the specified <paramref name="filter"/></returns>
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IEnumerable<OrderTicket> GetOpenOrderTickets(Func<OrderTicket, bool> filter = null);
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/// <summary>
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/// Gets the order ticket for the specified order id. Returns null if not found
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/// </summary>
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/// <param name="orderId">The order's id</param>
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/// <returns>The order ticket with the specified id, or null if not found</returns>
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OrderTicket GetOrderTicket(int orderId);
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/// <summary>
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/// Gets all orders matching the specified filter. Specifying null will return an enumerable
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/// of all orders.
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/// </summary>
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/// <param name="filter">Delegate used to filter the orders</param>
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/// <returns>All orders this order provider currently holds by the specified filter</returns>
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IEnumerable<Order> GetOrders(Func<Order, bool> filter = null);
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/// <summary>
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/// Gets open orders matching the specified filter. Specifying null will return an enumerable
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/// of all open orders.
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/// </summary>
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/// <param name="filter">Delegate used to filter the orders</param>
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/// <returns>All filtered open orders this order provider currently holds</returns>
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List<Order> GetOpenOrders(Func<Order, bool> filter = null);
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/// <summary>
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/// Calculates the projected holdings for the specified security based on the current open orders.
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/// </summary>
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/// <param name="security">The security</param>
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/// <returns>
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/// The projected holdings for the specified security, which is the sum of the current holdings
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/// plus the sum of the open orders quantity.
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/// </returns>
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ProjectedHoldings GetProjectedHoldings(Security security);
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}
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/// <summary>
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/// Provides extension methods for the <see cref="IOrderProvider"/> interface
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/// </summary>
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public static class OrderProviderExtensions
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{
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/// <summary>
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/// Gets the order by its brokerage id
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/// </summary>
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/// <param name="orderProvider">The order provider to search</param>
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/// <param name="brokerageId">The brokerage id to fetch</param>
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/// <returns>The first order matching the brokerage id, or null if no match is found</returns>
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public static List<Order> GetOrdersByBrokerageId(this IOrderProvider orderProvider, long brokerageId)
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{
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return orderProvider.GetOrdersByBrokerageId(brokerageId.ToStringInvariant());
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}
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/// <summary>
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/// Gets the order by its brokerage id
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/// </summary>
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/// <param name="orderProvider">The order provider to search</param>
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/// <param name="brokerageId">The brokerage id to fetch</param>
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/// <returns>The first order matching the brokerage id, or null if no match is found</returns>
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public static List<Order> GetOrdersByBrokerageId(this IOrderProvider orderProvider, int brokerageId)
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{
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return orderProvider.GetOrdersByBrokerageId(brokerageId.ToStringInvariant());
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}
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}
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}
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