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