Lean  $LEAN_TAG$
Leg.cs
1 /*
2  * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
3  * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
4  *
5  * Licensed under the Apache License, Version 2.0 (the "License");
6  * you may not use this file except in compliance with the License.
7  * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
8  *
9  * Unless required by applicable law or agreed to in writing, software
10  * distributed under the License is distributed on an "AS IS" BASIS,
11  * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12  * See the License for the specific language governing permissions and
13  * limitations under the License.
14 */
15 
16 namespace QuantConnect.Orders
17 {
18  /// <summary>
19  /// Basic order leg
20  /// </summary>
21  public class Leg
22  {
23  /// <summary>
24  /// The legs symbol
25  /// </summary>
26  public Symbol Symbol { get; set; }
27 
28  /// <summary>
29  /// Quantity multiplier used to specify proper scale (and direction) of the leg within the strategy
30  /// </summary>
31  public int Quantity { get; set; }
32 
33  /// <summary>
34  /// Order limit price of the leg in case limit order is sent to the market on strategy execution
35  /// </summary>
36  public decimal? OrderPrice { get; set; }
37 
38  /// <summary>
39  /// Creates a new instance
40  /// </summary>
41  /// <param name="symbol">The symbol</param>
42  /// <param name="quantity">The quantity</param>
43  /// <param name="limitPrice">Associated limit price if any</param>
44  public static Leg Create(Symbol symbol, int quantity, decimal? limitPrice = null)
45  {
46  return new Leg { Symbol = symbol, Quantity = quantity, OrderPrice= limitPrice};
47  }
48  }
49 }