QuantConnect.Brokerages.CrossZero.CrossZeroSecondOrderRequest Class Reference
Represents a second request to cross zero order. More...
Inheritance diagram for QuantConnect.Brokerages.CrossZero.CrossZeroSecondOrderRequest:
Public Member Functions | |
| CrossZeroSecondOrderRequest (Order leanOrder, OrderType orderType, decimal orderQuantity, decimal orderQuantityHolding, OrderPosition orderPosition, CrossZeroFirstOrderRequest crossZeroFirstOrder) | |
| Initializes a new instance of the CrossZeroFirstOrderRequest struct. More... | |
 Public Member Functions inherited from QuantConnect.Brokerages.CrossZero.CrossZeroFirstOrderRequest | |
| CrossZeroFirstOrderRequest (Order leanOrder, OrderType orderType, decimal orderQuantity, decimal orderQuantityHolding, OrderPosition orderPosition) | |
| Initializes a new instance of the CrossZeroFirstOrderRequest struct. More... | |
Properties | |
| CrossZeroFirstOrderRequest | FirstPartCrossZeroOrder [get] |
| Gets or sets the first part of CrossZeroOrder. More... | |
| Properties inherited from QuantConnect.Brokerages.CrossZero.CrossZeroFirstOrderRequest | |
| Order | LeanOrder [get] |
| Gets the original lean order. More... | |
| OrderType | OrderType [get] |
| Gets the type of the order. More... | |
| decimal | OrderQuantity [get] |
| Gets the quantity of the order. More... | |
| decimal | OrderQuantityHolding [get] |
| Gets the current holding quantity of the order's symbol. More... | |
| OrderPosition | OrderPosition [get] |
| Gets the position of the order. More... | |
Additional Inherited Members | |
| Public Attributes inherited from QuantConnect.Brokerages.CrossZero.CrossZeroFirstOrderRequest | |
| decimal | AbsoluteOrderQuantity => Math.Abs(OrderQuantity) |
| Gets the absolute quantity of the order. More... | |
Detailed Description
Represents a second request to cross zero order.
Definition at line 23 of file CrossZeroSecondOrderRequest.cs.
Constructor & Destructor Documentation
◆ CrossZeroSecondOrderRequest()
| QuantConnect.Brokerages.CrossZero.CrossZeroSecondOrderRequest.CrossZeroSecondOrderRequest | ( | Order | leanOrder, |
| OrderType | orderType, | ||
| decimal | orderQuantity, | ||
| decimal | orderQuantityHolding, | ||
| OrderPosition | orderPosition, | ||
| CrossZeroFirstOrderRequest | crossZeroFirstOrder | ||
| ) |
Initializes a new instance of the CrossZeroFirstOrderRequest struct.
- Parameters
-
leanOrder The lean order. orderType The type of the order. orderQuantity The quantity of the order. orderQuantityHolding The current holding quantity of the order's symbol. orderPosition The position of the order, which depends on the orderQuantityHolding . crossZeroFirstOrder The first part of the cross zero order.
Definition at line 39 of file CrossZeroSecondOrderRequest.cs.
Property Documentation
◆ FirstPartCrossZeroOrder
|
get |
Gets or sets the first part of CrossZeroOrder.
Definition at line 28 of file CrossZeroSecondOrderRequest.cs.
The documentation for this class was generated from the following file:
- Brokerages/CrossZero/CrossZeroSecondOrderRequest.cs
