Group (combo) orders extension methods for easiest combo order manipulation More...

Static Public Member Functions
static bool	TryGetGroupOrders (this Order order, Func< int, Order > orderProvider, out List< Order > orders)
	Gets the grouped orders (legs) of a group order More...

static bool	TryGetGroupOrdersSecurities (this List< Order > orders, ISecurityProvider securityProvider, out Dictionary< Order, Security > securities)
	Gets the securities corresponding to each order in the group More...

static string	GetErrorMessage (this Dictionary< Order, Security > securities, HasSufficientBuyingPowerForOrderResult hasSufficientBuyingPowerResult)
	Returns an error string message saying there is insufficient buying power for the given orders associated with their respective securities More...

static decimal	GetOrderLegGroupQuantity (this decimal legRatio, GroupOrderManager groupOrderManager)
	Gets the combo order leg group quantity, that is, the total number of shares to be bought/sold from this leg, from its ratio and the group order quantity More...

static decimal	GetOrderLegRatio (this decimal legGroupQuantity, GroupOrderManager groupOrderManager)
	Gets the combo order leg ratio from its group quantity and the group order quantity More...

Detailed Description

Group (combo) orders extension methods for easiest combo order manipulation

Definition at line 27 of file GroupOrderExtensions.cs.

Member Function Documentation

◆ TryGetGroupOrders()

static bool QuantConnect.Orders.GroupOrderExtensions.TryGetGroupOrders	(	this Order	order,
		Func< int, Order >	orderProvider,
		out List< Order >	orders
	)

static

Gets the grouped orders (legs) of a group order

Parameters

order	Target order, which can be any of the legs of the combo
orderProvider	Order provider to use to access the existing orders
orders	List of orders in the combo

Returns: False if any of the orders in the combo is not yet found in the order provider. True otherwise

If the target order is not a combo order, the resulting list will contain that single order alone

Definition at line 37 of file GroupOrderExtensions.cs.

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◆ TryGetGroupOrdersSecurities()

static bool QuantConnect.Orders.GroupOrderExtensions.TryGetGroupOrdersSecurities	(	this List< Order >	orders,
		ISecurityProvider	securityProvider,
		out Dictionary< Order, Security >	securities
	)

static

Gets the securities corresponding to each order in the group

Parameters

orders	List of orders to map
securityProvider	The security provider to use
securities	The resulting map of order to security

Returns: True if the mapping is successful, false otherwise.

Definition at line 82 of file GroupOrderExtensions.cs.

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◆ GetErrorMessage()

static string QuantConnect.Orders.GroupOrderExtensions.GetErrorMessage	(	this Dictionary< Order, Security >	securities,
		HasSufficientBuyingPowerForOrderResult	hasSufficientBuyingPowerResult
	)

static

Returns an error string message saying there is insufficient buying power for the given orders associated with their respective securities

Definition at line 103 of file GroupOrderExtensions.cs.

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◆ GetOrderLegGroupQuantity()

static decimal QuantConnect.Orders.GroupOrderExtensions.GetOrderLegGroupQuantity	(	this decimal	legRatio,
		GroupOrderManager	groupOrderManager
	)

static

Gets the combo order leg group quantity, that is, the total number of shares to be bought/sold from this leg, from its ratio and the group order quantity

Parameters

legRatio	The leg ratio
groupOrderManager	The group order manager

Returns: The total number of shares to be bought/sold from this leg

Definition at line 115 of file GroupOrderExtensions.cs.

◆ GetOrderLegRatio()

static decimal QuantConnect.Orders.GroupOrderExtensions.GetOrderLegRatio	(	this decimal	legGroupQuantity,
		GroupOrderManager	groupOrderManager
	)

static

Gets the combo order leg ratio from its group quantity and the group order quantity

Parameters

legGroupQuantity	The total number of shares to be bought/sold from this leg, that is, the result of the let ratio times the group quantity
groupOrderManager	The group order manager

Returns: The ratio of this combo order leg

Definition at line 128 of file GroupOrderExtensions.cs.

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

Common/Orders/GroupOrderExtensions.cs

Static Public Member Functions

Detailed Description

Member Function Documentation

◆ TryGetGroupOrders()

◆ TryGetGroupOrdersSecurities()

◆ GetErrorMessage()

◆ GetOrderLegGroupQuantity()

◆ GetOrderLegRatio()