wehub-resource-sync
72 lines
2.7 KiB
C#
72 lines
2.7 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.Interfaces;
|
|
using QuantConnect.Orders;
|
|
|
|
namespace QuantConnect.Commands
|
|
{
|
|
/// <summary>
|
|
/// Represents a command to update an order by id
|
|
/// </summary>
|
|
public class UpdateOrderCommand : BaseCommand
|
|
{
|
|
/// <summary>
|
|
/// Gets or sets the id of the order to update
|
|
/// </summary>
|
|
public int OrderId { get; set; }
|
|
|
|
/// <summary>
|
|
/// Gets or sets the new quantity, specify null to not update the quantity
|
|
/// </summary>
|
|
public decimal? Quantity { get; set; }
|
|
|
|
/// <summary>
|
|
/// Gets or sets the new limit price, specify null to not update the limit price.
|
|
/// This will only be used if the order has a limit price (Limit/StopLimit orders)
|
|
/// </summary>
|
|
public decimal? LimitPrice { get; set; }
|
|
|
|
/// <summary>
|
|
/// Gets or sets the new stop price, specify null to not update the stop price.
|
|
/// This will onky be used if the order has a stop price (StopLimit/StopMarket orders)
|
|
/// </summary>
|
|
public decimal? StopPrice { get; set; }
|
|
|
|
/// <summary>
|
|
/// Gets or sets the new tag for the order, specify null to not update the tag
|
|
/// </summary>
|
|
public string Tag { get; set; }
|
|
|
|
/// <summary>
|
|
/// Runs this command against the specified algorithm instance
|
|
/// </summary>
|
|
/// <param name="algorithm">The algorithm to run this command against</param>
|
|
public override CommandResultPacket Run(IAlgorithm algorithm)
|
|
{
|
|
var ticket = algorithm.Transactions.UpdateOrder(new UpdateOrderRequest(algorithm.UtcTime, OrderId, new UpdateOrderFields
|
|
{
|
|
Quantity = Quantity,
|
|
LimitPrice = LimitPrice,
|
|
StopPrice = StopPrice,
|
|
Tag = Tag
|
|
}));
|
|
|
|
var response = ticket.GetMostRecentOrderResponse();
|
|
return new CommandResultPacket(this, response.IsSuccess);
|
|
}
|
|
}
|
|
}
|