wehub-resource-sync
273 lines
11 KiB
C#
273 lines
11 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 QuantConnect.Interfaces;
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namespace QuantConnect.Orders
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{
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/// <summary>
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/// Defines a request to submit a new order
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/// </summary>
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public class SubmitOrderRequest : OrderRequest
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{
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/// <summary>
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/// Gets <see cref="Orders.OrderRequestType.Submit"/>
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/// </summary>
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public override OrderRequestType OrderRequestType
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{
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get { return OrderRequestType.Submit; }
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}
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/// <summary>
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/// Gets the security type of the symbol
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/// </summary>
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public SecurityType SecurityType
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{
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get; private set;
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}
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/// <summary>
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/// Gets the symbol to be traded
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/// </summary>
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public Symbol Symbol
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{
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get; private set;
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}
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/// <summary>
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/// Gets the order type od the order
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/// </summary>
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public OrderType OrderType
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{
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get; private set;
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}
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/// <summary>
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/// Gets the quantity of the order
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/// </summary>
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public decimal Quantity
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{
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get; private set;
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}
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/// <summary>
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/// Gets the limit price of the order, zero if not a limit order
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/// </summary>
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public decimal LimitPrice
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{
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get; private set;
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}
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/// <summary>
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/// Gets the stop price of the order, zero if not a stop order
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/// </summary>
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public decimal StopPrice
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{
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get; private set;
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}
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/// <summary>
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/// Price which must first be reached before a limit order can be submitted.
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/// </summary>
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public decimal TriggerPrice
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{
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get; private set;
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}
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/// <summary>
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/// Trailing amount for a trailing stop order
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/// </summary>
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public decimal TrailingAmount
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{
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get; private set;
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}
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/// <summary>
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/// Determines whether the <see cref="TrailingAmount"/> is a percentage or an absolute currency value
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/// </summary>
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public bool TrailingAsPercentage
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{
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get; private set;
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}
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/// <summary>
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/// Gets the order properties for this request
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/// </summary>
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public IOrderProperties OrderProperties
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{
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get; private set;
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}
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/// <summary>
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/// Gets the manager for the combo order. If null, the order is not a combo order.
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/// </summary>
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public GroupOrderManager GroupOrderManager
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{
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get; private set;
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}
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/// <summary>
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/// Whether this request should be asynchronous,
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/// which means the ticket will be returned to the algorithm without waiting for submission
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/// </summary>
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public bool Asynchronous
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{
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get;
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="SubmitOrderRequest"/> class.
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/// The <see cref="OrderRequest.OrderId"/> will default to <see cref="OrderResponseErrorCode.UnableToFindOrder"/>
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/// </summary>
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/// <param name="orderType">The order type to be submitted</param>
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/// <param name="securityType">The symbol's <see cref="SecurityType"/></param>
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/// <param name="symbol">The symbol to be traded</param>
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/// <param name="quantity">The number of units to be ordered</param>
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/// <param name="stopPrice">The stop price for stop orders, non-stop orders this value is ignored</param>
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/// <param name="limitPrice">The limit price for limit orders, non-limit orders this value is ignored</param>
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/// <param name="triggerPrice">The trigger price for limit if touched orders, for non-limit if touched orders this value is ignored</param>
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/// <param name="trailingAmount">The trailing amount to be used to update the stop price</param>
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/// <param name="trailingAsPercentage">Whether the <paramref name="trailingAmount"/> is a percentage or an absolute currency value</param>
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/// <param name="time">The time this request was created</param>
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/// <param name="tag">A custom tag for this request</param>
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/// <param name="properties">The order properties for this request</param>
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/// <param name="groupOrderManager">The manager for this combo order</param>
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/// <param name="asynchronous">True if this request should be asynchronous,
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/// which means the ticket will be returned to the algorithm without waiting for submission</param>
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public SubmitOrderRequest(
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OrderType orderType,
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SecurityType securityType,
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Symbol symbol,
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decimal quantity,
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decimal stopPrice,
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decimal limitPrice,
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decimal triggerPrice,
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decimal trailingAmount,
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bool trailingAsPercentage,
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DateTime time,
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string tag,
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IOrderProperties properties = null,
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GroupOrderManager groupOrderManager = null,
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bool asynchronous = false
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)
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: base(time, (int)OrderResponseErrorCode.UnableToFindOrder, tag)
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{
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SecurityType = securityType;
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Symbol = symbol;
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GroupOrderManager = groupOrderManager;
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OrderType = orderType;
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Quantity = quantity;
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LimitPrice = limitPrice;
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StopPrice = stopPrice;
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TriggerPrice = triggerPrice;
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TrailingAmount = trailingAmount;
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TrailingAsPercentage = trailingAsPercentage;
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OrderProperties = properties;
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Asynchronous = asynchronous;
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="SubmitOrderRequest"/> class.
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/// The <see cref="OrderRequest.OrderId"/> will default to <see cref="OrderResponseErrorCode.UnableToFindOrder"/>
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/// </summary>
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/// <param name="orderType">The order type to be submitted</param>
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/// <param name="securityType">The symbol's <see cref="SecurityType"/></param>
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/// <param name="symbol">The symbol to be traded</param>
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/// <param name="quantity">The number of units to be ordered</param>
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/// <param name="stopPrice">The stop price for stop orders, non-stop orders this value is ignored</param>
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/// <param name="limitPrice">The limit price for limit orders, non-limit orders this value is ignored</param>
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/// <param name="triggerPrice">The trigger price for limit if touched orders, for non-limit if touched orders this value is ignored</param>
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/// <param name="time">The time this request was created</param>
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/// <param name="tag">A custom tag for this request</param>
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/// <param name="properties">The order properties for this request</param>
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/// <param name="groupOrderManager">The manager for this combo order</param>
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/// <param name="asynchronous">True if this request should be asynchronous,
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/// which means the ticket will be returned to the algorithm without waiting for submission</param>
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public SubmitOrderRequest(
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OrderType orderType,
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SecurityType securityType,
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Symbol symbol,
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decimal quantity,
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decimal stopPrice,
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decimal limitPrice,
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decimal triggerPrice,
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DateTime time,
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string tag,
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IOrderProperties properties = null,
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GroupOrderManager groupOrderManager = null,
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bool asynchronous = false
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)
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: this(orderType, securityType, symbol, quantity, stopPrice, limitPrice, triggerPrice, 0, false, time, tag, properties,
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groupOrderManager, asynchronous)
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{
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="SubmitOrderRequest"/> class.
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/// The <see cref="OrderRequest.OrderId"/> will default to <see cref="OrderResponseErrorCode.UnableToFindOrder"/>
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/// </summary>
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/// <param name="orderType">The order type to be submitted</param>
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/// <param name="securityType">The symbol's <see cref="SecurityType"/></param>
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/// <param name="symbol">The symbol to be traded</param>
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/// <param name="quantity">The number of units to be ordered</param>
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/// <param name="stopPrice">The stop price for stop orders, non-stop orders this value is ignored</param>
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/// <param name="limitPrice">The limit price for limit orders, non-limit orders this value is ignored</param>
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/// <param name="time">The time this request was created</param>
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/// <param name="tag">A custom tag for this request</param>
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/// <param name="properties">The order properties for this request</param>
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/// <param name="groupOrderManager">The manager for this combo order</param>
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/// <param name="asynchronous">True if this request should be asynchronous,
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/// which means the ticket will be returned to the algorithm without waiting for submission</param>
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public SubmitOrderRequest(
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OrderType orderType,
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SecurityType securityType,
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Symbol symbol,
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decimal quantity,
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decimal stopPrice,
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decimal limitPrice,
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DateTime time,
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string tag,
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IOrderProperties properties = null,
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GroupOrderManager groupOrderManager = null,
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bool asynchronous = false
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)
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: this(orderType, securityType, symbol, quantity, stopPrice, limitPrice, 0, time, tag, properties, groupOrderManager, asynchronous)
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{
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}
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/// <summary>
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/// Sets the <see cref="OrderRequest.OrderId"/>
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/// </summary>
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/// <param name="orderId">The order id of the generated order</param>
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internal void SetOrderId(int orderId)
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{
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OrderId = orderId;
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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.SubmitOrderRequest.ToString(this);
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}
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}
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}
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