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QuantConnect.Orders.ComboLimitOrder Class Reference

Combo limit order type More...

Inheritance diagram for QuantConnect.Orders.ComboLimitOrder:
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Public Member Functions

 ComboLimitOrder ()
 Added a default constructor for JSON Deserialization: More...
 
 ComboLimitOrder (Symbol symbol, decimal quantity, decimal limitPrice, DateTime time, GroupOrderManager groupOrderManager, string tag="", IOrderProperties properties=null)
 New limit order constructor More...
 
override void ApplyUpdateOrderRequest (UpdateOrderRequest request)
 Modifies the state of this order to match the update request More...
 
override Order Clone ()
 Creates a deep-copy clone of this order More...
 
- Public Member Functions inherited from QuantConnect.Orders.ComboOrder
 ComboOrder ()
 Added a default constructor for JSON Deserialization: More...
 
 ComboOrder (Symbol symbol, decimal quantity, DateTime time, GroupOrderManager groupOrderManager, string tag="", IOrderProperties properties=null)
 New market order constructor More...
 
override void ApplyUpdateOrderRequest (UpdateOrderRequest request)
 Modifies the state of this order to match the update request More...
 
- Public Member Functions inherited from QuantConnect.Orders.Order
virtual IEnumerable< IPositionCreatePositions (SecurityManager securities)
 Creates an enumerable containing each position resulting from executing this order. More...
 
decimal GetValue (Security security)
 Gets the value of this order at the given market price in units of the account currency NOTE: Some order types derive value from other parameters, such as limit prices More...
 
virtual string GetDefaultTag ()
 Gets the default tag for this order More...
 
override string ToString ()
 Returns a string that represents the current object. More...
 

Public Attributes

override OrderType Type => OrderType.ComboLimit
 Combo Limit Order Type More...
 
- Public Attributes inherited from QuantConnect.Orders.Order
DateTime CreatedTime => Time
 Gets the utc time this order was created. Alias for Time More...
 
TimeInForce TimeInForce => Properties.TimeInForce
 Order Time In Force More...
 
SecurityType SecurityType => Symbol.ID.SecurityType
 The symbol's security type More...
 
decimal AbsoluteQuantity => Math.Abs(Quantity)
 Get the absolute quantity for this order More...
 
decimal Value => Quantity * Price
 Deprecated More...
 

Protected Member Functions

override decimal GetValueImpl (Security security)
 Gets the order value in units of the security's quote currency More...
 
- Protected Member Functions inherited from QuantConnect.Orders.Order
 Order ()
 Added a default constructor for JSON Deserialization: More...
 
 Order (Symbol symbol, decimal quantity, DateTime time, GroupOrderManager groupOrderManager, string tag="", IOrderProperties properties=null)
 New order constructor More...
 
 Order (Symbol symbol, decimal quantity, DateTime time, string tag="", IOrderProperties properties=null)
 New order constructor More...
 
void CopyTo (Order order)
 Copies base Order properties to the specified order More...
 

Additional Inherited Members

- Static Public Member Functions inherited from QuantConnect.Orders.Order
static Order CreateOrder (SubmitOrderRequest request)
 Creates an Order to match the specified request More...
 
- Properties inherited from QuantConnect.Orders.ComboOrder
override decimal Quantity [get, set]
 Number of shares to execute. For combo orders, we store the ratio of each leg instead of the quantity, and the actual quantity is calculated when requested using the group order manager quantity. This allows for a single quantity update to be applied to all the legs of the combo. More...
 
- Properties inherited from QuantConnect.Orders.Order
int Id [get, set]
 Order ID. More...
 
int ContingentId [get, set]
 Order id to process before processing this order. More...
 
List< string > BrokerId [get, set]
 Brokerage Id for this order for when the brokerage splits orders into multiple pieces More...
 
Symbol Symbol [get, set]
 Symbol of the Asset More...
 
decimal Price [get, set]
 Price of the Order. More...
 
string PriceCurrency [get, set]
 Currency for the order price More...
 
DateTime Time [get, set]
 Gets the utc time the order was created. More...
 
DateTime? LastFillTime [get, set]
 Gets the utc time the last fill was received, or null if no fills have been received More...
 
DateTime? LastUpdateTime [get, set]
 Gets the utc time this order was last updated, or null if the order has not been updated. More...
 
DateTime? CanceledTime [get, set]
 Gets the utc time this order was canceled, or null if the order was not canceled. More...
 
virtual decimal Quantity [get, set]
 Number of shares to execute. More...
 
abstract OrderType Type [get]
 Order Type More...
 
OrderStatus Status [get, set]
 Status of the Order More...
 
string Tag [get, set]
 Tag the order with some custom data More...
 
IOrderProperties Properties [get]
 Additional properties of the order More...
 
OrderDirection Direction [get]
 Order Direction Property based off Quantity. More...
 
OrderSubmissionData OrderSubmissionData [get, set]
 Gets the price data at the time the order was submitted More...
 
bool IsMarketable [get]
 Returns true if the order is a marketable order. More...
 
GroupOrderManager GroupOrderManager [get, set]
 Manager for the orders in the group if this is a combo order More...
 
DataNormalizationMode PriceAdjustmentMode [get, set]
 The adjustment mode used on the order fill price More...
 

Detailed Description

Combo limit order type

Single limit price for the whole combo order

Definition at line 26 of file ComboLimitOrder.cs.

Constructor & Destructor Documentation

◆ ComboLimitOrder() [1/2]

QuantConnect.Orders.ComboLimitOrder.ComboLimitOrder ( )

Added a default constructor for JSON Deserialization:

Definition at line 36 of file ComboLimitOrder.cs.

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◆ ComboLimitOrder() [2/2]

QuantConnect.Orders.ComboLimitOrder.ComboLimitOrder ( Symbol  symbol,
decimal  quantity,
decimal  limitPrice,
DateTime  time,
GroupOrderManager  groupOrderManager,
string  tag = "",
IOrderProperties  properties = null 
)

New limit order constructor

Parameters
symbolSymbol asset we're seeking to trade
quantityQuantity of the asset we're seeking to trade
timeTime the order was placed
groupOrderManagerManager for the orders in the group
limitPricePrice the order should be filled at if a limit order
tagUser defined data tag for this order
propertiesThe order properties for this order

Definition at line 50 of file ComboLimitOrder.cs.

Member Function Documentation

◆ GetValueImpl()

override decimal QuantConnect.Orders.ComboLimitOrder.GetValueImpl ( Security  security)
protectedvirtual

Gets the order value in units of the security's quote currency

Parameters
securityThe security matching this order's symbol

Implements QuantConnect.Orders.Order.

Definition at line 61 of file ComboLimitOrder.cs.

◆ ApplyUpdateOrderRequest()

override void QuantConnect.Orders.ComboLimitOrder.ApplyUpdateOrderRequest ( UpdateOrderRequest  request)
virtual

Modifies the state of this order to match the update request

Parameters
requestThe request to update this order object

Reimplemented from QuantConnect.Orders.Order.

Definition at line 70 of file ComboLimitOrder.cs.

◆ Clone()

override Order QuantConnect.Orders.ComboLimitOrder.Clone ( )
virtual

Creates a deep-copy clone of this order

Returns
A copy of this order

Implements QuantConnect.Orders.Order.

Definition at line 83 of file ComboLimitOrder.cs.

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Member Data Documentation

◆ Type

override OrderType QuantConnect.Orders.ComboLimitOrder.Type => OrderType.ComboLimit

Combo Limit Order Type

Definition at line 31 of file ComboLimitOrder.cs.


The documentation for this class was generated from the following file: